#Earnings $COST reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
May 30, 2019 AC -0.81%
March 7, 2019 AC +5.08% Biggest UP
Dec. 13, 2018 AC -8.58% Biggest DOWN
Oct. 4, 2018 AC -5.55%
May 31, 2018 AC -0.55%
March 7, 2018 AC -0.89%
Dec. 14, 2017 AC +3.32%
Oct. 5, 2017 AC -5.97%
May 25, 2017 AC +1.79%
March 2, 2017 AC -4.33%
Dec. 7, 2016 AC +2.43%
Sept. 29, 2016 AC +3.40%
Avg (+ or -) 3.56%
Bias -0.89%, negative bias on earnings.
With stock at 285.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 272.00 to 298.00
Based on AVERAGE one-day move over last 12 quarters: 274.86 to 295.14
Based on MAXIMUM one-day move over last 12 Q’s (-8.6%): 260.55 to 309.45
Based on DOWN max only (+5.1%): 299.48
Open to requests for other symbols.