#Earnings $LULU reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
June 12, 2019 AC +2.12%
March 27, 2019 AC +14.12%
Dec. 6, 2018 AC -13.36%
Aug. 30, 2018 AC +13.08%
May 31, 2018 AC +16.31% Biggest UP
March 27, 2018 AC +9.21%
Dec. 6, 2017 AC +6.42%
Aug. 31, 2017 AC +7.19%
June 1, 2017 AC +11.54%
March 29, 2017 AC -23.43% Biggest DOWN
Dec. 7, 2016 AC +15.04%
Sept. 1, 2016 AC -10.55%
Avg (+ or -) 11.86%
Bias 3.97%, positive bias on earnings.
With stock at 185.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 167.54 to 202.46
Based on AVERAGE one-day move over last 12 quarters: 163.05 to 206.95
Based on MAXIMUM one-day move over last 12 Q’s (23.4%): 141.65 to 228.35
Based on UP max only (+16.3%): 215.17
Open to requests for other symbols.