Tour v526
SMTC
SEMTECH CORP
$124.88 -0.38%
$125.50 (+0.50%)🌙
as of 08/20 07:05 PM
8/20 19:05

Option Volume

Detail
Current (08/20) 4,482
Calls: 3,415 (76%)
Puts: 1,067 (24%)
Prior (08/19) 5,386
Calls: 4,770 (89%)
Puts: 616 (11%)
Current vs Prior -16.78%
Calls: -28.41% (Calls)
Puts: +73.21% (Puts)
Prior 7-Day Total 22,975
Calls: 18,677 (81%)
Puts: 4,298 (19%)
Prior 7-Day Average 3,282
Calls: 2,668 (81%)
Puts: 614 (19%)
Current vs Prior 7-Day Avg +36.56%
Calls: +27.99%
Puts: +73.78%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20) $6.78M
Calls: $5.09M (75%)
Puts: $1.69M (25%)
Prior (08/19) $5.00M
Calls: $4.40M (88%)
Puts: $597.2K (12%)
Current vs Prior +35.66%
Calls: +15.65%
Puts: +183.09%
Prior 7-Day Total $31.82M
Calls: $28.54M (90%)
Puts: $3.28M (10%)
Prior 7-Day Average $4.55M
Calls: $4.08M (90%)
Puts: $468.8K (10%)
Current vs Prior 7-Day Avg +49.10%
Calls: +24.78%
Puts: +260.64%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 0.31
Prior (08/19) 0.13
Current vs Prior +141.94%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg -26.53%
Sentiment BULLISH

Open Interest

Detail
Current (08/20) 31,241
Calls: 25,333 (81%)
Puts: 5,908 (19%)
Prior (08/19) 34,002
Calls: 27,470 (81%)
Puts: 6,532 (19%)
Current vs Prior -8.12%
Prior 7-Day Total 215,802
Calls: 166,380 (77%)
Puts: 49,422 (23%)
Prior 7-Day Average 30,828
Calls: 23,768 (77%)
Puts: 7,060 (23%)
Current vs Prior 7-Day Avg +1.34%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 6.87% | 24.18%6.87% | 24.18%
Prior 8.02% | 24.65%8.02% | 24.65%
Current vs Prior -14.30% | -1.89%-14.30% | -1.89%
Prior 7-Day Avg 10.28% | 24.94%10.28% | 24.94%
Current vs 7-Day Avg -33.14% | -3.05%-33.14% | -3.05%
Prior 7-Day Eod 8.02% | 24.65%8.02% | 24.65%
Current vs 7-Day Eod -14.30% | -1.89%-14.30% | -1.89%
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 75% of dollar volume in calls ($5.09M) vs puts ($1.69M). Extreme bullish P/C ratio of 0.31 - heavy call buying (3,415 calls vs 1,067 puts). P/C ratio rising 142% - increased hedging/bearish positioning. Call-heavy open interest (25,333 calls vs 5,908 puts) suggests bullish positioning.

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 6.7%, best 4.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 1811.4012.50$11.959.2%170.501.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 1819.1019.90$19.504.1%60.551.1K
$130.00Sep 1815.8016.70$16.255.5%70.50201
$145.00Sep 1825.8027.40$26.606.0%20.6585
$140.00Sep 1822.1023.60$22.856.6%130.60317
$125.00Sep 1813.0014.20$13.608.8%5030.45401

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. 12 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 214.906.90$5.9033.9%100.80--
$120.00Sep 1814.8018.40$16.6021.7%10.61126
$125.00Sep 1813.2014.70$13.9510.8%30.56152
$125.00Aug 212.403.80$3.1045.2%190.5457
$130.00Sep 1811.4012.50$11.959.2%170.501.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2113.7016.40$15.0517.9%101.00132
$135.00Aug 219.2011.60$10.4023.1%30.94136
$145.00Aug 2118.8020.90$19.8510.6%1820.93299
$130.00Aug 215.007.30$6.1537.4%100.80519
$145.00Sep 1825.8027.40$26.606.0%20.6585

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 1.1K, top 503)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 210.051.60$0.83186.7%510.242.7K
$135.00Aug 210.200.55$0.3892.1%370.11189
$140.00Aug 210.000.35$0.18194.4%250.052.5K
$125.00Aug 212.403.80$3.1045.2%190.5457
$130.00Sep 1811.4012.50$11.959.2%170.501.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 1813.0014.20$13.608.8%5030.45401
$145.00Aug 2118.8020.90$19.8510.6%1820.93299
$100.00Sep 183.204.00$3.6022.2%330.17316
$125.00Aug 212.053.30$2.6846.6%280.47440
$115.00Sep 188.109.20$8.6512.7%250.33305

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 16.1%, max 17.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Aug 21Sep 18114.3%97.2%17.5%22209
$120.00Aug 21Sep 18110.5%96.3%14.8%11126
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Aug 21Sep 18114.3%97.2%17.5%531841
$120.00Aug 21Sep 18110.5%96.3%14.8%9356

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 0.79, avg 3.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$125.00Aug 21$2.80$2.20$2.8080%0.79$122.80
$125.00$130.00Sep 18$2.00$3.00$2.0056%1.50$127.00
$135.00$140.00Sep 18$1.55$3.45$1.5545%2.23$136.55
$140.00$145.00Sep 18$1.35$3.65$1.3540%2.70$141.35
$130.00$135.00Sep 18$1.90$3.10$1.9050%1.63$131.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$115.00Aug 21$0.58$4.42$0.5821%7.62$119.42
$110.00$105.00Sep 18$1.45$3.55$1.4527%2.45$108.55
$130.00$125.00Sep 18$2.65$2.35$2.6550%0.89$127.35
$125.00$120.00Aug 21$1.85$3.15$1.8547%1.70$123.15
$120.00$115.00Sep 18$2.20$2.80$2.2039%1.27$117.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 0.45, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$125.00$130.00Aug 21$2.27$2.27$2.7346%0.83$127.27
$135.00$140.00Aug 21$0.20$0.20$4.8089%0.04$135.20
$130.00$135.00Aug 21$0.45$0.45$4.5576%0.10$130.45
$130.00$135.00Sep 18$1.90$1.90$3.1050%0.61$131.90
$140.00$145.00Sep 18$1.35$1.35$3.6560%0.37$141.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$105.00$100.00Sep 18$1.55$1.55$3.4578%0.45$103.45
$115.00$110.00Sep 18$2.05$2.05$2.9567%0.69$112.95
$120.00$115.00Sep 18$2.20$2.20$2.8061%0.79$117.80
$110.00$105.00Sep 18$1.45$1.45$3.5573%0.41$108.55
$120.00$115.00Aug 21$0.58$0.58$4.4279%0.13$119.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $10.88, cheapest $10.85)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Aug 21Sep 18$10.85114.3%97.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Aug 21Sep 18$10.92114.3%97.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 4.63% of stock, avg 14.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$125.00Aug 21$3.10$2.68$5.78$119.22$130.784.63%
$120.00Aug 21$5.90$0.83$6.73$113.27$126.735.39%
$130.00Aug 21$0.83$6.15$6.98$123.02$136.985.59%
$135.00Aug 21$0.38$10.40$10.78$124.22$145.788.63%
$120.00Sep 18$16.60$10.85$27.45$92.55$147.4521.98%
$125.00Sep 18$13.95$13.60$27.55$97.45$152.5522.06%
$130.00Sep 18$11.95$16.25$28.20$101.80$158.2022.58%
$135.00Sep 18$10.05$19.50$29.55$105.45$164.5523.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 31 found (cheapest 0.33% of stock, avg 8.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$140.00$110.00Aug 21$0.18$0.23$0.41$109.59$140.41
$140.00$115.00Aug 21$0.18$0.25$0.43$114.57$140.43
$135.00$115.00Aug 21$0.38$0.25$0.63$114.37$135.63
$135.00$110.00Aug 21$0.38$0.23$0.61$109.39$135.61
$145.00$110.00Aug 21$0.55$0.23$0.78$109.22$145.78
$145.00$115.00Aug 21$0.55$0.25$0.80$114.20$145.80
$140.00$120.00Aug 21$0.18$0.83$1.01$118.99$141.01
$130.00$115.00Aug 21$0.83$0.25$1.08$113.92$131.08
$130.00$110.00Aug 21$0.83$0.23$1.06$108.94$131.06
$135.00$120.00Aug 21$0.38$0.83$1.21$118.79$136.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.18, avg credit $0.91)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
115/120135/140Aug 21$0.78$4.2268%0.18$119.22$135.78
115/120130/135Aug 21$1.03$3.9756%0.26$118.97$131.03

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 8.43, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Aug 21$0.53$4.4756%8.43
$130.00$135.00$140.00Aug 21$0.25$4.7519%19.00
$125.00$130.00$135.00Sep 18$0.10$4.9011%49.00
$135.00$140.00$145.00Sep 18$0.20$4.8010%24.00
$130.00$135.00$140.00Sep 18$0.35$4.6510%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Aug 21$0.78$4.2247%5.41
$120.00$125.00$130.00Aug 21$1.62$3.3859%2.09
$130.00$135.00$140.00Sep 18$0.10$4.9010%49.00
$130.00$135.00$140.00Aug 21$0.40$4.6020%11.50
$110.00$115.00$120.00Sep 18$0.15$4.8512%32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.30, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$125.001:2Aug 21-$0.30$4.70
$140.00$145.001:2Aug 21-$0.92$4.08
$130.00$135.001:2Aug 21$0.07$4.93
$135.00$140.001:2Aug 21$0.02$4.98
$125.00$130.001:2Aug 21$1.44$3.56
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$130.001:2Aug 21-$1.90$3.10
$115.00$110.001:2Aug 21-$0.21$4.79
$110.00$105.001:2Aug 21-$0.23$4.77
$105.00$100.001:2Sep 18-$2.05$2.95
$110.00$105.001:2Sep 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. 7 found (best yield 7.61%, avg 5.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Sep 18$9.500.458.1%7.61%15.71%10891
$140.00Sep 18$8.000.4012.1%6.41%18.51%173.8K
$130.00Sep 18$11.400.504.1%9.13%13.23%171.8K
$145.00Sep 18$6.700.3516.1%5.37%21.48%122.7K
$125.00Sep 18$13.200.560.1%10.57%10.67%3152
$125.00Aug 21$2.400.540.1%1.92%2.02%1957
$135.00Aug 21$0.200.118.1%0.16%8.26%37189

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 3,415
Total Puts 1,067
Put/Call Ratio 0.31
Net Difference 2,348

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,677
Total Puts 4,298
Average Put/Call Ratio 0.43
Ratio Trend Rising

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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