Cree (CREE) puts more active than calls into Q1 EPS call

Cree (NASDAQ: CREE) October call option implied volatility is at 110, November is at 48; compared to its 52-week range of 24 to 48 into the expected release of Q1 results today.

You May Also Be Interested In

• Novavax (NVAX) 11K contracts of August 28 weekly 9 calls trade, share price up 8.8%
• Thermo Fisher Scientific (TMO) call put ratio 4.8 calls to 1 put with a focus on March 700 calls as share price up 4.2%
• Merck (MRK) call put ratio 3.1 calls to 1 put after INTerpath-001 trial results