#Earnings $SLB reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 18, 2019 BO +1.31%
July 19, 2019 BO -0.18%
April 18, 2019 BO -3.90% Biggest DOWN
Jan. 18, 2019 BO +8.12% Biggest UP
Oct. 19, 2018 BO +0.06%
July 20, 2018 BO -1.24%
April 20, 2018 BO -1.49%
Jan. 19, 2018 BO +0.06%
Oct. 20, 2017 BO -2.09%
July 21, 2017 BO -0.73%
April 21, 2017 BO -2.18%
Jan. 20, 2017 BO -0.81%

Avg (+ or -) 1.85%
Bias -0.26%, negative bias on earnings.

With stock at 38.60 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 37.06 to 40.14
Based on AVERAGE one-day move over last 12 quarters: 37.89 to 39.31
Based on MAXIMUM one-day move over last 12 Q’s (8.1%): 35.47 to 41.73
Based on DOWN max only (-3.9%): 37.09

Open to requests for other symbols.

#Earnings $STT reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 18, 2019 BO +6.09%
July 19, 2019 BO +6.73% Biggest UP
April 23, 2019 BO -4.34%
Jan. 18, 2019 BO +0.35%
Oct. 19, 2018 BO -8.53% Biggest DOWN
July 20, 2018 BO -7.40%
April 20, 2018 BO -4.33%
Jan. 23, 2018 BO +2.92%
Oct. 23, 2017 BO -2.97%
July 26, 2017 BO +1.88%
April 26, 2017 BO +3.63%
Jan. 25, 2017 BO -3.37%

Avg (+ or -) 4.38%
Bias -0.78%, negative bias on earnings.

With stock at 80.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 76.01 to 83.99
Based on AVERAGE one-day move over last 12 quarters: 76.50 to 83.50
Based on MAXIMUM one-day move over last 12 Q’s (8.5%): 73.18 to 86.82
Based on UP max only (+6.7%): 85.38

Open to requests for other symbols.