#Earnings $NKE reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
June 27, 2019 AC +0.34%
March 21, 2019 AC -6.61%
Dec. 20, 2018 AC +7.16%
Sept. 25, 2018 AC -1.28%
June 28, 2018 AC +11.12% Biggest UP
March 22, 2018 AC +0.32%
Dec. 21, 2017 AC -2.28%
Sept. 26, 2017 AC -1.91%
June 29, 2017 AC +10.96%
March 21, 2017 AC -7.05% Biggest DOWN
Dec. 20, 2016 AC +0.98%
Sept. 27, 2016 AC -3.77%
Avg (+ or -) 4.48%
Bias 0.67%, small positive bias on earnings.
With stock at 87.25 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 82.82 to 91.68
Based on AVERAGE one-day move over last 12 quarters: 83.34 to 91.16
Based on MAXIMUM one-day move over last 12 Q’s (11.1%): 77.55 to 96.95
Based on DOWN max only (-7.1%): 81.10
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