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SMTC - Semtech
Implied Volatility Analysis

Implied Volatility:
54.7%
Put/Call-Ratio:
0.83

Semtech has an Implied Volatility (IV) of 54.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SMTC is 20 and the Implied Volatility Percentile (IVP) is 63. The current Implied Volatility Index for SMTC is 0.14 standard deviations away from its 1 year mean.

Market Cap$1.91B
Next Earnings Date11/30/2022 (66d)
Implied Volatility (IV) 30d
54.69
Implied Volatility Rank (IVR) 1y
20.16
Implied Volatility Percentile (IVP) 1y
62.61
Historical Volatility (HV) 30d
108.94
IV / HV
0.50
Open Interest
2.56K
Option Volume
55.00
Put/Call Ratio (Volume)
0.83

Data was calculated after the 9/23/2022 closing.

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