#Earnings $AMZN reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
April 25, 2019 AC +2.54%
Jan. 31, 2019 AC -5.38%
Oct. 25, 2018 AC -7.81% Biggest DOWN
July 26, 2018 AC +0.51%
April 26, 2018 AC +3.60%
Feb. 1, 2018 AC +2.87%
Oct. 26, 2017 AC +13.21% Biggest UP
July 27, 2017 AC -2.48%
April 27, 2017 AC +0.71%
Feb. 2, 2017 AC -3.54%
Oct. 27, 2016 AC -5.13%
July 28, 2016 AC +0.82%
Avg (+ or -) 4.05%
Bias -0.01%, no bias on earnings.
With stock at 1990.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1916.77 to 2063.23
Based on AVERAGE one-day move over last 12 quarters: 1909.41 to 2070.60
Based on MAXIMUM one-day move over last 12 Q’s (13.2%): 1727.12 to 2252.88
Based on DOWN max only (-7.8%): 1834.58
Open to requests for other symbols.