#Earnings $ROKU reports tonight. Below are details on earnings one-day moves over its entire history (8 quarters).
Aug. 7, 2019 AC +20.85%
May 8, 2019 AC +28.11%
Feb. 21, 2019 AC +25.23%
Nov. 7, 2018 AC -22.29% Biggest DOWN
Aug. 8, 2018 AC +21.31%
May 9, 2018 AC -1.71%
Feb. 21, 2018 AC -17.71%
Nov. 8, 2017 AC +54.93% Biggest UP
Avg (+ or -) 24.02%
Bias 13.59%, strong positive bias on earnings.
With stock at 143.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 122.94 to 163.06
Based on AVERAGE one-day move over last 8 quarters: 108.65 to 177.35
Based on MAXIMUM one-day move over last 8 Q’s (54.9%): 64.45 to 221.55
Based on DOWN max only (-22.3%): 119.30
Open to requests for other symbols.