Tour v505
SMTC
SEMTECH CORP
$140.00 +6.72%
$139.50 (-0.36%)🌙
as of 08/12 07:05 PM
8/12 19:05

Option Volume

Detail
Current (08/12) 6,585
Calls: 6,164 (94%)
Puts: 421 (6%)
Prior (08/11) 848
Calls: 442 (52%)
Puts: 406 (48%)
Current vs Prior +676.53%
Calls: +1294.57% (Calls)
Puts: +3.69% (Puts)
Prior 7-Day Total 20,683
Calls: 14,764 (71%)
Puts: 5,919 (29%)
Prior 7-Day Average 2,954
Calls: 2,109 (71%)
Puts: 845 (29%)
Current vs Prior 7-Day Avg +122.86%
Calls: +192.25%
Puts: -50.21%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/12) $15.61M
Calls: $15.30M (98%)
Puts: $305.7K (2%)
Prior (08/11) $854.3K
Calls: $644.1K (75%)
Puts: $210.2K (25%)
Current vs Prior +1727.28%
Calls: +2276.16%
Puts: +45.42%
Prior 7-Day Total $24.06M
Calls: $19.06M (79%)
Puts: $5.01M (21%)
Prior 7-Day Average $3.44M
Calls: $2.72M (79%)
Puts: $715.6K (21%)
Current vs Prior 7-Day Avg +354.09%
Calls: +462.23%
Puts: -57.28%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/12) 0.07
Prior (08/11) 0.92
Current vs Prior -92.56%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -93.45%
Sentiment BULLISH

Open Interest

Detail
Current (08/12) 29,824
Calls: 25,215 (85%)
Puts: 4,609 (15%)
Prior (08/11) 11,008
Calls: 9,483 (86%)
Puts: 1,525 (14%)
Current vs Prior +170.93%
Prior 7-Day Total 198,633
Calls: 134,250 (68%)
Puts: 64,383 (32%)
Prior 7-Day Average 28,376
Calls: 19,178 (68%)
Puts: 9,197 (32%)
Current vs Prior 7-Day Avg +5.10%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 10.54% | 23.79%10.54% | 23.79%
Prior 13.30% | 26.49%13.30% | 26.49%
Current vs Prior -20.80% | -10.21%-20.80% | -10.21%
Prior 7-Day Avg 17.18% | 29.77%17.18% | 29.77%
Current vs 7-Day Avg -38.67% | -20.11%-38.67% | -20.11%
Prior 7-Day Eod 13.30% | 26.49%13.30% | 26.49%
Current vs 7-Day Eod -20.80% | -10.21%-20.80% | -10.21%
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 ($15.30M) vs puts ($305.7K). Massive premium surge with dollar volume up 1727% vs prior. Dollar volume significantly above 7-day average (354% higher). Unusually high activity with volume up 677% vs prior - elevated interest.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 5 of results (avg 8.4%, best 7.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 1812.3013.30$12.807.8%70.47592
$145.00Sep 1814.2015.50$14.858.8%10.512.2K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 1813.0014.00$13.507.4%1310.401.1K
$145.00Sep 1817.9019.60$18.759.1%10.49--
$150.00Sep 1820.8022.80$21.809.2%20.5311

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. 10 found (avg delta 0.61, highest 0.75)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2112.4014.80$13.6017.6%2.4K0.7570
$120.00Sep 1826.0030.00$28.0014.3%10.74114
$130.00Sep 1820.3023.30$21.8013.8%1000.651.3K
$135.00Sep 1817.9020.50$19.2013.5%60.60878
$140.00Sep 1815.5018.10$16.8015.5%210.563.7K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2112.0014.40$13.2018.2%60.69--
$145.00Aug 219.1011.20$10.1520.7%10.58266
$150.00Sep 1820.8022.80$21.809.2%20.5311

Most actively traded options today. High liquidity = easy entry/exit. 30 active (total vol 2.9K, top 2.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2112.4014.80$13.6017.6%2.4K0.7570
$130.00Sep 1820.3023.30$21.8013.8%1000.651.3K
$160.00Aug 210.502.65$1.58136.1%350.17729
$140.00Sep 1815.5018.10$16.8015.5%210.563.7K
$160.00Sep 189.4010.70$10.0512.9%140.39321
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 1813.0014.00$13.507.4%1310.401.1K
$115.00Aug 210.301.10$0.70114.3%510.0787
$135.00Aug 214.105.80$4.9534.3%310.36143
$125.00Aug 211.252.70$1.9873.2%220.18218
$120.00Aug 210.901.25$1.0832.4%160.11231

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. 26 found (best R:R 2.64, avg 2.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$150.00$160.00Sep 18$2.75$7.25$2.7547%2.64$152.75
$120.00$130.00Sep 18$6.20$3.80$6.2074%0.61$126.20
$140.00$145.00Sep 18$1.95$3.05$1.9556%1.56$141.95
$150.00$155.00Aug 21$0.63$4.37$0.6331%6.94$150.63
$130.00$135.00Sep 18$2.60$2.40$2.6065%0.92$132.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$150.00$145.00Aug 21$3.05$1.95$3.0569%0.64$146.95
$130.00$125.00Aug 21$0.87$4.13$0.8725%4.75$129.13
$145.00$140.00Sep 18$2.25$2.75$2.2549%1.22$142.75
$120.00$115.00Aug 21$0.38$4.62$0.3811%12.16$119.62
$135.00$130.00Sep 18$1.95$3.05$1.9540%1.56$133.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 1.00, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$145.00$150.00Aug 21$2.02$2.02$2.9858%0.68$147.02
$155.00$160.00Aug 21$0.92$0.92$4.0876%0.23$155.92
$160.00$165.00Aug 21$0.58$0.58$4.4283%0.13$160.58
$145.00$150.00Sep 18$2.05$2.05$2.9549%0.69$147.05
$150.00$155.00Aug 21$0.63$0.63$4.3769%0.14$150.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$125.00$120.00Sep 18$2.50$2.50$2.5070%1.00$122.50
$120.00$115.00Sep 18$1.90$1.90$3.1075%0.61$118.10
$135.00$130.00Aug 21$2.10$2.10$2.9064%0.72$132.90
$125.00$120.00Aug 21$0.90$0.90$4.1082%0.22$124.10
$130.00$125.00Sep 18$1.75$1.75$3.2565%0.54$128.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $9.10, cheapest $8.55)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Aug 21Sep 18$9.3083.8%92.7%
$145.00Aug 21Sep 18$9.7082.5%96.4%
$150.00Aug 21Sep 18$9.6777.3%95.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$135.00Aug 21Sep 18$8.5584.3%90.9%
$140.00Aug 21Sep 18$9.2583.8%92.7%
$145.00Aug 21Sep 18$8.6082.5%96.4%
$150.00Aug 21Sep 18$8.6077.3%95.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 10.54% of stock, avg 18.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$140.00Aug 21$7.50$7.25$14.75$125.25$154.7510.54%
$145.00Aug 21$5.15$10.15$15.30$129.70$160.3010.93%
$150.00Aug 21$3.13$13.20$16.33$133.67$166.3311.66%
$130.00Aug 21$13.60$2.85$16.45$113.55$146.4511.75%
$135.00Sep 18$19.20$13.50$32.70$102.30$167.7023.36%
$140.00Sep 18$16.80$16.50$33.30$106.70$173.3023.79%
$130.00Sep 18$21.80$11.55$33.35$96.65$163.3523.82%
$145.00Sep 18$14.85$18.75$33.60$111.40$178.6024.00%
$150.00Sep 18$12.80$21.80$34.60$115.40$184.6024.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 35 found (cheapest 1.49% of stock, avg 8.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$165.00$120.00Aug 21$1.00$1.08$2.08$117.92$167.08
$160.00$120.00Aug 21$1.58$1.08$2.66$117.34$162.66
$165.00$125.00Aug 21$1.00$1.98$2.98$122.02$167.98
$160.00$125.00Aug 21$1.58$1.98$3.56$121.44$163.56
$155.00$120.00Aug 21$2.50$1.08$3.58$116.42$158.58
$165.00$130.00Aug 21$1.00$2.85$3.85$126.15$168.85
$155.00$125.00Aug 21$2.50$1.98$4.48$120.52$159.48
$160.00$130.00Aug 21$1.58$2.85$4.43$125.57$164.43
$150.00$120.00Aug 21$3.13$1.08$4.21$115.79$154.21
$155.00$130.00Aug 21$2.50$2.85$5.35$124.65$160.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 0.42, avg credit $1.43)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
120/125160/165Aug 21$1.48$3.5265%0.42$123.52$161.48
120/125155/160Aug 21$1.82$3.1858%0.57$123.18$156.82
115/120160/165Aug 21$0.96$4.0472%0.24$119.04$160.96
115/120155/160Aug 21$1.30$3.7065%0.35$118.70$156.30
125/130160/165Aug 21$1.45$3.5558%0.41$128.55$161.45
125/130155/160Aug 21$1.79$3.2150%0.56$128.21$156.79
120/125150/155Aug 21$1.53$3.4751%0.44$123.47$151.53
115/120150/155Aug 21$1.01$3.9958%0.25$118.99$151.01
125/130150/155Aug 21$1.50$3.5044%0.43$128.50$151.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$145.00$150.00Aug 21$0.33$4.6722%14.15
$130.00$135.00$140.00Sep 18$0.20$4.8010%24.00
$155.00$160.00$165.00Aug 21$0.34$4.6612%13.71
$135.00$140.00$145.00Sep 18$0.45$4.559%10.11
$145.00$150.00$155.00Aug 21$1.39$3.6118%2.60
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$145.00$150.00Aug 21$0.15$4.8522%32.33
$130.00$135.00$140.00Aug 21$0.20$4.8022%24.00
$125.00$130.00$135.00Sep 18$0.20$4.809%24.00
$135.00$140.00$145.00Aug 21$0.60$4.4022%7.33
$115.00$120.00$125.00Aug 21$0.52$4.4811%8.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-1.40, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$140.001:2Aug 21-$1.40$8.60
$145.00$150.001:2Aug 21-$1.11$3.89
$155.00$160.001:2Aug 21-$0.66$4.34
$160.00$165.001:2Aug 21-$0.42$4.58
$140.00$145.001:2Aug 21-$2.80$2.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$130.001:2Aug 21-$0.75$4.25
$125.00$120.001:2Aug 21-$0.18$4.82
$120.00$115.001:2Aug 21-$0.32$4.68
$130.00$125.001:2Aug 21-$1.11$3.89
$140.00$135.001:2Aug 21-$2.65$2.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 6.71%, avg 4.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$160.00Sep 18$9.400.3914.3%6.71%21.00%14321
$150.00Sep 18$12.300.477.1%8.79%15.93%7592
$145.00Sep 18$14.200.513.6%10.14%13.71%12.2K
$140.00Sep 18$15.500.560.0%11.07%11.07%213.7K
$140.00Aug 21$7.000.530.0%5.00%5.00%82.4K
$145.00Aug 21$4.600.423.6%3.29%6.86%6166
$155.00Aug 21$2.000.2410.7%1.43%12.14%2980
$150.00Aug 21$2.250.317.1%1.61%8.75%2--
$160.00Aug 21$0.500.1714.3%0.36%14.64%35729
$165.00Aug 21$0.600.1217.9%0.43%18.29%1--

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 6,164
Total Puts 421
Put/Call Ratio 0.07
Net Difference 5,743

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 14,764
Total Puts 5,919
Average Put/Call Ratio 1.04
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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