#Earnings $PANW reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 25, 2019 AC -11.95%
Sept. 4, 2019 AC +5.76%
May 29, 2019 AC -5.11%
Feb. 26, 2019 AC +8.20%
Nov. 29, 2018 AC -1.76%
Sept. 6, 2018 AC +3.28%
June 4, 2018 BO -0.52%
Feb. 26, 2018 AC +2.31%
Nov. 20, 2017 AC +4.82%
Aug. 31, 2017 AC +10.53%
May 31, 2017 AC +17.20% Biggest UP
Feb. 28, 2017 AC -24.15% Biggest DOWN

Avg (+ or -) 7.97%
Bias 0.72%, small positive bias on earnings.

With stock at 237.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 219.01 to 254.99
Based on AVERAGE one-day move over last 12 quarters: 218.12 to 255.88
Based on MAXIMUM one-day move over last 12 Q’s (24.2%): 179.76 to 294.24
Based on UP max only (+17.2%): 277.76

Note: FIVE-day max moves are -23.93% and +18.49%, so not much difference.

Open to requests for other symbols.