#Earnings — $KR reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Dec. 6, 2018 BO +3.21%
Sept. 13, 2018 BO -9.92%
June 21, 2018 BO +9.74% Biggest UP
March 8, 2018 BO -12.39%
Nov. 30, 2017 BO +6.07%
Sept. 8, 2017 BO -7.50%
June 15, 2017 BO -18.89% Biggest DOWN
March 2, 2017 BO -4.33%
Dec. 1, 2016 BO +3.28%
Sept. 9, 2016 BO +0.63%
June 16, 2016 BO -0.67%
March 3, 2016 BO -7.01%
Avg (+ or -) 6.97%
Bias -3.15%, strong negative bias on earnings.
With stock at 28.80 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 26.65 to 30.95
Based on AVERAGE move over last 12 quarters: 26.79 to 30.81
Based on MAXIMUM move over last 12 Q’s (18.9%): 23.36 to 34.24
Based on Max UP only (9.7%): 31.61
Open to requests for other symbols.