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Semtech options imply 14.3% move in share price post-earnings
The Fly

Semtech options imply 14.3% move in share price post-earnings

Pre-earnings options volume in Semtech is 2.8x normal with calls leading puts 19:6. Implied volatility suggests the market is anticipating a move near 14.3%, or $3.90, after results are released. Median move over the past eight quarters is 7.5%.

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