#Earnings $FDX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
June 25, 2019 AC +2.52%
March 19, 2019 AC -3.49%
Dec. 18, 2018 AC -12.16% Biggest DOWN
Sept. 17, 2018 AC -5.53%
June 19, 2018 AC -2.69%
March 20, 2018 AC -1.17%
Dec. 19, 2017 AC +3.51%
Sept. 19, 2017 AC +2.08%
June 20, 2017 AC +1.60%
March 21, 2017 AC +2.12%
Dec. 20, 2016 AC -3.33%
Sept. 20, 2016 AC +6.89% Biggest UP
Avg (+ or -) 3.92%
Bias -0.80%, negative bias on earnings.
With stock at 173.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 163.29 to 182.71
Based on AVERAGE one-day move over last 12 quarters: 166.21 to 179.79
Based on MAXIMUM one-day move over last 12 Q’s (12.2%): 151.96 to 194.04
Based on UP max only (+6.9%): 184.92
Open to requests for other symbols.