Tour v526
SMTC
SEMTECH CORP
$131.17 -7.91%
$131.47 (+0.23%)🌙
as of 08/28 07:01 PM
8/28 19:01

Option Volume

Detail
Current (08/28) 5,633
Calls: 4,364 (77%)
Puts: 1,269 (23%)
Prior (08/27) 4,322
Calls: 3,491 (81%)
Puts: 831 (19%)
Current vs Prior +30.33%
Calls: +25.01% (Calls)
Puts: +52.71% (Puts)
Prior 7-Day Total 62,251
Calls: 46,730 (75%)
Puts: 15,521 (25%)
Prior 7-Day Average 8,893
Calls: 6,675 (75%)
Puts: 2,217 (25%)
Current vs Prior 7-Day Avg -36.66%
Calls: -34.63%
Puts: -42.77%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/28) $5.02M
Calls: $4.38M (87%)
Puts: $639.9K (13%)
Prior (08/27) $8.93M
Calls: $8.47M (95%)
Puts: $457.1K (5%)
Current vs Prior -43.75%
Calls: -48.27%
Puts: +40.01%
Prior 7-Day Total $74.01M
Calls: $64.03M (87%)
Puts: $9.98M (13%)
Prior 7-Day Average $10.57M
Calls: $9.15M (87%)
Puts: $1.43M (13%)
Current vs Prior 7-Day Avg -52.50%
Calls: -52.10%
Puts: -55.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/28) 0.29
Prior (08/27) 0.24
Current vs Prior +22.16%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg -9.07%
Sentiment BULLISH

Open Interest

Detail
Current (08/28) 49,897
Calls: 37,880 (76%)
Puts: 12,017 (24%)
Prior (08/27) 53,030
Calls: 43,794 (83%)
Puts: 9,236 (17%)
Current vs Prior -5.91%
Prior 7-Day Total 353,549
Calls: 258,931 (73%)
Puts: 94,618 (27%)
Prior 7-Day Average 50,507
Calls: 36,990 (73%)
Puts: 13,516 (27%)
Current vs Prior 7-Day Avg -1.21%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 15.82% | 23.79%
Prior 16.11% | 24.29%
Current vs Prior -1.82% | -2.09%
Prior 7-Day Avg 14.91% | 26.33%
Current vs 7-Day Avg +6.13% | -9.67%
Prior 7-Day Eod 16.11% | 24.29%
Current vs 7-Day Eod -1.82% | -2.09%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 14.42% | 13.41%
Calls: 11.45% | 12.39%
Puts: 17.39% | 14.43%
Prior 14.42% | 13.41%
Calls: 11.45% | 12.39%
Puts: 17.39% | 14.43%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 7.82% | 6.85%
Calls: 6.16% | 7.08%
Puts: 9.48% | 6.62%
Current vs 7-Day Avg +84.37% | +95.68%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($4.38M) vs puts ($639.9K). Extreme bullish P/C ratio of 0.29 - heavy call buying (4,364 calls vs 1,269 puts). Call-heavy open interest (37,880 calls vs 12,017 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 2 of results (avg 9.2%, best 8.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 1818.5020.40$19.459.8%10.81--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 187.708.40$8.058.7%170.44399

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. 8 found (avg delta 0.67, highest 0.81)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 1818.5020.40$19.459.8%10.81--
$120.00Sep 1815.0016.90$15.9511.9%30.73--
$125.00Sep 1811.4013.50$12.4516.9%6250.651.2K
$130.00Sep 189.2010.40$9.8012.2%720.561.7K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 1820.3022.50$21.4010.3%10.75--
$145.00Sep 1816.4018.80$17.6013.6%20.69123
$140.00Sep 1813.4014.90$14.1510.6%70.61332
$135.00Sep 1810.2011.70$10.9513.7%210.531.2K

Most actively traded options today. High liquidity = easy entry/exit. 24 active (total vol 3.0K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 184.004.50$4.2511.8%1.0K0.326.2K
$125.00Sep 1811.4013.50$12.4516.9%6250.651.2K
$155.00Sep 182.203.30$2.7540.0%3470.211.8K
$140.00Sep 185.306.10$5.7014.0%1500.393.7K
$130.00Sep 189.2010.40$9.8012.2%720.561.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 180.751.00$0.8828.4%3800.08368
$110.00Sep 181.302.10$1.7047.1%700.141.0K
$120.00Sep 183.704.30$4.0015.0%580.27256
$125.00Sep 185.506.20$5.8512.0%460.351.4K
$115.00Sep 182.402.85$2.6317.1%210.19569

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. 17 found (best R:R 10.11, avg 4.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$150.00$155.00Sep 18$0.45$4.55$0.4525%10.11$150.45
$125.00$130.00Sep 18$2.65$2.35$2.6565%0.89$127.65
$130.00$135.00Sep 18$2.25$2.75$2.2556%1.22$132.25
$145.00$150.00Sep 18$1.05$3.95$1.0532%3.76$146.05
$135.00$140.00Sep 18$1.85$3.15$1.8548%1.70$136.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$95.00Sep 18$0.20$4.80$0.205%24.00$99.80
$105.00$100.00Sep 18$0.40$4.60$0.408%11.50$104.60
$115.00$110.00Sep 18$0.93$4.07$0.9319%4.38$114.07
$130.00$125.00Sep 18$2.20$2.80$2.2044%1.27$127.80
$140.00$135.00Sep 18$3.20$1.80$3.2061%0.56$136.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 0.20, avg 0.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$160.00$165.00Sep 18$0.68$0.68$4.3284%0.16$160.68
$155.00$160.00Sep 18$0.87$0.87$4.1378%0.21$155.87
$140.00$145.00Sep 18$1.45$1.45$3.5561%0.41$141.45
$135.00$140.00Sep 18$1.85$1.85$3.1552%0.59$136.85
$145.00$150.00Sep 18$1.05$1.05$3.9568%0.27$146.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$110.00$105.00Sep 18$0.82$0.82$4.1886%0.20$109.18
$125.00$120.00Sep 18$1.85$1.85$3.1565%0.59$123.15
$120.00$115.00Sep 18$1.37$1.37$3.6373%0.38$118.63
$130.00$125.00Sep 18$2.20$2.20$2.8056%0.79$127.80
$115.00$110.00Sep 18$0.93$0.93$4.0781%0.23$114.07

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 13.61% of stock, avg 14.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$130.00Sep 18$9.80$8.05$17.85$112.15$147.8513.61%
$125.00Sep 18$12.45$5.85$18.30$106.70$143.3013.95%
$135.00Sep 18$7.55$10.95$18.50$116.50$153.5014.10%
$140.00Sep 18$5.70$14.15$19.85$120.15$159.8515.13%
$120.00Sep 18$15.95$4.00$19.95$100.05$139.9515.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.39% of stock, avg 6.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$155.00$110.00Sep 18$2.75$1.70$4.45$105.55$159.45
$155.00$115.00Sep 18$2.75$2.63$5.38$109.62$160.38
$150.00$110.00Sep 18$3.20$1.70$4.90$105.10$154.90
$150.00$115.00Sep 18$3.20$2.63$5.83$109.17$155.83
$155.00$120.00Sep 18$2.75$4.00$6.75$113.25$161.75
$145.00$110.00Sep 18$4.25$1.70$5.95$104.05$150.95
$150.00$120.00Sep 18$3.20$4.00$7.20$112.80$157.20
$145.00$115.00Sep 18$4.25$2.63$6.88$108.12$151.88
$145.00$120.00Sep 18$4.25$4.00$8.25$111.75$153.25
$140.00$110.00Sep 18$5.70$1.70$7.40$102.60$147.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 0.43, avg credit $1.51)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
105/110160/165Sep 18$1.50$3.5070%0.43$108.50$161.50
105/110155/160Sep 18$1.69$3.3165%0.51$108.31$156.69
115/120160/165Sep 18$2.05$2.9557%0.69$117.95$162.05
100/105160/165Sep 18$1.08$3.9276%0.28$103.92$161.08
95/100160/165Sep 18$0.88$4.1279%0.21$99.12$160.88
110/115160/165Sep 18$1.61$3.3964%0.47$113.39$161.61
115/120155/160Sep 18$2.24$2.7652%0.81$117.76$157.24
100/105155/160Sep 18$1.27$3.7370%0.34$103.73$156.27
95/100155/160Sep 18$1.07$3.9374%0.27$98.93$156.07
110/115155/160Sep 18$1.80$3.2059%0.56$113.20$156.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 44.45, cheapest $0.11)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Sep 18$0.40$4.6018%11.50
$155.00$160.00$165.00Sep 18$0.19$4.8110%25.32
$130.00$135.00$140.00Sep 18$0.40$4.6017%11.50
$135.00$140.00$145.00Sep 18$0.40$4.6016%11.50
$140.00$145.00$150.00Sep 18$0.40$4.6014%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$105.00$110.00$115.00Sep 18$0.11$4.8911%44.45
$135.00$140.00$145.00Sep 18$0.25$4.7516%19.00
$130.00$135.00$140.00Sep 18$0.30$4.7017%15.67
$120.00$125.00$130.00Sep 18$0.35$4.6517%13.29
$140.00$145.00$150.00Sep 18$0.35$4.6514%13.29

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 $-0.06, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$165.001:2Sep 18-$0.52$4.48
$155.00$160.001:2Sep 18-$1.01$3.99
$165.00$170.001:2Sep 18-$1.00$4.00
$145.00$150.001:2Sep 18-$2.15$2.85
$140.00$145.001:2Sep 18-$2.80$2.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Sep 18-$0.06$4.94
$105.00$100.001:2Sep 18-$0.08$4.92
$100.00$95.001:2Sep 18-$0.08$4.92
$115.00$110.001:2Sep 18-$0.77$4.23
$120.00$115.001:2Sep 18-$1.26$3.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 5.34%, avg 2.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Sep 18$7.000.472.9%5.34%8.26%201.0K
$140.00Sep 18$5.300.396.7%4.04%10.77%1503.7K
$145.00Sep 18$4.000.3210.5%3.05%13.59%1.0K6.2K
$150.00Sep 18$2.700.2514.4%2.06%16.41%371.2K
$155.00Sep 18$2.200.2118.2%1.68%19.84%3471.8K
$160.00Sep 18$1.450.1622.0%1.11%23.08%44636
$165.00Sep 18$0.900.1225.8%0.69%26.48%4596
$170.00Sep 18$0.750.1029.6%0.57%30.17%48734

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 4,364
Total Puts 1,269
Put/Call Ratio 0.29
Net Difference 3,095

Prior's Put/Call Breakdown

Total Calls 3,491
Total Puts 831
Put/Call Ratio 0.24
Net Difference 2,660

Prior 7-Day Put/Call Summary

Total Calls 46,730
Total Puts 15,521
Average Put/Call Ratio 0.32
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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