What move does the options market price into Semtech's report?

Implied ±15.6%, either direction.

How often does Semtech move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

SMTCNasdaqSemiconductors & Related Devices

Semtech Corp (SMTC) earnings date, market-implied expected move, and options open interest by expiry

127.36

+4.98 · +4.07%

post 125.75 −1.26%

Closed19:36 ET

Open123.02Volume3.2MMkt cap$11.9BP/E76.68EPS1.64

Day123.02 – 132.0330%52-wk60.28 – 201.9946%

SMTC

Semtech Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.6%implied · straddle

107.53147.31

spot 127.42exp Nov 27ATM strike 125ATM straddle 23.40IV 89%

Nov 3 close

Expected move

Inputs

Next report

Nov 23

after close · in 20 days

est.Q3 FY27

Calendar

Next report

Last report

+10.41%

vs ±17.1% implied · ×0.61

shaded = implied · ▲▼ = realized

Aug 25 '26 · confirmed

Implied vs realized

Linked news

47dCHPT · customerChargePoint Just Gained 61% in a Month: Is It Too Late to Buy CHPT Stock Now?

News

Largest filed tie

13F top-10 QoQ

−15.88%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

577 managers

Top fund weight

0.41%

SMTC weight · MDY

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Semtech (SMTC) is expected to report on Nov 23 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±16.0%
avg realized: ±10.9%

Nov 25 '24Nov 25 '24confirmed±16.3%▲+18.10%×1.11

Mar 13 '25Mar 13 '25confirmed±13.5%▲+21.06%×1.56

May 27 '25May 27 '25confirmed±15.1%▼−4.56%×0.30

Aug 25 '25Aug 25 '25confirmed±15.3%▲+15.14%×0.99

Q3 FY26Nov 24 '25confirmed±16.4%▲+2.53%×0.15

Mar 16 '26Mar 16 '26confirmed±11.0%▼−11.00%×1.00

Q1 FY27May 26 '26confirmed±23.6%▼−4.41%×0.19

Q2 FY27Aug 25 '26confirmed±17.1%▲+10.41%×0.61

quarterimplied−25%0+25%realized×

Q2 FY27±17.1%▲+10.41%×0.61

Q1 FY27±23.6%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 8 expiries · Oct 30 close

1.24OI · 8 expiries · Oct 30 closeP/C open interest · Nov 27 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

452+1%Nov 63d0.133,5450%0.13

344+7%Nov 1310d0.58596+10%0.58

4,197+3%Nov 2017d0.3711,230+5%0.37

report · Nov 23 · after close · est.

244+3%Nov 2724d197+11%

17—Dec 431d0.14119—0.14

2,687+1%Dec 1845d0.308,855−2%0.30

2 later expiries

14,6950%Jan 1573d1.0713,6830%1.07

1,691+2%Mar 19136d0.51

ExpiryPutsCallsP/C

Nov 63d452+1%3,5450%0.13

Nov 1310d344+7%596+10%0.58

Nov 2017d4,197+3%11,230+5%0.37

report · Nov 23 · after close · est.

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±15.6%

Funds 3

MDY±0.1%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY27

46.84%as filednet margin · revenue +17.47% QoQ · +32.72% YoY

Revenue

$342M+17.47% QoQ

Gross profit

$184M+21.33% QoQ

53.75% margin

Operating income

$56M+116.25% QoQ

16.31% margin

Pre-tax income

$55M+118.18% QoQ

Net income

$160M+502.80% QoQ

46.84% margin

Cost of revenue

$158M+13.29% QoQ

Operating expenses

$128M+1.85% QoQ

SG&A $67M

R&D $61M

Other expense

$1M

Tax benefit

$101M

Revenue$342M+17.47%

Gross profit

$184M+21.33%

53.75% margin

Operating income

$56M+116.25%

16.31% margin

Pre-tax income

$55M+118.18%

Net income

$160M+502.80%

46.84% margin

Cost of revenue

$158M+13.29%

Operating expenses

$128M+1.85%

SG&A $67M

R&D $61M

Other expense

$1M

Tax benefit$101M

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jul 26 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

NFP ×1.51· ±5.2% vs ±3.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.2%5 of 10×1.51

GDPgross domestic product±4.3%14 of 19×1.26

CPIconsumer prices±4.1%5 of 10×1.20

PCEpersonal income & outlays±4.0%12 of 19×1.15

PPIproducer prices±3.8%2 of 10×1.12

FOMCrate decision±3.8%12 of 24×1.12

CPROFcorporate profits±3.3%8 of 12×0.97

Bar = avg |move| to ±6% · tick = ±3.4% avg day · ×base = |move| ÷ ±3.4% · min 6 releases

Earnings history

EPS 1.59 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Aug 25 '26 · confirmed	1.59	—
Q1 FY27	May 26 '26 · confirmed	0.27	—
Q3 FY26	Nov 24 '25 · confirmed	-0.03	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod