#Earnings $T reports Monday morning. Below are details on earnings one-day moves over the last 12 quarters.
July 24, 2019 BO +3.58%
April 24, 2019 BO -4.08%
Jan. 30, 2019 BO -4.33%
Oct. 24, 2018 BO -8.05% Biggest DOWN
July 24, 2018 AC -4.51%
April 25, 2018 AC -5.96%
Jan. 31, 2018 AC +4.56%
Oct. 24, 2017 AC -3.93%
July 25, 2017 AC +4.99% Biggest UP
April 25, 2017 AC +1.25%
Jan. 25, 2017 AC +0.91%
Oct. 22, 2016 AC -1.68%
Avg (+ or -) 3.99%
Bias -1.44%, negative bias on earnings.
With stock at 37.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 35.39 to 38.61
Based on AVERAGE one-day move over last 12 quarters: 35.53 to 38.47
Based on MAXIMUM one-day move over last 12 Q’s (8.1%): 34.02 to 39.98
Based on UP max only (+5.0%): 38.85
Open to requests for other symbols.