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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Semtech Corporation (SMTC) - NASDAQ Next Earnings Date: Estimated on June 5, 2024
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 5.2
Avg Daily Volume: 3,241,929    Market Cap: 1.47B
Sector: Technology    Short Interest: 27.42
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
Earnings Date Pre-ER EVR 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 Closing Move I/O Close Price Straddle @Trade Price Return
March 28, 2024 AC 4.9 $27.49 @$27.00 $6.20
($27.49)
22.96% 12.18% I 6.83% I $29.37 $3.73
( $29.37 )
-39.84%
Dec. 6, 2023 AC 4.7 $16.70 @$17.00 $2.92
($16.70)
17.18% 22.63% O 16.28% I $19.42 $2.95
( $19.42 )
1.03%
Sept. 7, 2023 AC 4.9 $24.66 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 7, 2023 AC 4.4 $22.43 @$22.00
March 29, 2023 AC 3.5 $32.11 @$32.00
Nov. 30, 2022 AC 3.7 $30.74 @$31.00
Aug. 31, 2022 AC 2.5 $46.19 @$45.00
June 1, 2022 AC 2.5 $64.38 @$65.00
March 16, 2022 AC 2.5 $66.66 @$65.00
Dec. 1, 2021 AC 2.7 $86.69 @$85.00

 
 
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