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Semtech Corporation SMTC

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-16T22:43:56.948Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:27:17.435445163Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T22:43:56.326120+00:00

Share price$134.54
1D-7.8%
AH$135$139$143$148$1525:30 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$1.06$6.26$11.45$16.65$21.84$96.14$121.16$146.18$171.20$196.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMTC spot · $134.54SMTC PRICE$1.75$2.56$3.10$4.00$4.75$5.65$6.78$8.18$9.69$11.06$13.43$16.22$20.35$1.62$2.16$2.74$3.36$3.90$4.91$5.51$6.65$6.86$7.64$8.91$9.61$10.23
PutsCheap0.43×
CallsFair1.03×
SkewBullish-36.36 pp
Implied moveBullish±$12.29
TiltBullish18.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ150.4888.8%13.2%123.9874.4%9.1%
25Δ149.0198.6%12.7%126.3572.8%7.7%
30Δ145.2993.3%10.3%128.3172.8%6.7%
35Δ143.1998.1%9.4%130.2272.1%5.7%
40Δ140.5396.4%8.0%132.0069.5%4.8%
45Δ138.1596.6%6.9%133.6372.8%4.3%
50Δ135.9199.1%6.1%135.2769.6%3.6%
55Δ133.59103.3%5.4%137.0071.8%3.1%
60Δ131.11106.5%4.7%138.2564.3%2.3%
65Δ128.60105.5%3.8%139.6862.0%1.9%
70Δ125.54112.6%3.3%141.4262.6%1.5%
75Δ122.01118.9%2.7%142.6858.6%1.1%
80Δ117.26132.0%2.3%143.7854.0%0.7%

20Δ

Calls
Pseudo strike
150.48
IV
88.8%
B/E move
13.2%
Puts
Pseudo strike
123.98
IV
74.4%
B/E move
9.1%

25Δ

Calls
Pseudo strike
149.01
IV
98.6%
B/E move
12.7%
Puts
Pseudo strike
126.35
IV
72.8%
B/E move
7.7%

30Δ

Calls
Pseudo strike
145.29
IV
93.3%
B/E move
10.3%
Puts
Pseudo strike
128.31
IV
72.8%
B/E move
6.7%

35Δ

Calls
Pseudo strike
143.19
IV
98.1%
B/E move
9.4%
Puts
Pseudo strike
130.22
IV
72.1%
B/E move
5.7%

40Δ

Calls
Pseudo strike
140.53
IV
96.4%
B/E move
8.0%
Puts
Pseudo strike
132.00
IV
69.5%
B/E move
4.8%

45Δ

Calls
Pseudo strike
138.15
IV
96.6%
B/E move
6.9%
Puts
Pseudo strike
133.63
IV
72.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
135.91
IV
99.1%
B/E move
6.1%
Puts
Pseudo strike
135.27
IV
69.6%
B/E move
3.6%

55Δ

Calls
Pseudo strike
133.59
IV
103.3%
B/E move
5.4%
Puts
Pseudo strike
137.00
IV
71.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
131.11
IV
106.5%
B/E move
4.7%
Puts
Pseudo strike
138.25
IV
64.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
128.60
IV
105.5%
B/E move
3.8%
Puts
Pseudo strike
139.68
IV
62.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
125.54
IV
112.6%
B/E move
3.3%
Puts
Pseudo strike
141.42
IV
62.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
122.01
IV
118.9%
B/E move
2.7%
Puts
Pseudo strike
142.68
IV
58.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
117.26
IV
132.0%
B/E move
2.3%
Puts
Pseudo strike
143.78
IV
54.0%
B/E move
0.7%