#Earnings $EXAS reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 29, 2019 AC -7.28%
July 30, 2019 AC -2.35%
April 30, 2019 AC -1.48%
Feb. 21, 2019 AC +10.51%
Oct. 30, 2018 AC +10.32%
Aug. 1, 2018 AC -12.66% Biggest DOWN
April 26, 2018 AC +11.63%
Feb. 22, 2018 AC -5.82%
Oct. 30, 2017 AC +9.76%
July 25, 2017 AC +6.21%
April 27, 2017 BO +26.63% Biggest UP
Feb. 21, 2017 BO +12.55%
Avg (+ or -) 9.77%
Bias 4.84%, positive bias on earnings.
With stock at 97.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 88.87 to 105.13
Based on AVERAGE one-day move over last 12 quarters: 87.53 to 106.47
Based on MAXIMUM one-day move over last 12 Q’s (26.6%): 71.17 to 122.83
Based on DOWN max only (-12.7%): 84.72
Open to requests for other symbols.