#Earnings $HD reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Feb. 25, 2020 BO -0.96%
Nov. 19, 2019 BO -5.43% Biggest DOWN
Aug. 20, 2019 BO +4.39% Biggest UP
May 21, 2019 BO +0.26%
Feb. 26, 2019 BO -0.88%
Nov. 13, 2018 BO -0.23%
Aug. 14, 2018 BO -0.53%
May 15, 2018 BO -1.62%
Feb. 20, 2018 BO -0.13%
Nov. 14, 2017 BO +1.63%
Aug. 15, 2017 BO -2.65%
May 16, 2017 BO +0.59%

Avg (+ or -) 1.61%
Bias -0.46%, negative bias on earnings.

With stock at 247.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 232.83 to 261.17 (+/- 5.7%)
Based on AVERAGE one-day move over last 12 quarters: 243.03 to 250.97
Based on MAXIMUM one-day move over last 12 Q’s (5.4%): 233.59 to 260.41
Based on UP max only (+4.4%): 257.84

NOTE: 5-day historical maximums are +4.6 and -9.2%. So positive move is the same but it has moved to the downside further in 5 days versus one day.

Open to requests for other symbols.