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Semtech Corporation SMTC

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-15T20:03:36.885Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:35.754967347Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:57:13.787152+00:00

Share price$144.65
1D-4.4%
AH$137$142$147$151$1565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMTC
Sold putSold callAH

Semtech Corporation options

Live interpolated SMTC call and put midpoint premiums by absolute delta.Semtech Corporation$0.96$4.14$7.33$10.51$13.70$120.87$131.77$142.68$153.58$164.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $144.65OPTION PRICELive SMTC spot · $144.65SMTC PRICE$1.38$1.78$2.17$2.28$2.83$3.52$3.75$4.60$5.42$6.39$7.46$8.50$9.53$1.30$1.77$2.24$2.77$3.15$3.74$4.63$5.13$6.14$7.20$9.14$10.85$12.78
PutsCheap0.57×
CallsExpensive1.06×
SkewBearish+3.52 pp
Implied moveBearish±$8.38
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ156.58170.0%9.2%136.04143.8%6.9%
25Δ153.94164.4%7.7%137.67145.5%6.1%
30Δ151.58156.8%6.3%139.29147.2%5.3%
35Δ148.96132.9%4.6%140.81148.9%4.6%
40Δ147.60135.0%4.0%142.39139.6%3.7%
45Δ146.46143.3%3.7%143.73139.1%3.2%
50Δ145.00129.5%2.8%145.08145.9%2.9%
55Δ143.73136.7%2.5%146.38138.6%2.3%
60Δ142.40139.7%2.2%147.85142.8%2.0%
65Δ140.94143.4%1.9%149.38144.8%1.7%
70Δ139.41144.1%1.5%151.64157.6%1.5%
75Δ137.90140.6%1.2%153.75161.7%1.2%
80Δ136.40137.1%0.9%156.12163.9%0.9%

20Δ

Calls
Pseudo strike
156.58
IV
170.0%
B/E move
9.2%
Puts
Pseudo strike
136.04
IV
143.8%
B/E move
6.9%

25Δ

Calls
Pseudo strike
153.94
IV
164.4%
B/E move
7.7%
Puts
Pseudo strike
137.67
IV
145.5%
B/E move
6.1%

30Δ

Calls
Pseudo strike
151.58
IV
156.8%
B/E move
6.3%
Puts
Pseudo strike
139.29
IV
147.2%
B/E move
5.3%

35Δ

Calls
Pseudo strike
148.96
IV
132.9%
B/E move
4.6%
Puts
Pseudo strike
140.81
IV
148.9%
B/E move
4.6%

40Δ

Calls
Pseudo strike
147.60
IV
135.0%
B/E move
4.0%
Puts
Pseudo strike
142.39
IV
139.6%
B/E move
3.7%

45Δ

Calls
Pseudo strike
146.46
IV
143.3%
B/E move
3.7%
Puts
Pseudo strike
143.73
IV
139.1%
B/E move
3.2%

50Δ

Calls
Pseudo strike
145.00
IV
129.5%
B/E move
2.8%
Puts
Pseudo strike
145.08
IV
145.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
143.73
IV
136.7%
B/E move
2.5%
Puts
Pseudo strike
146.38
IV
138.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
142.40
IV
139.7%
B/E move
2.2%
Puts
Pseudo strike
147.85
IV
142.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
140.94
IV
143.4%
B/E move
1.9%
Puts
Pseudo strike
149.38
IV
144.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
139.41
IV
144.1%
B/E move
1.5%
Puts
Pseudo strike
151.64
IV
157.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
137.90
IV
140.6%
B/E move
1.2%
Puts
Pseudo strike
153.75
IV
161.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
136.40
IV
137.1%
B/E move
0.9%
Puts
Pseudo strike
156.12
IV
163.9%
B/E move
0.9%