#Earnings $HAL reports Monday morning. Below are details on earnings one-day moves over the last 12 quarters.
April 22, 2019 BO -0.12%
Jan. 22, 2019 BO -3.06%
Oct. 22, 2018 BO -3.03%
July 23, 2018 BO -8.09% Biggest DOWN
April 23, 2018 BO +0.17%
Jan. 22, 2018 BO +6.39% Biggest UP
Oct. 23, 2017 BO -2.51%
July 24, 2017 BO -4.21%
April 24, 2017 BO -0.65%
Jan. 23, 2017 BO -2.92%
Oct. 19, 2016 BO +4.24%
July 20, 2016 BO -1.57%
Avg (+ or -) 3.08%
Bias -1.28%, negative bias on earnings.
With stock at 21.75 the data suggests these ranges:
Based on current IV (expected move into NEXT Friday per TOS): 20.58 to 22.92
Based on AVERAGE one-day move over last 12 quarters: 21.08 to 22.42
Based on MAXIMUM on-day move over last 12 Q’s (8.1%): 19.99 to 23.51
Based on UP Max only (+6.4%): 23.14
Open to requests for other symbols.