#Earnings $SKX reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 7, 2019 AC +15.19%
Oct. 18, 2018 AC +13.78%
July 19, 2018 AC -20.99%
April 19, 2018 AC -27.04% Biggest DOWN
Feb. 8, 2018 AC +7.54%
Oct. 19, 2017 AC +41.44% Biggest UP
July 20, 2017 AC +0.67%
April 20, 2017 AC -2.56%
Feb. 9, 2017 AC +19.32%
Oct. 20, 2016 AC -17.26%
July 21, 2016 AC -22.34%
April 21, 2016 AC +6.26%
Avg (+ or -) 16.20%
Bias 1.17%, slight positive bias on earnings.
With stock at 35.20 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 30.85 to 39.55
Based on AVERAGE move over last 12 quarters: 29.50 to 40.90
Based on MAXIMUM move over last 12 Q’s (41.4%): 20.61 to 49.79
Based on DOWN max only (-27.0%): 25.68
Open to requests for other symbols.