#Earnings $TSLA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 29, 2020 AC +10.29%
Oct. 23, 2019 AC +17.66% Biggest UP
July 24, 2019 AC -13.61% Biggest DOWN
April 24, 2019 AC -4.26%
Jan. 30, 2019 AC -0.56%
Oct. 24, 2018 AC +9.13%
Aug. 1, 2018 AC +16.18%
May 2, 2018 AC -5.54%
Feb. 7, 2018 AC -8.62%
Nov. 1, 2017 AC -6.79%
Aug. 2, 2017 AC +6.50%
May 3, 2017 AC -5.00%
Avg (+ or -) 8.68%
Bias 1.28%, positive bias on earnings.
With stock at 792.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 705.26 to 878.74 (+/- 11.0%)
Based on AVERAGE one-day move over last 12 quarters: 723.27 to 860.73
Based on MAXIMUM one-day move over last 12 Q’s (17.7%): 652.13 to 931.87
Based on DOWN max only (-13.6%): 684.21
Open to requests for other symbols.