#Earnings $FB reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
April 24, 2019 AC +5.84%
Jan. 30, 2019 AC +10.81% Biggest UP
Oct. 30, 2018 AC +3.80%
July 25, 2018 AC -18.96% Biggest DOWN
April 25, 2018 AC +9.06%
Jan. 31, 2018 AC +3.31%
Nov. 1, 2017 AC -2.04%
July 26, 2017 AC +2.91%
May 3, 2017 AC -0.62%
Feb. 1, 2017 AC -1.79%
Nov. 2, 2016 AC -5.63%
July 27, 2016 AC +1.34%
Avg (+ or -) 5.51%
Bias 0.67%, small positive bias on earnings.
With stock at 200.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 187.08 to 212.92
Based on AVERAGE one-day move over last 12 quarters: 188.98 to 211.02
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 162.08 to 237.92
Based on UP Max only (+10.8%): 221.62
Open to requests for other symbols.