#Earnings $OLED reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
May 2, 2019 AC +8.76%
Feb. 21, 2019 AC +23.03%
Nov. 1, 2018 AC -20.50% Biggest DOWN
Aug. 9, 2018 AC +13.54%
May 3, 2018 AC +12.43%
Feb. 22, 2018 AC -15.81%
Nov. 2, 2017 AC +9.52%
Aug. 3, 2017 AC -1.30%
May 4, 2017 AC +23.87% Biggest UP
Feb. 23, 2017 AC +20.08%
Nov. 3, 2016 AC +2.98%
Aug. 4, 2016 AC -8.01%
Avg (+ or -) 13.32%
Bias 5.72%, positive bias on earnings.
With stock at 217.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 193.58 to 240.42
Based on AVERAGE one-day move over last 12 quarters: 188.10 to 245.90
Based on MAXIMUM one-day move over last 12 Q’s (23.0%): 165.20 to 268.80
Based on DOWN max only (-20.5%): 172.52
Open to requests for other symbols.