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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Cree, Inc. (CREE) - NASDAQ Next Earnings Date: OS Estimate: Jan. 23, 2018 AC
OS Projected Window: Jan. 17, 2018 to Jan. 24, 2018
EVR: 4.5
Avg Daily Volume: 2,222,506    Market Cap: 3.49B
Sector: Technology    Short Interest: 13.97
Live Interactive Chart
Days to Next Earnings: 43 Days
Current 7 Day Implied Movement: 0.95%       Theoretical Expires in 7 days


 
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Sample Chart


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    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.

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 15

 
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
Oct. 17, 2017 AC $29.34 9.20% N/A -0.1% $29.31 $34.15 3.72% N/A 20.85% 8.92% 3.51%
Aug. 22, 2017 AC $23.03 8.89% N/A -9.85% $20.76 $22.21 3.72% N/A -10.98% 9.06% 3.4%
April 25, 2017 AC $24.82 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 24, 2017 AC $27.41
Oct. 18, 2016 AC $25.20
April 26, 2016 AC $24.59
Jan. 19, 2016 AC $24.29
Oct. 20, 2015 AC $24.91
Aug. 11, 2015 AC $25.20
April 21, 2015 AC $35.40

 
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