#Earnings $EA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
July 30, 2019 AC +4.43%
May 7, 2019 AC +1.24%
Feb. 5, 2019 AC -13.30% Biggest DOWN
Oct. 30, 2018 AC -4.05%
July 26, 2018 AC -5.70%
May 8, 2018 AC +5.74%
Jan. 30, 2018 AC +6.95%
Oct. 31, 2017 AC -4.28%
July 27, 2017 AC +0.55%
May 9, 2017 AC +12.65% Biggest UP
Jan. 31, 2017 AC -0.51%
Nov. 1, 2016 AC +1.64%
Avg (+ or -) 5.09%
Bias 0.45%, positive bias on earnings.
With stock at 95.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 88.42 to 101.58
Based on AVERAGE one-day move over last 12 quarters: 90.17 to 99.83
Based on MAXIMUM one-day move over last 12 Q’s (13.3%): 82.37 to 107.64
Based on UP max only (+12.7%): 107.02
Open to requests for other symbols.
Options Bistro 