#Earnings $GOOGL reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 28, 2019 AC -2.19%
July 25, 2019 AC +9.62% Biggest UP
April 29, 2019 AC -7.50% Biggest DOWN
Feb. 4, 2019 AC +0.91%
Oct. 25, 2018 AC -1.79%
July 23, 2018 AC +3.89%
April 23, 2018 AC -4.76%
Feb. 1, 2018 AC -5.28%
Oct. 26, 2017 AC +4.26%
July 24, 2017 AC -2.93%
April 27, 2017 AC +3.71%
Jan. 26, 2017 AC -1.39%
Avg (+ or -) 4.02%
Bias -0.29%, small negative bias on earnings.
With stock at 1470.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1390.91 to 1549.09
Based on AVERAGE one-day move over last 12 quarters: 1410.92 to 1529.08
Based on MAXIMUM one-day move over last 12 Q’s (9.6%): 1328.59 to 1611.41
Based on DOWN max only (-7.5%): 1359.75
FYI, 5-day Max moves are +8.10% and -8.23%, so not much difference.
Open to requests for other symbols.