Tour v500
SMTC
SEMTECH CORP
$131.27 -5.85%
$131.74 (+0.36%)🌙
as of 08/10 07:09 PM
8/10 19:09

Option Volume

Detail
Current (08/10) 6,687
Calls: 6,374 (95%)
Puts: 313 (5%)
Prior (08/07) 3,385
Calls: 2,893 (85%)
Puts: 492 (15%)
Current vs Prior +97.55%
Calls: +120.32% (Calls)
Puts: -36.38% (Puts)
Prior 7-Day Total 21,253
Calls: 14,680 (69%)
Puts: 6,573 (31%)
Prior 7-Day Average 3,036
Calls: 2,097 (69%)
Puts: 939 (31%)
Current vs Prior 7-Day Avg +120.25%
Calls: +203.94%
Puts: -66.67%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10) $8.22M
Calls: $8.03M (98%)
Puts: $192.4K (2%)
Prior (08/07) $3.84M
Calls: $3.47M (90%)
Puts: $367.6K (10%)
Current vs Prior +114.10%
Calls: +131.23%
Puts: -47.66%
Prior 7-Day Total $27.34M
Calls: $19.56M (72%)
Puts: $7.78M (28%)
Prior 7-Day Average $3.91M
Calls: $2.79M (72%)
Puts: $1.11M (28%)
Current vs Prior 7-Day Avg +110.49%
Calls: +187.28%
Puts: -82.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10) 0.05
Prior (08/07) 0.17
Current vs Prior -71.13%
Prior 7-Day Average 0.99
Current vs Prior 7-Day Avg -95.06%
Sentiment BULLISH

Open Interest

Detail
Current (08/10) 27,955
Calls: 25,090 (90%)
Puts: 2,865 (10%)
Prior (08/07) 40,195
Calls: 22,541 (56%)
Puts: 17,654 (44%)
Current vs Prior -30.45%
Prior 7-Day Total 203,219
Calls: 123,428 (61%)
Puts: 79,791 (39%)
Prior 7-Day Average 29,031
Calls: 17,632 (61%)
Puts: 11,398 (39%)
Current vs Prior 7-Day Avg -3.71%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 14.82% | 27.88%14.82% | 27.88%
Prior 15.78% | 28.01%15.78% | 28.01%
Current vs Prior -6.10% | -0.45%-6.10% | -0.45%
Prior 7-Day Avg 19.25% | 31.25%19.25% | 31.25%
Current vs 7-Day Avg -23.04% | -10.78%-23.04% | -10.78%
Prior 7-Day Eod 15.78% | 28.01%15.78% | 28.01%
Current vs 7-Day Eod -6.10% | -0.45%-6.10% | -0.45%
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 98% of dollar volume in calls ($8.03M) vs puts ($192.4K). Massive premium surge with dollar volume up 114% vs prior. Dollar volume significantly above 7-day average (110% higher). Above-average activity with volume up 98% vs prior.

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 BULLISH
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 7.5%, best 7.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 1812.9013.90$13.407.5%9540.493.5K
$110.00Sep 1828.3030.50$29.407.5%1.4K0.772.5K
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. 5 found (avg delta 0.65, highest 0.77)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 1828.3030.50$29.407.5%1.4K0.772.5K
$120.00Aug 2114.1015.60$14.8510.1%60.761.3K
$130.00Aug 218.1010.20$9.1523.0%40.5768
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2111.9013.60$12.7513.3%50.64135
$135.00Aug 219.6011.00$10.3013.6%630.54118

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 5.6K, top 1.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Aug 211.102.70$1.9084.2%1.8K0.181.7K
$110.00Sep 1828.3030.50$29.407.5%1.4K0.772.5K
$145.00Sep 1811.0013.00$12.0016.7%1.2K0.451.3K
$140.00Sep 1812.9013.90$13.407.5%9540.493.5K
$150.00Sep 189.0011.60$10.3025.2%280.41584
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 219.6011.00$10.3013.6%630.54118
$115.00Sep 187.809.70$8.7521.7%180.28203
$110.00Aug 210.502.00$1.25120.0%140.11187
$115.00Aug 210.902.95$1.93106.2%120.1778
$120.00Aug 212.753.70$3.2329.4%120.25227

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. 18 found (best R:R 6.35, avg 2.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$155.00Aug 21$0.82$4.18$0.825.10$150.82
$140.00$150.00Aug 21$1.88$8.12$1.884.32$141.88
$140.00$145.00Sep 18$1.40$3.60$1.402.57$141.40
$150.00$155.00Sep 18$1.55$3.45$1.552.23$151.55
$145.00$150.00Sep 18$1.70$3.30$1.701.94$146.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$110.00Aug 21$0.68$4.32$0.686.35$114.32
$120.00$115.00Sep 18$1.25$3.75$1.253.00$118.75
$120.00$115.00Aug 21$1.30$3.70$1.302.85$118.70
$115.00$110.00Sep 18$1.80$3.20$1.801.78$113.20
$125.00$120.00Aug 21$1.92$3.08$1.921.60$123.08

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 1.56, avg 0.71)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$130.00Aug 21$5.70$5.70$4.301.33$125.70
$110.00$140.00Sep 18$16.00$16.00$14.001.14$126.00
$130.00$135.00Aug 21$2.35$2.35$2.650.89$132.35
$135.00$140.00Aug 21$2.20$2.20$2.800.79$137.20
$145.00$150.00Sep 18$1.70$1.70$3.300.52$146.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$120.00Sep 18$3.05$3.05$1.951.56$121.95
$135.00$130.00Aug 21$3.00$3.00$2.001.50$132.00
$140.00$135.00Aug 21$2.45$2.45$2.550.96$137.55
$130.00$125.00Aug 21$2.15$2.15$2.850.75$127.85
$125.00$120.00Aug 21$1.92$1.92$3.080.62$123.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $7.20, cheapest $5.70)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$155.00Aug 21Sep 18$6.8593.6%96.5%
$150.00Aug 21Sep 18$7.5893.8%97.7%
$140.00Aug 21Sep 18$8.8086.3%96.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Aug 21Sep 18$5.7092.5%99.4%
$120.00Aug 21Sep 18$6.7788.9%93.5%
$115.00Aug 21Sep 18$6.8288.3%99.1%
$125.00Aug 21Sep 18$7.9091.1%98.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 12.53% of stock, avg 16.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$130.00Aug 21$9.15$7.30$16.45$113.55$146.4512.53%
$135.00Aug 21$6.80$10.30$17.10$117.90$152.1013.03%
$140.00Aug 21$4.60$12.75$17.35$122.65$157.3513.22%
$120.00Aug 21$14.85$3.23$18.08$101.92$138.0813.77%
$110.00Sep 18$29.40$6.95$36.35$73.65$146.3527.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 36 found (cheapest 2.40% of stock, avg 10.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$155.00$110.00Aug 21$1.90$1.25$3.15$106.85$158.15
$155.00$115.00Aug 21$1.90$1.93$3.83$111.17$158.83
$150.00$110.00Aug 21$2.72$1.25$3.97$106.03$153.97
$150.00$115.00Aug 21$2.72$1.93$4.65$110.35$154.65
$155.00$120.00Aug 21$1.90$3.23$5.13$114.87$160.13
$140.00$110.00Aug 21$4.60$1.25$5.85$104.15$145.85
$150.00$120.00Aug 21$2.72$3.23$5.95$114.05$155.95
$140.00$115.00Aug 21$4.60$1.93$6.53$108.47$146.53
$155.00$125.00Aug 21$1.90$5.15$7.05$117.95$162.05
$140.00$120.00Aug 21$4.60$3.23$7.83$112.17$147.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 19.00, avg credit $3.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
120/125145/150Sep 18$4.75$0.2519.00$120.25$149.75
120/125150/155Sep 18$4.60$0.4011.50$120.40$154.60
120/125140/145Sep 18$4.45$0.558.09$120.55$144.45
125/130135/140Aug 21$4.35$0.656.69$125.65$139.35
120/125130/135Aug 21$4.27$0.735.85$120.73$134.27
120/125135/140Aug 21$4.12$0.884.68$120.88$139.12
130/135150/155Aug 21$3.82$1.183.24$131.18$153.82
115/120130/135Aug 21$3.65$1.352.70$116.35$133.65
115/120135/140Aug 21$3.50$1.502.33$116.50$138.50
110/115145/150Sep 18$3.50$1.502.33$111.50$148.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 32.33, cheapest $0.15)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.15$4.8532.33
$145.00$150.00$155.00Sep 18$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.23$4.7720.74
$110.00$115.00$120.00Aug 21$0.62$4.387.06
$115.00$120.00$125.00Aug 21$0.62$4.387.06
$125.00$130.00$135.00Aug 21$0.85$4.154.88
$115.00$120.00$125.00Sep 18$1.80$3.201.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-0.84, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$150.001:2Aug 21-$0.84$9.16
$120.00$130.001:2Aug 21-$3.45$6.55
$150.00$155.001:2Aug 21-$1.08$3.92
$135.00$140.001:2Aug 21-$2.40$2.60
$130.00$135.001:2Aug 21-$4.45$0.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$110.001:2Aug 21-$0.57$4.43
$120.00$115.001:2Aug 21-$0.63$4.37
$125.00$120.001:2Aug 21-$1.31$3.69
$130.00$125.001:2Aug 21-$3.00$2.00
$135.00$130.001:2Aug 21-$4.30$0.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 9.83%, avg 5.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Sep 18$12.900.496.7%9.83%16.48%9543.5K
$145.00Sep 18$11.000.4510.5%8.38%18.84%1.2K1.3K
$150.00Sep 18$9.000.4114.3%6.86%21.12%28584
$155.00Sep 18$7.700.3618.1%5.87%23.94%11.6K
$135.00Aug 21$6.300.472.8%4.80%7.64%2175
$140.00Aug 21$3.800.376.7%2.89%9.55%92.3K
$150.00Aug 21$2.050.2414.3%1.56%15.83%3664
$155.00Aug 21$1.100.1818.1%0.84%18.92%1.8K1.7K

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 6,374
Total Puts 313
Put/Call Ratio 0.05
Net Difference 6,061

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 14,680
Total Puts 6,573
Average Put/Call Ratio 0.99
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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