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Semtech Corporation SMTC

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-16T00:17:30.111Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:45.02771878Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:17:29.330207+00:00

Share price$147.47
1D-2.5%
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$1.48$19.23$36.97$54.71$72.46$92.94$122.85$152.75$182.66$212.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMTC spot · $147.47SMTC PRICE$3.40$4.56$5.67$6.90$8.26$9.76$11.49$13.19$14.84$16.59$19.06$21.31$23.60$4.86$6.55$8.53$10.74$13.00$15.63$18.81$22.47$27.45$32.33$39.49$48.84$67.34
PutsFair0.95×
CallsCheap0.79×
SkewBearish+19.50 pp
Implied moveBearish±$30.30
TiltBearish33.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ184.3372.9%27.3%123.0582.5%19.9%
25Δ177.7673.6%23.6%128.5382.5%17.3%
30Δ171.0972.1%19.9%133.5383.4%15.2%
35Δ165.4371.1%16.9%138.4584.2%13.4%
40Δ160.5270.6%14.4%143.3683.8%11.6%
45Δ156.0070.4%12.4%148.3083.9%10.0%
50Δ151.7670.9%10.7%153.4585.0%8.7%
55Δ147.5870.2%9.0%158.9286.3%7.5%
60Δ143.5168.4%7.4%165.4189.6%6.4%
65Δ139.6066.5%5.9%171.9790.3%5.3%
70Δ135.5566.8%4.8%180.5193.9%4.4%
75Δ131.7165.0%3.8%191.1998.2%3.5%
80Δ127.9662.3%2.8%210.74110.7%2.8%

20Δ

Calls
Pseudo strike
184.33
IV
72.9%
B/E move
27.3%
Puts
Pseudo strike
123.05
IV
82.5%
B/E move
19.9%

25Δ

Calls
Pseudo strike
177.76
IV
73.6%
B/E move
23.6%
Puts
Pseudo strike
128.53
IV
82.5%
B/E move
17.3%

30Δ

Calls
Pseudo strike
171.09
IV
72.1%
B/E move
19.9%
Puts
Pseudo strike
133.53
IV
83.4%
B/E move
15.2%

35Δ

Calls
Pseudo strike
165.43
IV
71.1%
B/E move
16.9%
Puts
Pseudo strike
138.45
IV
84.2%
B/E move
13.4%

40Δ

Calls
Pseudo strike
160.52
IV
70.6%
B/E move
14.4%
Puts
Pseudo strike
143.36
IV
83.8%
B/E move
11.6%

45Δ

Calls
Pseudo strike
156.00
IV
70.4%
B/E move
12.4%
Puts
Pseudo strike
148.30
IV
83.9%
B/E move
10.0%

50Δ

Calls
Pseudo strike
151.76
IV
70.9%
B/E move
10.7%
Puts
Pseudo strike
153.45
IV
85.0%
B/E move
8.7%

55Δ

Calls
Pseudo strike
147.58
IV
70.2%
B/E move
9.0%
Puts
Pseudo strike
158.92
IV
86.3%
B/E move
7.5%

60Δ

Calls
Pseudo strike
143.51
IV
68.4%
B/E move
7.4%
Puts
Pseudo strike
165.41
IV
89.6%
B/E move
6.4%

65Δ

Calls
Pseudo strike
139.60
IV
66.5%
B/E move
5.9%
Puts
Pseudo strike
171.97
IV
90.3%
B/E move
5.3%

70Δ

Calls
Pseudo strike
135.55
IV
66.8%
B/E move
4.8%
Puts
Pseudo strike
180.51
IV
93.9%
B/E move
4.4%

75Δ

Calls
Pseudo strike
131.71
IV
65.0%
B/E move
3.8%
Puts
Pseudo strike
191.19
IV
98.2%
B/E move
3.5%

80Δ

Calls
Pseudo strike
127.96
IV
62.3%
B/E move
2.8%
Puts
Pseudo strike
210.74
IV
110.7%
B/E move
2.8%