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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Semtech Corporation (SMTC) - NASDAQ Next Earnings Date: OS Estimate: March 18, 2026 AC
OS Projected Window: March 16, 2026 to March 21, 2026
EVR: 6.0
Avg Daily Volume: 1,926,645    Market Cap: 6.2B
Sector: Technology    Short Interest: 7.62
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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
Nov. 24, 2025 AC 5.8 $70.01 @$70.00 $13.50
($70.01)
19.29% -11.72% I 2.52% I $71.78 $9.25
( $71.78 )
-31.48%
Aug. 25, 2025 AC 6.2 $51.00 @$50.00 $9.20
($51.00)
18.4% 17.31% I 15.13% I $58.72 $10.00
( $58.72 )
8.7%
May 27, 2025 AC 6.4 $38.78 @$39.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 13, 2025 AC 6.0 $32.71 @$33.00
Nov. 25, 2024 AC 5.6 $53.44 @$55.00
Aug. 27, 2024 AC 5.7 $38.16 @$38.00
June 5, 2024 AC 5.4 $38.68 @$39.00
March 28, 2024 AC 5.2 $27.49 @$27.00
Dec. 6, 2023 AC 5.0 $16.70 @$17.00
Sept. 13, 2023 AC 4.9 $22.87 @$23.00

 
 
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