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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: July 23, 2018 BO
OS Projected Window: July 18, 2018 to July 29, 2018
EVR: 2.8
Avg Daily Volume: 325.1k    Market Cap: 2.31B
Sector: Consumer Goods    Short Interest: 19.99
Live Interactive Chart
Days to Next Earnings: 58 Days
Current 7 Day Implied Movement: 2.58%       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: 8

 
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
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 6.17% 5.58% -4.45% $41.85 $40.79 2.18% 6.33% -9.81% 6.06% 3.78%
Oct. 2, 2017 BO $41.10 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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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