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MarketChameleon Earnings Price Pattern Has Detected One Notable Historical Trend.

|Includes: The Walt Disney Company (DIS)
Summary

Earnings on February 6.

option traders are expecting a ± 4.2% move for this earnings.

DIS to Release Earnings on February 6

Walt Disney (DIS) is scheduled to release earnings on February 6, 2018, after the market closes, and will hold a conference call at 4:30 PM ET on the same day. The stock currently trades at 108.74, which is 3.8% higher than the close following its last reported earnings, trading with a range of 102.17 to 113.19 since that time.

Expected Price Volatility

Currently, option traders are expecting a ± 4.2% move for this earnings, and during the previous earnings release, the stock experienced a +2.0% move. Over the last 11 quarters, the absolute average move has been ± 3.6%, with a minimum move of 0.2% and a maximum move of 9.2%. DIS has experienced 5 larger-than-expected earnings moves in the last 11 quarters.

Earnings Price Pattern

The MarketChameleon earnings price pattern has detected one notable historical trend.

1 Day Before Earnings:For 10 of the last 12 quarters (83%), DIS stock price has gone up on the day before earnings. It has had an average gain of +0.7% during that span.

Earnings Option Strategies

MarketChameleon's option strategy analysis shows that option traders are expecting a ± 4.2% move for this earnings, for an average gain of +5.8%. Additionally, selling at-the-money straddles resulted in 67% winning occurrences -- however, the average return was a loss of -8.0%.