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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Semtech Corporation (SMTC) - NASDAQ Next Earnings Date: OS Estimate: Sept. 1, 2026 AC
OS Projected Window: Aug. 31, 2026 to Sept. 5, 2026
EVR: 4.9
Avg Daily Volume: 3,144,845    Market Cap: 10.0B
Sector: Technology    Short Interest: 5.8
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 76
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
May 26, 2026 AC 5.4 $164.46 @$165.00 $45.85
($164.46)
27.79% -6.79% I -4.41% I $157.20 $32.15
( $157.20 )
-29.88%
March 16, 2026 AC 6.0 $89.00 @$90.00 $17.30
($89.00)
19.22% -11.79% I -11.0% I $79.21 $15.12
( $79.21 )
-12.6%
Nov. 24, 2025 AC 5.8 $70.01 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 25, 2025 AC 6.2 $51.00 @$50.00
May 27, 2025 AC 6.4 $38.78 @$39.00
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

 
 
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