#Earnings $GRUB reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 7, 2019 BO -2.00%
Oct. 25, 2018 BO -11.98%
July 25, 2018 BO +23.53%
May 1, 2018 BO -8.39%
Feb. 8, 2018 BO +27.36% Biggest UP
Oct. 25, 2017 BO +11.17%
Aug. 3, 2017 AC +9.05%
April 27, 2017 BO +22.55%
Feb. 8, 2017 BO -3.51%
Oct. 26, 2016 BO -12.69% Biggest DOWN
July 28, 2016 BO +24.10%
May 3, 2016 BO -7.12%
Avg (+ or -) 13.62%
Bias 6.01%, positive bias on earnings.
With stock at 70.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 60.14 to 79.86
Based on AVERAGE move over last 12 quarters: 60.47 to 79.53
Based on MAXIMUM move over last 12 Q’s (27.4%): 50.85 to 89.15
Based on DOWN max only (-12.7%): 61.12
Open to requests for other symbols.