#Earnings $TGT reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 21, 2019 BO +20.42% Biggest UP
May 22, 2019 BO +7.78%
March 5, 2019 BO +4.58%
Nov. 20, 2018 BO -11.26%
Aug. 22, 2018 BO +3.20%
May 23, 2018 BO -5.69%
March 6, 2018 BO -4.45%
Nov. 15, 2017 BO -9.86%
Aug. 16, 2017 BO +3.60%
May 17, 2017 BO +0.93%
Feb. 28, 2017 BO -12.16% Biggest DOWN
Nov. 16, 2016 BO +6.42%
Avg (+ or -) 7.53%
Bias 0.29%, no significant bias on earnings.
With stock at 110.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 102.31 to 117.69
Based on AVERAGE one-day move over last 12 quarters: 101.72 to 118.28
sed on MAXIMUM one-day move over last 12 Q’s (20.4%): 87.54 to 132.46
Based on UP max only (-12.2%): 96.62
Open to requests for other symbols.