#Earnings First quarter earnings were reported on June 6th, resulting in a +39.3% one-day move. That move tonight would create a range of 133.54 to 306.46, based on current price of 220.00.
Expected move into Friday on TOS is about 42.20, (although that could change through out the course of the day).
At current price of 220, that would mean a range from 177.80 to 262.20.

The options market looks to be expecting a decent pullback eventually… for January options, the 180 put and 180 call are about the same price.

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

April 29, 2019 AC -7.50% Biggest DOWN
Feb. 4, 2019 AC +0.91%
Oct. 25, 2018 AC -1.79%
July 23, 2018 AC +3.89%
April 23, 2018 AC -4.76%
Feb. 1, 2018 AC -5.28%
Oct. 26, 2017 AC +4.26% Biggest UP
July 24, 2017 AC -2.93%
April 27, 2017 AC +3.71%
Jan. 26, 2017 AC -1.39%
Oct. 27, 2016 AC +0.27%
July 28, 2016 AC +3.32%

Avg (+ or -) 3.33%
Bias -0.61%, slight negative bias on earnings.

With stock at 1135.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1085.58 to 1184.42
Based on AVERAGE one-day move over last 12 quarters: 1097.16 to 1172.84
Based on MAXIMUM one-day move over last 12 Q’s (7.5%): 1049.88 to 1220.13
Based on UP max only (+4.3%): 1183.35

Open to requests for other symbols.

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

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%
Feb. 1, 2018 AC +2.87%
Oct. 26, 2017 AC +13.21% Biggest UP
July 27, 2017 AC -2.48%
April 27, 2017 AC +0.71%
Feb. 2, 2017 AC -3.54%
Oct. 27, 2016 AC -5.13%
July 28, 2016 AC +0.82%

Avg (+ or -) 4.05%
Bias -0.01%, no bias on earnings.

With stock at 1990.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1916.77 to 2063.23
Based on AVERAGE one-day move over last 12 quarters: 1909.41 to 2070.60
Based on MAXIMUM one-day move over last 12 Q’s (13.2%): 1727.12 to 2252.88
Based on DOWN max only (-7.8%): 1834.58

Open to requests for other symbols.

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

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%
April 26, 2017 AC -7.50%
Jan. 25, 2017 AC -8.25% Biggest DOWN
Oct. 26, 2016 AC +9.57% Biggest UP
July 20, 2016 AC +0.32%

Avg (+ or -) 4.43%
Bias -0.78%, small negative bias on earnings.

With stock at 147.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 140.38 to 154.62
Based on AVERAGE one-day move over last 12 quarters: 140.96 to 154.04
Based on MAXIMUM one-day move over last 12 Q’s (9.6%): 133.38 to 161.62
Based on DOWN Max only (-8.3%): 135.33

Open to requests for other symbols.

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

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%
Jan. 31, 2018 AC +3.31%
Nov. 1, 2017 AC -2.04%
July 26, 2017 AC +2.91%
May 3, 2017 AC -0.62%
Feb. 1, 2017 AC -1.79%
Nov. 2, 2016 AC -5.63%
July 27, 2016 AC +1.34%

Avg (+ or -) 5.51%
Bias 0.67%, small positive bias on earnings.

With stock at 200.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 187.08 to 212.92
Based on AVERAGE one-day move over last 12 quarters: 188.98 to 211.02
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 162.08 to 237.92
Based on UP Max only (+10.8%): 221.62

Open to requests for other symbols.

#Earnings $VFC reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

May 22, 2019 BO -7.64%
Jan. 18, 2019 BO +12.39% Biggest UP
Oct. 19, 2018 BO -10.71%
July 20, 2018 BO +4.14%
May 4, 2018 BO -2.79%
Feb. 16, 2018 BO -11.07% Biggest DOWN
Oct. 23, 2017 BO +5.37%
July 24, 2017 BO +0.39%
April 28, 2017 BO -5.56%
Feb. 17, 2017 BO +4.58%
Oct. 24, 2016 BO -2.92%
July 22, 2016 BO -1.26%

Avg (+ or -) 5.74%
Bias -1.26%, negative bias on earnings.

With stock at 87.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 82.18 to 91.82
Based on AVERAGE one-day move over last 12 quarters: 82.01 to 91.99
Based on MAXIMUM one-day move over last 12 Q’s (12.4%): 76.22 to 97.78
Based on DOWN Max only (-11.1%): 77.37

Open to requests for other symbols.

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

April 24, 2019 AC -4.46%
Feb. 6, 2019 AC +11.35%
Oct. 25, 2018 AC +3.42%
July 26, 2018 AC +5.71%
April 25, 2018 AC +24.44% Biggest UP
Feb. 6, 2018 AC -10.55%
Oct. 24, 2017 AC -14.58% Biggest DOWN
July 25, 2017 AC -2.30%
April 25, 2017 AC +2.38%
Feb. 2, 2017 AC -4.54%
Oct. 25, 2016 AC -9.28%
July 21, 2016 AC +5.83%

Avg (+ or -) 8.24%
Bias 0.62%, tiny positive bias on earnings.

With stock at 732.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 684.53 to 779.47
Based on AVERAGE one-day move over last 12 quarters: 671.71 to 792.29
Based on MAXIMUM one-day move over last 12 Q’s (24.4%): 553.10 to 910.90
Based on DOWN Max only (-14.6%): 625.27

Open to requests for other symbols.