#Earnings $ADBE reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
June 18, 2019 AC +5.21%
March 14, 2019 AC -3.95%
Dec. 13, 2018 AC -7.28% Biggest DOWN
Sept. 13, 2018 AC +2.29%
June 14, 2018 AC -2.43%
March 15, 2018 AC +3.05%
Dec. 14, 2017 AC +1.43%
Sept. 19, 2017 AC -4.24%
June 20, 2017 AC +2.36%
March 16, 2017 AC +3.80%
Dec. 15, 2016 AC -1.47%
Sept. 20, 2016 AC +7.11% Biggest UP
Avg (+ or -) 3.72%
Bias 0.49%, positive bias on earnings.
With stock at 282.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 268.04 to 296.96
Based on AVERAGE one-day move over last 12 quarters: 272.00 to 293.00
Based on MAXIMUM one-day move over last 12 Q’s (7.3%): 261.93 to 303.07
Based on UP max only (+7.1%): 302.59
Open to requests for other symbols.