#Earnings $TGT reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 20, 2019 BO +14.05%
Aug. 21, 2019 BO +20.42% Biggest UP
May 22, 2019 BO +7.78%
March 5, 2019 BO +4.58%
Nov. 20, 2018 BO -11.26%
Aug. 22, 2018 BO +3.20%
May 23, 2018 BO -5.69%
March 6, 2018 BO -4.45%
Nov. 15, 2017 BO -9.86%
Aug. 16, 2017 BO +3.60%
May 17, 2017 BO +0.93%
Feb. 28, 2017 BO -12.16% Biggest DOWN
Avg (+ or -) 8.17%
Bias 0.93%, positive bias on earnings.
With stock at 107.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 99.01 to 115.99
Based on AVERAGE one-day move over last 12 quarters: 98.72 to 116.28
Based on MAXIMUM one-day move over last 12 Q’s (20.4%): 85.55 to 129.45
Based on DOWN max only (-12.2%): 94.43
NOTE: Five-day MAX moves are +21.00% and -13.39%
Open to requests for other symbols.