Intel Post-Earnings: Current Options Pricing Vs. Historical Performance

Over the last two earnings reports, Intel ( INTC) experienced historic 1-day gains. For January earnings that reported on Q4 results, INTC enjoyed a 10.7% gain the next day. For October earnings that reported on Q3 results, INTC enjoyed a 7.4% pop. These 1-day post-earnings gains were Intel’s 3rd and 7th highest 1-day post-earnings gains since at least 1997 (available data).

The last time INTC popped higher than these last two cycles was a 9.3% 1-day post-earnings gain in July, 2014 that reported on Q2 results.