#Earnings Sold $Z Aug 9th 40/44-56/60 condors for 1.265. It’s got a couple of big moves recently but otherwise fairly quiet. Also sold 42/44-56/58 for .75 in smaller account.

#Earnings $Z reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

May 9, 2019 AC +5.04%
Feb. 21, 2019 AC +26.36% Biggest UP
Nov. 6, 2018 AC -26.92% Biggest DOWN
Aug. 6, 2018 AC -14.77%
May 7, 2018 AC -1.44%
Feb. 8, 2018 AC -2.67%
Nov. 7, 2017 AC +2.67%
Aug. 8, 2017 AC -9.05%
May 4, 2017 AC +9.29%
Feb. 7, 2017 AC -6.37%
Nov. 1, 2016 AC +6.32%
Aug. 4, 2016 AC -4.73%

Avg (+ or -) 9.64%
Bias -1.36%, negative bias on earnings.

With stock at 50.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 43.33 to 56.67
Based on AVERAGE one-day move over last 12 quarters: 45.18 to 54.82
Based on MAXIMUM one-day move over last 12 Q’s (26.9%): 36.54 to 63.46
Based on UP max only (+26.4%): 63.18

Open to requests for other symbols.