#Earnings $ULTA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 29, 2019 AC -29.55% Biggest DOWN
May 30, 2019 AC +1.50%
March 14, 2019 AC +8.28% Biggest UP
Dec. 6, 2018 AC -13.12%
Aug. 30, 2018 AC +6.37%
May 31, 2018 AC -0.71%
March 15, 2018 AC +7.63%
Nov. 30, 2017 AC -4.11%
Aug. 24, 2017 AC -9.13%
May 25, 2017 AC +3.19%
March 9, 2017 AC +4.62%
Dec. 1, 2016 AC -1.56%
Avg (+ or -) 7.48%
Bias -2.22%, negative bias on earnings.
With stock at 242.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 219.79 to 264.21
Based on AVERAGE one-day move over last 12 quarters: 223.90 to 260.10
sed on MAXIMUM one-day move over last 12 Q’s (29.6%): 170.49 to 313.51
Based on UP max only (+8.3%): 262.04
Open to requests for other symbols.