#Earnings $SWK reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
April 24, 2019 BO -1.00%
Jan. 22, 2019 BO -15.48% Biggest DOWN
Oct. 25, 2018 BO +1.57%
July 20, 2018 BO +3.27%
April 20, 2018 BO -6.70%
Jan. 24, 2018 BO -1.89%
Oct. 24, 2017 BO +4.77% Biggest UP
July 24, 2017 BO -2.10%
April 21, 2017 BO +3.65%
Jan. 26, 2017 BO -0.15%
Oct. 27, 2016 BO -1.49%
July 22, 2016 BO +4.80%
Avg (+ or -) 3.91%
Bias -0.90%, negative bias on earnings.
With stock at 142.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 134.94 to 149.06
Based on AVERAGE one-day move over last 12 quarters: 136.45 to 147.55
Based on MAXIMUM one-day move over last 12 Q’s (15.5%): 120.02 to 163.98
Based on UP Max only (+4.8%): 148.82
Open to requests for other symbols.