#Earnings $AMAT reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 12, 2020 AC +3.05%
Nov. 14, 2019 AC +8.95% Biggest UP
Aug. 15, 2019 AC -1.12%
May 16, 2019 AC +2.49%
Feb. 14, 2019 AC -3.95%
Nov. 15, 2018 AC +1.08%
Aug. 16, 2018 AC -7.71%
May 17, 2018 AC -8.24% Biggest DOWN
Feb. 14, 2018 AC +3.89%
Nov. 16, 2017 AC -2.33%
Aug. 17, 2017 AC +2.73%
May 18, 2017 AC +0.38%
Avg (+ or -) 3.83%
Bias -0.07%, no significant bias on earnings.
With stock at 52.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 49.22 to 54.78 (+/- 5.3%)
Based on AVERAGE one-day move over last 12 quarters: 50.01 to 53.99
Based on MAXIMUM one-day move over last 12 Q’s (9.0%): 47.35 to 56.65
Based on DOWN max only (-8.2%): 47.72
Open to requests for other symbols.