#Earnings $ANET reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
May 2, 2019 AC -10.43%
Feb. 14, 2019 AC +9.62%
Nov. 1, 2018 AC +6.97%
Aug. 2, 2018 AC -5.26%
May 3, 2018 AC -8.51%
Feb. 15, 2018 AC -18.98% Biggest DOWN
Nov. 2, 2017 AC +11.21%
Aug. 3, 2017 AC +19.43% Biggest UP
May 4, 2017 AC +3.22%
Feb. 16, 2017 AC +18.85%
Nov. 3, 2016 AC +1.49%
Aug. 4, 2016 AC -0.33%
Avg (+ or -) 9.53%
Bias 2.27%, positive bias on earnings.
With stock at 278.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 253.96 to 302.04
Based on AVERAGE one-day move over last 12 quarters: 251.52 to 304.48
Based on MAXIMUM one-day move over last 12 Q’s (19.4%): 223.98 to 332.02
Based on DOWN max only (-19.0%): 225.24
Open to requests for other symbols.