VFC earnings analysis

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

July 24, 2019 BO +1.20%
May 22, 2019 BO -7.64%
Jan. 18, 2019 BO +12.39% Biggest UP
Oct. 19, 2018 BO -10.71%
July 20, 2018 BO +4.14%
May 4, 2018 BO -2.79%
Feb. 16, 2018 BO -11.07% Biggest DOWN
Oct. 23, 2017 BO +5.37%
July 24, 2017 BO +0.39%
April 28, 2017 BO -5.56%
Feb. 17, 2017 BO +4.58%
Oct. 24, 2016 BO -2.92%

Avg (+ or -) 5.73%
Bias -1.05%, negative bias on earnings.

With stock at 90.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 86.01 to 94.99
Based on AVERAGE one-day move over last 12 quarters: 85.31 to 95.69
Based on MAXIMUM one-day move over last 12 Q’s (12.4%): 79.29 to 101.71
Based on DOWN max only (-11.1%): 80.48

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