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Cree CREE (news,
chart,
quote) - CREE November 20 calls active on elevated volatility
CREE is recently up 05c to $18.86. CREE November 20 calls have traded 75 times on transaction volume of 2,935 contracts, above its open interest of 2,826 contracts. CREE November call option implied volatility is at 78, puts are at 86, above its 26-week average of 59 according to Track Data, suggesting larger price fluctuations. CREE puts are priced higher than calls because CREE is difficult to borrow.
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