#Earnings $NFLX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 21, 2020 AC -3.58%
Oct. 16, 2019 AC +2.46%
July 17, 2019 AC -10.27% Biggest DOWN
April 16, 2019 AC -1.31%
Jan. 17, 2019 AC -3.98%
Oct. 16, 2018 AC +5.28%
July 16, 2018 AC -5.24%
April 16, 2018 AC +9.18%
Jan. 22, 2018 AC +9.97%
Oct. 16, 2017 AC -1.57%
July 17, 2017 AC +13.54% Biggest UP
April 17, 2017 AC -2.64%
Avg (+ or -) 5.75%
Bias 0.99%, positive bias on earnings.
With stock at 435.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 385.03 to 484.97 (+/- 11.5%)
Based on AVERAGE one-day move over last 12 quarters: 409.98 to 460.02
Based on MAXIMUM one-day move over last 12 Q’s (13.5%): 376.10 to 493.90
Based on DOWN max only (-10.3%): 390.33
Open to requests for other symbols.
Options Bistro 