#Earnings $WYNN reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
May 9, 2019 AC -4.72%
Jan. 30, 2019 AC +2.09%
Nov. 7, 2018 AC -13.13% Biggest DOWN
Aug. 1, 2018 AC -6.53%
April 24, 2018 AC -3.74%
Jan. 22, 2018 BO +8.67% Biggest UP
Oct. 26, 2017 AC -1.50%
July 25, 2017 AC -5.02%
April 25, 2017 AC +5.89%
Jan. 26, 2017 AC +7.93%
Nov. 2, 2016 AC -9.31%
July 28, 2016 AC -6.41%
Avg (+ or -) 6.25%
Bias -2.15%, negative bias on earnings.
With stock at 110.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 101.52 to 118.48
Based on AVERAGE one-day move over last 12 quarters: 103.13 to 116.87
Based on MAXIMUM one-day move over last 12 Q’s (13.1%): 95.56 to 124.44
Based on UP max only (+8.7%): 119.54
Open to requests for other symbols.