Exclusive Update    Optionslam.com has confirmed NASDAQ:LITE next earnings date on Tue May 07, 2019 AC
 

   Optionslam.com

   
    Log In | Join US    
Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Cree, Inc. (CREE) - NASDAQ Next Earnings Date: Estimated on May 1, 2019
EVR: 3.9
Avg Daily Volume: 1,341,850    Market Cap: 6.65B
Sector: Technology    Short Interest: 12.32
Live Interactive Chart
Days to Next Earnings: 9 Days
Current 7 Day Implied Movement: 3.56%       Theoretical Expires in 7 days
Implied Move Weekly: 9.17%       Expires on: May 3, 2019
Implied Move Monthly: 10.64%       Expires on: May 17, 2019


 
Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


    Help Topics:
  • Read here for details about how Implied Volatility data is calculated
  • Read here to find out details about this chart

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 20

 
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
Jan. 30, 2019 AC $49.42 8.98% N/A -0.84% $49.00 $50.43 4.61% N/A 6.75% 10.28% 4.32%
Oct. 16, 2018 AC $37.54 9.18% N/A -0.34% $37.41 $39.46 4.72% N/A 6.95% 12.89% 5.11%
Aug. 14, 2018 AC $50.16 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 24, 2018 AC $39.36
Jan. 23, 2018 AC $35.02
Oct. 17, 2017 AC $29.34
Aug. 22, 2017 AC $23.03
April 25, 2017 AC $24.82
Jan. 24, 2017 AC $27.41
Oct. 18, 2016 AC $25.20

 
[hide] [show]
Strategy Test
  • Main
  • Statistics
     
    My Account
  • Log In
  • Join US