#Earnings $CSCO reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Aug. 14, 2019 AC -8.61% Biggest DOWN
May 15, 2019 AC +6.65% Biggest UP
Feb. 13, 2019 AC +1.89%
Nov. 14, 2018 AC +5.50%
Aug. 15, 2018 AC +2.96%
May 16, 2018 AC -3.76%
Feb. 14, 2018 AC +4.72%
Nov. 15, 2017 AC +5.18%
Aug. 16, 2017 AC -4.01%
May 17, 2017 AC -7.21%
Feb. 15, 2017 AC +2.37%
Nov. 16, 2016 AC -4.81%

Avg (+ or -) 4.81%
Bias 0.07%, no significant bias on earnings.

With stock at 48.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 46.22 to 50.78
Based on AVERAGE one-day move over last 12 quarters: 46.17 to 50.83
sed on MAXIMUM one-day move over last 12 Q’s (8.6%): 44.32 to 52.68
Based on UP max only (+6.7%): 51.73

Open to requests for other symbols.

#doublecalendar