Tour v509
SMTC
SEMTECH CORP
$154.22 +9.88%
$154.99 (+0.50%)🌙
as of 08/17 07:04 PM
8/17 19:04

Option Volume

Detail
Current (08/17) 4,703
Calls: 3,486 (74%)
Puts: 1,217 (26%)
Prior (08/14) 2,418
Calls: 1,530 (63%)
Puts: 888 (37%)
Current vs Prior +94.50%
Calls: +127.84% (Calls)
Puts: +37.05% (Puts)
Prior 7-Day Total 24,322
Calls: 20,051 (82%)
Puts: 4,271 (18%)
Prior 7-Day Average 3,474
Calls: 2,864 (82%)
Puts: 610 (18%)
Current vs Prior 7-Day Avg +35.35%
Calls: +21.70%
Puts: +99.46%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/17) $4.55M
Calls: $3.99M (88%)
Puts: $563.1K (12%)
Prior (08/14) $3.17M
Calls: $2.13M (67%)
Puts: $1.03M (33%)
Current vs Prior +43.73%
Calls: +87.03%
Puts: -45.54%
Prior 7-Day Total $36.76M
Calls: $33.34M (91%)
Puts: $3.42M (9%)
Prior 7-Day Average $5.25M
Calls: $4.76M (91%)
Puts: $488.1K (9%)
Current vs Prior 7-Day Avg -13.37%
Calls: -16.31%
Puts: +15.37%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/17) 0.35
Prior (08/14) 0.58
Current vs Prior -39.85%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg -21.59%
Sentiment BULLISH

Open Interest

Detail
Current (08/17) 35,565
Calls: 30,107 (85%)
Puts: 5,458 (15%)
Prior (08/14) 22,949
Calls: 19,305 (84%)
Puts: 3,644 (16%)
Current vs Prior +54.97%
Prior 7-Day Total 223,336
Calls: 150,526 (67%)
Puts: 72,810 (33%)
Prior 7-Day Average 31,905
Calls: 21,503 (67%)
Puts: 10,401 (33%)
Current vs Prior 7-Day Avg +11.47%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 9.37% | 24.15%9.37% | 24.15%
Prior 10.12% | 24.97%10.12% | 24.97%
Current vs Prior -7.39% | -3.28%-7.39% | -3.28%
Prior 7-Day Avg 13.27% | 26.62%13.27% | 26.62%
Current vs 7-Day Avg -29.42% | -9.25%-29.42% | -9.25%
Prior 7-Day Eod 10.12% | 24.97%10.12% | 24.97%
Current vs 7-Day Eod -7.39% | -3.28%-7.39% | -3.28%
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 88% of dollar volume in calls ($3.99M) vs puts ($563.1K). Above-average activity with volume up 94% vs prior. Extreme bullish P/C ratio of 0.35 - heavy call buying (3,486 calls vs 1,217 puts). P/C ratio dropping 40% - 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 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 6 of results (avg 8.2%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 1830.7032.20$31.454.8%70.771.3K
$125.00Sep 1834.1036.60$35.357.1%20.81--
$150.00Sep 1818.7020.40$19.558.7%790.59592
$125.00Aug 2128.3031.00$29.659.1%20.96--
$155.00Sep 1816.6018.30$17.459.7%170.551.7K
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. 18 found (avg delta 0.70, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 2128.3031.00$29.659.1%20.96--
$130.00Aug 2123.1026.10$24.6012.2%40.942.4K
$135.00Aug 2118.6021.50$20.0514.5%20.90185
$140.00Aug 2114.1016.50$15.3015.7%320.862.4K
$125.00Sep 1834.1036.60$35.357.1%20.81--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 217.9010.80$9.3531.0%30.6224
$175.00Sep 1828.8032.00$30.4010.5%60.6240
$165.00Sep 1822.2025.00$23.6011.9%20.5421

Most actively traded options today. High liquidity = easy entry/exit. 44 active (total vol 2.8K, top 550)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Aug 215.206.00$5.6014.3%5500.51984
$180.00Aug 210.051.20$0.63182.5%2530.09339
$160.00Aug 213.004.50$3.7540.0%2070.38752
$185.00Aug 210.100.45$0.28125.0%2070.0470
$175.00Aug 210.051.10$0.58181.0%1210.09630
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 210.050.95$0.50180.0%2420.06318
$125.00Aug 210.150.50$0.33106.1%2220.04231
$150.00Aug 213.204.50$3.8533.8%1210.3693
$145.00Aug 211.802.75$2.2841.7%750.24265
$130.00Sep 185.908.00$6.9530.2%660.23140

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. 33 found (best R:R 6.69, avg 3.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$180.00$185.00Sep 18$0.65$4.35$0.6535%6.69$180.65
$150.00$155.00Sep 18$2.10$2.90$2.1060%1.38$152.10
$135.00$140.00Sep 18$2.90$2.10$2.9073%0.72$137.90
$160.00$165.00Sep 18$1.80$3.20$1.8051%1.78$161.80
$130.00$135.00Sep 18$3.20$1.80$3.2077%0.56$133.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$140.00$135.00Aug 21$0.30$4.70$0.3014%15.67$139.70
$130.00$125.00Aug 21$0.17$4.83$0.176%28.41$129.83
$135.00$130.00Sep 18$1.20$3.80$1.2027%3.17$133.80
$135.00$130.00Aug 21$0.33$4.67$0.3310%14.15$134.67
$155.00$150.00Aug 21$2.25$2.75$2.2550%1.22$152.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 0.92, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$165.00$170.00Aug 21$1.17$1.17$3.8373%0.31$166.17
$170.00$175.00Aug 21$0.65$0.65$4.3583%0.15$170.65
$180.00$185.00Aug 21$0.35$0.35$4.6591%0.08$180.35
$160.00$165.00Aug 21$1.35$1.35$3.6562%0.37$161.35
$155.00$160.00Aug 21$1.85$1.85$3.1550%0.59$156.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$140.00$135.00Sep 18$2.40$2.40$2.6068%0.92$137.60
$150.00$145.00Sep 18$2.45$2.45$2.5560%0.96$147.55
$130.00$125.00Sep 18$1.45$1.45$3.5577%0.41$128.55
$145.00$140.00Sep 18$2.10$2.10$2.9064%0.72$142.90
$145.00$140.00Aug 21$1.15$1.15$3.8576%0.30$143.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $11.41, cheapest $11.15)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Aug 21Sep 18$11.4094.4%96.8%
$150.00Aug 21Sep 18$11.2092.2%95.9%
$155.00Aug 21Sep 18$11.8591.9%98.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Aug 21Sep 18$11.1594.4%96.8%
$150.00Aug 21Sep 18$11.2592.2%95.9%
$155.00Aug 21Sep 18$11.6091.9%98.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 7.59% of stock, avg 16.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$155.00Aug 21$5.60$6.10$11.70$143.30$166.707.59%
$150.00Aug 21$8.35$3.85$12.20$137.80$162.207.91%
$160.00Aug 21$3.75$9.35$13.10$146.90$173.108.49%
$145.00Aug 21$11.65$2.28$13.93$131.07$158.939.03%
$140.00Aug 21$15.30$1.13$16.43$123.57$156.4310.65%
$150.00Sep 18$19.55$15.10$34.65$115.35$184.6522.47%
$145.00Sep 18$22.50$12.65$35.15$109.85$180.1522.79%
$155.00Sep 18$17.45$17.70$35.15$119.85$190.1522.79%
$160.00Sep 18$15.15$20.50$35.65$124.35$195.6523.12%
$140.00Sep 18$25.35$10.55$35.90$104.10$175.9023.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.91% of stock, avg 9.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$175.00$135.00Aug 21$0.58$0.83$1.41$133.59$176.41
$180.00$135.00Aug 21$0.63$0.83$1.46$133.54$181.46
$175.00$140.00Aug 21$0.58$1.13$1.71$138.29$176.71
$180.00$140.00Aug 21$0.63$1.13$1.76$138.24$181.76
$170.00$135.00Aug 21$1.23$0.83$2.06$132.94$172.06
$170.00$140.00Aug 21$1.23$1.13$2.36$137.64$172.36
$175.00$145.00Aug 21$0.58$2.28$2.86$142.14$177.86
$180.00$145.00Aug 21$0.63$2.28$2.91$142.09$182.91
$170.00$145.00Aug 21$1.23$2.28$3.51$141.49$173.51
$165.00$135.00Aug 21$2.40$0.83$3.23$131.77$168.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 0.43, avg credit $1.44)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
140/145180/185Aug 21$1.50$3.5067%0.43$143.50$181.50
125/130180/185Aug 21$0.52$4.4885%0.12$129.48$180.52
130/135180/185Aug 21$0.68$4.3282%0.16$134.32$180.68
140/145165/170Aug 21$2.32$2.6849%0.87$142.68$167.32
140/145170/175Aug 21$1.80$3.2059%0.56$143.20$171.80
135/140180/185Sep 18$3.05$1.9534%1.56$136.95$183.05
125/130165/170Aug 21$1.34$3.6667%0.37$128.66$166.34
125/130170/175Aug 21$0.82$4.1877%0.20$129.18$170.82
130/135165/170Aug 21$1.50$3.5063%0.43$133.50$166.50
130/135170/175Aug 21$0.98$4.0274%0.24$134.02$170.98

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$160.00$165.00$170.00Aug 21$0.18$4.8221%26.78
$140.00$145.00$150.00Aug 21$0.35$4.6522%13.29
$160.00$165.00$170.00Sep 18$0.05$4.958%99.00
$145.00$150.00$155.00Aug 21$0.55$4.4525%8.09
$155.00$160.00$165.00Aug 21$0.50$4.5024%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$145.00$150.00Aug 21$0.42$4.5822%10.90
$145.00$150.00$155.00Sep 18$0.15$4.859%32.33
$145.00$150.00$155.00Aug 21$0.68$4.3225%6.35
$150.00$155.00$160.00Sep 18$0.20$4.809%24.00
$125.00$130.00$135.00Aug 21$0.16$4.846%30.25

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 $-0.06, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$170.001:2Aug 21-$0.06$4.94
$160.00$165.001:2Aug 21-$1.05$3.95
$155.00$160.001:2Aug 21-$1.90$3.10
$150.00$155.001:2Aug 21-$2.85$2.15
$175.00$180.001:2Aug 21-$0.68$4.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$145.001:2Aug 21-$0.71$4.29
$155.00$150.001:2Aug 21-$1.60$3.40
$135.00$130.001:2Aug 21-$0.17$4.83
$130.00$125.001:2Aug 21-$0.16$4.84
$160.00$155.001:2Aug 21-$2.85$2.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 10.76%, avg 5.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$155.00Sep 18$16.600.550.5%10.76%11.27%171.7K
$165.00Sep 18$12.000.467.0%7.78%14.77%2--
$170.00Sep 18$10.300.4210.2%6.68%16.91%12387
$185.00Sep 18$7.000.3220.0%4.54%24.50%1--
$175.00Sep 18$8.900.3813.5%5.77%19.25%13986
$160.00Sep 18$13.700.513.8%8.88%12.63%51322
$180.00Sep 18$7.500.3516.7%4.86%21.58%82.0K
$155.00Aug 21$5.200.510.5%3.37%3.88%550984
$160.00Aug 21$3.000.383.8%1.95%5.69%207752
$165.00Aug 21$1.800.277.0%1.17%8.16%70295

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 3,486
Total Puts 1,217
Put/Call Ratio 0.35
Net Difference 2,269

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 20,051
Total Puts 4,271
Average Put/Call Ratio 0.45
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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