#Earnings $DIS reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Feb. 4, 2020 AC -2.32%
Nov. 7, 2019 AC +3.76% Biggest UP
Aug. 6, 2019 AC -4.94% Biggest DOWN
May 8, 2019 AC -1.03%
Feb. 5, 2019 AC -1.10%
Nov. 8, 2018 AC +1.72%
Aug. 7, 2018 AC -2.21%
May 8, 2018 AC -1.78%
Feb. 6, 2018 AC -1.32%
Nov. 9, 2017 AC +2.04%
Aug. 8, 2017 AC -3.87%
May 9, 2017 AC -2.15%

Avg (+ or -) 2.35%
Bias -1.10%, negative bias on earnings.

With stock at 105.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 97.71 to 112.29 (+/- 6.9%)
Based on AVERAGE one-day move over last 12 quarters: 102.53 to 107.47
Based on MAXIMUM one-day move over last 12 Q’s (4.9%): 99.81 to 110.19
Based on UP max only (+3.8%): 108.95

NOTE: Expected move into Friday expiration is much higher than historical moves.

Open to requests for other symbols.