#Earnings $ULTA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
March 14, 2019 AC +8.28%
Dec. 6, 2018 AC -13.12% Biggest DOWN
Aug. 30, 2018 AC +6.37%
May 31, 2018 AC -0.71%
March 15, 2018 AC +7.63%
Nov. 30, 2017 AC -4.11%
Aug. 24, 2017 AC -9.13%
May 25, 2017 AC +3.19%
March 9, 2017 AC +4.62%
Dec. 1, 2016 AC -1.56%
Aug. 25, 2016 AC -6.11%
May 26, 2016 AC +9.10% Biggest UP
Avg (+ or -) 6.16%
Bias 0.37%, tiny positive bias on earnings.
With stock at 325.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 300.92 to 349.08
Based on AVERAGE move over last 12 quarters: 304.98 to 345.02
Based on MAXIMUM move over last 12 Q’s (13.1%): 282.36 to 367.64
Based on UP Max only (+9.1%): 354.58
Open to requests for other symbols.