#Earnings $KSS reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 19, 2019 BO -19.48% Biggest DOWN
Aug. 20, 2019 BO -6.88%
May 21, 2019 BO -12.33%
March 5, 2019 BO +7.31% Biggest UP
Nov. 20, 2018 BO -9.22%
Aug. 21, 2018 BO +1.71%
May 22, 2018 BO -7.42%
March 1, 2018 BO -5.05%
Nov. 9, 2017 BO +0.93%
Aug. 10, 2017 BO -5.79%
May 11, 2017 BO -7.83%
Feb. 23, 2017 BO -2.08%

Avg (+ or -) 7.17%
Bias -5.51%, strong negative bias on earnings.

With stock at 38.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 34.63 to 41.37
Based on AVERAGE one-day move over last 12 quarters: 35.28 to 40.72
Based on MAXIMUM one-day move over last 12 Q’s (19.5%): 30.60 to 45.40
Based on UP max only (+7.3%): 40.78

NOTE: Five-day MAX moves are +4.81% and -19.52%

Open to requests for other symbols.