SMTC
SEMTECH CORP129.96post+$0.80 (+0.62%)at close +$0.00 (+0.00%)
as of 20:00:28 UTCnext report Aug 31 · 26d
Earnings Room‹ back to SMTC
The report
fiscal Q2 2027 · from the company's noticeAug 31after close26days out
Expected movement
market-implied · at the Aug 4 close±10.6%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±25.6% over the 45 days to expiry; the rest of that is everyday movement, which the chain prices at 99% annualized.
expiry Sep 18 · first after the reportATM strike 130straddle 39.20ATM IV 109% vs 105% at Oct 16× 0.85 straddle-to-rangespot 129.96
Blast radius
2 linked · N-PORT + EDGARIf SMTC moves ±25.6% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
Butterfly LadderNo options positioning captured for this ticker yet. Open interest settles once daily — check back after the next capture, or open this room again tomorrow.
The record
expected in pale · actual in full color3/8reports moved further than the options market had pricedtypically ±11.0% realized vs ±15.7% priced
May 26 '26±23.6%→−4.4%×0.19
Mar 16 '26±11.0%→−11.0%×1.00
Nov 24 '25±16.4%→+2.5%×0.15
Aug 25 '25±15.3%→+15.1%×0.99
May 27 '25±15.1%→−4.6%×0.30
Mar 13 '25±13.5%→+21.1%×1.56
Nov 25 '24±16.3%→+18.1%×1.11
Aug 27 '24±14.2%→+11.2%×0.79
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY27 · reported 0.27 · rev $291M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.