#Earnings $NFLX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 17, 2019 AC -10.27% Biggest DOWN
April 16, 2019 AC -1.31%
Jan. 17, 2019 AC -3.98%
Oct. 16, 2018 AC +5.28%
July 16, 2018 AC -5.24%
April 16, 2018 AC +9.18%
Jan. 22, 2018 AC +9.97%
Oct. 16, 2017 AC -1.57%
July 17, 2017 AC +13.54%
April 17, 2017 AC -2.64%
Jan. 18, 2017 AC +3.86%
Oct. 17, 2016 AC +19.02% Biggest UP
Avg (+ or -) 7.16%
Bias 2.99%, positive bias on earnings.
With stock at 285.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 257.13 to 312.87
Based on AVERAGE one-day move over last 12 quarters: 264.61 to 305.39
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 230.79 to 339.21
Based on DOWN max only (-10.3%): 255.73
Open to requests for other symbols.