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Quote for CREE (CREE INCORPORATED)

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 CREE  OPTION CHAIN   STRIKE PEGGER   TRADE FINDER 

 LAST

48.74 

 CREE INCORPORATED       CHANGE

1.30 

 HIGH 48.90   LOW 47.19   DIVIDEND DATE 0000-00-00 
 OPEN 48.02   CLOSE 47.44   DIVIDEND AMOUNT 0.00 
 BID 0.00   ASK 0.00   YIELD 0.00 
 VOLUME 1,120,719   SPLIT DATE  2000-12-11   DATE/TIME: 2019-11-15 
 OPTION VOLUME 5044   IMPLIED VOLATILITY 0.37   HISTORICAL VOL  0.45 
Data used in the screeners below are delayed from October 25, 2019.   You must subscribe to get the latest data.
Covered Calls   more... 
Stock Stock Price   Symbol Expiry Strike Premium Time Value % of Stock   IVol  Months
 CREE  45.98    CREE  Nov 15 '19  45.00  3.27  2.29  4.99%    0.63  0
 CREE  45.98    CREE  Nov 15 '19  44.50  3.52  2.04  4.45%    0.63  0
 CREE  45.98    CREE  Nov 15 '19  45.50  2.97  2.49  5.42%    0.62  0
 CREE  45.98    CREE  Dec 20 '19  45.00  3.98  3.00  6.51%    0.49  1
Straddles   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Price ITM
 CREE  Nov 15 '19  45.00   C  3.27    CREE  Nov 15 '19  45.00   P  2.26    5.54  0.98
 CREE  Nov 15 '19  44.50   C  3.52    CREE  Nov 15 '19  44.50   P  2.02    5.55  1.48
 CREE  Nov 15 '19  45.50   C  2.97    CREE  Nov 15 '19  45.50   P  2.44    5.41  0.48
 CREE  Dec 20 '19  45.00   C  3.98    CREE  Dec 20 '19  45.00   P  2.92    6.89  0.98
Bull Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 CREE  Jan 17 '20  47.00   P  4.55    CREE  Jan 17 '20  45.00   P  3.35    1.20  2.00
 CREE  Jan 15 '21  47.00   P  9.00    CREE  Jan 15 '21  45.00   P  7.90    1.10  2.00
Bear Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 CREE  Nov 15 '19  45.00   C  3.27    CREE  Nov 15 '19  45.50   C  2.97    0.31  0.50
 CREE  Jan 17 '20  45.00   C  4.67    CREE  Jan 17 '20  47.00   C  3.67    1.00  2.00
 CREE  Nov 15 '19  44.50   C  3.52    CREE  Nov 15 '19  45.50   C  2.97    0.56  1.00
 CREE  Jan 15 '21  45.00   C  9.85    CREE  Jan 15 '21  47.00   C  8.90    0.95  2.00
Bull Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 CREE  Nov 15 '19  45.00   C  3.27    CREE  Nov 15 '19  44.50   C  3.52    -0.25  0.50
 CREE  Jan 15 '21  47.00   C  8.90    CREE  Jan 15 '21  45.00   C  9.85    -0.95  2.00
 CREE  Nov 15 '19  45.50   C  2.97    CREE  Nov 15 '19  44.50   C  3.52    -0.56  1.00
 CREE  Jan 17 '20  47.00   C  3.67    CREE  Jan 17 '20  45.00   C  4.67    -1.00  2.00
Bear Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 CREE  Nov 15 '19  45.00   P  2.26    CREE  Nov 15 '19  45.50   P  2.44    -0.18  0.50
 CREE  Nov 15 '19  44.50   P  2.02    CREE  Nov 15 '19  45.50   P  2.44    -0.42  1.00
 CREE  Jan 15 '21  45.00   P  7.90    CREE  Jan 15 '21  47.00   P  9.00    -1.10  2.00
 CREE  Nov 15 '19  44.50   P  2.02    CREE  Nov 15 '19  45.00   P  2.26    -0.23  0.50
Calendar Call Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 CREE  Nov 15 '19  45.00   C  3.27    CREE  Jan 15 '21  45.00   C  9.85    -6.57  14
 CREE  Nov 15 '19  45.00   C  3.27    CREE  Jun 19 '20  45.00   C  7.45    -4.18  7
 CREE  Nov 15 '19  45.00   C  3.27    CREE  Mar 20 '20  45.00   C  5.95    -2.68  4
 CREE  Nov 15 '19  45.00   C  3.27    CREE  Jan 17 '20  45.00   C  4.67    -1.40  2
Calendar Put Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 CREE  Nov 15 '19  45.00   P  2.26    CREE  Jan 17 '20  45.00   P  3.35    -1.09  2
 CREE  Nov 15 '19  45.00   P  2.26    CREE  Mar 20 '20  45.00   P  4.55    -2.29  4
 CREE  Nov 15 '19  45.00   P  2.26    CREE  Jan 15 '21  45.00   P  7.90    -5.64  14
 CREE  Nov 15 '19  45.00   P  2.26    CREE  Dec 20 '19  45.00   P  2.92    -0.66  1
Data Provided by HistoricalOptionData.com
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