#Earnings $DLTR reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 26, 2019 BO -15.24% Biggest DOWN
Aug. 29, 2019 BO -1.93%
May 30, 2019 BO +3.13%
March 6, 2019 BO +5.11%
Nov. 29, 2018 BO +6.13% Biggest UP
Aug. 30, 2018 BO -15.54%
May 31, 2018 BO -14.28%
March 7, 2018 BO -14.47%
Nov. 21, 2017 BO +2.41%
Aug. 24, 2017 BO +5.62%
May 25, 2017 BO +0.92%
March 1, 2017 BO +0.20%
Avg (+ or -) 7.08%
Bias -3.16%, negative bias on earnings.
With stock at 83.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 76.44 to 89.56
Based on AVERAGE one-day move over last 12 quarters: 77.12 to 88.88
Based on MAXIMUM one-day move over last 12 Q’s (15.5%): 70.10 to 95.90
Based on UP max only (+6.1%): 88.09
Open to requests for other symbols.