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

Jan. 28, 2019 BO -9.12% Biggest DOWN
Oct. 23, 2018 BO -7.55%
July 30, 2018 BO -1.97%
April 24, 2018 BO -6.20%
Jan. 25, 2018 BO +0.61%
Oct. 24, 2017 BO +4.98%
July 25, 2017 BO +5.87%
April 25, 2017 BO +7.86% Biggest UP
Jan. 26, 2017 BO -0.94%
Oct. 25, 2016 BO -1.75%
July 26, 2016 BO +5.15%
April 22, 2016 BO -0.43%

Avg (+ or -) 4.37%
Bias -0.29%, no significant bias on earnings.

With stock at 142.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 135.17 to 149.83
Based on AVERAGE move over last 12 quarters: 136.27 to 148.73
Based on MAXIMUM move over last 12 Q’s (9.1%): 129.50 to 155.50
Based on UP max only (7.9%): 153.70

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