CREE
$25.65
Cree
$.32
1.26%

Option Analysis for Cree

2.6%
Options
7.8%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, October 21, 2016
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-2.9%
$10.90
0.0
3.0
$14.00
26.0
0.0
$0.10
45.8%
-5.8%
$7.15
0.0
10.0
$17.00
21.0
0.0
$0.06
34.0%
-5.7%
$6.20
0.0
10.0
$18.00
6.0
0.0
$0.08
30.1%
10.9%
$9.45
0.0
4.0
$19.00
243.0
0.0
$0.05
26.1%
-0.4%
$5.55
0.0
25.0
$20.00
214.0
0.0
$0.07
22.3%
-2.9%
$3.90
0.0
21.0
$21.00
246.0
0.0
$0.14
18.7%
-0.2%
$3.60
0.0
55.0
$22.00
1,109.0
23.0
$0.24
15.2%
0.8%
$2.85
0.0
144.0
$23.00
987.0
0.0
$0.40
11.9%
0.0%
$2.15
0.0
157.0
$23.50
161.0
0.0
$0.61
10.8%
2.1%
$2.20
2.0
1,167.0
$24.00
1,418.0
2.0
$0.57
8.7%
2.2%
$1.72
0.0
160.0
$24.50
195.0
0.0
$0.80
7.6%
3.5%
$1.55
1.0
1,368.0
$25.00
1,229.0
0.0
$1.01
6.5%
3.7%
$1.10
0.0
205.0
$25.50
300.0
0.0
$1.24
5.4%
5.3%
$1.00
1.0
1,193.0
$26.00
780.0
0.0
$1.52
4.6%
7.3%
$0.53
0.0
755.0
$27.00
123.0
0.0
$2.74
5.4%
8.9%
$0.43
0.0
14.0
$27.50
2.0
0.0
$2.36
2.0%
10.3%
$0.28
0.0
599.0
$28.00
191.0
0.0
$2.99
2.5%
13.7%
$0.16
0.0
679.0
$29.00
477.0
0.0
$4.31
3.7%
17.2%
$0.05
0.0
506.0
$30.00
193.0
0.0
$6.17
7.1%
21.1%
$0.05
0.0
205.0
$31.00
229.0
0.0
$3.90
-5.7%
25.0%
$0.05
0.0
312.0
$32.00
66.0
0.0
$7.73
5.4%
30.1%
$0.38
0.0
141.0
$33.00
30.0
0.0
$5.65
-6.6%
36.7%
$0.06
0.0
258.0
$35.00
7.0
0.0
$7.14
-8.6%
Option Activity Ahead of Earnings