Numbers For Options Traders: DAL, JPM, and WFC Kick Off Q3 Earnings Season This Week

Earnings Preview For Week Of October 7, 2024 - October 11, 2024

Earnings season starts later this coming week with three of the stocks in our universe reporting. As a reminder, we only track the stocks with the highest option volume in 2023 and have at least three years of earnings history to work with. The figures on the table below cover the last twelve reports for each. Each stock’s last twelve reactions and at-the-money (ATM) straddle pricing before and after earnings.

The table below is a summary of historical price reactions and straddle pricing around earnings.

Thursday Before The Open - Delta Air Lines (DAL)

Friday Before The Open - JPMorgan Chase & Co. (JPM)

Friday Before The Open - Wells Fargo & Company (WFC)