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Semtech Corp SMTC 110.96 -16.46 -12.92%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $110.96
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.8% ±$4.17 $106.79 – $115.13 $105.96 – $115.96 $102.02 – $119.90
2 sessions ±5.2% ±$5.79 $105.17 – $116.75 $103.94 – $117.98 $98.45 – $123.47
3 sessions ±6.6% ±$7.30 $103.66 – $118.26 $102.25 – $119.67 $95.41 – $126.51
1 week ±8.4% ±$9.28 $101.68 – $120.24 $99.61 – $122.31 $91.19 – $130.73
2 weeks ±11.7% ±$13.02 $97.94 – $123.98 $94.85 – $127.07 $83.18 – $138.74
3 weeks Earnings ±17.0% ±$18.86 $92.10 – $129.82 $87.60 – $134.32 $71.30 – $150.62
1 month Earnings ±19.5% ±$21.60 $89.36 – $132.56 $84.14 – $137.78 $65.52 – $156.40
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SMTC reports in 14 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±15.90%
Average actual move
21.06%
Beyond the implied move
1 / 1
Median IV change
-30.91%
Reaction session Implied Actual Used ATM IV before → after
March 14, 2025 ±15.90% +21.06% 1.32× 134.2% → 92.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →