#Earnings $TAP reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 30, 2019 BO -3.09%
July 31, 2019 BO -5.14%
May 1, 2019 BO -7.54%
Feb. 12, 2019 BO -9.44%
Oct. 31, 2018 BO +9.94% Biggest UP
Aug. 1, 2018 BO +3.47%
May 2, 2018 BO -15.40% Biggest DOWN
Feb. 14, 2018 BO +6.26%
Nov. 1, 2017 BO +0.21%
Aug. 2, 2017 BO +2.95%
May 4, 2017 BO +0.92%
Feb. 14, 2017 BO +3.41%
Avg (+ or -) 5.65%
Bias -1.12%, negative bias on earnings.
With stock at 58.35 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 54.76 to 61.94
Based on AVERAGE one-day move over last 12 quarters: 55.05 to 61.65
Based on MAXIMUM one-day move over last 12 Q’s (15.4%): 49.36 to 67.34
Based on UP max only (+9.9%): 64.15
Open to requests for other symbols.
Options Bistro 