#Earnings $SLB reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 19, 2018 BO +0.06%
July 20, 2018 BO -1.24%
April 20, 2018 BO -1.49%
Jan. 19, 2018 BO +0.06%
Oct. 20, 2017 BO -2.09%
July 21, 2017 BO -0.73%
April 21, 2017 BO -2.18%
Jan. 20, 2017 BO -0.81%
Oct. 20, 2016 AC -3.03% Biggest DOWN
July 21, 2016 AC +1.98%
April 21, 2016 AC -0.42%
Jan. 21, 2016 AC +6.10% Biggest UP
Avg (+ or -) 1.68%
Bias -0.32%, negative bias on earnings.
With stock at 41.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 39.55 to 42.45
Based on AVERAGE move over last 12 quarters: 40.31 to 41.69
Based on MAXIMUM move over last 12 Q’s (6.1%): 38.50 to 43.50
Open for requests on other symbols.