#Earnings $TIF reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
June 4, 2019 BO +2.59%
March 22, 2019 BO +3.14%
Nov. 28, 2018 BO -11.82% Biggest DOWN
Aug. 28, 2018 BO +0.99%
May 23, 2018 BO +23.28% Biggest UP
March 16, 2018 BO -5.06%
Nov. 29, 2017 BO -1.58%
Aug. 24, 2017 BO -1.31%
May 24, 2017 BO -8.70%
March 17, 2017 BO +2.71%
Nov. 29, 2016 BO +3.14%
Aug. 25, 2016 BO +6.40%
Avg (+ or -) 5.89%
Bias 1.15%, positive bias on earnings.
With stock at 85.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 78.66 to 91.34
Based on AVERAGE one-day move over last 12 quarters: 79.99 to 90.01
Based on MAXIMUM one-day move over last 12 Q’s (23.3%): 65.21 to 104.79
Based on DOWN max only (-11.8%): 74.95
Open to requests for other symbols.