#Earnings $KMX reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
March 29, 2019 BO +9.61%
Dec. 21, 2018 BO +3.94%
Sept. 26, 2018 BO -1.60%
June 22, 2018 BO +12.86% Biggest UP
April 4, 2018 BO +4.61%
Dec. 21, 2017 BO -3.60%
Sept. 22, 2017 BO +7.77%
June 21, 2017 BO +0.80%
April 6, 2017 BO +2.36%
Dec. 20, 2016 BO +6.09%
Sept. 21, 2016 BO -2.04%
June 21, 2016 BO -4.91% Biggest DOWN
Avg (+ or -) 5.02%
Bias 2.99%, positive bias on earnings.
With stock at 82.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 77.07 to 87.93
Based on AVERAGE move over last 12 quarters: 78.36 to 86.64
Based on MAXIMUM move over last 12 Q’s (12.9%): 71.89 to 93.11
Based on UP Max only (-4.9%): 78.45
Open to requests for other symbols.