PNC earnings analysis & trade

#Earnings $PNC reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 16, 2019 BO -0.28%
July 17, 2019 BO +0.66%
April 12, 2019 BO +3.09% Biggest UP
Jan. 16, 2019 BO +0.07%
Oct. 12, 2018 BO -5.58% Biggest DOWN
July 13, 2018 BO +0.23%
April 13, 2018 BO -4.11%
Jan. 12, 2018 BO +0.23%
Oct. 13, 2017 BO -1.12%
July 14, 2017 BO -0.11%
April 13, 2017 BO -0.17%
Jan. 13, 2017 BO +0.72%

Avg (+ or -) 1.36%
Bias -0.53%, negative bias on earnings.

With stock at 160.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 155.41 to 164.59
Based on AVERAGE one-day move over last 12 quarters: 157.82 to 162.18
sed on MAXIMUM one-day move over last 12 Q’s (5.6%): 151.07 to 168.93
Based on UP max only (+3.1%): 164.94

Open to requests for other symbols.

#doublecalendar