#Earnings $ROKU reports tonight. Below are details on earnings one-day moves over the last 6 quarters, which accounts for its full history of earnings.
Feb. 21, 2019 AC +25.23%
Nov. 7, 2018 AC -22.29% Biggest DOWN
Aug. 8, 2018 AC +21.31%
May 9, 2018 AC -1.71%
Feb. 21, 2018 AC -17.71%
Nov. 8, 2017 AC +54.93% Biggest UP
Avg (+ or -) 23.86%
Bias 9.96%, positive bias on earnings.
With stock at 64.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 55.66 to 73.34
Based on AVERAGE move over last 12 quarters: 49.11 to 79.89
Based on MAXIMUM move over last 12 Q’s (54.9%): 29.07 to 99.93
Based on DOWN max only (-22.3%): 50.12
Open to requests for other symbols.