Tour v494
SMTC
SEMTECH CORP
$139.42 +3.44%
$139.80 (+0.27%)🌙
as of 08/07 07:09 PM
8/7 19:09

Option Volume

Detail
Current (08/07) 3,385
Calls: 2,893 (85%)
Puts: 492 (15%)
Prior (08/06) 3,771
Calls: 2,272 (60%)
Puts: 1,499 (40%)
Current vs Prior -10.24%
Calls: +27.33% (Calls)
Puts: -67.18% (Puts)
Prior 7-Day Total 24,917
Calls: 18,253 (73%)
Puts: 6,664 (27%)
Prior 7-Day Average 3,559
Calls: 2,607 (73%)
Puts: 952 (27%)
Current vs Prior 7-Day Avg -4.90%
Calls: +10.95%
Puts: -48.32%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $3.84M
Calls: $3.47M (90%)
Puts: $367.6K (10%)
Prior (08/06) $4.28M
Calls: $3.12M (73%)
Puts: $1.15M (27%)
Current vs Prior -10.21%
Calls: +11.23%
Puts: -68.16%
Prior 7-Day Total $29.32M
Calls: $21.49M (73%)
Puts: $7.84M (27%)
Prior 7-Day Average $4.19M
Calls: $3.07M (73%)
Puts: $1.12M (27%)
Current vs Prior 7-Day Avg -8.35%
Calls: +13.09%
Puts: -67.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.17
Prior (08/06) 0.66
Current vs Prior -74.22%
Prior 7-Day Average 0.98
Current vs Prior 7-Day Avg -82.70%
Sentiment BULLISH

Open Interest

Detail
Current (08/07) 40,195
Calls: 22,541 (56%)
Puts: 17,654 (44%)
Prior (08/06) 44,333
Calls: 21,915 (49%)
Puts: 22,418 (51%)
Current vs Prior -9.33%
Prior 7-Day Total 184,630
Calls: 119,526 (65%)
Puts: 65,104 (35%)
Prior 7-Day Average 26,375
Calls: 17,075 (65%)
Puts: 9,300 (35%)
Current vs Prior 7-Day Avg +52.39%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 15.78% | 28.01%15.78% | 28.01%
Prior 16.99% | 29.90%16.99% | 29.90%
Current vs Prior -7.13% | -6.33%-7.13% | -6.33%
Prior 7-Day Avg 20.23% | 31.97%20.23% | 31.97%
Current vs 7-Day Avg -22.01% | -12.39%-22.01% | -12.39%
Prior 7-Day Eod 16.99% | 29.90%16.99% | 29.90%
Current vs 7-Day Eod -7.13% | -6.33%-7.13% | -6.33%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 4.88% | 3.96%
Calls: 4.32% | 5.08%
Puts: 5.43% | 2.83%
Prior 4.88% | 3.96%
Calls: 4.32% | 5.08%
Puts: 5.43% | 2.83%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 4.88% | 3.96%
Calls: 4.32% | 5.08%
Puts: 5.43% | 2.83%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Acceptable
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($3.47M) vs puts ($367.6K). Extreme bullish P/C ratio of 0.17 - heavy call buying (2,893 calls vs 492 puts). P/C ratio dropping 74% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 2 of results (avg 8.9%, best 8.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 1820.2021.90$21.058.1%370.61878
$155.00Sep 1812.6013.90$13.259.8%1300.451.7K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 8 found (avg delta 0.67, highest 0.87)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 2125.1027.80$26.4510.2%10.87--
$120.00Sep 1827.5030.40$28.9510.0%20.74116
$135.00Aug 2110.7013.40$12.0522.4%10.62--
$135.00Sep 1820.2021.90$21.058.1%370.61878
$140.00Sep 1817.9019.80$18.8510.1%680.573.5K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 2122.5025.10$23.8010.9%80.7526
$155.00Aug 2117.9021.10$19.5016.4%90.6929

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 2.5K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Aug 214.205.30$4.7523.2%1.7K0.32185
$150.00Sep 1813.2015.70$14.4517.3%1960.49400
$160.00Aug 213.103.90$3.5022.9%1660.26783
$155.00Sep 1812.6013.90$13.259.8%1300.451.7K
$140.00Aug 218.5011.70$10.1031.7%1230.542.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 215.005.80$5.4014.8%210.31316
$135.00Aug 216.807.80$7.3013.7%110.39--
$155.00Aug 2117.9021.10$19.5016.4%90.6929
$160.00Aug 2122.5025.10$23.8010.9%80.7526
$120.00Aug 212.402.90$2.6518.9%50.18226

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 5.49, avg 1.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$155.00Sep 18$1.20$3.80$1.203.17$151.20
$155.00$160.00Aug 21$1.25$3.75$1.253.00$156.25
$150.00$155.00Aug 21$1.45$3.55$1.452.45$151.45
$145.00$150.00Aug 21$1.50$3.50$1.502.33$146.50
$155.00$160.00Sep 18$1.55$3.45$1.552.23$156.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$115.00Aug 21$0.77$4.23$0.775.49$119.23
$125.00$120.00Aug 21$1.15$3.85$1.153.35$123.85
$130.00$125.00Aug 21$1.60$3.40$1.602.12$128.40
$125.00$115.00Sep 18$3.65$6.35$3.651.74$121.35
$135.00$130.00Aug 21$1.90$3.10$1.901.63$133.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 6.14, avg 1.06)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$135.00Aug 21$14.40$14.40$5.602.57$129.40
$120.00$135.00Sep 18$7.90$7.90$7.101.11$127.90
$140.00$145.00Aug 21$2.40$2.40$2.600.92$142.40
$135.00$140.00Sep 18$2.20$2.20$2.800.79$137.20
$140.00$150.00Sep 18$4.40$4.40$5.600.79$144.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$160.00$155.00Aug 21$4.30$4.30$0.706.14$155.70
$155.00$140.00Aug 21$9.55$9.55$5.451.75$145.45
$130.00$125.00Sep 18$2.70$2.70$2.301.17$127.30
$140.00$135.00Aug 21$2.65$2.65$2.351.13$137.35
$145.00$130.00Sep 18$7.95$7.95$7.051.13$137.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $7.90, cheapest $5.32)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Aug 21Sep 18$8.2091.5%99.4%
$150.00Aug 21Sep 18$8.2592.8%96.9%
$155.00Aug 21Sep 18$8.5092.7%99.5%
$140.00Aug 21Sep 18$8.7591.1%96.1%
$135.00Aug 21Sep 18$9.0089.5%100.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Aug 21Sep 18$5.3297.3%98.8%
$125.00Aug 21Sep 18$7.0591.8%97.7%
$130.00Aug 21Sep 18$8.1591.1%100.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 13.88% of stock, avg 17.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Aug 21$12.05$7.30$19.35$115.65$154.3513.88%
$140.00Aug 21$10.10$9.95$20.05$119.95$160.0514.38%
$155.00Aug 21$4.75$19.50$24.25$130.75$179.2517.39%
$160.00Aug 21$3.50$23.80$27.30$132.70$187.3019.58%
$115.00Aug 21$26.45$1.88$28.33$86.67$143.3320.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 32 found (cheapest 4.41% of stock, avg 12.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$160.00$120.00Aug 21$3.50$2.65$6.15$113.85$166.15
$160.00$125.00Aug 21$3.50$3.80$7.30$117.70$167.30
$155.00$120.00Aug 21$4.75$2.65$7.40$112.60$162.40
$155.00$125.00Aug 21$4.75$3.80$8.55$116.45$163.55
$150.00$120.00Aug 21$6.20$2.65$8.85$111.15$158.85
$160.00$130.00Aug 21$3.50$5.40$8.90$121.10$168.90
$150.00$125.00Aug 21$6.20$3.80$10.00$115.00$160.00
$155.00$130.00Aug 21$4.75$5.40$10.15$119.85$165.15
$145.00$120.00Aug 21$7.70$2.65$10.35$109.65$155.35
$160.00$135.00Aug 21$3.50$7.30$10.80$124.20$170.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 31 found (best R:R 6.14, avg credit $4.11)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
130/135140/145Aug 21$4.30$0.706.14$130.70$144.30
125/130155/160Sep 18$4.25$0.755.67$125.75$159.25
135/140145/150Aug 21$4.15$0.854.88$135.85$149.15
135/140150/155Aug 21$4.10$0.904.56$135.90$154.10
115/125140/150Sep 18$8.05$1.954.13$116.95$148.05
125/130140/145Aug 21$4.00$1.004.00$126.00$144.00
135/140155/160Aug 21$3.90$1.103.55$136.10$158.90
125/130150/155Sep 18$3.90$1.103.55$126.10$153.90
120/125140/145Aug 21$3.55$1.452.45$121.45$143.55
125/130135/140Aug 21$3.55$1.452.45$126.45$138.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 24.00, cheapest $0.20)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$150.00$155.00$160.00Aug 21$0.20$4.8024.00
$140.00$145.00$150.00Aug 21$0.90$4.104.56
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$125.00$130.00$135.00Aug 21$0.30$4.7015.67
$115.00$120.00$125.00Aug 21$0.38$4.6212.16
$120.00$125.00$130.00Aug 21$0.45$4.5510.11
$130.00$135.00$140.00Aug 21$0.75$4.255.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.40, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$160.001:2Aug 21-$2.25$2.75
$120.00$135.001:2Sep 18-$13.15$1.85
$150.00$155.001:2Aug 21-$3.30$1.70
$145.00$150.001:2Aug 21-$4.70$0.30
$115.00$135.001:2Aug 21$2.35$17.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$140.001:2Aug 21-$0.40$14.60
$145.00$130.001:2Sep 18-$5.60$9.40
$125.00$115.001:2Sep 18-$3.55$6.45
$120.00$115.001:2Aug 21-$1.11$3.89
$125.00$120.001:2Aug 21-$1.50$3.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 12.84%, avg 6.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Sep 18$17.900.570.4%12.84%13.25%683.5K
$150.00Sep 18$13.200.497.6%9.47%17.06%196400
$155.00Sep 18$12.600.4511.2%9.04%20.21%1301.7K
$160.00Sep 18$11.100.4114.8%7.96%22.72%1315
$140.00Aug 21$8.500.540.4%6.10%6.51%1232.4K
$145.00Aug 21$6.100.464.0%4.38%8.38%7168
$150.00Aug 21$5.700.397.6%4.09%11.68%19663
$155.00Aug 21$4.200.3211.2%3.01%14.19%1.7K185
$160.00Aug 21$3.100.2614.8%2.22%16.98%166783

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 2,893
Total Puts 492
Put/Call Ratio 0.17
Net Difference 2,401

Prior's Put/Call Breakdown

Total Calls 2,272
Total Puts 1,499
Put/Call Ratio 0.66
Net Difference 773

Prior 7-Day Put/Call Summary

Total Calls 18,253
Total Puts 6,664
Average Put/Call Ratio 0.98
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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