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Semtech options imply 11.9% move in share price post-earnings
The Fly

Semtech options imply 11.9% move in share price post-earnings

Pre-earnings options volume in Semtech (SMTC) is 6.8x normal with calls leading puts 11:2. Implied volatility suggests the market is anticipating a move near 11.9%, or $6.30, after results are released. Median move over the past eight quarters is 8.5%.

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