Tour v504
SMTC
SEMTECH CORP
$131.18 -0.07%
$131.53 (+0.27%)🌙
as of 08/11 07:10 PM
8/11 19:10

Option Volume

Detail
Current (08/11) 848
Calls: 442 (52%)
Puts: 406 (48%)
Prior (08/10) 6,687
Calls: 6,374 (95%)
Puts: 313 (5%)
Current vs Prior -87.32%
Calls: -93.07% (Calls)
Puts: +29.71% (Puts)
Prior 7-Day Total 26,157
Calls: 19,851 (76%)
Puts: 6,306 (24%)
Prior 7-Day Average 3,736
Calls: 2,835 (76%)
Puts: 900 (24%)
Current vs Prior 7-Day Avg -77.31%
Calls: -84.41%
Puts: -54.93%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11) $854.3K
Calls: $644.1K (75%)
Puts: $210.2K (25%)
Prior (08/10) $8.22M
Calls: $8.03M (98%)
Puts: $192.4K (2%)
Current vs Prior -89.61%
Calls: -91.98%
Puts: +9.25%
Prior 7-Day Total $31.71M
Calls: $25.66M (81%)
Puts: $6.05M (19%)
Prior 7-Day Average $4.53M
Calls: $3.67M (81%)
Puts: $864.3K (19%)
Current vs Prior 7-Day Avg -81.14%
Calls: -82.43%
Puts: -75.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11) 0.92
Prior (08/10) 0.05
Current vs Prior +1770.56%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -1.51%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/11) 11,008
Calls: 9,483 (86%)
Puts: 1,525 (14%)
Prior (08/10) 27,955
Calls: 25,090 (90%)
Puts: 2,865 (10%)
Current vs Prior -60.62%
Prior 7-Day Total 215,702
Calls: 134,702 (62%)
Puts: 81,000 (38%)
Prior 7-Day Average 30,814
Calls: 19,243 (62%)
Puts: 11,571 (38%)
Current vs Prior 7-Day Avg -64.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 13.30% | 26.49%13.30% | 26.49%
Prior 14.82% | 27.88%14.82% | 27.88%
Current vs Prior -10.22% | -4.99%-10.22% | -4.99%
Prior 7-Day Avg 18.32% | 30.54%18.32% | 30.54%
Current vs 7-Day Avg -27.37% | -13.26%-27.37% | -13.26%
Prior 7-Day Eod 14.82% | 27.88%14.82% | 27.88%
Current vs 7-Day Eod -10.22% | -4.99%-10.22% | -4.99%
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 75% of dollar volume in calls ($644.1K) vs puts ($210.2K). Light premium activity with dollar volume down 90% vs prior. Below-average activity with volume down 87% vs prior. P/C ratio rising 1771% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 1 of results (avg 4.0%, best 4.0%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 1817.3018.00$17.654.0%20.48--

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. 3 found (avg delta 0.62, highest 0.76)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2113.0015.50$14.2517.5%10.761.3K
$130.00Sep 1815.9018.30$17.1014.0%10.58--
$135.00Sep 1813.2014.80$14.0011.4%20.53--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 24 active (total vol 406, top 101)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 213.604.40$4.0020.0%540.352.3K
$170.00Aug 210.150.55$0.35114.3%260.05796
$165.00Aug 210.001.05$0.53198.1%170.07281
$150.00Aug 211.602.10$1.8527.0%150.19--
$155.00Aug 211.101.60$1.3537.0%70.14974
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 184.705.80$5.2521.0%1010.19185
$95.00Sep 181.803.80$2.8071.4%850.12174
$110.00Aug 210.851.25$1.0538.1%720.10198
$125.00Aug 214.105.00$4.5519.8%20.34218
$135.00Sep 1817.3018.00$17.654.0%20.48--

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 2.53, avg 5.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$135.00$150.00Sep 18$4.25$10.75$4.2552%2.53$139.25
$120.00$140.00Aug 21$10.25$9.75$10.2576%0.95$130.25
$160.00$170.00Sep 18$1.75$8.25$1.7531%4.71$161.75
$150.00$160.00Sep 18$2.80$7.20$2.8040%2.57$152.80
$150.00$155.00Aug 21$0.50$4.50$0.5019%9.00$150.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$115.00$110.00Aug 21$0.55$4.45$0.5516%8.09$114.45
$100.00$95.00Sep 18$0.75$4.25$0.7515%5.67$99.25
$130.00$125.00Aug 21$2.10$2.90$2.1044%1.38$127.90
$120.00$115.00Aug 21$1.13$3.87$1.1324%3.42$118.87
$135.00$130.00Sep 18$2.55$2.45$2.5548%0.96$132.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.54, avg 0.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$155.00$160.00Aug 21$0.58$0.58$4.4286%0.13$155.58
$165.00$170.00Aug 21$0.18$0.18$4.8293%0.04$165.18
$160.00$165.00Aug 21$0.24$0.24$4.7691%0.05$160.24
$140.00$150.00Aug 21$2.15$2.15$7.8565%0.27$142.15
$150.00$155.00Aug 21$0.50$0.50$4.5081%0.11$150.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$120.00$105.00Sep 18$5.25$5.25$9.7567%0.54$114.75
$105.00$100.00Sep 18$1.70$1.70$3.3081%0.52$103.30
$130.00$120.00Sep 18$4.60$4.60$5.4058%0.85$125.40
$125.00$120.00Aug 21$1.82$1.82$3.1866%0.57$123.18
$120.00$115.00Aug 21$1.13$1.13$3.8776%0.29$118.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $8.45, cheapest $8.45)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Aug 21Sep 18$8.4584.7%94.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 12.94% of stock, avg 20.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$120.00Aug 21$14.25$2.73$16.98$103.02$136.9812.94%
$135.00Sep 18$14.00$17.65$31.65$103.35$166.6524.13%
$130.00Sep 18$17.10$15.10$32.20$97.80$162.2024.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 1.20% of stock, avg 7.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$165.00$110.00Aug 21$0.53$1.05$1.58$108.42$166.58
$160.00$110.00Aug 21$0.77$1.05$1.82$108.18$161.82
$165.00$115.00Aug 21$0.53$1.60$2.13$112.87$167.13
$155.00$110.00Aug 21$1.35$1.05$2.40$107.60$157.40
$160.00$115.00Aug 21$0.77$1.60$2.37$112.63$162.37
$155.00$115.00Aug 21$1.35$1.60$2.95$112.05$157.95
$150.00$110.00Aug 21$1.85$1.05$2.90$107.10$152.90
$150.00$115.00Aug 21$1.85$1.60$3.45$111.55$153.45
$165.00$120.00Aug 21$0.53$2.73$3.26$116.74$168.26
$160.00$120.00Aug 21$0.77$2.73$3.50$116.50$163.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 0.92, avg credit $2.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
120/125155/160Aug 21$2.40$2.6052%0.92$122.60$157.40
120/125165/170Aug 21$2.00$3.0059%0.67$123.00$167.00
120/125160/165Aug 21$2.06$2.9457%0.70$122.94$162.06
115/120155/160Aug 21$1.71$3.2962%0.52$118.29$156.71
115/120165/170Aug 21$1.31$3.6970%0.36$118.69$166.31
115/120160/165Aug 21$1.37$3.6367%0.38$118.63$161.37
120/125150/155Aug 21$2.32$2.6847%0.87$122.68$152.32
110/115155/160Aug 21$1.13$3.8770%0.29$113.87$156.13
110/115165/170Aug 21$0.73$4.2778%0.17$114.27$165.73
110/115160/165Aug 21$0.79$4.2175%0.19$114.21$160.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 16.86, cheapest $0.06)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$165.00$170.00Aug 21$0.06$4.945%82.33
$155.00$160.00$165.00Aug 21$0.34$4.668%13.71
$150.00$160.00$170.00Sep 18$1.05$8.9515%8.52
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Aug 21$0.28$4.7221%16.86
$115.00$120.00$125.00Aug 21$0.69$4.3118%6.25
$110.00$115.00$120.00Aug 21$0.58$4.4213%7.62
$95.00$100.00$105.00Sep 18$0.95$4.058%4.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $--, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$150.001:2Sep 18-$5.50$9.50
$155.00$160.001:2Aug 21-$0.19$4.81
$165.00$170.001:2Aug 21-$0.17$4.83
$160.00$165.001:2Aug 21-$0.29$4.71
$150.00$155.001:2Aug 21-$0.85$4.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$105.001:2Sep 18$0.00$15.00
$125.00$120.001:2Aug 21-$0.91$4.09
$120.00$115.001:2Aug 21-$0.47$4.53
$115.00$110.001:2Aug 21-$0.50$4.50
$110.00$100.001:2Aug 21-$1.25$8.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 6.56%, avg 3.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Sep 18$8.600.4014.3%6.56%20.90%3592
$160.00Sep 18$6.300.3122.0%4.80%26.77%2321
$135.00Sep 18$13.200.532.9%10.06%12.97%2--
$170.00Sep 18$4.800.2529.6%3.66%33.25%7--
$140.00Aug 21$3.600.356.7%2.74%9.47%542.3K
$150.00Aug 21$1.600.1914.3%1.22%15.57%15--
$155.00Aug 21$1.100.1418.2%0.84%19.00%7974
$160.00Aug 21$0.350.0922.0%0.27%22.24%2731

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 442
Total Puts 406
Put/Call Ratio 0.92
Net Difference 36

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 19,851
Total Puts 6,306
Average Put/Call Ratio 0.93
Ratio Trend Rising

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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