#Earnings $ADBE reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
March 14, 2019 AC -3.95%
Dec. 13, 2018 AC -7.28% Biggest DOWN
Sept. 13, 2018 AC +2.29%
June 14, 2018 AC -2.43%
March 15, 2018 AC +3.05%
Dec. 14, 2017 AC +1.43%
Sept. 19, 2017 AC -4.24%
June 20, 2017 AC +2.36%
March 16, 2017 AC +3.80%
Dec. 15, 2016 AC -1.47%
Sept. 20, 2016 AC +7.11% Biggest UP
June 21, 2016 AC -5.72%
Avg (+ or -) 3.76%
Bias -0.42%, slight negative bias on earnings.
With stock at 278.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 266.34 to 290.66
Based on AVERAGE move over last 12 quarters: 268.03 to 288.97
Based on MAXIMUM move over last 12 Q’s (7.3%): 258.23 to 298.77
Based on UP Max only (+7.1%): 298.30
Open to requests for other symbols.