#Earnings $EBAY reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 29, 2019 AC +1.15%
Oct. 30, 2018 AC +5.87%
July 18, 2018 AC -10.11%
April 25, 2018 AC -5.58%
Jan. 31, 2018 AC +13.82% Biggest UP
Oct. 18, 2017 AC -1.79%
July 20, 2017 AC -1.53%
April 19, 2017 AC -3.92%
Jan. 25, 2017 AC +4.99%
Oct. 19, 2016 AC -10.76% Biggest DOWN
July 20, 2016 AC +10.89%
April 26, 2016 AC +3.18%
Avg (+ or -) 6.13%
Bias 0.52%, slight positive bias on earnings.
With stock at 36.75 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 34.53 to 38.97
Based on AVERAGE move over last 12 quarters: 34.50 to 39.00
Based on MAXIMUM move over last 12 Q’s (13.8%): 31.67 to 41.83
Based on DOWN max only (-10.8%): 32.80
Open to requests for other symbols.