#Earnings $NTAP reports tonight. Options trades need to be placed today to capture any earnings move. Below are details on earnings one-day moves over the last 12 quarters.

Feb. 12, 2020 AC -9.27%
Nov. 13, 2019 AC +3.17%
Aug. 14, 2019 AC +3.93%
May 22, 2019 AC -8.10%
Feb. 13, 2019 AC -5.47%
Nov. 14, 2018 AC -11.72% Biggest DOWN
Aug. 15, 2018 AC -3.58%
May 23, 2018 AC +1.93%
Feb. 14, 2018 AC -4.89%
Nov. 15, 2017 AC +15.91% Biggest UP
Aug. 16, 2017 AC -6.72%
May 24, 2017 AC +3.53%

Avg (+ or -) 6.52%
Bias -1.77%, negative bias on earnings.

With stock at 45.40 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 42.28 to 48.52 (+/- 6.9%)
Based on AVERAGE one-day move over last 12 quarters: 42.44 to 48.36
Based on MAXIMUM one-day move over last 12 Q’s (15.9%): 38.18 to 52.62
Based on DOWN max only (-11.7%): 40.08

Open to requests for other symbols.