#Earnings $FFIV reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 23, 2019 AC +5.50%
July 24, 2019 AC -0.65%
April 24, 2019 AC -1.08%
Jan. 23, 2019 AC -2.22%
Oct. 24, 2018 AC +6.10% Biggest UP
July 25, 2018 AC +1.07%
April 25, 2018 AC +0.89%
Jan. 24, 2018 AC -5.05%
Oct. 25, 2017 AC +3.97%
July 26, 2017 AC -7.16%
April 26, 2017 AC -7.50%
Jan. 25, 2017 AC -8.25% Biggest DOWN
Avg (+ or -) 4.12%
Bias -1.20%, negative bias on earnings.
With stock at 131.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 123.15 to 138.85
Based on AVERAGE one-day move over last 12 quarters: 125.60 to 136.40
Based on MAXIMUM one-day move over last 12 Q’s (8.3%): 120.19 to 141.81
Based on UP max only (+6.1%): 138.99
Open to requests for other symbols.