#Earnings $JPM reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

April 12, 2019 BO +4.68% Biggest UP
Jan. 15, 2019 BO +0.73%
Oct. 12, 2018 BO -1.09%
July 13, 2018 BO -0.45%
April 13, 2018 BO -2.70% Biggest DOWN
Jan. 12, 2018 BO +1.65%
Oct. 12, 2017 BO -0.28%
July 14, 2017 BO -0.91%
April 13, 2017 BO -1.17%
Jan. 13, 2017 BO +0.53%
Oct. 14, 2016 BO -0.32%
July 14, 2016 BO +1.51%

Avg (+ or -) 1.34%
Bias 0.18%, no significant bias on earnings.

NOTE: 5-day results are not significantly different

With stock at 114.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 110.85 to 117.15
Based on AVERAGE move over last 12 quarters: 112.48 to 115.52
Based on MAXIMUM move over last 12 Q’s (4.7%): 108.66 to 119.34
Based on DOWN Max only (-2.7%): 110.92

Open to requests for other symbols.