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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: Dec. 20, 2018 AC
OS Projected Window: Dec. 15, 2018 to Dec. 30, 2018
EVR: 3.8
Avg Daily Volume: 374,294    Market Cap: 2.41B
Sector: Consumer Goods    Short Interest: 20.92
Live Interactive Chart
Days to Next Earnings: 51 Days
Current 7 Day Implied Movement: 3.38%       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 $51.40 4.94% 2.23% -4.28% $49.20 $49.70 3.39% N/A -4.66% 6.3% 3.69%
April 2, 2018 BO $42.60 6.43% 8.43% 16.31% $49.55 $49.10 5.19% N/A 17.27% 6.64% 3.25%
Jan. 5, 2018 BO $46.70 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 2, 2017 BO $36.20
July 24, 2017 BO $37.75
March 27, 2017 BO $38.40
Dec. 22, 2016 AC $39.97
Sept. 26, 2016 BO $44.26
July 18, 2016 BO $40.11

 
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