CREE
$28.05
Cree
$.43
1.56%

Option Analysis for Cree

-
Options
8.2%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, January 27, 2017
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-1.3%
$3.68
15.0
15.0
$24.00
45.0
10.0
$0.23
15.3%
-2.7%
$2.30
3.0
7.0
$25.00
161.0
20.0
$0.35
12.1%
0.5%
$2.69
10.0
12.0
$25.50
93.0
2.0
$0.48
10.8%
1.6%
$2.50
10.0
23.0
$26.00
70.0
167.0
$0.60
9.4%
0.9%
$1.80
3.0
35.0
$26.50
196.0
6.0
$0.81
8.4%
2.2%
$1.67
27.0
188.0
$27.00
267.0
5.0
$0.96
7.2%
3.3%
$1.47
11.0
96.0
$27.50
49.0
3.0
$1.05
5.7%
4.1%
$1.21
77.0
111.0
$28.00
124.0
1.0
$1.27
4.7%
4.9%
$0.92
26.0
362.0
$28.50
138.0
1.0
$1.67
4.3%
6.2%
$0.79
51.0
257.0
$29.00
152.0
54.0
$1.95
3.6%
Option Activity Ahead of Earnings