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Semtech options imply 10.4% move in share price post-earnings
The Fly

Semtech options imply 10.4% move in share price post-earnings

Pre-earnings options volume in Semtech is normal with calls leading puts 9:4. Implied volatility suggests the market is anticipating a move near 10.4%, or $3.95, after results are released. Median move over the past eight quarters is 8.5%.

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