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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Semtech Corporation (SMTC) - NASDAQ Next Earnings Date: OS Estimate: June 4, 2025 AC
OS Projected Window: June 2, 2025 to June 7, 2025
EVR: 6.4
Avg Daily Volume: 2,682,648    Market Cap: 4.1B
Sector: Technology    Short Interest: 9.37
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
March 13, 2025 AC 6.0 $32.71 @$33.00 $5.17
($32.71)
15.67% 21.61% O 21.06% O $39.60 $6.82
( $39.60 )
31.91%
Nov. 25, 2024 AC 5.6 $53.44 @$55.00 $10.40
($53.44)
18.91% 24.7% O 18.09% I $63.11 $10.07
( $63.11 )
-3.17%
Aug. 27, 2024 AC 5.7 $38.16 @$38.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 5, 2024 AC 5.4 $38.68 @$39.00
March 28, 2024 AC 5.2 $27.49 @$27.00
Dec. 6, 2023 AC 5.0 $16.70 @$17.00
Sept. 13, 2023 AC 4.9 $22.87 @$23.00
June 7, 2023 AC 4.4 $22.43 @$22.00
March 29, 2023 AC 3.5 $32.11 @$32.00
Nov. 30, 2022 AC 3.7 $30.74 @$31.00

 
 
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