Exclusive Update    Optionslam.com has confirmed NYSE:TIF next earnings date on Fri Aug 25, 2017 BO
 

   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: Aug. 22, 2017 AC
EVR: 4.2
Avg Daily Volume: 1,016,280    Market Cap: 2.31B
Sector: Technology
Live Interactive Chart
Days to Next Earnings: 6 Days
Current 7 Day Implied Movement: 5.52%       Theoretical Expires in 7 days
Implied Move Weekly: 8.52%       Expires on: Aug. 25, 2017
Implied Move Monthly: 9.82%       Expires on: Sept. 15, 2017


 
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
    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: 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

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