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With earnings season beginning next week, below we highlight our list of the most volatile stocks on their earnings report days. For traders looking for action, each of the stocks below have on average moved more than 11% in either direction on their past report days. To make the list, each stock must have at least four years worth of reports in our Interactive Earnings Report Database.

The most volatile stock out there on earnings has been Fuel Systems (NASDAQ:FSYS). FSYS, which reports on 11/9, has historically averaged a move of +/-17.61% on its earnings report days! The next closest stock is VASCO Data Security (NASDAQ:VDSI) at +/-14.92%, followed by Travelzoo (NASDAQ:TZOO) at +/-14.47% and Netflix (NASDAQ:NFLX) at +/-13.85%.

A lot of popular trading names are unsurprisingly on this list. Along with Netflix (NFLX), some other notable names include (NASDAQ:PCLN), First Solar (NASDAQ:FSLR), Intuitive Surgical (NASDAQ:ISRG), Green Mountain (NASDAQ:GMCR), Nutrisystem (NASDAQ:NTRI), Smith & Wesson (NASDAQ:SWHC) and SanDisk (NASDAQ:SNDK).

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Source: Most Volatile Stocks On Earnings Report Days