Tour v509
SMTC
SEMTECH CORP
$140.35 +5.07%
$140.39 (+0.03%)🌙
as of 08/14 07:03 PM
8/14 19:03

Option Volume

Detail
Current (08/14) 2,418
Calls: 1,530 (63%)
Puts: 888 (37%)
Prior (08/13) 628
Calls: 376 (60%)
Puts: 252 (40%)
Current vs Prior +285.03%
Calls: +306.91% (Calls)
Puts: +252.38% (Puts)
Prior 7-Day Total 23,337
Calls: 19,815 (85%)
Puts: 3,522 (15%)
Prior 7-Day Average 3,333
Calls: 2,830 (85%)
Puts: 503 (15%)
Current vs Prior 7-Day Avg -27.47%
Calls: -45.95%
Puts: +76.49%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/14) $3.17M
Calls: $2.13M (67%)
Puts: $1.03M (33%)
Prior (08/13) $795.5K
Calls: $643.2K (81%)
Puts: $152.3K (19%)
Current vs Prior +297.91%
Calls: +231.39%
Puts: +578.81%
Prior 7-Day Total $35.63M
Calls: $33.07M (93%)
Puts: $2.56M (7%)
Prior 7-Day Average $5.09M
Calls: $4.72M (93%)
Puts: $365.5K (7%)
Current vs Prior 7-Day Avg -37.81%
Calls: -54.89%
Puts: +182.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/14) 0.58
Prior (08/13) 0.67
Current vs Prior -13.40%
Prior 7-Day Average 0.38
Current vs Prior 7-Day Avg +53.69%
Sentiment BULLISH

Open Interest

Detail
Current (08/14) 22,949
Calls: 19,305 (84%)
Puts: 3,644 (16%)
Prior (08/13) 47,072
Calls: 26,977 (57%)
Puts: 20,095 (43%)
Current vs Prior -51.25%
Prior 7-Day Total 218,702
Calls: 146,849 (67%)
Puts: 71,853 (33%)
Prior 7-Day Average 31,243
Calls: 20,978 (67%)
Puts: 10,264 (33%)
Current vs Prior 7-Day Avg -26.55%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 10.12% | 24.97%10.12% | 24.97%
Prior 11.38% | 25.27%11.38% | 25.27%
Current vs Prior -11.09% | -1.16%-11.08% | -1.16%
Prior 7-Day Avg 14.53% | 27.65%14.53% | 27.65%
Current vs 7-Day Avg -30.38% | -9.68%-30.38% | -9.68%
Prior 7-Day Eod 11.38% | 25.27%11.38% | 25.27%
Current vs 7-Day Eod -11.09% | -1.16%-11.08% | -1.16%
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

Moderately bullish flow with 67% call dollar volume ($2.13M). Massive premium surge with dollar volume up 298% vs prior. Unusually high activity with volume up 285% vs prior - elevated interest. Bullish P/C ratio of 0.58.

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 8.8%, best 7.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 1815.4017.00$16.209.9%180.553.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 1831.0033.50$32.257.8%400.6621

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. 13 found (avg delta 0.68, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2119.0021.80$20.4013.7%30.941.3K
$125.00Aug 2114.5017.30$15.9017.6%30.84--
$115.00Sep 1829.8033.00$31.4010.2%30.7977
$120.00Sep 1825.6029.50$27.5514.2%10.75116
$135.00Aug 217.709.20$8.4517.8%160.65177
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2111.3013.80$12.5519.9%100.71--
$165.00Sep 1831.0033.50$32.257.8%400.6621
$145.00Aug 217.709.20$8.4517.8%20.61--

Most actively traded options today. High liquidity = easy entry/exit. 29 active (total vol 661, top 166)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 211.853.70$2.7866.5%1600.29666
$150.00Sep 1810.9013.80$12.3523.5%1000.46--
$145.00Sep 1813.2015.80$14.5017.9%320.512.2K
$165.00Sep 186.808.80$7.8025.6%200.34--
$140.00Sep 1815.4017.00$16.209.9%180.553.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 184.106.50$5.3045.3%1660.20198
$165.00Sep 1831.0033.50$32.257.8%400.6621
$120.00Aug 210.050.70$0.38171.1%230.06--
$140.00Aug 215.106.20$5.6519.5%160.48131
$125.00Aug 211.002.15$1.5872.8%120.16231

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. 21 found (best R:R 2.51, avg 3.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$150.00$160.00Sep 18$2.85$7.15$2.8546%2.51$152.85
$130.00$135.00Sep 18$2.15$2.85$2.1565%1.33$132.15
$140.00$145.00Sep 18$1.70$3.30$1.7055%1.94$141.70
$120.00$130.00Sep 18$6.40$3.60$6.4075%0.56$126.40
$145.00$150.00Aug 21$0.87$4.13$0.8738%4.75$145.87
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$130.00$125.00Aug 21$0.37$4.63$0.3722%12.51$129.63
$145.00$140.00Aug 21$2.80$2.20$2.8061%0.79$142.20
$125.00$120.00Sep 18$1.60$3.40$1.6029%2.13$123.40
$120.00$115.00Sep 18$1.60$3.40$1.6025%2.12$118.40
$140.00$130.00Aug 21$3.70$6.30$3.7048%1.70$136.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 1.02, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$150.00$155.00Aug 21$1.13$1.13$3.8771%0.29$151.13
$155.00$160.00Aug 21$0.65$0.65$4.3580%0.15$155.65
$160.00$165.00Sep 18$1.70$1.70$3.3062%0.52$161.70
$160.00$165.00Aug 21$0.25$0.25$4.7587%0.05$160.25
$145.00$150.00Sep 18$2.15$2.15$2.8549%0.75$147.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$135.00$125.00Sep 18$5.05$5.05$4.9561%1.02$129.95
$125.00$120.00Aug 21$1.20$1.20$3.8084%0.32$123.80
$140.00$130.00Aug 21$3.70$3.70$6.3052%0.59$136.30
$120.00$115.00Sep 18$1.60$1.60$3.4075%0.47$118.40
$125.00$120.00Sep 18$1.60$1.60$3.4071%0.47$123.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $10.62, cheapest $10.55)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$135.00Aug 21Sep 18$10.5578.4%93.7%
$140.00Aug 21Sep 18$10.4573.5%92.1%
$145.00Aug 21Sep 18$10.8574.2%97.0%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 8.12% of stock, avg 12.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$140.00Aug 21$5.75$5.65$11.40$128.60$151.408.12%
$145.00Aug 21$3.65$8.45$12.10$132.90$157.108.62%
$150.00Aug 21$2.78$12.55$15.33$134.67$165.3310.92%
$135.00Sep 18$19.00$13.55$32.55$102.45$167.5523.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 32 found (cheapest 0.81% of stock, avg 6.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$165.00$120.00Aug 21$0.75$0.38$1.13$118.87$166.13
$160.00$120.00Aug 21$1.00$0.38$1.38$118.62$161.38
$155.00$120.00Aug 21$1.65$0.38$2.03$117.97$157.03
$165.00$125.00Aug 21$0.75$1.58$2.33$122.67$167.33
$160.00$125.00Aug 21$1.00$1.58$2.58$122.42$162.58
$165.00$130.00Aug 21$0.75$1.95$2.70$127.30$167.70
$160.00$130.00Aug 21$1.00$1.95$2.95$127.05$162.95
$155.00$125.00Aug 21$1.65$1.58$3.23$121.77$158.23
$155.00$130.00Aug 21$1.65$1.95$3.60$126.40$158.60
$150.00$120.00Aug 21$2.78$0.38$3.16$116.84$153.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 0.87, avg credit $1.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
120/125150/155Aug 21$2.33$2.6754%0.87$122.67$152.33
120/125155/160Aug 21$1.85$3.1564%0.59$123.15$156.85
120/125160/165Aug 21$1.45$3.5571%0.41$123.55$161.45
125/130150/155Aug 21$1.50$3.5049%0.43$128.50$151.50
125/130155/160Aug 21$1.02$3.9858%0.26$128.98$156.02
125/130160/165Aug 21$0.62$4.3865%0.14$129.38$160.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 7.33, cheapest $0.40)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$135.00$140.00$145.00Aug 21$0.60$4.4027%7.33
$150.00$155.00$160.00Aug 21$0.48$4.5216%9.42
$155.00$160.00$165.00Aug 21$0.40$4.6010%11.50
$140.00$145.00$150.00Aug 21$1.23$3.7723%3.07
$135.00$140.00$145.00Sep 18$1.10$3.909%3.55
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$145.00$150.00Aug 21$1.30$3.7023%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-1.00, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$135.001:2Aug 21-$1.00$9.00
$140.00$145.001:2Aug 21-$1.55$3.45
$150.00$155.001:2Aug 21-$0.52$4.48
$155.00$160.001:2Aug 21-$0.35$4.65
$160.00$165.001:2Aug 21-$0.50$4.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$145.00$140.001:2Aug 21-$2.85$2.15
$135.00$125.001:2Sep 18-$3.45$6.55
$130.00$125.001:2Aug 21-$1.21$3.79
$150.00$145.001:2Aug 21-$4.35$0.65
$120.00$115.001:2Sep 18-$3.70$1.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 5.99%, avg 3.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$160.00Sep 18$8.400.3814.0%5.99%19.99%1--
$145.00Sep 18$13.200.513.3%9.41%12.72%322.2K
$150.00Sep 18$10.900.466.9%7.77%14.64%100--
$165.00Sep 18$6.800.3417.6%4.85%22.41%20--
$145.00Aug 21$3.300.393.3%2.35%5.66%7--
$150.00Aug 21$1.850.296.9%1.32%8.19%160666
$155.00Aug 21$0.500.2010.4%0.36%10.79%3983
$160.00Aug 21$0.400.1314.0%0.29%14.29%1751
$165.00Aug 21$0.150.1017.6%0.11%17.67%1295

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 1,530
Total Puts 888
Put/Call Ratio 0.58
Net Difference 642

Prior's Put/Call Breakdown

Total Calls 376
Total Puts 252
Put/Call Ratio 0.67
Net Difference 124

Prior 7-Day Put/Call Summary

Total Calls 19,815
Total Puts 3,522
Average Put/Call Ratio 0.38
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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