Exclusive Update    Optionslam.com has confirmed NYSE:STZ next earnings date on Thu Oct 05, 2017 BO
 

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Earnings History: Past Earnings Statistics and Earnings Trendline
 
Cree, Inc. (CREE) - NASDAQ Next Earnings Date: OS Estimate: Oct. 17, 2017 AC
OS Projected Window: Oct. 16, 2017 to Oct. 23, 2017
EVR: 4.0
Avg Daily Volume: 1,234,340    Market Cap: 2.44B
Sector: Technology
Live Interactive Chart
Days to Next Earnings: 27 Days
Current 7 Day Implied Movement: 3.48%       Theoretical Expires in 7 days
Implied Move Monthly: 14.63%       Expires on: Oct. 20, 2017


 

E    One Trading Day Post Earnings Up             E    One Trading Day Post Earnings Down
    Most Recent CREE Strategy Testing:
    Steven    Opened a long Straddle position @$25.00 Expires Jan. 19, 2018   
       Aug. 8, 2017, 1:51 p.m.
    EarningsDa    Closed a long Iron Condor position @$26.00 Expires Aug. 19, 2016    PnL: -$173.00
       Aug. 19, 2016, 4 p.m.
    mrvolatili    Closed a long Straddle position @$25.50 Expires Oct. 23, 2015    PnL: -$189.00
       Oct. 23, 2015, 4 p.m.

 
Earnings Events Available: 65

 
Earnings Date Pre Earnings Close Post Earnings Open Price Movement within one trading day Max Mean/Median Movement of Previous 2 Earnings
Open High Low Close Close% Max% Mean Median Mean Raw Median Raw
Oct. 17, 2017 AC To Be Calculated After Earnings Date 13.54% 13.54% -13.54% -13.54%
Aug. 22, 2017 AC $23.03 -9.85% $20.76 $23.46 $20.50 $22.21 -3.56% -10.98% 15.77% 15.77% -0.34% -0.34%
April 25, 2017 AC Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 24, 2017 AC
Oct. 18, 2016 AC
Aug. 16, 2016 AC
April 26, 2016 AC
Jan. 19, 2016 AC
Oct. 20, 2015 AC
Aug. 11, 2015 AC


 
CREE Current EVR: 4.0
Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart Only


To quantify how volatile a stock behaves after its earnings announcement we assign each stock an EARNINGS VOLATILITY RATING (EVR).
 
EVR ratings range from zero through ten with ten being the highest or most volatile.
 
EVR is a weighted average which accurately assesses how sensitive an individual stock is to its earnings announcement.
 
                Read More..

 
 
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