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Semtech options imply 13.1% move in share price post-earnings
The Fly

Semtech options imply 13.1% move in share price post-earnings

Pre-earnings options volume in Semtech is 6.0x normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 13.1%, or $2.95, after results are released. Median move over the past eight quarters is 4.5%.

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