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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Semtech Corporation (SMTC) - NASDAQ Next Earnings Date: OS Estimate: March 9, 2022 AC
OS Projected Window: March 8, 2022 to March 17, 2022
EVR: 2.5
Avg Daily Volume: 330,582    Market Cap: 5.62B
Sector: Technology    Short Interest: 1.4
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
Earnings Date IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Close Price Straddle @Trade Price Return
Dec. 1, 2021 AC $86.69 @$85.00 $11.75
($86.69)
13.82% 4.41% I $89.19 $8.45
( $89.19 )
-28.09%
Sept. 1, 2021 AC $70.96 @$70.00 $5.32
($70.96)
7.6% 11.95% O $78.71 $8.85
( $78.71 )
66.35%
June 2, 2021 AC $61.93 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 17, 2021 AC $73.09 @$75.00
Dec. 2, 2020 AC $67.90 @$70.00
Aug. 26, 2020 AC $62.90 @$65.00
May 27, 2020 AC $50.21 @$50.00
March 11, 2020 AC $33.78 @$34.00
Dec. 4, 2019 AC $46.79 @$47.00
Aug. 28, 2019 AC $42.95 @$43.00

 
 
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