#Earnings $SPLK reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 21, 2019 AC -7.83% Biggest DOWN
May 23, 2019 AC -7.32%
Feb. 28, 2019 AC -0.90%
Nov. 29, 2018 AC +9.93%
Aug. 23, 2018 AC +14.81%
May 24, 2018 AC -5.20%
March 1, 2018 AC +9.26%
Nov. 16, 2017 AC +17.89% Biggest UP
Aug. 24, 2017 AC +8.47%
May 25, 2017 AC -6.97%
Feb. 23, 2017 AC -3.23%
Nov. 29, 2016 AC +0.41%
Avg (+ or -) 7.69%
Bias 2.44%, positive bias on earnings.
With stock at 127.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 117.04 to 136.96
Based on AVERAGE one-day move over last 12 quarters: 117.24 to 136.76
sed on MAXIMUM one-day move over last 12 Q’s (17.9%): 104.28 to 149.72
Based on DOWN max only (-7.8%): 117.06
Open to requests for other symbols.