#Earnings $MCD reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 22, 2019 BO -5.04% Biggest DOWN
July 26, 2019 BO +0.53%
April 30, 2019 BO +0.22%
Jan. 30, 2019 BO -0.21%
Oct. 23, 2018 BO +6.31% Biggest UP
July 26, 2018 BO -1.73%
April 30, 2018 BO +5.77%
Jan. 30, 2018 BO -2.97%
Oct. 24, 2017 BO +0.33%
July 25, 2017 BO +4.75%
April 25, 2017 BO +5.56%
Jan. 23, 2017 BO -0.71%
Avg (+ or -) 2.84%
Bias 1.07%, positive bias on earnings.
With stock at 212.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 205.74 to 218.26
Based on AVERAGE one-day move over last 12 quarters: 205.97 to 218.03
Based on MAXIMUM one-day move over last 12 Q’s (6.3%): 198.62 to 225.38
Based on DOWN max only (-5.0%): 201.32
Open to requests for other symbols.
Options Bistro 