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

Feb. 21, 2019 AC -57.76% Biggest DOWN
Oct. 31, 2018 AC -9.74%
Aug. 1, 2018 AC +8.43%
May 3, 2018 AC +3.91%
Feb. 21, 2018 AC +11.00%
Nov. 2, 2017 AC -22.59%
Aug. 2, 2017 AC +35.88% Biggest UP
May 3, 2017 AC -0.40%
Feb. 23, 2017 AC -1.60%
Nov. 3, 2016 AC +6.63%
July 28, 2016 AC -6.22%
May 9, 2016 AC -5.32%

Avg (+ or -) 14.12%
Bias -3.15%, negative bias on earnings.

With stock at 84.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 71.94 to 96.06
Based on AVERAGE move over last 12 quarters: 72.14 to 95.86
Based on MAXIMUM move over last 12 Q’s (57.8%): 35.48 to 132.52
Based on UP max only (35.9%): 114.14

Open to requests for other symbols.

#Earnings $ROKU reports tonight. Below are details on earnings one-day moves over the last 6 quarters, which accounts for its full history of earnings.

Feb. 21, 2019 AC +25.23%
Nov. 7, 2018 AC -22.29% Biggest DOWN
Aug. 8, 2018 AC +21.31%
May 9, 2018 AC -1.71%
Feb. 21, 2018 AC -17.71%
Nov. 8, 2017 AC +54.93% Biggest UP

Avg (+ or -) 23.86%
Bias 9.96%, positive bias on earnings.

With stock at 64.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 55.66 to 73.34
Based on AVERAGE move over last 12 quarters: 49.11 to 79.89
Based on MAXIMUM move over last 12 Q’s (54.9%): 29.07 to 99.93
Based on DOWN max only (-22.3%): 50.12

Open to requests for other symbols.

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

Feb. 5, 2019 AC -13.30% Biggest DOWN
Oct. 30, 2018 AC -4.05%
July 26, 2018 AC -5.70%
May 8, 2018 AC +5.74%
Jan. 30, 2018 AC +6.95%
Oct. 31, 2017 AC -4.28%
July 27, 2017 AC +0.55%
May 9, 2017 AC +12.65%
Jan. 31, 2017 AC -0.51%
Nov. 1, 2016 AC +1.64%
Aug. 2, 2016 AC +2.40%
May 10, 2016 AC +13.69% Biggest UP

Avg (+ or -) 5.96%
Bias 1.32%, positive bias on earnings.

With stock at 92.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 84.80 to 100.20
Based on AVERAGE move over last 12 quarters: 86.99 to 98.01
Based on MAXIMUM move over last 12 Q’s (13.7%): 79.84 to 105.16
Based on DOWN max only (-13.3%): 80.20

Open to requests for other symbols.

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

Feb. 25, 2019 AC +4.04%
Nov. 8, 2018 AC +19.15%
Aug. 6, 2018 AC +24.63% Biggest UP
May 7, 2018 AC -18.72%
Feb. 27, 2018 AC -5.55%
Nov. 10, 2017 BO -2.24%
Aug. 8, 2017 AC +23.03%
May 8, 2017 AC -14.15%
Feb. 28, 2017 BO +13.59%
Nov. 7, 2016 AC -22.49% Biggest DOWN
Aug. 8, 2016 AC -4.96%
May 9, 2016 AC +0.22%

Avg (+ or -) 12.73%
Bias 1.38%, slight positive bias on earnings.

With stock at 19.75 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 17.31 to 22.19
Based on AVERAGE move over last 4 quarters: 17.24 to 22.26
Based on MAXIMUM move over last 4 Q’s (24.6%): 14.89 to 24.61
Based on DOWN max only (-22.6%): 15.31

Open to requests for other symbols.

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

Feb. 6, 2019 BO -3.43%
Nov. 6, 2018 BO +0.75%
Aug. 2, 2018 BO +6.99% Biggest UP
May 3, 2018 BO -1.25%
Feb. 8, 2018 BO -3.58% Biggest DOWN
Nov. 8, 2017 BO +2.66%
Aug. 3, 2017 BO -2.03%
May 4, 2017 BO +6.70%
Feb. 9, 2017 BO +1.91%
Nov. 4, 2016 BO +1.60%
Aug. 4, 2016 BO -1.80%
May 5, 2016 BO +4.73%

Avg (+ or -) 3.12%
Bias 1.10%, positive bias on earnings.

With stock at 335.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 315.64 to 354.36
Based on AVERAGE move over last 4 quarters: 325.52 to 346.48
Based on MAXIMUM move over last 4 Q’s (7.0%): 312.51 to 359.49
Based on DOWN max only (-3.6%): 323.97

Open to requests for other symbols.

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

Tried for a dbl cal last quarter but the big move shut me out. However, it is such a cheap play that I’ll try again.

Feb. 27, 2019 AC +8.66%
Nov. 7, 2018 AC -3.16%
Aug. 8, 2018 AC +2.65%
May 8, 2018 AC -7.47%
Feb. 28, 2018 AC -14.43% Biggest DOWN
Nov. 8, 2017 AC +1.17%
Aug. 8, 2017 AC -1.14%
May 4, 2017 AC +3.30%
March 1, 2017 AC +12.75%
Nov. 3, 2016 AC -3.55%
Aug. 4, 2016 AC +2.47%
April 29, 2016 BO +12.81% Biggest UP

Avg (+ or -) 6.13%
Bias 1.17%, positive bias on earnings.

With stock at 57.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 53.57 to 61.43
Based on AVERAGE move over last 4 quarters: 53.98 to 61.02
Based on MAXIMUM move over last 4 Q’s (14.4%): 49.20 to 65.80
Based on UP max only (12.8%): 64.87

Open to requests for other symbols.

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

Feb. 21, 2019 AC +23.03%
Nov. 1, 2018 AC -20.50% Biggest DOWN
Aug. 9, 2018 AC +13.54%
May 3, 2018 AC +12.43%
Feb. 22, 2018 AC -15.81%
Nov. 2, 2017 AC +9.52%
Aug. 3, 2017 AC -1.30%
May 4, 2017 AC +23.87% Biggest UP
Feb. 23, 2017 AC +20.08%
Nov. 3, 2016 AC +2.98%
Aug. 4, 2016 AC -8.01%
May 5, 2016 AC -0.76%

Avg (+ or -) 12.65%
Bias 4.92%, positive bias on earnings.

With stock at 161.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 143.24 to 179.7682
Based on AVERAGE move over last 4 quarters: 141.07 to 181.93
Based on MAXIMUM move over last 4 Q’s (23.9%): 122.95 to 200.05
Based on DOWN max only (-20.5%): 128.39

Open to requests for other symbols.

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

Feb. 22, 2019 BO +27.85% Biggest UP
Nov. 1, 2018 BO -12.81%
Aug. 2, 2018 BO +7.54%
May 2, 2018 BO +13.65%
Feb. 22, 2018 BO -22.71% Biggest DOWN
Nov. 2, 2017 BO -15.54%
Aug. 8, 2017 BO -6.26%
May 9, 2017 BO +20.73%
Feb. 23, 2017 BO -6.49%
Nov. 8, 2016 BO -4.13%
Aug. 9, 2016 BO -19.58%
May 9, 2016 BO +10.16%

Avg (+ or -) 13.95%
Bias -0.63%, tiny negative bias on earnings.

With stock at 165.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 145.60 to 184.40
Based on AVERAGE move over last 4 quarters: 141.98 to 188.02
Based on MAXIMUM move over last 4 Q’s (27.9%): 119.05 to 210.95
Based on DOWN max only (-22.7%): 127.53

Open to requests for other symbols.

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

Feb. 27, 2019 AC +2.42%
Nov. 7, 2018 AC -9.02%
Aug. 1, 2018 AC +8.65%
May 2, 2018 AC +1.13%
Feb. 27, 2018 AC +0.30%
Nov. 8, 2017 AC +3.40%
Aug. 2, 2017 AC -4.68%
May 3, 2017 AC +8.86%
Feb. 22, 2017 AC +14.02% Biggest UP
Nov. 1, 2016 AC +6.41%
Aug. 3, 2016 AC +8.42%
May 5, 2016 AC -21.68% Biggest DOWN

Avg (+ or -) 7.42%
Bias 1.52%, positive bias on earnings.

With stock at 74.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 69.18 to 78.82
Based on AVERAGE move over last 4 quarters: 68.51 to 79.49
Based on MAXIMUM move over last 4 Q’s (21.7%): 57.96 to 90.04
Based on UP max only (+14.0%): 84.37

Open to requests for other symbols.

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

Pretty crazy stock. Topped out above 300 in 2009 and again in 2014, but was trading below 3.00 early last year.

Feb. 26, 2019 AC +25.19% Biggest UP
Nov. 1, 2018 AC -1.62%
July 30, 2018 AC +10.95%
April 26, 2018 AC -2.37%
March 1, 2018 AC +14.75%
Oct. 26, 2017 AC -6.25%
July 27, 2017 AC -10.16%
April 27, 2017 AC -9.52%
March 8, 2017 AC -11.62%
Nov. 1, 2016 AC -58.87% Biggest DOWN
July 28, 2016 AC -14.78%
April 28, 2016 AC +2.29%

Avg (+ or -) 14.03%
Bias -5.17%, negative bias on earnings.

With stock at 63.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 55.47 to 70.53
Based on AVERAGE move over last 4 quarters: 54.16 to 71.84
Based on MAXIMUM move over last 4 Q’s (58.9%): 25.91 to 100.09
Based on UP max only (+25.2%): 78.87

Open to requests for other symbols.

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

Jan. 29, 2019 AC +6.83% Biggest UP
Nov. 1, 2018 AC -6.63% Biggest DOWN
July 31, 2018 AC +5.89%
May 1, 2018 AC +4.41%
Feb. 1, 2018 AC -4.33%
Nov. 2, 2017 AC +2.61%
Aug. 1, 2017 AC +4.72%
May 2, 2017 AC -0.30%
Jan. 31, 2017 AC +6.09%
Oct. 25, 2016 AC -2.24%
July 26, 2016 AC +6.49%
April 26, 2016 AC -6.25%

Avg (+ or -) 4.73%
Bias 1.44%, positive bias on earnings.

With stock at 202.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 192.37 to 211.63
Based on AVERAGE move over last 4 quarters: 192.44 to 211.56
Based on MAXIMUM move over last 4 Q’s (6.8%): 188.20 to 215.80
Based on DOWN max only (-6.6%): 188.61

Open to requests for other symbols.

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

Jan. 24, 2019 AC +7.52% Biggest UP
Oct. 25, 2018 AC -18.18% Biggest DOWN
July 26, 2018 AC -7.73%
April 26, 2018 AC -7.99%
Jan. 25, 2018 AC +1.82%
Oct. 26, 2017 AC -2.53%
July 27, 2017 AC -7.54%
April 27, 2017 AC +3.92%
Jan. 25, 2017 AC -1.93%
Oct. 26, 2016 AC +5.41%
July 28, 2016 AC -11.52%
April 28, 2016 AC -11.28%

Avg (+ or -) 7.28%
Bias -4.17%, negative bias on earnings.

The FIVE-day outlook is more bearish, with a downside max of -23%.

With stock at 51.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 46.50 to 55.50
Based on AVERAGE move over last 4 quarters: 47.29 to 54.71
Based on MAXIMUM move over last 4 Q’s (18.2%): 41.73 to 60.27
Based on UP max only (7.5%): 54.84

Open to requests for other symbols.

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

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% Biggest DOWN
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%
April 21, 2016 AC -5.41%

Avg (+ or -) 3.16%
Bias -0.43%, negative bias on earnings.

The FIVE-day outlook is more bearish, with a downside max of -8%.

With stock at 1,275.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1,227.78 TO 1,322.22
Based on AVERAGE move over last 4 quarters: 1,234.71 TO 1,315.29
Based on MAXIMUM move over last 4 Q’s (5.4%): 1,206.02 TO 1,343.98
Based on UP max only (4.3%): 1,329.32

Open to requests for other symbols.

#Earnings Closed last batch for .95

#Earnings I usually don’t take trades on Monday morning earnings, but this stock has excellent premium and thus far, modest moves. However, its history is short so it could surprise us. That is reflected in the expected move, which is much higher than its historical average move.

Looking at a condor, with wings 2-points wide.

$SPOT reports Monday morning. Below are details on earnings one-day moves over its entire history.

Feb. 6, 2019 BO -2.83%
Nov. 1, 2018 BO -5.69% Biggest DOWN
July 26, 2018 BO +4.40% Biggest UP
May 2, 2018 AC -5.65%

Avg (+ or -) 4.64%
Bias -2.44%, negative bias on earnings.

With stock at 137.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 125.96 to 148.04
Based on AVERAGE move over last 4 quarters: 130.64 to 143.36
Based on MAXIMUM move over last 4 Q’s (5.7%): 129.20 to 144.80
Based on UP max only (4.4%): 143.03

Open to requests for other symbols.

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

Jan. 24, 2019 AC +3.62%
Nov. 1, 2018 AC +9.70% Biggest UP
July 26, 2018 AC +1.36%
April 26, 2018 AC -1.71%
Jan. 25, 2018 AC -4.22%
Nov. 2, 2017 AC +2.11%
July 27, 2017 AC -9.24% Biggest DOWN
April 27, 2017 AC -2.02%
Jan. 26, 2017 AC -4.00%
Nov. 3, 2016 AC +1.89%
July 21, 2016 AC +0.52%
April 21, 2016 AC -4.88%

Avg (+ or -) 3.77%
Bias -0.57%, Slight negative bias on earnings.

With stock at 76.75 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 73.74 to 79.76
Based on AVERAGE move over last 12 quarters: 73.85 to 79.65
Based on MAXIMUM move over last 12 Q’s (9.7%): 69.31 to 84.19
Based on DOWN max only (-9.2%): 69.66

Open to requests for other symbols.

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

Feb. 7, 2019 BO -2.00%
Oct. 25, 2018 BO -11.98%
July 25, 2018 BO +23.53%
May 1, 2018 BO -8.39%
Feb. 8, 2018 BO +27.36% Biggest UP
Oct. 25, 2017 BO +11.17%
Aug. 3, 2017 AC +9.05%
April 27, 2017 BO +22.55%
Feb. 8, 2017 BO -3.51%
Oct. 26, 2016 BO -12.69% Biggest DOWN
July 28, 2016 BO +24.10%
May 3, 2016 BO -7.12%

Avg (+ or -) 13.62%
Bias 6.01%, positive bias on earnings.

With stock at 70.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 60.14 to 79.86
Based on AVERAGE move over last 12 quarters: 60.47 to 79.53
Based on MAXIMUM move over last 12 Q’s (27.4%): 50.85 to 89.15
Based on DOWN max only (-12.7%): 61.12

Open to requests for other symbols.

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

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%
April 28, 2016 AC +9.56%

Avg (+ or -) 4.64%
Bias 0.58%, small positive bias on earnings.

With stock at 1,910.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1,836.26 to 1,983.74
Based on AVERAGE move over last 12 quarters: 1,821.47 to 1,998.53
Based on MAXIMUM move over last 12 Q’s (13.2%): 1,657.69 to 2,162.31
Based on DOWN max only (-7.8%): 1,760.83

Open to requests for other symbols.

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

Jan. 30, 2019 AC -0.56%
Oct. 24, 2018 AC +9.13%
Aug. 1, 2018 AC +16.18% Biggest UP
May 2, 2018 AC -5.54%
Feb. 7, 2018 AC -8.62% Biggest DOWN
Nov. 1, 2017 AC -6.79%
Aug. 2, 2017 AC +6.50%
May 3, 2017 AC -5.00%
Feb. 22, 2017 AC -6.40%
Oct. 26, 2016 AC +0.87%
Aug. 3, 2016 AC +2.13%
May 4, 2016 AC -4.95%

Avg (+ or -) 6.06%
Bias -0.25%, small negative bias on earnings.

With stock at 260.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 238.89 to 281.11
Based on AVERAGE move over last 12 quarters: 244.25 to 275.75
Based on MAXIMUM move over last 12 Q’s (16.2%): 217.93 to 302.07
Based on DOWN max only (-8.6%): 237.59

Open to requests for other symbols.

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

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%
April 26, 2016 AC -6.43%

Avg (+ or -) 8.40%
Bias 0.45%, small positive bias on earnings.

With stock at 710.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 660.25 to 759.75
Based on AVERAGE move over last 12 quarters: 650.35 to 769.65
Based on MAXIMUM move over last 12 Q’s (24.4%): 536.48 to 883.52
Based on DOWN max only (-14.6%): 606.48

Open to requests for other symbols.

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

12 quarters straight with all UP moves. (go back 13 quarters for the first negative, -15.6%)

Jan. 30, 2019 AC +13.41%
Oct. 24, 2018 AC +1.42%
July 25, 2018 AC +4.60%
April 25, 2018 AC +4.53%
Jan. 31, 2018 AC +2.64%
Oct. 25, 2017 AC +1.21%
July 26, 2017 AC +0.74% Smallest UP
April 26, 2017 AC +3.75%
Jan. 25, 2017 AC +3.61%
Oct. 26, 2016 AC +7.68%
July 27, 2016 AC +4.65%
April 20, 2016 AC +14.06% Biggest UP

Avg (+ or -) 5.19%
Bias 5.19%, ONLY a positive bias on earnings.

With stock at 243.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 227.32 to 258.68
Based on AVERAGE move over last 12 quarters: 230.38 to 255.62
Based on MAXIMUM move over last 12 Q’s (14.1%): 208.83 to 277.17
Based on Smallest UP only (+0.7%): 244.80

Open to requests for other symbols.

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

Jan. 25, 2019 BO -2.61%
Nov. 8, 2018 BO -8.96% Biggest DOWN
July 26, 2018 BO +10.87% Biggest UP
April 26, 2018 BO +1.20%
Jan. 31, 2018 BO +1.07%
Nov. 9, 2017 BO +1.27%
July 26, 2017 BO -1.91%
April 20, 2017 BO -2.50%
Jan. 24, 2017 BO +6.61%
Nov. 8, 2016 BO -5.44%
July 21, 2016 BO -0.34%
April 21, 2016 BO +1.14%

Avg (+ or -) 3.66%
Bias 0.03%, no bias on earnings.

With stock at 46.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 44.24 to 48.76
Based on AVERAGE move over last 12 quarters: 44.80 to 48.20
Based on MAXIMUM move over last 12 Q’s (10.9%): 41.45 to 51.55
Based on DOWN max only (-9.0%): 42.33

Open to requests for other symbols.

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

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%
April 20, 2016 AC +5.53%

Avg (+ or -) 4.80%
Bias -0.23%, small positive bias on earnings.

With stock at 165.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 155.35 to 174.65
Based on AVERAGE move over last 12 quarters: 157.08 to 172.92
Based on MAXIMUM move over last 12 Q’s (9.6%): 149.21 to 180.79
Based on DOWN max only (-8.3%): 151.39

Open to requests for other symbols.

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

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%
April 27, 2016 AC +7.19%

Avg (+ or -) 5.62%
Bias 0.78%, small positive bias on earnings.

With stock at 182.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 170.98 to 193.02
Based on AVERAGE move over last 12 quarters: 171.77 to 192.34
Based on MAXIMUM move over last 12 Q’s (19.0%): 147.49 to 216.51
Based on UP max only (10.8%): 201.67

Open to requests for other symbols.

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

Jan. 29, 2019 AC +1.15%
Oct. 30, 2018 AC +5.87%
July 18, 2018 AC -10.11%
April 25, 2018 AC -5.58%
Jan. 31, 2018 AC +13.82% Biggest UP
Oct. 18, 2017 AC -1.79%
July 20, 2017 AC -1.53%
April 19, 2017 AC -3.92%
Jan. 25, 2017 AC +4.99%
Oct. 19, 2016 AC -10.76% Biggest DOWN
July 20, 2016 AC +10.89%
April 26, 2016 AC +3.18%

Avg (+ or -) 6.13%
Bias 0.52%, slight positive bias on earnings.

With stock at 36.75 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 34.53 to 38.97
Based on AVERAGE move over last 12 quarters: 34.50 to 39.00
Based on MAXIMUM move over last 12 Q’s (13.8%): 31.67 to 41.83
Based on DOWN max only (-10.8%): 32.80

Open to requests for other symbols.

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

Jan. 28, 2019 BO -9.12% Biggest DOWN
Oct. 23, 2018 BO -7.55%
July 30, 2018 BO -1.97%
April 24, 2018 BO -6.20%
Jan. 25, 2018 BO +0.61%
Oct. 24, 2017 BO +4.98%
July 25, 2017 BO +5.87%
April 25, 2017 BO +7.86% Biggest UP
Jan. 26, 2017 BO -0.94%
Oct. 25, 2016 BO -1.75%
July 26, 2016 BO +5.15%
April 22, 2016 BO -0.43%

Avg (+ or -) 4.37%
Bias -0.29%, no significant bias on earnings.

With stock at 142.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 135.17 to 149.83
Based on AVERAGE move over last 12 quarters: 136.27 to 148.73
Based on MAXIMUM move over last 12 Q’s (9.1%): 129.50 to 155.50
Based on UP max only (7.9%): 153.70

Open to requests for other symbols.

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

Jan. 30, 2019 BO +9.11%
Oct. 31, 2018 BO +3.79%
July 25, 2018 BO +0.75%
April 25, 2018 BO +6.15%
Jan. 31, 2018 BO +1.81%
Oct. 25, 2017 BO +5.35%
July 26, 2017 BO -2.93%
April 26, 2017 BO +3.80%
Feb. 1, 2017 BO +4.31%
Nov. 2, 2016 BO +4.74%
July 27, 2016 BO -2.71%
April 27, 2016 BO -1.57%

Avg (+ or -) 3.92%
Bias 2.72%, strong positive bias on earnings.

With stock at 250.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 236.54 to 263.46
Based on AVERAGE move over last 12 quarters: 240.20 to 259.80
Based on MAXIMUM move over last 12 Q’s (9.1%): 227.23 to 272.78
Based on DOWN max only (-2.9%): 242.68

Open to requests for other symbols.

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

In all cases except the second to last date on the list below, TWTR kept advancing in the same direction after one day after earnings. So for the 5-day totals, add about 1-4% more than the one-day numbers below.

Feb. 7, 2019 BO -9.83%
Oct. 25, 2018 BO +15.46%
July 27, 2018 BO -20.54% Biggest DOWN
April 25, 2018 BO -2.36%
Feb. 8, 2018 BO +12.15%
Oct. 26, 2017 BO +18.49% Biggest UP
July 27, 2017 BO -14.12%
April 26, 2017 BO +7.91%
Feb. 9, 2017 BO -12.33%
Oct. 27, 2016 BO +0.63%
July 26, 2016 AC -14.52%
April 26, 2016 AC -16.28%

Avg (+ or -) 12.05%
Bias -2.95%, negative bias on earnings.

With stock at 34.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 30.56 to 37.44
Based on AVERAGE move over last 12 quarters: 29.90 to 38.10
Based on MAXIMUM move over last 12 Q’s (20.5%): 27.02 to 40.98
Based on UP max only (+18.5%): 40.29

Open to requests for other symbols.

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

There is no significant difference between 1-day moves and 5-day moves.

Jan. 28, 2019 AC +9.66% Biggest UP
Oct. 24, 2018 AC +6.78%
July 23, 2018 AC -14.52% Biggest DOWN
April 23, 2018 AC +3.75%
Jan. 24, 2018 AC +2.30%
Oct. 23, 2017 AC -10.54%
July 26, 2017 AC -6.28%
April 25, 2017 BO +3.51%
Jan. 26, 2017 BO -8.54%
Oct. 25, 2016 BO -10.77%
July 22, 2016 BO +2.67%
April 26, 2016 BO -3.55%

Avg (+ or -) 6.91%
Bias -2.13%, negative bias on earnings.

With stock at 140.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 129.58 to 150.42
Based on AVERAGE move over last 12 quarters: 130.33 to 149.67
Based on MAXIMUM move over last 12 Q’s (14.5%): 119.67 to 160.33
Based on UP max only (+9.7%): 153.52

Open to requests for other symbols.

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

Jan. 24, 2019 AC -3.93%
Oct. 18, 2018 AC -3.45%
July 19, 2018 AC -0.86%
April 17, 2018 AC +8.17% Biggest UP
Jan. 25, 2018 AC -2.12%
Oct. 19, 2017 AC +3.39%
July 20, 2017 AC -4.55%
April 18, 2017 AC +6.36%
Jan. 24, 2017 AC +5.09%
Oct. 18, 2016 AC -5.56% Biggest DOWN
July 19, 2016 AC +4.63%
April 19, 2016 AC +3.34%

Avg (+ or -) 4.29%
Bias 0.88%, slight positive bias on earnings.

With stock at 530.00 the data suggests these ranges:
Based on current IV (expected move into NEXT Friday per TOS): 497.67 to 562.33 (8 days, Friday)
Based on AVERAGE move over last 12 quarters: 507.28 to 552.72 (4 days, Monday)
Based on MAXIMUM move over last 12 Q’s (8.2%): 486.70 to 573.30 (4 days, Monday)
EIGHT-day max moves: UP: +9.8% (581.94), DOWN: -7.8% (488.66)

Open to requests for other symbols.

#Earnings Closed $SKX 35 long puts for 5.00. Only got a couple closed before the crash. Now price has recovered some, so I will wait to see if it falls again. Otherwise, i’ll be disputing this and asking for at least 4.90. (Strangles bought for 4.15 yesterday).

Order in to close $AXP for 1.30. I show mid price as .90 currently.

$HON too high to close now, may take loss

$IBM also out of range.