#Earnings $REGN reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 6, 2019 BO -3.43%
Nov. 6, 2018 BO +0.75%
Aug. 2, 2018 BO +6.99% Biggest UP
May 3, 2018 BO -1.25%
Feb. 8, 2018 BO -3.58% Biggest DOWN
Nov. 8, 2017 BO +2.66%
Aug. 3, 2017 BO -2.03%
May 4, 2017 BO +6.70%
Feb. 9, 2017 BO +1.91%
Nov. 4, 2016 BO +1.60%
Aug. 4, 2016 BO -1.80%
May 5, 2016 BO +4.73%
Avg (+ or -) 3.12%
Bias 1.10%, positive bias on earnings.
With stock at 335.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 315.64 to 354.36
Based on AVERAGE move over last 4 quarters: 325.52 to 346.48
Based on MAXIMUM move over last 4 Q’s (7.0%): 312.51 to 359.49
Based on DOWN max only (-3.6%): 323.97
Open to requests for other symbols.