#Earnings $CMG reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 6, 2019 AC +11.35%
Oct. 25, 2018 AC +3.42%
July 26, 2018 AC +5.71%
April 25, 2018 AC +24.44% Biggest UP
Feb. 6, 2018 AC -10.55%
Oct. 24, 2017 AC -14.58% Biggest DOWN
July 25, 2017 AC -2.30%
April 25, 2017 AC +2.38%
Feb. 2, 2017 AC -4.54%
Oct. 25, 2016 AC -9.28%
July 21, 2016 AC +5.83%
April 26, 2016 AC -6.43%
Avg (+ or -) 8.40%
Bias 0.45%, small positive bias on earnings.
With stock at 710.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 660.25 to 759.75
Based on AVERAGE move over last 12 quarters: 650.35 to 769.65
Based on MAXIMUM move over last 12 Q’s (24.4%): 536.48 to 883.52
Based on DOWN max only (-14.6%): 606.48
Open to requests for other symbols.