#Earnings $HUM reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
July 31, 2019 BO +4.29%
May 1, 2019 BO -3.62%
Feb. 6, 2019 BO -0.54%
Nov. 7, 2018 BO +6.68% Biggest UP
Aug. 1, 2018 BO +1.26%
May 2, 2018 BO -2.54%
Feb. 7, 2018 BO -1.56%
Nov. 8, 2017 BO -5.00% Biggest DOWN
Aug. 2, 2017 BO +4.47%
May 3, 2017 BO -0.70%
Feb. 8, 2017 BO +2.25%
Nov. 4, 2016 BO +1.27%
Avg (+ or -) 2.85%
Bias 0.52%, positive bias on earnings.
With stock at 297.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 285.04 to 309.96
Based on AVERAGE one-day move over last 12 quarters: 289.03 to 305.97
Based on MAXIMUM one-day move over last 12 Q’s (6.7%): 277.63 to 317.37
Based on DOWN max only (-5.0%): 282.63
Open to requests for other symbols.