#Earnings I found today’s trades: #DoubleCalender on NOC and #LongStraddle on $SNAP

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

Jan. 31, 2019 BO -1.87%
Oct. 24, 2018 BO -6.00%
July 25, 2018 BO -6.53% Biggest DOWN
April 25, 2018 BO -2.60%
Jan. 25, 2018 BO +3.68%
Oct. 25, 2017 BO +3.64%
July 26, 2017 BO -0.07%
April 26, 2017 BO -0.02%
Jan. 26, 2017 BO -1.68%
Oct. 26, 2016 BO +3.88% Biggest UP
July 27, 2016 BO -0.24%
April 27, 2016 BO +1.68%

Avg (+ or -) 2.66%
Bias -0.51%, slight negative bias on earnings.

With stock at 294.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 280.91 to 307.09
Based on AVERAGE move over last 12 quarters: 286.19 to 301.81
Based on MAXIMUM move over last 12 Q’s (6.5%): 274.80 to 313.20
Based on UP max only (+3.9%): 305.41

Open to requests for other symbols.