CREE
$36.93
Cree
$.51
1.40%

Option Analysis for Cree

-
Options
9.7%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, January 19, 2018
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-31.0%
$13.00
1.0
1.0
$12.50
304.0
5.0
$0.10
66.4%
-29.6%
$11.00
6.0
14.0
$15.00
106.0
4.0
$0.15
59.8%
-33.5%
$7.05
5.0
31.0
$17.50
353.0
1.0
$0.25
53.3%
-20.5%
$10.35
5.0
2.0
$19.00
759.0
2.0
$0.10
48.8%
-6.4%
$14.55
5.0
71.0
$20.00
678.0
10.0
$0.05
46.0%
-16.1%
$10.00
10.0
29.0
$21.00
353.0
5.0
$0.05
43.3%
-8.9%
$11.15
16.0
1,001.0
$22.50
1,539.0
8.0
$0.10
39.3%
-6.0%
$10.70
5.0
553.0
$24.00
2,044.0
10.0
$0.18
35.5%
0.2%
$12.00
5.0
672.0
$25.00
675.0
20.0
$0.20
32.8%
0.6%
$11.14
1.0
348.0
$26.00
274.0
50.0
$0.16
30.0%
-0.4%
$9.28
10.0
778.0
$27.50
440.0
6.0
$0.38
26.6%
0.2%
$8.01
10.0
2,185.0
$29.00
254.0
9.0
$0.37
22.5%
0.6%
$7.15
11.0
1,110.0
$30.00
524.0
110.0
$0.44
20.0%
1.7%
$6.55
20.0
5,333.0
$31.00
366.0
14.0
$0.58
17.6%
1.4%
$4.94
12.0
1,047.0
$32.50
435.0
2.0
$0.75
14.0%
1.9%
$3.65
5.0
1,013.0
$34.00
419.0
10.0
$1.11
10.9%
3.2%
$3.10
8.0
7,303.0
$35.00
338.0
12.0
$1.42
9.1%
5.3%
$2.89
3.0
252.0
$36.00
169.0
20.0
$1.85
7.5%
7.4%
$2.15
12.0
548.0
$37.50
16.0
7.0
$2.52
5.3%
9.5%
$1.44
6.0
67.0
$39.00
5.0
1.0
$3.60
4.1%
11.6%
$1.20
1.0
823.0
$40.00
38.0
40.0
$7.70
12.5%
15.7%
$0.72
3.0
6.0
$42.00
2.0
2.0
$6.01
2.5%
22.9%
$0.37
62.0
910.0
$45.00
1.0
1.0
$12.10
10.9%
Option Activity Ahead of Earnings