#Earnings $VFC reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
May 22, 2019 BO -7.64%
Jan. 18, 2019 BO +12.39% Biggest UP
Oct. 19, 2018 BO -10.71%
July 20, 2018 BO +4.14%
May 4, 2018 BO -2.79%
Feb. 16, 2018 BO -11.07% Biggest DOWN
Oct. 23, 2017 BO +5.37%
July 24, 2017 BO +0.39%
April 28, 2017 BO -5.56%
Feb. 17, 2017 BO +4.58%
Oct. 24, 2016 BO -2.92%
July 22, 2016 BO -1.26%
Avg (+ or -) 5.74%
Bias -1.26%, negative bias on earnings.
With stock at 87.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 82.18 to 91.82
Based on AVERAGE one-day move over last 12 quarters: 82.01 to 91.99
Based on MAXIMUM one-day move over last 12 Q’s (12.4%): 76.22 to 97.78
Based on DOWN Max only (-11.1%): 77.37
Open to requests for other symbols.