Semtech options imply 11.6% move in share price post-earnings
The Fly

Semtech options imply 11.6% move in share price post-earnings

Pre-earnings options volume in Semtech is 4.4x normal with puts leading calls 3:1. Implied volatility suggests the market is anticipating a move near 11.6%, or $4.47, after results are released. Median move over the past eight quarters is 8.5%.

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