#Earnings $VMW reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 22, 2019 AC -9.94%
May 30, 2019 AC -11.53% Biggest DOWN
Feb. 28, 2019 AC +3.71%
Nov. 29, 2018 AC +3.62%
Aug. 23, 2018 AC -2.19%
May 31, 2018 AC +6.14% Biggest UP
March 1, 2018 AC -5.91%
Nov. 30, 2017 AC +3.60%
Aug. 24, 2017 AC +1.89%
June 1, 2017 AC -2.09%
Jan. 26, 2017 AC +3.49%
Oct. 26, 2016 AC +3.35%
Avg (+ or -) 4.79%
Bias -0.49%, negative bias on earnings.
With stock at 167.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 156.28 to 177.72
Based on AVERAGE one-day move over last 12 quarters: 159.00 to 175.00
sed on MAXIMUM one-day move over last 12 Q’s (-11.5%): 147.74 to 186.26
Based on UP max only (+6.1%): 177.25
Open to requests for other symbols.