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The second quarter begins next week, and with it comes the start of the first quarter earnings reporting period. One of the things we can do with our earnings database is find the stocks that see the biggest moves on their earnings report days. For traders looking for action during earnings season, these stocks are where it's at.

Below is a list of the U.S. stocks that have historically seen moves of +/-10% on their earnings report days. (For stocks that report after the close, we use the next day's change.) As shown, Telenav (TNAV) is the most volatile stock of them all with an average one-day change of +/-16.70% on earnings. Neftlix (NFLX) ranks second at +/-14.47%, followed by Travelzoo (TZOO) at +/-14.42%. Other well-known names on the list of volatile stocks on earnings include Intuitive Surgical (ISRG), Crocs (CROX), SanDisk (SNDK), Deckers (DECK), Cirrus Logic (CRUS) and Amazon.com (AMZN). As big as it is, Amazon has historically seen its value swing by 10% on the day of its earnings report each quarter.

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Source: Most Volatile Stocks On Earnings