SMTC · Expected Move

Semtech Corp

The expected move for SMTC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

SMTC straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current SMTC Expected Move
30-Day Straddle
$25.50
7-Day Straddle
$10.65
30-Day ATM IV
76.1%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to SMTC's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
SMTC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $25.50 $10.65 76.1% 11%
20261016 $23.25 $13.15 76.8% 13%
20261015 $25.45 $14.65 78.3% 17%
20261014 $29.60 $19.35 81.2% 26%
20261013 $31.50 $19.95 77.5% 15%
20261012 $31.40 $15.50 78.4% 18%
20261009 $31.25 $16.60 74.7% 7%
20261008 $31.95 $17.85 75.8% 10%
20261007 $33.35 $19.10 74.7% 7%
20261006 $34.15 $20.60 75.0% 8%
20261005 $34.40 $12.60 74.8% 7%
20261002 $32.70 $15.35 76.8% 9%
20261001 $34.55 $17.70 82.4% 20%
20260930 $33.10 $18.05 81.0% 17%
20260929 $34.60 $19.65 83.4% 22%
20260928 $33.90 $13.40 82.4% 20%
20260925 $32.55 $16.00 81.5% 18%
20260924 $32.25 $17.25 82.2% 20%
20260923 $28.10 $28.10 82.1% 19%
20260922 $29.95 $29.95 82.9% 21%
20260921 $30.95 $30.95 84.4% 24%
20260918 $33.95 $2.20 83.7% 22%
20260917 $34.30 $7.50 84.4% 24%
20260916 $30.70 $9.45 80.3% 16%
20260915 $28.35 $9.85 81.1% 17%
20260914 $28.50 $11.30 81.1% 17%
20260911 $30.75 $13.15 74.2% 4%
20260910 $31.35 $14.65 78.6% 13%
20260909 $32.85 $16.85 78.8% 13%
20260908 $36.25 $18.55 85.2% 25%
20260904 $30.40 $17.15 74.7% 5%
20260903 $27.45 $16.05 75.1% 6%
20260902 $16.85 $16.85 74.7% 5%
20260901 $17.35 $17.35 75.9% 7%
20260831 $17.25 $17.25 72.2% 0%
20260828 $17.85 $17.85 72.6% 0%
20260827 $20.65 $20.65 75.0% 0%
20260826 $22.10 $22.10 79.9% 25%
20260825 $26.50 $26.50 98.2% 56%
20260824 $27.60 $27.60 105.2% 68%
20260821 $25.60 $2.15 93.1% 48%
20260820 $27.55 $5.78 98.4% 57%
20260819 $27.65 $7.05 97.3% 55%
20260818 $31.00 $9.85 99.5% 59%
20260817 $35.15 $11.70 96.7% 54%
20260814 $32.10 $11.40 93.0% 47%
20260813 $31.65 $12.80 93.4% 48%
20260812 $33.30 $14.75 93.8% 49%
20260811 $32.20 $14.70 94.5% 50%
20260810 $34.10 $16.40 97.1% 54%
20260807 — — 97.1% 55%
20260806 $36.45 $20.25 105.6% 69%
20260805 $20.50 $20.50 107.2% 72%
20260804 $23.00 $23.00 107.3% 72%
20260803 $22.00 $22.00 106.1% 70%
20260731 $22.85 $22.85 101.6% 62%
20260730 $23.00 $23.00 102.0% 63%
20260729 $20.35 $20.35 102.4% 64%
20260728 $23.30 $23.30 103.7% 66%
20260727 $25.70 $25.70 102.7% 65%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.