#Earnings $DLTR reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
March 6, 2019 BO +5.11%
Nov. 29, 2018 BO +6.13%
Aug. 30, 2018 BO -15.54% Biggest DOWN
May 31, 2018 BO -14.28%
March 7, 2018 BO -14.47%
Nov. 21, 2017 BO +2.41%
Aug. 24, 2017 BO +5.62%
May 25, 2017 BO +0.92%
March 1, 2017 BO +0.20%
Nov. 22, 2016 BO +8.15%
Aug. 25, 2016 BO -9.93%
May 26, 2016 BO +12.77% Biggest UP
Avg (+ or -) 7.96%
Bias -1.08%, negative bias on earnings.
With stock at 96.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 89.87 to 103.13
Based on AVERAGE move over last 12 quarters: 88.82 to 104.18
Based on MAXIMUM move over last 12 Q’s (15.5%): 81.50 to 111.50
Based on UP Max only (+12.8%): 108.82
Open to requests for other symbols.