#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.