Tour v526
SMTC
SEMTECH CORP
$132.96 +1.36%
$133.50 (+0.41%)🌙
as of 08/31 07:02 PM
8/31 19:02

Option Volume

Detail
Current (08/31) 3,377
Calls: 2,808 (83%)
Puts: 569 (17%)
Prior (08/28) 5,633
Calls: 4,364 (77%)
Puts: 1,269 (23%)
Current vs Prior -40.05%
Calls: -35.66% (Calls)
Puts: -55.16% (Puts)
Prior 7-Day Total 65,477
Calls: 49,185 (75%)
Puts: 16,292 (25%)
Prior 7-Day Average 9,353
Calls: 7,026 (75%)
Puts: 2,327 (25%)
Current vs Prior 7-Day Avg -63.90%
Calls: -60.04%
Puts: -75.55%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/31) $2.57M
Calls: $2.19M (85%)
Puts: $376.7K (15%)
Prior (08/28) $5.02M
Calls: $4.38M (87%)
Puts: $639.9K (13%)
Current vs Prior -48.82%
Calls: -49.95%
Puts: -41.14%
Prior 7-Day Total $77.18M
Calls: $66.98M (87%)
Puts: $10.20M (13%)
Prior 7-Day Average $11.03M
Calls: $9.57M (87%)
Puts: $1.46M (13%)
Current vs Prior 7-Day Avg -76.69%
Calls: -77.08%
Puts: -74.15%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/31) 0.20
Prior (08/28) 0.29
Current vs Prior -30.32%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg -37.48%
Sentiment BULLISH

Open Interest

Detail
Current (08/31) 44,600
Calls: 35,505 (80%)
Puts: 9,095 (20%)
Prior (08/28) 49,897
Calls: 37,880 (76%)
Puts: 12,017 (24%)
Current vs Prior -10.62%
Prior 7-Day Total 368,064
Calls: 268,988 (73%)
Puts: 99,076 (27%)
Prior 7-Day Average 52,580
Calls: 38,426 (73%)
Puts: 14,153 (27%)
Current vs Prior 7-Day Avg -15.18%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 14.67% | 22.41%
Prior 15.82% | 23.79%
Current vs Prior -7.29% | -5.77%
Prior 7-Day Avg 15.85% | 26.12%
Current vs 7-Day Avg -7.47% | -14.18%
Prior 7-Day Eod 15.82% | 23.79%
Current vs 7-Day Eod -7.29% | -5.77%
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 9.18% | 8.20%
Calls: 7.18% | 8.13%
Puts: 11.19% | 8.28%
Current vs 7-Day Avg +57.01% | +63.48%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($2.19M) vs puts ($376.7K). Below-average activity with volume down 40% vs prior. Extreme bullish P/C ratio of 0.20 - heavy call buying (2,808 calls vs 569 puts). P/C ratio dropping 30% - sentiment shifting bullish.

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 8.4%, best 8.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 1836.3039.50$37.908.4%10.9834
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 1836.5039.70$38.108.4%10.887

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. 9 found (avg delta 0.74, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 1836.3039.50$37.908.4%10.9834
$110.00Sep 1822.3025.40$23.8513.0%500.891.6K
$120.00Sep 1814.2017.60$15.9021.4%30.77146
$125.00Sep 1811.4013.50$12.4516.9%60.681.2K
$130.00Sep 189.2010.80$10.0016.0%3370.591.7K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Sep 1836.5039.70$38.108.4%10.887
$150.00Sep 1818.5021.40$19.9514.5%10.7528
$140.00Sep 1811.6014.10$12.8519.5%10.59329
$135.00Sep 188.7010.30$9.5016.8%110.501.2K

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 1.9K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 183.704.30$4.0015.0%1.1K0.325.3K
$130.00Sep 189.2010.80$10.0016.0%3370.591.7K
$140.00Sep 185.206.00$5.6014.3%700.403.7K
$110.00Sep 1822.3025.40$23.8513.0%500.891.6K
$150.00Sep 182.703.20$2.9516.9%430.251.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 180.150.80$0.48135.4%550.05624
$125.00Sep 184.505.40$4.9518.2%540.321.4K
$120.00Sep 182.453.60$3.0338.0%390.23273
$130.00Sep 185.907.60$6.7525.2%340.41388
$135.00Sep 188.7010.30$9.5016.8%110.501.2K

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. 16 found (best R:R 1.04, avg 7.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$125.00$130.00Sep 18$2.45$2.55$2.4568%1.04$127.45
$130.00$135.00Sep 18$2.25$2.75$2.2559%1.22$132.25
$165.00$170.00Sep 18$0.10$4.90$0.1011%49.00$165.10
$160.00$165.00Sep 18$0.25$4.75$0.2514%19.00$160.25
$145.00$150.00Sep 18$1.05$3.95$1.0532%3.76$146.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$130.00$125.00Sep 18$1.80$3.20$1.8041%1.78$128.20
$115.00$110.00Sep 18$0.68$4.32$0.6816%6.35$114.32
$100.00$95.00Sep 18$0.28$4.72$0.285%16.86$99.72
$120.00$115.00Sep 18$1.15$3.85$1.1523%3.35$118.85
$110.00$105.00Sep 18$0.72$4.28$0.7211%5.94$109.28

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 0.62, avg 0.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$155.00$160.00Sep 18$0.77$0.77$4.2381%0.18$155.77
$135.00$140.00Sep 18$2.15$2.15$2.8550%0.75$137.15
$140.00$145.00Sep 18$1.60$1.60$3.4060%0.47$141.60
$150.00$155.00Sep 18$0.85$0.85$4.1575%0.20$150.85
$145.00$150.00Sep 18$1.05$1.05$3.9568%0.27$146.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$125.00$120.00Sep 18$1.92$1.92$3.0868%0.62$123.08
$110.00$105.00Sep 18$0.72$0.72$4.2889%0.17$109.28
$120.00$115.00Sep 18$1.15$1.15$3.8577%0.30$118.85
$100.00$95.00Sep 18$0.28$0.28$4.7295%0.06$99.72
$115.00$110.00Sep 18$0.68$0.68$4.3284%0.16$114.32

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 12.60% of stock, avg 13.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$130.00Sep 18$10.00$6.75$16.75$113.25$146.7512.60%
$135.00Sep 18$7.75$9.50$17.25$117.75$152.2512.97%
$125.00Sep 18$12.45$4.95$17.40$107.60$142.4013.09%
$140.00Sep 18$5.60$12.85$18.45$121.55$158.4513.88%
$120.00Sep 18$15.90$3.03$18.93$101.07$138.9314.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.48% of stock, avg 6.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$155.00$110.00Sep 18$2.10$1.20$3.30$106.70$158.30
$155.00$115.00Sep 18$2.10$1.88$3.98$111.02$158.98
$150.00$110.00Sep 18$2.95$1.20$4.15$105.85$154.15
$150.00$115.00Sep 18$2.95$1.88$4.83$110.17$154.83
$155.00$120.00Sep 18$2.10$3.03$5.13$114.87$160.13
$150.00$120.00Sep 18$2.95$3.03$5.98$114.02$155.98
$145.00$110.00Sep 18$4.00$1.20$5.20$104.80$150.20
$145.00$115.00Sep 18$4.00$1.88$5.88$109.12$150.88
$145.00$120.00Sep 18$4.00$3.03$7.03$112.97$152.03
$155.00$125.00Sep 18$2.10$4.95$7.05$117.95$162.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 25 found (best R:R 1.16, avg credit $1.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
120/125155/160Sep 18$2.69$2.3149%1.16$122.31$157.69
105/110155/160Sep 18$1.49$3.5170%0.42$108.51$156.49
120/125150/155Sep 18$2.77$2.2343%1.24$122.23$152.77
120/125160/165Sep 18$2.17$2.8354%0.77$122.83$162.17
120/125165/170Sep 18$2.02$2.9857%0.68$122.98$167.02
95/100155/160Sep 18$1.05$3.9576%0.27$98.95$156.05
115/120155/160Sep 18$1.92$3.0858%0.62$118.08$156.92
105/110150/155Sep 18$1.57$3.4364%0.46$108.43$151.57
120/125145/150Sep 18$2.97$2.0336%1.46$122.03$147.97
105/110160/165Sep 18$0.97$4.0376%0.24$109.03$160.97

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 49.00, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$130.00$135.00$140.00Sep 18$0.10$4.9018%49.00
$125.00$130.00$135.00Sep 18$0.20$4.8018%24.00
$150.00$155.00$160.00Sep 18$0.08$4.9212%61.50
$145.00$150.00$155.00Sep 18$0.20$4.8013%24.00
$160.00$165.00$170.00Sep 18$0.15$4.854%32.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$130.00$135.00$140.00Sep 18$0.60$4.4018%7.33
$110.00$115.00$120.00Sep 18$0.47$4.5312%9.64
$115.00$120.00$125.00Sep 18$0.77$4.2316%5.49
$125.00$130.00$135.00Sep 18$0.95$4.0518%4.26
$100.00$105.00$110.00Sep 18$0.72$4.286%5.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-1.80, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$110.001:2Sep 18-$9.80$5.20
$110.00$120.001:2Sep 18-$7.95$2.05
$155.00$160.001:2Sep 18-$0.56$4.44
$150.00$155.001:2Sep 18-$1.25$3.75
$160.00$165.001:2Sep 18-$0.83$4.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$150.001:2Sep 18-$1.80$18.20
$150.00$140.001:2Sep 18-$5.75$4.25
$125.00$120.001:2Sep 18-$1.11$3.89
$120.00$115.001:2Sep 18-$0.73$4.27
$115.00$110.001:2Sep 18-$0.52$4.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 5.26%, avg 2.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Sep 18$7.000.501.5%5.26%6.80%231.1K
$140.00Sep 18$5.200.405.3%3.91%9.21%703.7K
$145.00Sep 18$3.700.329.1%2.78%11.84%1.1K5.3K
$150.00Sep 18$2.700.2512.8%2.03%14.85%431.2K
$155.00Sep 18$1.900.1916.6%1.43%18.01%222.1K
$160.00Sep 18$1.000.1420.3%0.75%21.09%22618
$165.00Sep 18$0.800.1124.1%0.60%24.70%3595
$170.00Sep 18$0.500.1027.9%0.38%28.23%3747

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 2,808
Total Puts 569
Put/Call Ratio 0.20
Net Difference 2,239

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 49,185
Total Puts 16,292
Average Put/Call Ratio 0.32
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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