#Earnings $DE reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 16, 2019 BO +3.84%
May 17, 2019 BO -7.65%Biggest DOWN
Feb. 15, 2019 BO -2.11%
Nov. 21, 2018 BO +2.42%
Aug. 17, 2018 BO +2.35%
May 18, 2018 BO +5.74%
Feb. 16, 2018 BO +1.57%
Nov. 22, 2017 BO +4.32%
Aug. 18, 2017 BO -5.37%
May 19, 2017 BO +7.30%
Feb. 17, 2017 BO +1.00%
Nov. 23, 2016 BO +11.04% Biggest UP
Avg (+ or -) 4.56%
Bias 2.04%, positive bias on earnings.
With stock at 177.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 169.40 to 185.60
Based on AVERAGE one-day move over last 12 quarters: 169.41 to 185.59
sed on MAXIMUM one-day move over last 12 Q’s (11.0%): 157.90 to 197.10
Based on DOWN max only (-7.7%): 163.92
Open to requests for other symbols.