#Earnings $AVGO reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
March 14, 2019 AC +8.23% Biggest UP
Dec. 6, 2018 AC +0.58%
Sept. 6, 2018 AC +7.69%
June 7, 2018 AC -2.53%
March 15, 2018 AC -4.81% Biggest DOWN
Dec. 6, 2017 AC 0.00%
Aug. 24, 2017 AC -3.70%
June 1, 2017 AC +8.49%
March 1, 2017 AC +0.99%
Dec. 8, 2016 AC +4.90%
Sept. 1, 2016 AC -2.24%
June 2, 2016 AC +4.93%
Avg (+ or -) 4.09%
Bias 1.88%, positive bias on earnings.
With stock at 282.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 265.11 to 299.89
Based on AVERAGE move over last 12 quarters: 270.94 to 294.06
Based on MAXIMUM move over last 12 Q’s (8.5%): 258.52 to 306.48
Based on DOWN Max only (-4.8%): 268.91
Open to requests for other symbols.