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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: Aug. 8, 2017 AC
OS Projected Window: Aug. 7, 2017 to Aug. 16, 2017
EVR: 4.2
Avg Daily Volume: 1,013,140    Market Cap: 2.36B
Sector: Technology
Live Interactive Chart
Days to Next Earnings: 76 Days
Current 7 Day Implied Movement: 3.03%       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: 13

 
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 25, 2017 AC $24.82 8.95% N/A -9.14% $22.55 $22.07 3.29% N/A -16.11% 9.42% 3.61%
Jan. 24, 2017 AC $27.41 9.16% N/A 4.74% $28.71 $28.83 3.51% N/A 15.43% 8.63% 3.43%
Oct. 18, 2016 AC $25.20 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 20, 2015 AC $32.34
Oct. 21, 2014 AC $33.15

 
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