Tour v526
SMTC
SEMTECH CORP
$125.36 -7.30%
$127.17 (+1.44%)🌙
as of 08/19 07:02 PM
8/19 19:02

Option Volume

Detail
Current (08/19) 5,386
Calls: 4,770 (89%)
Puts: 616 (11%)
Prior (08/18) 2,407
Calls: 1,909 (79%)
Puts: 498 (21%)
Current vs Prior +123.76%
Calls: +149.87% (Calls)
Puts: +23.69% (Puts)
Prior 7-Day Total 24,276
Calls: 20,281 (84%)
Puts: 3,995 (16%)
Prior 7-Day Average 3,468
Calls: 2,897 (84%)
Puts: 570 (16%)
Current vs Prior 7-Day Avg +55.31%
Calls: +64.64%
Puts: +7.93%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/19) $5.00M
Calls: $4.40M (88%)
Puts: $597.2K (12%)
Prior (08/18) $1.85M
Calls: $1.43M (77%)
Puts: $419.2K (23%)
Current vs Prior +170.36%
Calls: +207.88%
Puts: +42.48%
Prior 7-Day Total $35.04M
Calls: $32.17M (92%)
Puts: $2.88M (8%)
Prior 7-Day Average $5.01M
Calls: $4.60M (92%)
Puts: $411.0K (8%)
Current vs Prior 7-Day Avg -0.21%
Calls: -4.28%
Puts: +45.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19) 0.13
Prior (08/18) 0.26
Current vs Prior -50.50%
Prior 7-Day Average 0.41
Current vs Prior 7-Day Avg -68.80%
Sentiment BULLISH

Open Interest

Detail
Current (08/19) 34,002
Calls: 27,470 (81%)
Puts: 6,532 (19%)
Prior (08/18) 35,382
Calls: 27,823 (79%)
Puts: 7,559 (21%)
Current vs Prior -3.90%
Prior 7-Day Total 209,755
Calls: 164,000 (78%)
Puts: 45,755 (22%)
Prior 7-Day Average 29,965
Calls: 23,428 (78%)
Puts: 6,536 (22%)
Current vs Prior 7-Day Avg +13.47%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 8.02% | 24.65%8.02% | 24.65%
Prior 9.21% | 25.29%9.21% | 25.29%
Current vs Prior -12.92% | -2.54%-12.92% | -2.54%
Prior 7-Day Avg 11.25% | 25.41%11.25% | 25.41%
Current vs 7-Day Avg -28.72% | -2.98%-28.72% | -2.98%
Prior 7-Day Eod 9.21% | 25.29%9.21% | 25.29%
Current vs 7-Day Eod -12.92% | -2.54%-12.92% | -2.54%
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 ($4.40M) vs puts ($597.2K). Massive premium surge with dollar volume up 170% vs prior. Unusually high activity with volume up 124% vs prior - elevated interest. Extreme bullish P/C ratio of 0.13 - heavy call buying (4,770 calls vs 616 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 6 of results (avg 7.7%, best 4.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 1810.0010.90$10.458.6%190.45880
$110.00Sep 1821.5023.60$22.559.3%10.72--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 1822.6023.70$23.154.8%10.59--
$135.00Sep 1819.1020.50$19.807.1%30.55--
$125.00Sep 1813.0014.00$13.507.4%60.44398
$130.00Sep 1816.0017.50$16.759.0%120.50195

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. 15 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 2118.9021.80$20.3514.3%11.00--
$115.00Aug 219.8011.90$10.8519.4%20.91117
$120.00Aug 215.807.50$6.6525.6%40.781.3K
$110.00Sep 1821.5023.60$22.559.3%10.72--
$120.00Sep 1814.8018.80$16.8023.8%180.61118
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2123.4026.30$24.8511.7%620.96--
$145.00Aug 2118.9021.30$20.1011.9%40.96300
$140.00Aug 2113.9016.40$15.1516.5%20.89--
$135.00Aug 219.4011.80$10.6022.6%10.82--
$130.00Aug 215.607.80$6.7032.8%1020.67530

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 4.1K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 187.009.10$8.0526.1%1.2K0.372.2K
$130.00Sep 1811.4012.80$12.1011.6%1.2K0.501.3K
$130.00Aug 211.003.20$2.10104.8%3490.332.4K
$140.00Aug 210.200.85$0.53122.6%3100.102.4K
$150.00Aug 210.000.35$0.18194.4%1800.04826
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 210.252.00$1.13154.9%1280.24227
$130.00Aug 215.607.80$6.7032.8%1020.67530
$110.00Sep 186.307.30$6.8014.7%910.27282
$150.00Aug 2123.4026.30$24.8511.7%620.96--
$115.00Aug 210.150.95$0.55145.5%330.12144

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 14.4%, max 15.3%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Aug 21Sep 18113.8%98.7%15.3%1.6K3.7K
$135.00Aug 21Sep 18112.6%100.0%12.6%351.1K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Aug 21Sep 18113.8%98.7%15.3%114725

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 0.74, avg 3.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$120.00Sep 18$5.75$4.25$5.7572%0.74$115.75
$140.00$145.00Sep 18$1.05$3.95$1.0541%3.76$141.05
$135.00$140.00Sep 18$1.35$3.65$1.3545%2.70$136.35
$130.00$135.00Sep 18$1.65$3.35$1.6550%2.03$131.65
$125.00$130.00Aug 21$1.25$3.75$1.2551%3.00$126.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$115.00Aug 21$0.58$4.42$0.5824%7.62$119.42
$115.00$110.00Aug 21$0.30$4.70$0.3012%15.67$114.70
$130.00$125.00Aug 21$3.17$1.83$3.1767%0.58$126.83
$125.00$120.00Sep 18$2.35$2.65$2.3544%1.13$122.65
$110.00$105.00Sep 18$1.60$3.40$1.6027%2.13$108.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 0.89, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$140.00$145.00Aug 21$0.38$0.38$4.6290%0.08$140.38
$130.00$135.00Aug 21$1.15$1.15$3.8568%0.30$131.15
$145.00$150.00Sep 18$1.65$1.65$3.3563%0.49$146.65
$135.00$140.00Aug 21$0.42$0.42$4.5882%0.09$135.42
$130.00$135.00Sep 18$1.65$1.65$3.3550%0.49$131.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$120.00$115.00Sep 18$2.35$2.35$2.6562%0.89$117.65
$125.00$120.00Aug 21$2.40$2.40$2.6051%0.92$122.60
$115.00$110.00Sep 18$2.00$2.00$3.0067%0.67$113.00
$110.00$105.00Sep 18$1.60$1.60$3.4073%0.47$108.40
$125.00$120.00Sep 18$2.35$2.35$2.6556%0.89$122.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $10.21, cheapest $10.00)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Aug 21Sep 18$10.00113.8%98.7%
$125.00Aug 21Sep 18$10.8095.0%95.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Aug 21Sep 18$10.05113.8%98.7%
$125.00Aug 21Sep 18$9.9795.0%95.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 5.49% of stock, avg 14.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$125.00Aug 21$3.35$3.53$6.88$118.12$131.885.49%
$120.00Aug 21$6.65$1.13$7.78$112.22$127.786.21%
$130.00Aug 21$2.10$6.70$8.80$121.20$138.807.02%
$115.00Aug 21$10.85$0.55$11.40$103.60$126.409.09%
$135.00Aug 21$0.95$10.60$11.55$123.45$146.559.21%
$125.00Sep 18$14.15$13.50$27.65$97.35$152.6522.06%
$120.00Sep 18$16.80$11.15$27.95$92.05$147.9522.30%
$130.00Sep 18$12.10$16.75$28.85$101.15$158.8523.01%
$135.00Sep 18$10.45$19.80$30.25$104.75$165.2524.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 32 found (cheapest 0.62% of stock, avg 10.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$140.00$110.00Aug 21$0.53$0.25$0.78$109.22$140.78
$140.00$115.00Aug 21$0.53$0.55$1.08$113.92$141.08
$135.00$110.00Aug 21$0.95$0.25$1.20$108.80$136.20
$135.00$115.00Aug 21$0.95$0.55$1.50$113.50$136.50
$140.00$120.00Aug 21$0.53$1.13$1.66$118.34$141.66
$135.00$120.00Aug 21$0.95$1.13$2.08$117.92$137.08
$130.00$110.00Aug 21$2.10$0.25$2.35$107.65$132.35
$130.00$115.00Aug 21$2.10$0.55$2.65$112.35$132.65
$130.00$120.00Aug 21$2.10$1.13$3.23$116.77$133.23
$135.00$125.00Aug 21$0.95$3.53$4.48$120.52$139.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 0.16, avg credit $1.09)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
110/115140/145Aug 21$0.68$4.3278%0.16$114.32$140.68
110/115135/140Aug 21$0.72$4.2870%0.17$114.28$135.72
110/115130/135Aug 21$1.45$3.5556%0.41$113.55$131.45
115/120140/145Aug 21$0.96$4.0465%0.24$119.04$140.96
115/120135/140Aug 21$1.00$4.0058%0.25$119.00$136.00
115/120130/135Aug 21$1.73$3.2743%0.53$118.27$131.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Aug 21$0.10$4.9033%49.00
$115.00$120.00$125.00Aug 21$0.90$4.1040%4.56
$130.00$135.00$140.00Sep 18$0.30$4.7010%15.67
$135.00$140.00$145.00Sep 18$0.30$4.709%15.67
$130.00$135.00$140.00Aug 21$0.73$4.2722%5.85
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Aug 21$0.77$4.2343%5.49
$110.00$115.00$120.00Aug 21$0.28$4.7219%16.86
$125.00$130.00$135.00Aug 21$0.73$4.2732%5.85
$135.00$140.00$145.00Aug 21$0.40$4.6014%11.50
$130.00$135.00$140.00Aug 21$0.65$4.3522%6.69

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 $-1.35, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$115.001:2Aug 21-$1.35$8.65
$120.00$125.001:2Aug 21-$0.05$4.95
$115.00$120.001:2Aug 21-$2.45$2.55
$125.00$130.001:2Aug 21-$0.85$4.15
$135.00$140.001:2Aug 21-$0.11$4.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$125.001:2Aug 21-$0.36$4.64
$135.00$130.001:2Aug 21-$2.80$2.20
$110.00$105.001:2Sep 18-$3.60$1.40
$115.00$110.001:2Sep 18-$4.80$0.20
$120.00$115.001:2Aug 21$0.03$4.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 7.98%, avg 4.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Sep 18$10.000.457.7%7.98%15.67%19880
$145.00Sep 18$7.000.3715.7%5.58%21.25%1.2K2.2K
$140.00Sep 18$8.200.4111.7%6.54%18.22%233.8K
$150.00Sep 18$5.900.3219.7%4.71%24.36%85631
$130.00Sep 18$11.400.503.7%9.09%12.80%1.2K1.3K
$130.00Aug 21$1.000.333.7%0.80%4.50%3492.4K
$140.00Aug 21$0.200.1011.7%0.16%11.84%3102.4K

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 4,770
Total Puts 616
Put/Call Ratio 0.13
Net Difference 4,154

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 20,281
Total Puts 3,995
Average Put/Call Ratio 0.41
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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