#Earnings $DAL reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
July 11, 2019 BO +1.16%
April 10, 2019 BO +1.59%
Jan. 15, 2019 BO +0.16%
Oct. 11, 2018 BO +3.56%
July 12, 2018 BO +1.78%
April 12, 2018 BO +2.93%
Jan. 11, 2018 BO +4.76% Biggest UP
Oct. 11, 2017 BO +0.70%
July 13, 2017 BO -1.76% Biggest DOWN
April 12, 2017 BO -0.52%
Jan. 12, 2017 BO -1.06%
Oct. 13, 2016 BO +1.88%
Avg (+ or -) 1.82%
Bias 1.27%, positive bias on earnings.
With stock at 54.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 51.16 to 56.84
Based on AVERAGE one-day move over last 12 quarters: 53.02 to 54.98
Based on MAXIMUM one-day move over last 12 Q’s (4.8%): 51.43 to 56.57
Based on DOWN max only (-1.8%): 53.05
Open to requests for other symbols.
Options Bistro 