#Earnings $AMBA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
June 4, 2019 AC +0.07%
March 5, 2019 AC +3.74%
Nov. 29, 2018 AC +18.48% Biggest UP
Aug. 30, 2018 AC -3.62%
June 5, 2018 AC -12.93%
March 1, 2018 AC +13.46%
Nov. 30, 2017 AC +14.29%
Aug. 31, 2017 AC -22.35% Biggest DOWN
June 6, 2017 AC -10.24%
Feb. 28, 2017 AC -4.42%
Dec. 1, 2016 AC -11.27%
Sept. 1, 2016 AC -6.67%
Avg (+ or -) 10.13%
Bias -1.79%, slight negative bias on earnings.
With stock at 46.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 42.36 to 50.64
Based on AVERAGE one-day move over last 12 quarters: 41.79 to 51.21
Based on MAXIMUM one-day move over last 12 Q’s (22.4%): 36.11 to 56.89
Based on UP max only (+18.5%): 55.09
Open to requests for other symbols.