#Earnings $MSFT reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 23, 2019 AC +1.96%
July 18, 2019 AC +0.14%
April 24, 2019 AC +3.31%
Jan. 30, 2019 AC -1.83% Biggest DOWN
Oct. 24, 2018 AC +5.84%
July 19, 2018 AC +1.79%
April 26, 2018 AC +1.65%
Jan. 31, 2018 AC -0.78%
Oct. 26, 2017 AC +6.41% Biggest UP
July 20, 2017 AC -0.57%
April 27, 2017 AC +0.27%
Jan. 26, 2017 AC +2.34%
Avg (+ or -) 2.24%
Bias 1.71%, positive bias on earnings.
With stock at 166.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 160.28 to 172.72
Based on AVERAGE one-day move over last 12 quarters: 162.77 to 170.23
Based on MAXIMUM one-day move over last 12 Q’s (6.4%): 155.83 to 177.17
Based on DOWN max only (-1.8%): 163.45
Open to requests for other symbols.