#Earnings $EW reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
April 23, 2019 AC -1.79%
Jan. 31, 2019 AC -1.00%
Oct. 23, 2018 AC -5.35%
July 26, 2018 AC -8.50%
April 24, 2018 AC -3.82%
Feb. 1, 2018 AC +3.81%
Oct. 24, 2017 AC -9.55%
July 26, 2017 AC +0.64%
April 25, 2017 AC +10.49% Biggest UP
Feb. 1, 2017 AC -8.45%
Oct. 25, 2016 AC -17.09% Biggest DOWN
July 26, 2016 AC +5.62%
Avg (+ or -) 6.34%
Bias -2.92%, negative bias on earnings.
With stock at 193.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 183.35 to 202.65
Based on AVERAGE one-day move over last 12 quarters: 180.76 to 205.24
Based on MAXIMUM one-day move over last 12 Q’s (17.1%): 160.02 to 225.98
Based on UP Max only (+10.5%): 213.25
Open to requests for other symbols.