#Earnings $XLNX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 24, 2019 AC -3.44%
April 24, 2019 AC -17.07% Biggest DOWN
Jan. 23, 2019 AC +18.43% Biggest UP
Oct. 24, 2018 AC +15.00%
July 25, 2018 AC +9.59%
April 25, 2018 AC +1.69%
Jan. 24, 2018 AC -5.08%
Oct. 25, 2017 AC -0.12%
July 26, 2017 AC -2.26%
April 26, 2017 AC +7.35%
Jan. 25, 2017 AC -3.67%
Oct. 19, 2016 AC +0.96%
Avg (+ or -) 7.06%
Bias 1.78%, positive bias on earnings.
With stock at 95.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 87.54 to 102.46
Based on AVERAGE one-day move over last 12 quarters: 88.30 to 101.70
Based on MAXIMUM one-day move over last 12 Q’s (18.4%): 77.49 to 112.51
Based on UP max only (-17.1%): 78.78
Open to requests for other symbols.