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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Cal-Maine Foods, Inc. (CALM) - NASDAQ Next Earnings Date: OS Estimate: Oct. 1, 2018 BO
OS Projected Window: Sept. 24, 2018 to Oct. 1, 2018
EVR: 2.7
Avg Daily Volume: 327.33k    Market Cap: 2.34B
Sector: Consumer Goods    Short Interest: 14.21
Live Interactive Chart
Days to Next Earnings: 43 Days
Current 7 Day Implied Movement: 2.72%       Theoretical Expires in 7 days


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 9

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
July 23, 2018 BO $45.95 4.94% 2.23% -0.97% $45.50 $44.95 3.39% N/A -5.33% 6.3% 3.69%
April 2, 2018 BO $43.70 6.43% 8.43% 0.91% $44.10 $43.30 5.19% N/A -5.83% 6.64% 3.25%
Jan. 5, 2018 BO $43.80 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 2, 2017 BO $41.10
July 24, 2017 BO $37.10
March 27, 2017 BO N/A
Dec. 22, 2016 AC $42.00
Sept. 26, 2016 BO $42.17
July 18, 2016 BO $44.15

 
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