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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. 22, 2019 AC
OS Projected Window: Jan. 18, 2019 to Jan. 25, 2019
EVR: 4.3
Avg Daily Volume: 1,693,695    Market Cap: 3.6B
Sector: Technology    Short Interest: 16.53
Live Interactive Chart
Days to Next Earnings: 93 Days
Current 7 Day Implied Movement: 4.87%       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: 19

 
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. 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 11.38% N/A -3.01% $48.65 $46.26 3.92% N/A -10.58% 12.44% 5.58%
April 24, 2018 AC $39.36 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 26, 2016 AC $24.59

 
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