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

May 5, 2020 AC -0.17%
Feb. 4, 2020 AC -2.32%
Nov. 7, 2019 AC +3.76% Biggest UP
Aug. 6, 2019 AC -4.94% Biggest DOWN
May 8, 2019 AC -1.03%
Feb. 5, 2019 AC -1.10%
Nov. 8, 2018 AC +1.72%
Aug. 7, 2018 AC -2.21%
May 8, 2018 AC -1.78%
Feb. 6, 2018 AC -1.32%
Nov. 9, 2017 AC +2.04%
Aug. 8, 2017 AC -3.87%

Avg (+ or -) 2.19%
Bias -0.94%, negative bias on earnings.

With stock at 117.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 111.05 to 123.95 (+/- 5.5%)
Based on AVERAGE one-day move over last 12 quarters: 114.93 to 120.07
Based on MAXIMUM one-day move over last 12 Q’s (4.9%): 111.70 to 123.30
Based on UP max only (+3.8%): 121.92

Open to requests for other symbols.