#Earnings $AAPL reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 30, 2019 AC +2.26%
July 30, 2019 AC +2.04%
April 30, 2019 AC +4.90%
Jan. 29, 2019 AC +6.83% Biggest UP
Nov. 1, 2018 AC -6.63% Biggest DOWN
July 31, 2018 AC +5.89%
May 1, 2018 AC +4.41%
Feb. 1, 2018 AC -4.33%
Nov. 2, 2017 AC +2.61%
Aug. 1, 2017 AC +4.72%
May 2, 2017 AC -0.30%
Jan. 31, 2017 AC +6.09%
Avg (+ or -) 4.25%
Bias 2.37%, positive bias on earnings.
With stock at 312.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 294.74 to 330.26
Based on AVERAGE one-day move over last 12 quarters: 299.22 to 325.78
Based on MAXIMUM one-day move over last 12 Q’s (6.8%): 291.16 to 333.84
Based on DOWN max only (-6.6%): 291.78
Open to requests for other symbols.