#Earnings $KMX reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

June 21, 2019 BO +3.18%
March 29, 2019 BO +9.61%
Dec. 21, 2018 BO +3.94%
Sept. 26, 2018 BO -1.60%
June 22, 2018 BO +12.86%
April 4, 2018 BO +4.61%
Dec. 21, 2017 BO -3.60%
Sept. 22, 2017 BO +7.77%
June 21, 2017 BO +0.80%
April 6, 2017 BO +2.36%
Dec. 20, 2016 BO +6.09%
Sept. 21, 2016 BO -2.04%

Avg (+ or -) 4.87%
Bias 3.67%, strongly positive bias on earnings.

NOTE: The 5-day results are still bullish, but less so, as extreme one-day up moves tended to fade over the following days.

With stock at 86.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 79.60 to 92.40
Based on AVERAGE one-day move over last 12 quarters: 81.81 to 90.19
Based on MAXIMUM one-day move over last 12 Q’s (12.9%): 74.94 to 97.06
Based on DOWN max only (-3.6%): 82.90

Open to requests for other symbols.

#doublecalendar