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Cree Call Options Hot as Stock Soars

Cree said it's selling its lighting division

Mar 15, 2019 at 2:39 PM
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Cree, Inc. (NASDAQ:CREE) stock is red-hot today -- up 6.9% at $57.25, and fresh off a nearly five-year high of $57.51. Fueling the upside is news the LED specialist is selling its lighting products business to Ideal Industries, which Canaccord Genuity said allows CREE "to remain focused on growth opportunity" in its Wolfspeed division. This is strengthening broader tailwinds sparked by Broadcom (AVGO) earnings. Now, the tech shares are headed toward their best day since Jan. 8.

Cree options traders are in overdrive, with 7,904 calls and 1,815 puts on the tape -- five times what's typically seen at this point. The April 60 call is most active, and it looks like new positions are being purchased here for a volume-weighted average price of $0.72. If this is the case, breakeven for call buyers at the close on Thursday, April 18, is $60.72 (strike plus premium paid).

 Today's call-skewed trading just echoes the broader trend seen in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), CREE's 10-day call/put volume ratio of 17.80 ranks in the 98th annual percentile, meaning calls have been bought to open over puts at an accelerated clip.

It's an attractive time to purchase premium on short-term CREE options, too. The stock's Schaeffer's Volatility Index (SVI) of 30% ranks in the 4th percentile of its 12-month range, indicating near-term contracts are pricing in relatively low volatility expectations at the moment.

On the charts, the shares have been rallying hard since hitting an annual low of $33.72 on Oct. 11, up more than 70%. Today's surge puts CREE stock above the $55, which marked a top earlier this month -- but could now serve as support going forward.

 cree daily price chart on march 15

 

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