PEP earnings analysis

#Earnings $PEP reports Monday morning. Below are details on earnings FIVE-day moves over the last 12 quarters, to indicate how PEP may move into next Friday’s expiration.

Tue 04/28/2020 BO -3.21%
Thu 02/13/2020 BO +0.62%
Thu 10/03/2019 BO +3.29%
Tue 07/09/2019 BO +0.54%
Wed 04/17/2019 BO +3.82%
Fri 02/15/2019 BO +2.97%
Tue 10/02/2018 BO -3.81% Biggest DOWN
Tue 07/10/2018 BO +4.57% Biggest UP
Thu 04/26/2018 BO -0.21%
Tue 02/13/2018 BO -0.78%
Wed 10/04/2017 BO +1.16%
Tue 07/11/2017 BO +0.57%

Avg (+ or -) 2.13%
Bias 0.79%, positive bias on earnings.

With stock at 32.00 the data suggests these ranges:
Based on current IV (expected move into Friday 7/17 per TOS): 126.73 to 137.27 (+/- 4.0%)
Based on AVERAGE five-day move over last 12 quarters: 129.19 to 134.81
Based on MAXIMUM five-day move over last 12 Q’s (4.6%): 125.97 to 138.03
Based on DOWN max only (-3.8%): 126.97

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