Cree (CREE) August volatility elevated into Q4 and outlook

Cree (NASDAQ: CREE) August call option implied volatility is at 86, September is at 39; compared to its 52-week range of 29 to 60 into the expected release of Q4 results today after the market close.

You May Also Be Interested In

• Stitch Fix (SFIX) call put ratio 4.9 calls to 1 put with a focus on October 2.5 and 5 calls into quarter results
• Interactive Brokers (IBKR) call put ratio 1 call 2.5 puts with a focus on October 84, 85 and 90 puts
• Sirius XM (SIRI) call put ratio 11 calls to 1 put with a focus on 1600 contracts of June 40 calls