FFIV earnings analysis & trade

#Earnings $FFIV reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

April 27, 2020 AC +7.59% Biggest UP
Jan. 27, 2020 AC -5.04%
Oct. 23, 2019 AC +5.50%
July 24, 2019 AC -0.65%
April 24, 2019 AC -1.08%
Jan. 23, 2019 AC -2.22%
Oct. 24, 2018 AC +6.10%
July 25, 2018 AC +1.07%
April 25, 2018 AC +0.89%
Jan. 24, 2018 AC -5.05%
Oct. 25, 2017 AC +3.97%
July 26, 2017 AC -7.16% Biggest DOWN

Avg (+ or -) 3.86%
Bias 0.33%, small positive bias on earnings.

With stock at 153.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 143.53 to 162.47 (+/- 6.2%)
Based on AVERAGE one-day move over last 12 quarters: 147.09 to 158.91
Based on MAXIMUM one-day move over last 12 Q’s (7.6%): 141.39 to 164.61
Based on DOWN max only (-7.2%): 142.05

NOTE: 5-day max moves are roughly the same as 1-day

Open to requests for other symbols.