#Earnings — $DG reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Dec. 4, 2018 BO -6.80%
Aug. 30, 2018 BO -0.97%
May 31, 2018 BO -9.36%
March 15, 2018 BO +4.75%
Dec. 7, 2017 BO +2.77%
Aug. 31, 2017 BO -5.43%
June 1, 2017 BO +6.54%
March 16, 2017 BO +0.53%
Dec. 1, 2016 BO -4.96%
Aug. 25, 2016 BO -17.62%
May 26, 2016 BO +4.61%
March 10, 2016 BO +10.66%
Avg (+ or -) 6.25%
Bias -1.27%, negative bias on earnings.
With stock at 121.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 114.40 to 127.60
Based on AVERAGE move over last 12 quarters: 113.44 to 128.56
Based on MAXIMUM move over last 12 Q’s (17.6%): 99.68 to 142.32
Based on Max UP only (+10.7%): 133.90
Open to requests for other symbols.