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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: April 25, 2017 AC
EVR: 4.0
Avg Daily Volume: 1,113,280    Market Cap: 2.43B
Sector: Technology
Live Interactive Chart
Days to Next Earnings: 2 Days
Current 7 Day Implied Movement: 10.40%       Theoretical Expires in 7 days
Implied Move Weekly: 9.26%       Expires on: April 28, 2017
Implied Move Monthly: 10.80%       Expires on: May 19, 2017


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 12

 
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. 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 9.69% N/A -10.51% $22.55 $22.41 3.71% N/A -14.68% 8.4% 4.13%
April 26, 2016 AC $24.59 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 12, 2014 AC $49.20

 
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