Tour v509
SMTC
SEMTECH CORP
$135.23 -12.31%
$134.02 (-0.89%)🌙
as of 08/18 07:03 PM
8/18 19:03

Option Volume

Detail
Current (08/18) 2,407
Calls: 1,909 (79%)
Puts: 498 (21%)
Prior (08/17) 4,703
Calls: 3,486 (74%)
Puts: 1,217 (26%)
Current vs Prior -48.82%
Calls: -45.24% (Calls)
Puts: -59.08% (Puts)
Prior 7-Day Total 25,254
Calls: 21,265 (84%)
Puts: 3,989 (16%)
Prior 7-Day Average 3,607
Calls: 3,037 (84%)
Puts: 569 (16%)
Current vs Prior 7-Day Avg -33.28%
Calls: -37.16%
Puts: -12.61%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/18) $1.85M
Calls: $1.43M (77%)
Puts: $419.2K (23%)
Prior (08/17) $4.55M
Calls: $3.99M (88%)
Puts: $563.1K (12%)
Current vs Prior -59.38%
Calls: -64.16%
Puts: -25.56%
Prior 7-Day Total $37.03M
Calls: $34.21M (92%)
Puts: $2.83M (8%)
Prior 7-Day Average $5.29M
Calls: $4.89M (92%)
Puts: $403.6K (8%)
Current vs Prior 7-Day Avg -65.07%
Calls: -70.77%
Puts: +3.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/18) 0.26
Prior (08/17) 0.35
Current vs Prior -25.28%
Prior 7-Day Average 0.40
Current vs Prior 7-Day Avg -34.91%
Sentiment BULLISH

Open Interest

Detail
Current (08/18) 35,382
Calls: 27,823 (79%)
Puts: 7,559 (21%)
Prior (08/17) 35,565
Calls: 30,107 (85%)
Puts: 5,458 (15%)
Current vs Prior -0.51%
Prior 7-Day Total 214,568
Calls: 158,718 (74%)
Puts: 55,850 (26%)
Prior 7-Day Average 30,652
Calls: 22,674 (74%)
Puts: 7,978 (26%)
Current vs Prior 7-Day Avg +15.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 9.21% | 25.29%9.21% | 25.29%
Prior 9.37% | 24.15%9.37% | 24.15%
Current vs Prior -1.74% | +4.71%-1.74% | +4.70%
Prior 7-Day Avg 12.19% | 25.79%12.19% | 25.79%
Current vs 7-Day Avg -24.45% | -1.95%-24.45% | -1.95%
Prior 7-Day Eod 9.37% | 24.15%9.37% | 24.15%
Current vs 7-Day Eod -1.74% | +4.71%-1.74% | +4.70%
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 77% of dollar volume in calls ($1.43M) vs puts ($419.2K). Light premium activity with dollar volume down 59% vs prior. Below-average activity with volume down 49% vs prior. Extreme bullish P/C ratio of 0.26 - heavy call buying (1,909 calls vs 498 puts).

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 7 of results (avg 8.4%, best 6.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 1815.4016.70$16.058.1%220.56878
$110.00Sep 1829.5032.40$30.959.4%10.811.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 1830.7032.70$31.706.3%70.66--
$135.00Sep 1814.4015.50$14.957.4%140.441.1K
$155.00Sep 1826.7029.00$27.858.3%10.62--
$145.00Sep 1820.2022.20$21.209.4%10.5485
$125.00Sep 189.6010.60$10.109.9%100.34390

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 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2115.0017.70$16.3516.5%10.90--
$110.00Sep 1829.5032.40$30.959.4%10.811.6K
$120.00Sep 1822.0026.20$24.1017.4%70.72118
$130.00Aug 217.109.60$8.3529.9%30.702.4K
$125.00Sep 1819.8022.60$21.2013.2%50.67146
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 2122.8026.30$24.5514.3%30.9526
$155.00Aug 2118.1021.60$19.8517.6%50.9240
$150.00Aug 2114.0016.00$15.0013.3%360.87116
$145.00Aug 219.9012.10$11.0020.0%110.74306
$160.00Sep 1830.7032.70$31.706.3%70.66--

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 1.0K, top 208)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 1813.1014.90$14.0012.9%2080.523.7K
$150.00Aug 210.650.90$0.7832.1%960.13791
$140.00Aug 212.703.70$3.2031.2%860.382.4K
$145.00Aug 211.052.95$2.0095.0%710.26152
$155.00Aug 210.250.60$0.4381.4%490.081.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 211.003.30$2.15107.0%1610.30464
$150.00Aug 2114.0016.00$15.0013.3%360.87116
$115.00Aug 210.150.65$0.40125.0%220.06126
$125.00Aug 210.701.80$1.2588.0%170.18415
$110.00Sep 183.805.60$4.7038.3%140.19282

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 6.9%, max 12.1%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$145.00Aug 21Sep 18111.8%99.7%12.1%812.4K
$140.00Aug 21Sep 18107.0%100.8%6.2%2946.1K
$135.00Aug 21Sep 18101.8%97.6%4.3%451.1K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$145.00Aug 21Sep 18111.8%99.7%12.1%12391
$140.00Aug 21Sep 18107.0%100.8%6.2%8448
$135.00Aug 21Sep 18101.8%97.6%4.3%201.3K
$125.00Aug 21Sep 18101.1%98.4%2.8%27805

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 1.70, avg 4.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$130.00$135.00Sep 18$1.85$3.15$1.8562%1.70$131.85
$145.00$150.00Sep 18$1.35$3.65$1.3547%2.70$146.35
$135.00$140.00Sep 18$2.05$2.95$2.0556%1.44$137.05
$120.00$125.00Sep 18$2.90$2.10$2.9072%0.72$122.90
$150.00$160.00Sep 18$3.05$6.95$3.0543%2.28$153.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$115.00Sep 18$0.85$4.15$0.8528%4.88$119.15
$140.00$135.00Aug 21$2.60$2.40$2.6062%0.92$137.40
$130.00$125.00Aug 21$0.90$4.10$0.9030%4.56$129.10
$120.00$115.00Aug 21$0.23$4.77$0.2310%20.74$119.77
$155.00$150.00Sep 18$3.05$1.95$3.0562%0.64$151.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 1.27, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$145.00$150.00Aug 21$1.22$1.22$3.7874%0.32$146.22
$150.00$155.00Aug 21$0.35$0.35$4.6587%0.08$150.35
$155.00$160.00Aug 21$0.18$0.18$4.8292%0.04$155.18
$140.00$145.00Aug 21$1.20$1.20$3.8062%0.32$141.20
$140.00$145.00Sep 18$2.05$2.05$2.9548%0.69$142.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$125.00$120.00Sep 18$2.80$2.80$2.2066%1.27$122.20
$130.00$125.00Sep 18$2.55$2.55$2.4561%1.04$127.45
$115.00$110.00Sep 18$1.75$1.75$3.2576%0.54$113.25
$135.00$130.00Aug 21$2.65$2.65$2.3552%1.13$132.35
$135.00$130.00Sep 18$2.30$2.30$2.7056%0.85$132.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $10.68, cheapest $10.75)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Aug 21Sep 18$10.80107.0%100.8%
$135.00Aug 21Sep 18$11.00101.8%97.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Aug 21Sep 18$10.75107.0%100.8%
$135.00Aug 21Sep 18$10.15101.8%97.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 7.28% of stock, avg 16.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Aug 21$5.05$4.80$9.85$125.15$144.857.28%
$130.00Aug 21$8.35$2.15$10.50$119.50$140.507.76%
$140.00Aug 21$3.20$7.40$10.60$129.40$150.607.84%
$145.00Aug 21$2.00$11.00$13.00$132.00$158.009.61%
$130.00Sep 18$17.90$12.65$30.55$99.45$160.5522.59%
$135.00Sep 18$16.05$14.95$31.00$104.00$166.0022.92%
$125.00Sep 18$21.20$10.10$31.30$93.70$156.3023.15%
$140.00Sep 18$14.00$18.15$32.15$107.85$172.1523.77%
$145.00Sep 18$11.95$21.20$33.15$111.85$178.1524.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 35 found (cheapest 0.61% of stock, avg 8.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$155.00$115.00Aug 21$0.43$0.40$0.83$114.17$155.83
$155.00$120.00Aug 21$0.43$0.63$1.06$118.94$156.06
$150.00$115.00Aug 21$0.78$0.40$1.18$113.82$151.18
$150.00$120.00Aug 21$0.78$0.63$1.41$118.59$151.41
$155.00$125.00Aug 21$0.43$1.25$1.68$123.32$156.68
$150.00$125.00Aug 21$0.78$1.25$2.03$122.97$152.03
$145.00$115.00Aug 21$2.00$0.40$2.40$112.60$147.40
$145.00$120.00Aug 21$2.00$0.63$2.63$117.37$147.63
$155.00$130.00Aug 21$0.43$2.15$2.58$127.42$157.58
$145.00$125.00Aug 21$2.00$1.25$3.25$121.75$148.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 0.44, avg credit $1.10)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
110/115145/150Aug 21$1.52$3.4868%0.44$113.48$146.52
110/115155/160Aug 21$0.48$4.5286%0.11$114.52$155.48
110/115150/155Aug 21$0.65$4.3581%0.15$114.35$150.65
115/120145/150Aug 21$1.45$3.5564%0.41$118.55$146.45
120/125145/150Aug 21$1.84$3.1656%0.58$123.16$146.84
115/120155/160Aug 21$0.41$4.5982%0.09$119.59$155.41
120/125155/160Aug 21$0.80$4.2074%0.19$124.20$155.80
115/120150/155Aug 21$0.58$4.4277%0.13$119.42$150.58
120/125150/155Aug 21$0.97$4.0369%0.24$124.03$150.97
125/130145/150Aug 21$2.12$2.8844%0.74$127.88$147.12

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 11.50, cheapest $0.17)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$135.00$140.00$145.00Aug 21$0.65$4.3527%6.69
$150.00$155.00$160.00Aug 21$0.17$4.838%28.41
$145.00$150.00$155.00Aug 21$0.87$4.1318%4.75
$130.00$135.00$140.00Aug 21$1.45$3.5532%2.45
$140.00$145.00$150.00Sep 18$0.70$4.309%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$145.00$150.00Aug 21$0.40$4.6024%11.50
$120.00$125.00$130.00Aug 21$0.28$4.7220%16.86
$115.00$120.00$125.00Aug 21$0.39$4.6112%11.82
$135.00$140.00$145.00Aug 21$1.00$4.0027%4.00
$140.00$145.00$150.00Sep 18$0.55$4.459%8.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.35, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$130.001:2Aug 21-$0.35$9.65
$130.00$135.001:2Aug 21-$1.75$3.25
$135.00$140.001:2Aug 21-$1.35$3.65
$140.00$145.001:2Aug 21-$0.80$4.20
$150.00$155.001:2Aug 21-$0.08$4.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$125.001:2Aug 21-$0.35$4.65
$140.00$135.001:2Aug 21-$2.20$2.80
$125.00$120.001:2Aug 21-$0.01$4.99
$120.00$115.001:2Aug 21-$0.17$4.83
$145.00$140.001:2Aug 21-$3.80$1.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 7.17%, avg 4.16%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Sep 18$9.700.4310.9%7.17%18.10%8627
$140.00Sep 18$13.100.523.5%9.69%13.21%2083.7K
$160.00Sep 18$7.100.3418.3%5.25%23.57%34349
$145.00Sep 18$10.500.477.2%7.76%14.99%102.2K
$140.00Aug 21$2.700.383.5%2.00%5.52%862.4K
$145.00Aug 21$1.050.267.2%0.78%8.00%71152
$150.00Aug 21$0.650.1310.9%0.48%11.40%96791
$155.00Aug 21$0.250.0814.6%0.18%14.80%491.2K

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 1,909
Total Puts 498
Put/Call Ratio 0.26
Net Difference 1,411

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,265
Total Puts 3,989
Average Put/Call Ratio 0.40
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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