#Earnings $BIDU reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 19, 2019 AC +4.31%
May 16, 2019 AC -16.51% Biggest DOWN
Feb. 21, 2019 AC -2.70%
Oct. 30, 2018 AC +3.64%
July 31, 2018 AC -7.73%
April 26, 2018 AC +5.54%
Feb. 13, 2018 AC +4.56%
Oct. 26, 2017 AC -8.15%
July 27, 2017 AC +9.45% Biggest UP
April 27, 2017 AC -4.06%
Feb. 23, 2017 AC -5.12%
Oct. 27, 2016 AC +2.56%
Avg (+ or -) 6.19%
Bias -1.18%, negative bias on earnings.
With stock at 109.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 100.94 to 117.06
Based on AVERAGE one-day move over last 12 quarters: 102.25 to 115.75
Based on MAXIMUM one-day move over last 12 Q’s (16.5%): 91.00 to 127.00
Based on UP max only (+9.5%): 119.30
Open to requests for other symbols.