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

March 3, 2020 BO -2.62%
Nov. 19, 2019 BO -19.48% Biggest DOWN
Aug. 20, 2019 BO -6.88%
May 21, 2019 BO -12.33%
March 5, 2019 BO +7.31% Biggest UP
Nov. 20, 2018 BO -9.22%
Aug. 21, 2018 BO +1.71%
May 22, 2018 BO -7.42%
March 1, 2018 BO -5.05%
Nov. 9, 2017 BO +0.93%
Aug. 10, 2017 BO -5.79%
May 11, 2017 BO -7.83%

Avg (+ or -) 7.21%
Bias -5.56%, strongly negative bias on earnings.

With stock at 19.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 16.45 to 21.55 (+/- 13.4%)
Based on AVERAGE one-day move over last 12 quarters: 17.63 to 20.37
Based on MAXIMUM one-day move over last 12 Q’s (19.5%): 15.30 to 22.70
Based on UP max only (+7.3%): 20.39

NOTE: 5-day historical maximums are +2.5 and -19.5%. So positive move is LESS and negative move is the same.

Open to requests for other symbols.