#Earnings $MSFT reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
April 24, 2019 AC +3.31%
Jan. 30, 2019 AC -1.83% Biggest DOWN
Oct. 24, 2018 AC +5.84%
July 19, 2018 AC +1.79%
April 26, 2018 AC +1.65%
Jan. 31, 2018 AC -0.78%
Oct. 26, 2017 AC +6.41% Biggest UP
July 20, 2017 AC -0.57%
April 27, 2017 AC +0.27%
Jan. 26, 2017 AC +2.34%
Oct. 20, 2016 AC +4.20%
July 19, 2016 AC +5.31%
Avg (+ or -) 2.86%
Bias 2.33%, strong positive bias on earnings.
With stock at 136.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 131.13 to 140.87
Based on AVERAGE move over last 12 quarters: 132.11 to 139.89
Based on MAXIMUM move over last 12 Q’s (6.4%): 127.28 to 144.72
Based on DOWN Max only (-1.8%): 133.51
Open to requests for other symbols.