#Earnings $AXP reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Jan. 17, 2019 AC +0.99%
Oct. 18, 2018 AC +3.78%
July 18, 2018 AC -2.72% Biggest DOWN
April 18, 2018 AC +7.58%
Jan. 18, 2018 AC -1.83%
Oct. 18, 2017 AC -0.19%
July 19, 2017 AC -0.67%
April 19, 2017 AC +5.91%
Jan. 19, 2017 AC -0.63%
Oct. 19, 2016 AC +9.02% Biggest UP
July 20, 2016 AC -1.62%
April 20, 2016 AC +0.90%

Avg (+ or -) 2.99%
Bias 1.71%, positive bias on earnings.

With stock at 111.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 107.89 to 115.11
Based on AVERAGE move over last 12 quarters: 108.17 to 114.83
Based on MAXIMUM move over last 12 Q’s (9.0%): 101.44 to 121.56
Based on DOWN max only (-2.7%): 108.47

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