#Earnings $FB reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 29, 2020 AC -6.13%
Oct. 30, 2019 AC +1.80%
July 24, 2019 AC -1.93%
April 24, 2019 AC +5.84%
Jan. 30, 2019 AC +10.81% Biggest UP
Oct. 30, 2018 AC +3.80%
July 25, 2018 AC -18.96% Biggest DOWN
April 25, 2018 AC +9.06%
Jan. 31, 2018 AC +3.31%
Nov. 1, 2017 AC -2.04%
July 26, 2017 AC +2.91%
May 3, 2017 AC -0.62%
Avg (+ or -) 5.60%
Bias 0.65%, positive bias on earnings.
With stock at 194.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 181.69 to 206.31 (+/- 6.3%)
Based on AVERAGE one-day move over last 12 quarters: 183.13 to 204.87
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 157.22 to 230.78
Based on UP max only (+10.8%): 214.97
Open to requests for other symbols.