#Earnings $GOOGL reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
April 29, 2019 AC -7.50% Biggest DOWN
Feb. 4, 2019 AC +0.91%
Oct. 25, 2018 AC -1.79%
July 23, 2018 AC +3.89%
April 23, 2018 AC -4.76%
Feb. 1, 2018 AC -5.28%
Oct. 26, 2017 AC +4.26% Biggest UP
July 24, 2017 AC -2.93%
April 27, 2017 AC +3.71%
Jan. 26, 2017 AC -1.39%
Oct. 27, 2016 AC +0.27%
July 28, 2016 AC +3.32%
Avg (+ or -) 3.33%
Bias -0.61%, slight negative bias on earnings.
With stock at 1135.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1085.58 to 1184.42
Based on AVERAGE one-day move over last 12 quarters: 1097.16 to 1172.84
Based on MAXIMUM one-day move over last 12 Q’s (7.5%): 1049.88 to 1220.13
Based on UP max only (+4.3%): 1183.35
Open to requests for other symbols.