#Earnings — $NKE reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Dec. 20, 2018 AC +7.16%
Sept. 25, 2018 AC -1.28%
June 28, 2018 AC +11.12% Biggest UP
March 22, 2018 AC +0.32%
Dec. 21, 2017 AC -2.28%
Sept. 26, 2017 AC -1.91%
June 29, 2017 AC +10.96%
March 21, 2017 AC -7.05% Biggest DOWN
Dec. 20, 2016 AC +0.98%
Sept. 27, 2016 AC -3.77%
June 28, 2016 AC +3.84%
March 22, 2016 AC -3.79%
Avg (+ or -) 4.54%
Bias 1.19%, positive bias on earnings.
With stock at 87.70 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 83.36 to 92.04
Based on AVERAGE move over last 12 quarters: 83.72 to 91.68
Based on MAXIMUM move over last 12 Q’s (12.7%): 77.95 to 97.45
Based on DOWN max only (-7.1%): 81.53
Open to requests for other symbols.