#Earnings $DE reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 27, 2019 BO -4.29%
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% Biggest UP
Feb. 17, 2017 BO +1.00%
Avg (+ or -) 4.00%
Bias 0.76%, positive bias on earnings.
With stock at 165.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 158.30 to 171.70
Based on AVERAGE one-day move over last 12 quarters: 158.41 to 171.59
Based on MAXIMUM one-day move over last 12 Q’s (7.7%): 152.38 to 177.62
Based on UP max only (+7.3%): 177.05
Open to requests for other symbols.