AMZN earnings analysis

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

April 29, 2021 AC -0.11%
Feb. 2, 2021 AC -1.99%
Oct. 29, 2020 AC -5.44%
July 30, 2020 AC +3.69%
April 30, 2020 AC -7.59%
Jan. 30, 2020 AC +7.37%
Oct. 24, 2019 AC -1.09%
July 25, 2019 AC -1.55%
April 25, 2019 AC +2.54%
Jan. 31, 2019 AC -5.38%
Oct. 25, 2018 AC -7.81%
July 26, 2018 AC +0.51%

Avg (+ or -) 3.76%
Bias -1.40%, negative bias on earnings.

With stock at 3,595.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 3,478.20 to 3,711.80
Based on AVERAGE one-day move over last 12 quarters: 3,459.98 to 3,730.02
Based on MAXIMUM one-day move over last 12 Q’s (7.8%): 3,314.23 to 3,875.77
Based on UP max only (+7.4): 3,859.95

Open to requests for other symbols.

SPX trades

#SPX7dteLong Bought to Open $SPX 4400/4420-4430/4450 condors for 15.05, with SPX at 4422. I compared this one to the 4395/4415-4425/4445, and it was going for about 25 cents cheaper. That seems to often be the case, that savings can be found if you look at the condor 5 point higher or lower.

#spx1dte

FB earnings analysis

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

April 28, 2021 AC +7.29%
Jan. 27, 2021 AC -2.62%
Oct. 29, 2020 AC -6.30%
July 30, 2020 AC +8.17%
April 29, 2020 AC +5.41%
Jan. 29, 2020 AC -6.13%
Oct. 30, 2019 AC +1.80%
July 24, 2019 AC -1.93%
April 24, 2019 AC +5.84%
Jan. 30, 2019 AC +10.81%
Oct. 30, 2018 AC +3.80%
July 25, 2018 AC -18.96%

Avg (+ or -) 6.59%
Bias 0.60%, positive bias on earnings.

With stock at 375.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 356.78 to 393.33
Based on AVERAGE one-day move over last 12 quarters: 350.29 to 399.71
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 303.90 to 446.10
Based on UP max only (+10.8): 415.54

Open to requests for other symbols.

SPX trades

#SPX7dteLong Sold to close $SPX June 28th 4375/4395 call spreads for 14.75. Condors bought for 15.15 last Thursday. Took a small loss now as we could end the day lower. WIll get some from the put side if there’s any downward pressure over next hour or so.

#spx1dte

SPX trades

#SPX7dteLong Bought to Open $SPX Aug 2nd 4355/4375-4385/4405 condors for 16.75, with SPX at 4378.

#spx1dte

SPX trades

#SPX7dteLong Bought to Open $SPX July 30th 4390/4410-4420/4440 condors for 15.30, with SPX at 4415.

Expiring at full loss: July 26th 4260/4240 put spreads, bought last Tuesday for 5.65.

#SPX1dte Expecting to expire at full gain: July 26th 4330/4350-4450/4470 condors, sold Friday for 1.00.

SPX week

#SPX1dte Sold to Open $SPX Juy 26th 4330/4350-4450/4470 iron condors for 1.00. SPX at 4407, IV 7.2%, deltas -.07 +.07

Crappy week because of the (thus far) head-fake Downside Warning. After taking a small loss on #SPX1dte trade Monday, skipped the trade for Wed & Fri. Took nice profit Monday on #SPX7dteLong but assumed more downside and took losses on Wed, Fri, and next Mon trades. Hopefully back to normal next week.

SPX 7-dte

#SPX7dteLong Sold to close $SPX July 21st 4340/4320 put spreads for 3.90. Leaving call spreads for a bit later as the rally seems to have strength. Missed this one big time; should have sold put side Monday and I’d be collecting a double on this trade.

Also, doubled down on next Monday’s put spread. Bought more of the June 26th 4260/4240 put spreads for 1.60. Adding to the ones I bought yesterday for 5.65

SPX trades

I’m not selling an #SPX1dte trade today as the market is too unpredictable and the moves too large. Obviously I was way too early on my bearish trades this morning. Will likely double down if we open tomorrow higher or flat.

NFLX earnings analysis

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

April 20, 2021 AC -7.40%
Jan. 19, 2021 AC +16.85%
Oct. 20, 2020 AC -6.92%
July 16, 2020 AC -6.52%
April 21, 2020 AC -2.86%
Jan. 21, 2020 AC -3.58%
Oct. 16, 2019 AC +2.46%
July 17, 2019 AC -10.27%
April 16, 2019 AC -1.31%
Jan. 17, 2019 AC -3.98%
Oct. 16, 2018 AC +5.28%
July 16, 2018 AC -5.24%

Avg (+ or -) 6.06%
Bias -1.96%, negative bias on earnings.

With stock at 535.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 503.28 to 566.72
Based on AVERAGE one-day move over last 12 quarters: 502.60 to 567.40
Based on MAXIMUM one-day move over last 12 Q’s (16.9%): 444.85 to 625.15
Based on DOWN max only (-10.3%): 480.06

Open to requests for other symbols.

SPX trades

#SPX7dteLong Sold to close $SPX July 23rd 4245/4265 call spreads for 14.10. Condors bought yesterday for 18.00. Counting on another drop by Friday to sell put side.

Also, bought to open July 26th 4260/4240 put spreads for 5.65. Going put side only for this one.

Downside Warning in effect

#VIXindicator The $VIX closed over 25% above its 2-day closing low, so that’s a new Downside Warning.

Here are the last four Downside Warnings for reference:
Fired 5/11/21, at the SPX close of 4,152. The SPX low was the next day at 4,056. It dipped again 5 trading days after
that to 4,061, then recovered from there.
Fired 2/25/21, at the SPX close of 3,829. The SPX low of 3,723 was 5 trading days later.
Fired 1/27/21, at the SPX close of 3,750. The SPX low of 3,694 was only 2 days later .
Fired 9/3/20, at the SPX close of 3,455. The SPX low of 3,209 was 3 weeks later on Sep 24th.

SPX 7-dte

#SPX7dteLong Bought to Open $SPX July 23rd 4215/4235-4245/4265 condors for 18.00, with SPX at 4242.

Expiring with max credit of 20.00: July 19th 4370/4350 put spreads. Condors bought last Tuesday for 15.25.

SPX stopped

#SPX1dte Bought to close $SPX July 19th 4340/4320 put spreads for 1.85. Stop hit at the open. Condors sold for 1.30 on Friday, so .55 loss.

SPX 1-dte

#SPX1dte Sold to Open $SPX July 19th 4220/4240-4375/4395 condors for 1.30, SPX at 4329, IV 10.2%, deltas -.06 +.08

No spread sold for today’s expiration.

SPX trades

#SPX7dteLong Sold to close $SPX July 16th 4380/4360 put spreads for 12.00. Condors bought for 14.20 on Monday. Since bank earnings are good I’m banking on more upside into tomorrow’s close, so I can sell the call side. But if we go lower loss is only 2.20.

#SPX1dte Expired yesterday: July 14th condor, sold Tuesday for 1.35.

SPX trades

#SPX7dteLong Bought to Open $SPX July 19th 4350/4370-4380/4400 condors for 15.25, with SPX at 4374.

#spx1dte

SPX trades

#SPX7dteLong Bought to Open $SPX July 16th 4360/4380-4390/4410 condors for 14.20, with SPX at 4382.

#SPX1dte Expiring worthless when I didn’t want it to: LONG condor bought Friday for .80.

SPX trades

#SPX1dte STOPPED Bought to close $SPX July 9th 4365/4385 call spreads for 1.85. Condors sold yesterday for .95

#spx7dtelong

SPX trades

#SPX7dteLong Bought to Open $SPX July 14th 4305/4325-4335/4355 condors for 15.90, with SPX at 4326.

I forgot to buy one for next Monday… the holiday threw me off.

#spx1dte

Upside Warning was canceled this morning

#VIXIndicator The Upside warning that began on May 28th was canceled today. The close on May 28th was 4204, and the high was yesterday, at 4361. So this UpW was good for +3.7%.

SPX trades

#SPX7dteLong Sold to close $SPX July 7th 4320/4340 call spreads for 15.00. Condors bought for 13.10 last Thursday.

Leaving put spreads for possible further down move. I don’t trust that we will finish day OTM on the call spread so took profit now.

#spx1dte

SPX trades

#SPX7dteLong Bought to Open $SPX July 9th 4310/4330-4340/4360 condors for 13.75 with SPX at 4337.

#SPX1dte Expected to expire worthless: July 6th 4290/4310-4385/4410 condors, sold Friday for 1.00

SPX trades

#SPX7dteLong Sold to close $SPX July 6th 4270/4290-4300/4320 condors for 19.25. Bought for 13.85 on Tuesday.

#SPX1dte Sold to Open $SPX July 6th 4290/4310-4385/4405 condors for 1.00, SPX at 4350, IV 5.7%, deltas -.09 +.08

Today’s 1-dte looking like a loss, currently 6 points ITM.

June Jobs Report

#Jobs — June was a strong month, beating expectations

Gain of +850,000 non-farm payroll jobs, vs. expected gain of 706K.
Unemployment at 5.9%, up by 0.1
U6 unemployment at 9.8%, down by 0.4
Labor force participation 61.6%, unchanged
Wages up 0.3% for the month, 3.6% year over year

May jobs revised up by +24K to +583K
April revised up by +12K to +278K

SPX trades

#SPX7dteLong Bought to Open $SPX July 7th 4290/4310-4320/4340 condors for 13.10, with SPX at 43167. Another new record for lowest price paid for this strategy.

#spx1dte

SPXpire

#SPX1dte Expiring worthless: $SPX June 30th 4240/4260-4320/4340 condors, sold yesterday for 1.00
#SPX7dteLong Expiring with max credit of 20.00: June 30th 4275/4295 call spreads. Condors bought last Thursday for 13.60.

SPX trades

#SPX7dteLong Bought to Open $SPX July 6th 4270/4290-4300/4320 condors for 13.85, with SPX at 4295.

SPX trades

#SPX7dteLong Bought to Open July 2nd 4260/4280-4290/4310 condors for 13.35, when SPX was at 4283.

Expiring with max credit of 20.00: June 28th 4255/4275 call spreads; condors bought last Tuesday for 14.10.

#SPX1dte Expiring worthless: June 28th 4215/4240-4315/4340 condors, sold Friday for 1.00. Didn’t realize until now it was 25-pt-wide, rather than my usual 20.

SPX trades

#SPX1dte Sold to Open $SPX June 28th 4220/4240-4315/4335 condors for 1.00, SPX at 4280, IV 6.95%, deltas -.10 +.06.

The #VIXIndicator never broke its Upside Warning in last week’s swoon, so it is clearly back on, baby. Therefore, staying aggressive with the put-side deltas for now.

Expiring:June 25th 4205/4225-4300/4320 condors, sold yesterday for .90.

#SPX7dteLong Expiring with max credit of 20.00: June 25th 4230/4250 call spreads. Condors bought Monday for 15.25.

SPX trades

#SPX1dteLong Bought to Open $SPX June 30th 4245/4265-4275/4295 condors for 13.60, with SPX at 4268. This is first time I have paid less than 14 for this trade.

#spx1dte

SPX trades

#SPX7dteLong Bought to Open $SPX June 28th 4225/4245-4255/4275 for 14.10. Partially filled when SPX was at 4247. The rest filled before the bell.

Sold to Close June 23rd 4185/4205 call spreads for 19.40. Condors bought for 17.15 last Thursday. Taking profit early to avoid any surprises tomorrow.

#spx1dte

SPX trades

#SPX7dteLong Bought to Open $SPX June 25th 4200/4220-4230/4250 condors for 15.25, with SPX at 4224.

#spx1dte

SPX trades

#SPX1dte Sold to Open $SPX June 21st 4055/4075-4240/4260 iron condors for 1.10, SPX at 4182, IV 12.6%, deltas -.06 +.06.

Expiring with max credit of 20.00: June 18th 4230/4210 put spreads. Condors bought for 15.20 on Monday.

SPX long condors

#SPX7dteLong Bought to Open $SPX June 23rd 4155/4175-4185/4205 condors for 17.15, with SPX at 4180.
This is only 5 days out but high probability of success with current volatility.

Today’s looks good to expire with 20.00 credit. Wednesday’s expired badly as I had sold the put side on Monday for 6.00, so about a 9.00 loss on that one.

No trades

Interactive Brokers had problems today so I couldn’t place any new combo orders. So no new trades, and I need a 10-point move down to close my spread with profit.

SPX trades

#SPX7dteLong Bought to Open $SPX June 21st 4225/4245-4255/4275 iron condors for 15.70, with SPX at 4249.

#spx1dte

SPX trades

#SPX7dteLong Sold to close $SPX June 16th 4235/4215 put spreads for 6.00. Condors bought last Thursday for 14.45. Will sell call spreads in an upswing.

SPX trades

#SPX1dte Sold to Open $SPX June 14th 41890/4200-4270/4290 iron condors for 1.05, SPX at 4239, IV 6.7%, deltas -.10 +.07. Getting aggressive on deltas as we’ve been trading in a tight range and premium is pretty low. It is working and will continue to work, until it doesn’t!

#spx7dtelong

SPX trades

#SPX7dteLong Bought to Open $SPX 4215/4235-4245/4265 iron condor for 14.45, with SPX at 4237.

#spx1dte

SPX trades

#SPX7dteLong Sold to Close $SPX June 14th 4225/4205 put spread for 5.80. Condors bought for 14.75 on Tuesday. Looking for a bounce back up to close call spreads.

SPX trades

#SPX7dteLong Bought to Open $SPX June 14th 4205/4225-4235/4255 iron condors for 14.75, with SPX at 4230.

#spx1dte

SPX trades

#SPX7dteLong Bought to Open $SPX June 11th 4230/4250 call spreads for 8.30.

Waiting for the close to collect on today’s 4215/4235 long call spread.

#spx1dte

SPX trades

#SPX7dteLong Earlier: Sold to close $SPX June 4th 4215/4235 call spreads for 8.25. Bought last Friday for 8.80. Small loss, but better than yesterday when it got below 2.00. It’s in profit range now had I waited. Finally getting the move from the Upside Warning. Two other call spreads expiring next week are looking good.

#spx1dte

May Jobs Report

#Jobs — Again lower than expectations, but a strong improvement on April’s disappointment. Restaurants added almost 1 in every 3 of the new jobs. Still 7.6 million jobs lower than before pandemic.

Gain of +559,000 non-farm payroll jobs, vs. expected gain of 671K.
Unemployment at 5.8%, down by 0.3
U6 unemployment at 10.2%, down by 0.2
Labor force participation 61.6%, down by 0.1
Average Hourly Earnings up 0.5%

March revised up by +15K to +785K
April jobs revised up by +12K to +266K

SPX trades

#SPX7dteLong Bought to Open $SPX June 9th 4200/4220 call spreads for 7.00.

Yes, I’m still stocking by my bullish stance. I will probably sell tomorrow’s call spread at a loss today, but holding out for a rebound.

SPX trades

#SPX7dteLong Sold to close $SPX June 2nd 4200/4180 put spreads for 3.25. Leaving 4210/4230 call side for later today or tomorrow.

Looking for max credit for today’s 4195/4215 call spreads.

#spx1dte

Upside Warning in effect

#VIXIndicator An Upside Warning took effect on Friday after three consecutive closes of $VIX below the 78.6 Fib line drawn from pre-correction low and correction high. Expect higher prices in coming days or weeks.

Last three Upside Warnings:
Mar 15 2021: close on that day: 3969. Subsequent high was 4238 on May 7. 40 trading days, +6.8%
Feb 5, 2021: close on that day: 3886. Subsequent high was 3950 on Feb 16. 6 trading days, +1.6%
Nov 11, 2020: close that day: 3585. Subsequent high was 3726 on Dec 18. 25 trading days, +3.9%

SPX trades

#SPX1dte SOld to Open $SPX June 1st 4175/4155 put spreads for 1.10. With Upside Warning firing at the close, I am bullish and sellijg only put side again. SPX at 4212, IV 6.6%, delta -.14

Expiring worthless: May 28th 4165/4145 put spreads, sold yesterday for .90

#SPX7dteLong Hoping for some close above 4215. I sold put side yesterday for 5.55. Not looking too promising.

SPX trades

#SPX7dteLong Sold to close $SPX May 28th 4205/4185 put spreads for 5.55. Leaving call spreads for tomorrow. Condors bought for 15.10 on Monday.

Bought to Open $SPX June 2nd 4180/4200-4210/4230 condors for 14.25, with SPX at 4206. I think that’s the lowest I have ever paid. It is only 5 trading days given the Monday holiday.

#spx1dte

Sky’s the limit?

#VIXIndicator The Downside Warning was canceled on Wednesday with the $VIX close. Two more closes below 18.28 and we’ll have an Upside Warning.

SPX trades

#SPX7dteLong Sold to close $SPX May 26th 4170/4190 call spreads for 16.10. Leaving put spreads for later this morning. Cindors bought for 16.65 last Thursday.

Locking in just shy of breakeven, with put spreads still open. We still have not cleared the Downside Warning so market does not seem ready to take off again. I’m being more proactive with closure after a few weeks of poor results from waiting.

SPX update

#SPX7dteLong Bought to Open $SPX May 28th 4185/4205-4215/4235 condors for 15.10, with SPX at 4208.

Expiring for max credit of 20.00: May 24th 4155/4175 call spreads, bought last Tuesday for 16.85

Last week, the 7-dte strategy saw three straight losses, further validating the need to leg out of these trades when opportunity is there.

SPX trades

#SPX7dteLong Sold to close $SPX May 21st 4150/4130 put spreads for 7.05. Leaving call side for tomorrow. Condors bought for 16.85 on Monday.

Bought to Open May 26th 4140/4160-4170/4190 condors for 16.65

#SPX1dte Sold to Open $SPX May 21st 4070/4090-4210/4230 condors for 1.10, 2 minutes after closing bell. Deltas -.06 +.06

VXX adding longs

#VXXGame Bought to Open $VXX June 2022 10 puts for .30, adding to existing prositon. Looking to try this with some $UVXY after reverse split.

SPX Stopped

#SPX1dte Bought to close $SPX May 19th 4065/4045 put spreads for 3.00. Condors sold yesterday for 1.10.

SPX trades

#SPX7dteLong Bought to Open $SPX May 24th 4125/4145-4155/4175 iron condors for 16.85, with SPX at 4149.

1-dte trade coming in comments

#spx1dte

SPX trades

#SPX7dteLong Bought to Open $SPX May 21st 4130/4150-4160/4180 iron condor for 16.85, with SPX at 4152.

Looking to close put side of today’s condor and bank on some recovery into the close.

#spx1dte

SPX trades

#SPX1dte Bought to close $SPX May 14th 4190 call for .30. Condors sold yesterday for 1.10. Just kept going up and up but didn’t actually hit my stop until this hour.

Sold to Open $SPX May 17th 4050/4070-4230/4250 condors for .95, SPX at 4175, IV 11.9%, deltas -.06, +.05

SPX trades

#SPX7dteLong Bought to Open $SPX May 19th 4105/4125-4135/4155 iron condors for 17.40, with SPX at 4126.

#spx1dte

VXX longs

#VXXGame Long strategy that I haven’t done in awhile, but is perfect to enact after a reverse split. Iceman put on a few similar trades the other day. There should be another reverse split before these expire.

Bought to Open $VXX June 2022 10 puts for .35
Bought to Open $VXX Jan 2023 10 puts for 1.05

I will add more when premium gets lower.

SPX trades

#SPX1dte Earlier: Bought to close $SPX May 12th 4055/4035 put spreads for 1.10, when stop was breached at 4095. Condors sold yesterday for 1.10, so breakeven, loss of commissions.

#spx7dtelong

Downside Warning is in effect

#VIXIndicator It went in effect at the close today.

Here are the last three Downside Warnings for reference:
Fired 2/25/21, at the SPX close of 3,829. The SPX low of 3,723 was 5 trading days later.
Fired 1/27/21, at the SPX close of 3,750. The SPX low of 3,694 was only 2 days later .
Fired 9/3/20, at the SPX close of 3,455. The SPX low of 3,209 was 3 weeks later on Sep 24th.

SPX trades

#SPX7dteLong Sold to close $SPX May 12th 4175/4195 call spreads for 3.70. Condors bought for 16.45 last Thursday. Saving put side for later today or tomorrow, as I believe we are entering a correction.

Upside Warning es finito

#VIXIndicator In premarket, $VIX has gone higher and ended the Upside Warning, which lasted 57 days and took us from SPX 3898 to peak of 4238. Falling prices and higher volatility are likely for coming days or weeks.

SPX trades

#SPX7dteLong Bought to Open $SPX May 14th 4205/4225-4235/4255 iron condors for 15.30, with SPX at 4231.

#spx1dte

SPX trades

#SPX1dte Sold to Open $SPX May 10th 4155/4175-4275/4295 iron condors for 1.05, SPX at 4234, IV 8%, deltas -.07 +.08

Today’s closing to follow in comments.

April Jobs Report

#Jobs — Way way below expectations; much lower than March’s blowout

Gain of +266,000 non-farm payroll jobs, vs. expected gain of 1M
Unemployment at 6.1%, up by 0.1
U6 unemployment at 10.4%, down by 0.3
Labor force participation 61.7%, up by 0.2

March revised down by -146K to +770K
Feb jobs revised up by +68K to +536K

SPX trades

#SPX1dte Sold to Open $SPX May 7th 4110/4130-4225/4245 iron condors for 1.20, SPX at 4188, IV 11.7%, deltas -.07, +.08

#SPX7dteLong Earlier: Bought to Open $SPX May 12th 4145/4165-4175/4195 iron condors for 16.45, with SPX at 4170.

SPX 7-dte

#SPX7dteLong Sold to close $SPX May 3rd 4185/4165 put spreads for 1.65. Looking for bullish close to profit on call side. Condors bought for 15.65 last Tuesday.

SPX trade

#SPX7dteLong Sold to close $SPX Apr 30th 4185/4165 put spreads for 3.65. Leaving call spreads for tomorrow. Condors bought for 15.45 on Monday.

Bought to Open $SPX May 5th 4170/4190-4200/4220 condors for 15.65, with SPX at 4194.

#SPX1dte I was unable to place a trade for Friday as I was traveling.

#spxweeklysummary

SPXpire

#SPX1dte Expired worthless: $SPX Apr 28th 4115/4135-4230/4250 iron condor, sold yesterday for 1.15.

#SPX7dteLong Expiring with max credit of 20.00: Apr 28th 4140/4160 call spreads, sold last Thursday for 16.95.

AMZN earnings analysis for TOMORROW

#Earnings $AMZN reports TOMORROW (Thursday) after the bell. Below are details on earnings one-day moves over the last 12 quarters.

Feb. 2, 2021 AC -1.99%
Oct. 29, 2020 AC -5.44%
July 30, 2020 AC +3.69%
April 30, 2020 AC -7.59%
Jan. 30, 2020 AC +7.37% Biggest UP
Oct. 24, 2019 AC -1.09%
July 25, 2019 AC -1.55%
April 25, 2019 AC +2.54%
Jan. 31, 2019 AC -5.38%
Oct. 25, 2018 AC -7.81% Biggest DOWN
July 26, 2018 AC +0.51%
April 26, 2018 AC +3.60%

Avg (+ or -) 4.05%
Bias -1.10%, negative bias on earnings.

With stock at 3475.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 3326.44 to 3623.56
Based on AVERAGE one-day move over last 12 quarters: 3334.38 to 3615.62
Based on MAXIMUM one-day move over last 12 Q’s (7.8%): 3203.60 to 3746.40
Based on UP max only (+7.4%): 3731.11

Open to requests for other symbols.

FB earnings analysis

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

Jan. 27, 2021 AC -2.62%
Oct. 29, 2020 AC -6.30%
July 30, 2020 AC +8.17%
April 29, 2020 AC +5.41%
Jan. 29, 2020 AC -6.13%
Oct. 30, 2019 AC +1.80%
July 24, 2019 AC -1.93%
April 24, 2019 AC +5.84%
Jan. 30, 2019 AC +10.81% Biggest UP
Oct. 30, 2018 AC +3.80%
July 25, 2018 AC -18.96% Biggest DOWN
April 25, 2018 AC +9.06%

Avg (+ or -) 6.74%
Bias 0.75%, slight positive bias on earnings.

With stock at 306.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 291.03 to 322.97
Based on AVERAGE one-day move over last 12 quarters: 285.39 to 326.61
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 247.98 to 364.02
Based on UP max only (+10.8%): 339.08

Open to requests for other symbols.

AAPL earnings analysis

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

Jan. 27, 2021 AC -3.49%
Oct. 29, 2020 AC -5.60%
July 30, 2020 AC +10.46% Biggest UP
April 30, 2020 AC -1.60%
Jan. 28, 2020 AC +2.09%
Oct. 30, 2019 AC +2.26%
July 30, 2019 AC +2.04%
April 30, 2019 AC +4.90%
Jan. 29, 2019 AC +6.83%
Nov. 1, 2018 AC -6.63% Biggest DOWN
July 31, 2018 AC +5.89%
May 1, 2018 AC +4.41%

Avg (+ or -) 4.68%
Bias 1.80%, positive bias on earnings.

With stock at 133.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 128.55 to 138.45
Based on AVERAGE one-day move over last 12 quarters: 127.25 to 139.75
Based on MAXIMUM one-day move over last 12 Q’s (10.5%): 119.54 to 147.46
Based on DOWN max only (-6.6%): 124.65

Open to requests for other symbols.