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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. 14, 2018 AC
OS Projected Window: Aug. 7, 2018 to Aug. 18, 2018
EVR: 4.5
Avg Daily Volume: 1.24M    Market Cap: 4.9B
Sector: Technology    Short Interest: 15.52
Live Interactive Chart
Days to Next Earnings: 57 Days
Current 7 Day Implied Movement: 3.33%       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: 17

 
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 24, 2018 AC $39.36 14.40% N/A 8.53% $42.72 $39.25 6.30% N/A 8.84% 9.84% 4.3%
Jan. 23, 2018 AC $35.02 10.47% 4.33% 3.28% $36.17 $35.97 4.87% 4.26% 11.36% 9.05% 3.72%
Oct. 17, 2017 AC $29.34 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 22, 2017 AC $23.03
April 25, 2017 AC $24.82
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

 
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