#Earnings $AVGO reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Sept. 12, 2019 AC -3.41%
June 13, 2019 AC -5.56% Biggest DOWN
March 14, 2019 AC +8.23%
Dec. 6, 2018 AC +0.58%
Sept. 6, 2018 AC +7.69%
June 7, 2018 AC -2.53%
March 15, 2018 AC -4.81%
Dec. 6, 2017 AC 0.00%
Aug. 24, 2017 AC -3.70%
June 1, 2017 AC +8.49% Biggest UP
March 1, 2017 AC +0.99%
Dec. 8, 2016 AC +4.90%
Avg (+ or -) 4.24%
Bias 0.91%, positive bias on earnings.
With stock at 327.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 312.80 TOO 342.20
Based on AVERAGE one-day move over last 12 quarters: 313.61 TO 341.39
sed on MAXIMUM one-day move over last 12 Q’s (8.5%): 299.70 TO 355.30
Based on DOWN max only (-5.6%): 309.29
Open to requests for other symbols.