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

July 16, 2019 BO +1.86%
April 15, 2019 BO -3.81%
Jan. 16, 2019 BO +9.54% Biggest UP
Oct. 16, 2018 BO +3.01%
July 17, 2018 BO -0.18%
April 17, 2018 BO -1.64%
Jan. 17, 2018 BO -1.86%
Oct. 17, 2017 BO -2.60%
July 18, 2017 BO -2.59%
April 18, 2017 BO -4.71% Biggest DOWN
Jan. 18, 2017 BO -0.61%
Oct. 18, 2016 BO +2.14%

Avg (+ or -) 2.88%
Bias -0.12%, no significant bias on earnings.

With stock at 205.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 198.11 to 211.89
Based on AVERAGE one-day move over last 12 quarters: 199.10 to 210.90
Based on MAXIMUM one-day move over last 12 Q’s (9.5%): 185.44 to 224.56
Based on DOWN max only (-4.7%): 195.34

I’m getting on a plane so won’t be able to do any others today; back tomorrow. Happy trading!