#Earnings $BBBY reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 2, 2019 AC +2.69%
July 10, 2019 AC -3.03%
April 10, 2019 AC -8.75%
Jan. 9, 2019 AC +16.55% Biggest UP
Sept. 26, 2018 AC -20.99% Biggest DOWN
June 27, 2018 AC -3.81%
April 11, 2018 AC -19.95%
Dec. 20, 2017 AC -12.49%
Sept. 19, 2017 AC -15.87%
June 22, 2017 AC -12.12%
April 5, 2017 AC +3.38%
Dec. 21, 2016 AC -9.17%
Avg (+ or -) 10.73%
Bias -6.96%, strongly negative bias on earnings.
With stock at 16.75 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 14.68 to 18.82
Based on AVERAGE one-day move over last 12 quarters: 14.95 to 18.55
sed on MAXIMUM one-day move over last 12 Q’s (21.0%): 13.23 to 20.27
Based on UP max only (+16.6%): 19.52
Open to requests for other symbols.