#Earnings $AMBA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
March 5, 2019 AC +3.74%
Nov. 29, 2018 AC +18.48% Biggest UP
Aug. 30, 2018 AC -3.62%
June 5, 2018 AC -12.93%
March 1, 2018 AC +13.46%
Nov. 30, 2017 AC +14.29%
Aug. 31, 2017 AC -22.35% Biggest DOWN
June 6, 2017 AC -10.24%
Feb. 28, 2017 AC -4.42%
Dec. 1, 2016 AC -11.27%
Sept. 1, 2016 AC -6.67%
June 2, 2016 AC +9.39%
Avg (+ or -) 10.91%
Bias -1.01%, negative bias on earnings.
With stock at 40.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 36.00 to 44.00
Based on AVERAGE move over last 12 quarters: 35.64 to 44.36
Based on MAXIMUM move over last 12 Q’s (22.4%): 31.06 to 48.94
Based on UP Max only (+18.5%): 47.39
Open to requests for other symbols.