#Earnings $SPLK reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 28, 2019 AC -0.90%
Nov. 29, 2018 AC +9.93%
Aug. 23, 2018 AC +14.81%
May 24, 2018 AC -5.20%
March 1, 2018 AC +9.26%
Nov. 16, 2017 AC +17.89% Biggest UP
Aug. 24, 2017 AC +8.47%
May 25, 2017 AC -6.97%
Feb. 23, 2017 AC -3.23%
Nov. 29, 2016 AC +0.41%
Aug. 25, 2016 AC -10.10% Biggest DOWN
May 26, 2016 AC +2.56%
Avg (+ or -) 7.48%
Bias 3.08%, strongly positive bias on earnings.
With stock at 131.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 121.63 to 140.37
Based on AVERAGE move over last 12 quarters: 120.28 to 139.72
Based on MAXIMUM move over last 12 Q’s (17.9%): 106.74 to 153.26
Based on max DOWN move only (-10.1%): 116.87
Open to requests for other symbols.