#Earnings $SQ reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 26, 2020 AC +3.55%
Nov. 6, 2019 AC +5.00%
Aug. 1, 2019 AC -14.05% Biggest DOWN
May 1, 2019 AC -7.98%
Feb. 27, 2019 AC +2.42%
Nov. 7, 2018 AC -9.02%
Aug. 1, 2018 AC +8.65%
May 2, 2018 AC +1.13%
Feb. 27, 2018 AC +0.30%
Nov. 8, 2017 AC +3.40%
Aug. 2, 2017 AC -4.68%
May 3, 2017 AC +8.86% Biggest UP
Avg (+ or -) 5.75%
Bias -0.20%, slight negative bias on earnings.
With stock at 69.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 63.23 to 74.77 (+/- 8.4%)
Based on AVERAGE one-day move over last 12 quarters: 65.03 to 72.97
Based on MAXIMUM one-day move over last 12 Q’s (14.1%): 59.31 to 78.69
Based on UP max only (+8.9%): 75.11
Open to requests for other symbols.