CREE
$26.20
Cree
$1.22
4.88%

Option Analysis for Cree

-
Options
8.6%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, October 20, 2017
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-3.8%
$5.20
3.0
104.0
$20.00
208.0
1.0
$0.07
23.9%
-1.6%
$4.79
2.0
102.0
$21.00
506.0
11.0
$0.09
20.2%
-1.3%
$3.86
2.0
339.0
$22.00
539.0
34.0
$0.16
16.6%
1.1%
$3.50
23.0
1,371.0
$23.00
563.0
36.0
$0.28
13.3%
1.9%
$2.70
3.0
635.0
$24.00
587.0
103.0
$0.52
10.4%
2.2%
$2.28
1.0
49.0
$24.50
17.0
1.0
$0.90
9.9%
3.1%
$2.02
35.0
842.0
$25.00
1,129.0
45.0
$0.82
7.7%
1.8%
$1.17
10.0
24.0
$25.50
6.0
13.0
$1.10
6.9%
4.6%
$1.40
100.0
606.0
$26.00
353.0
48.0
$1.15
5.2%
5.2%
$1.05
12.0
23.0
$26.50
5.0
10.0
$1.54
4.7%
6.1%
$0.80
120.0
449.0
$27.00
154.0
2.0
$2.91
8.1%
9.0%
$0.55
74.0
307.0
$28.00
43.0
24.0
$2.42
2.4%
11.2%
$0.13
5.0
199.0
$29.00
2.0
6.0
$3.30
1.9%
Option Activity Ahead of Earnings