Tour v526
SMTC
SEMTECH CORP
$124.09 -0.63%
$125.40 (+1.06%)🌙
as of 08/21 07:07 PM
8/21 19:07

Option Volume

Detail
Current (08/21) 2,103
Calls: 1,371 (65%)
Puts: 732 (35%)
Prior (08/20) 4,482
Calls: 3,415 (76%)
Puts: 1,067 (24%)
Current vs Prior -53.08%
Calls: -59.85% (Calls)
Puts: -31.40% (Puts)
Prior 7-Day Total 26,609
Calls: 21,650 (81%)
Puts: 4,959 (19%)
Prior 7-Day Average 3,801
Calls: 3,092 (81%)
Puts: 708 (19%)
Current vs Prior 7-Day Avg -44.68%
Calls: -55.67%
Puts: +3.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $4.17M
Calls: $3.75M (90%)
Puts: $422.5K (10%)
Prior (08/20) $6.78M
Calls: $5.09M (75%)
Puts: $1.69M (25%)
Current vs Prior -38.47%
Calls: -26.32%
Puts: -75.01%
Prior 7-Day Total $37.74M
Calls: $32.98M (87%)
Puts: $4.76M (13%)
Prior 7-Day Average $5.39M
Calls: $4.71M (87%)
Puts: $680.3K (13%)
Current vs Prior 7-Day Avg -22.65%
Calls: -20.45%
Puts: -37.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.53
Prior (08/20) 0.31
Current vs Prior +70.88%
Prior 7-Day Average 0.34
Current vs Prior 7-Day Avg +57.67%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 37,982
Calls: 30,904 (81%)
Puts: 7,078 (19%)
Prior (08/20) 31,241
Calls: 25,333 (81%)
Puts: 5,908 (19%)
Current vs Prior +21.58%
Prior 7-Day Total 236,035
Calls: 182,230 (77%)
Puts: 53,805 (23%)
Prior 7-Day Average 33,719
Calls: 26,032 (77%)
Puts: 7,686 (23%)
Current vs Prior 7-Day Avg +12.64%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)Expiry (08/21) | Next (09/18)
Current 4.46% | 23.41%4.46% | 23.41%
Prior 6.87% | 24.18%6.87% | 24.18%
Current vs Prior +240.73% | +23.30%-35.14% | -3.20%
Prior 7-Day Avg 9.36% | 24.61%9.36% | 24.61%
Current vs 7-Day Avg +150.20% | +21.14%-52.37% | -4.89%
Prior 7-Day Eod 6.87% | 24.18%6.87% | 24.18%
Current vs 7-Day Eod +240.73% | +23.30%-35.14% | -3.20%
Sentiment BEARISHBULLISH

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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($3.75M) vs puts ($422.5K). Below-average activity with volume down 53% vs prior. Bullish P/C ratio of 0.53. P/C ratio rising 71% - increased hedging/bearish 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 3 of results (avg 7.4%, best 6.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 1812.4013.50$12.958.5%300.55153
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 1826.1027.70$26.905.9%30.67--
$140.00Sep 1822.0023.80$22.907.9%120.62330

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. 16 found (avg delta 0.78, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2112.9015.30$14.1017.0%10.94--
$105.00Aug 2117.2020.80$19.0018.9%240.897
$120.00Aug 212.855.30$4.0860.0%170.871.3K
$100.00Sep 1827.0029.90$28.4510.2%20.83193
$110.00Sep 1819.4022.20$20.8013.5%20.731.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 2119.6022.30$20.9512.9%10.99287
$140.00Aug 2114.2016.90$15.5517.4%150.99124
$135.00Aug 219.6012.10$10.8523.0%30.98136
$130.00Aug 214.706.90$5.8037.9%2110.97511
$145.00Sep 1826.1027.70$26.905.9%30.67--

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 1.0K, top 252)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 184.907.60$6.2543.2%560.332.0K
$140.00Sep 186.608.50$7.5525.2%530.383.9K
$130.00Sep 189.3011.80$10.5523.7%490.491.8K
$130.00Aug 210.000.05$0.03166.7%450.022.5K
$125.00Sep 1812.4013.50$12.958.5%300.55153
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 210.052.85$1.45193.1%2520.64433
$130.00Aug 214.706.90$5.8037.9%2110.97511
$100.00Sep 183.103.90$3.5022.9%630.17338
$125.00Sep 1812.2014.00$13.1013.7%470.46904
$140.00Aug 2114.2016.90$15.5517.4%150.99124

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 222.8%, max 222.8%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Aug 21Sep 18310.6%96.2%222.8%43212
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Aug 21Sep 18310.6%96.2%222.8%2991.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 2.45, avg 2.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$115.00$120.00Sep 18$1.45$3.55$1.4567%2.45$116.45
$135.00$140.00Sep 18$1.35$3.65$1.3543%2.70$136.35
$130.00$135.00Sep 18$1.65$3.35$1.6549%2.03$131.65
$140.00$145.00Sep 18$1.30$3.70$1.3038%2.85$141.30
$125.00$130.00Sep 18$2.40$2.60$2.4055%1.08$127.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$125.00$120.00Aug 21$1.15$3.85$1.1564%3.35$123.85
$115.00$110.00Sep 18$1.40$3.60$1.4033%2.57$113.60
$120.00$115.00Sep 18$2.05$2.95$2.0539%1.44$117.95
$130.00$125.00Sep 18$2.90$2.10$2.9052%0.72$127.10
$105.00$100.00Sep 18$1.40$3.60$1.4022%2.57$103.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 0.52, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$125.00$130.00Aug 21$0.67$0.67$4.3364%0.15$125.67
$125.00$130.00Sep 18$2.40$2.40$2.6045%0.92$127.40
$140.00$145.00Sep 18$1.30$1.30$3.7062%0.35$141.30
$130.00$135.00Sep 18$1.65$1.65$3.3551%0.49$131.65
$135.00$140.00Sep 18$1.35$1.35$3.6557%0.37$136.35
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$110.00$105.00Sep 18$1.70$1.70$3.3072%0.52$108.30
$105.00$100.00Sep 18$1.40$1.40$3.6078%0.39$103.60
$120.00$115.00Sep 18$2.05$2.05$2.9561%0.69$117.95
$115.00$110.00Sep 18$1.40$1.40$3.6067%0.39$113.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $11.95, cheapest $11.65)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Aug 21Sep 18$12.25310.6%96.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Aug 21Sep 18$11.65310.6%96.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 1.73% of stock, avg 12.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$125.00Aug 21$0.70$1.45$2.15$122.85$127.151.73%
$120.00Aug 21$4.08$0.30$4.38$115.62$124.383.53%
$130.00Aug 21$0.03$5.80$5.83$124.17$135.834.70%
$135.00Aug 21$0.03$10.85$10.88$124.12$145.888.77%
$115.00Sep 18$17.40$8.00$25.40$89.60$140.4020.47%
$120.00Sep 18$15.95$10.05$26.00$94.00$146.0020.95%
$125.00Sep 18$12.95$13.10$26.05$98.95$151.0520.99%
$130.00Sep 18$10.55$16.00$26.55$103.45$156.5521.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 21 found (cheapest 0.81% of stock, avg 12.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$125.00$120.00Aug 21$0.70$0.30$1.00$119.00$126.00
$145.00$105.00Sep 18$6.25$4.90$11.15$93.85$156.15
$145.00$110.00Sep 18$6.25$6.60$12.85$97.15$157.85
$145.00$115.00Sep 18$6.25$8.00$14.25$100.75$159.25
$140.00$105.00Sep 18$7.55$4.90$12.45$92.55$152.45
$140.00$110.00Sep 18$7.55$6.60$14.15$95.85$154.15
$140.00$115.00Sep 18$7.55$8.00$15.55$99.45$155.55
$145.00$120.00Sep 18$6.25$10.05$16.30$103.70$161.30
$135.00$105.00Sep 18$8.90$4.90$13.80$91.20$148.80
$140.00$120.00Sep 18$7.55$10.05$17.60$102.40$157.60

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 0.85, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Aug 21$2.71$2.2985%0.85
$125.00$130.00$135.00Aug 21$0.67$4.3334%6.46
$135.00$140.00$145.00Sep 18$0.05$4.9510%99.00
$130.00$135.00$140.00Sep 18$0.30$4.7011%15.67
$120.00$125.00$130.00Sep 18$0.60$4.4012%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Aug 21$0.70$4.3034%6.14
$120.00$125.00$130.00Aug 21$3.20$1.8083%0.56
$100.00$105.00$110.00Sep 18$0.30$4.7010%15.67
$110.00$115.00$120.00Sep 18$0.65$4.3512%6.69
$115.00$120.00$125.00Sep 18$1.00$4.0012%4.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.75, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$135.001:2Aug 21-$0.03$4.97
$135.00$140.001:2Aug 21-$0.03$4.97
$140.00$145.001:2Aug 21-$0.03$4.97
$140.00$145.001:2Sep 18-$4.95$0.05
$110.00$120.001:2Aug 21$5.94$4.06
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$130.001:2Aug 21-$0.75$4.25
$105.00$100.001:2Sep 18-$2.10$2.90
$110.00$105.001:2Sep 18-$3.20$1.80
$140.00$130.001:2Sep 18-$9.10$0.90
$130.00$125.001:2Aug 21$2.90$2.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 9.99%, avg 6.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$125.00Sep 18$12.400.550.7%9.99%10.73%30153
$140.00Sep 18$6.600.3812.8%5.32%18.14%533.9K
$130.00Sep 18$9.300.494.8%7.49%12.26%491.8K
$135.00Sep 18$7.500.438.8%6.04%14.84%6--
$145.00Sep 18$4.900.3316.9%3.95%20.80%562.0K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,371
Total Puts 732
Put/Call Ratio 0.53
Net Difference 639

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,650
Total Puts 4,959
Average Put/Call Ratio 0.34
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All