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Insights derived from 5 years of Quarterly Earnings Announcements

By:Michael "Dr. Data" Rechenthin

A new download features the historical movement of stocks set to release earnings

  • Netflix tends to experience significant swings in price.
  • The largest decline recorded for Netflix was 30%.

We are excited to announce the availability of a new download featuring the historical movement of stocks set to release earnings in the upcoming weeks. Some notable names include Tesla (TSLA), Netflix (NFLX) and Taiwan Semiconductor (TSM).

Exploring popular upcoming earnings and analyzing historical quarterly price movements

Netflix earnings

One interesting example from this week's earnings is Netflix, whose earnings report will be released after today's market close. The data reveals Netflix tends to experience significant swings in price, with a standard deviation of overnight movements at 10%. This suggests a tendency toward large surprises after the earnings release, so it's crucial to consider strike prices carefully when trading options. Notably, the largest decline recorded for Netflix in the second quarter of 2022 was 30%.

Number of companies reporting earnings


To access this informative download highlighting historical earnings moves, please refer to the link below. Additionally, you can find a comprehensive calendar encompassing all 3,500 stocks with options.

Download Historical Moves: https://cherry-picks-s3-bucket-newsletter.s3.amazonaws.com/live/23_10_17_tastylive_Research.pdf

Comprehensive Options Calendar: https://cherry-picks-s3-bucket-newsletter.s3.amazonaws.com/live/23_10_10_tastylive_Research.xlsx

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Make informed decisions and leverage the insights provided by the historical earnings moves to enhance your trading strategies.

Michael Rechenthin (aka “Dr. Data”), managing director of Research and Development, has 25 years of trading and markets experience. He is best known for his weekly Cherry Picks newsletter. On Thursdays, he appears on Trades from the Research Team LIVE.

For live daily programming, market news and commentary, visit tastylive or the YouTube channels tastylive (for options traders), and tastyliveTrending for stocks, futures, forex & macro.

Trade with a better broker, open a tastytrade account today. tastylive, Inc. and tastytrade, Inc. are separate but affiliated companies.


Options involve risk and are not suitable for all investors. Please read Characteristics and Risks of Standardized Options before deciding to invest in options.

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