Historical Volatility

AMZN reports earnings Tuesday, April 30th, after the market closes. Analysts estimate earnings growth with $0.83 EPS on $142.48b revenue.

TSLA reports earnings Tuesday, July 23rd, after the market closes. Analysts estimate earnings growth with $0.60 EPS on $24.19b revenue.

Analyst projections for 8 major bank stocks reporting Q1 earnings this week, plus key stats and historical performance from the last five years announcements.

This study examines the Black-Scholes-Merton model's flexibility in calculating expected value. We explore how this formula allows us to calculate probabilities and expected values in multiple ways, and we’ll compare the different methods to show why Option Alpha uses historical volatility.