Tour v527
SMTC
SEMTECH CORP
$159.13 -2.93%
$158.00 (-0.71%)🌙
as of 09/10 07:03 PM
◀ 9/10 19:03 ▶

Option Volume

Detail
ℹ
Current (09/10) 4,341
Calls: 2,804 (65%)
Puts: 1,537 (35%)
Prior (09/09) 5,313
Calls: 4,564 (86%)
Puts: 749 (14%)
Current vs Prior -18.29%
Calls: -38.56% (Calls)
Puts: +105.21% (Puts)
Prior 7-Day Total 28,847
Calls: 22,702 (79%)
Puts: 6,145 (21%)
Prior 7-Day Average 4,121
Calls: 3,243 (79%)
Puts: 877 (21%)
Current vs Prior 7-Day Avg +5.34%
Calls: -13.54%
Puts: +75.09%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/10) $11.44M
Calls: $4.78M (42%)
Puts: $6.65M (58%)
Prior (09/09) $10.11M
Calls: $9.80M (97%)
Puts: $311.3K (3%)
Current vs Prior +13.10%
Calls: -51.20%
Puts: +2037.25%
Prior 7-Day Total $44.99M
Calls: $41.05M (91%)
Puts: $3.95M (9%)
Prior 7-Day Average $6.43M
Calls: $5.86M (91%)
Puts: $563.6K (9%)
Current vs Prior 7-Day Avg +77.92%
Calls: -18.44%
Puts: +1080.47%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/10) 0.55
Prior (09/09) 0.16
Current vs Prior +234.01%
Prior 7-Day Average 0.36
Current vs Prior 7-Day Avg +54.16%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/10) 37,295
Calls: 31,615 (85%)
Puts: 5,680 (15%)
Prior (09/09) 45,887
Calls: 36,786 (80%)
Puts: 9,101 (20%)
Current vs Prior -18.72%
Prior 7-Day Total 328,769
Calls: 252,145 (77%)
Puts: 76,624 (23%)
Prior 7-Day Average 46,967
Calls: 36,020 (77%)
Puts: 10,946 (23%)
Current vs Prior 7-Day Avg -20.59%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 10.93% | 21.24%10.93% | 21.24%
Prior 11.74% | 21.44%11.74% | 21.44%
Current vs Prior -6.88% | -0.93%-6.88% | -0.93%
Prior 7-Day Avg 13.66% | 22.49%13.66% | 22.49%
Current vs 7-Day Avg -19.96% | -5.57%-19.96% | -5.57%
Prior 7-Day Eod 11.74% | 21.44%11.74% | 21.44%
Current vs 7-Day Eod -6.88% | -0.93%-6.88% | -0.93%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
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 14.42% | 13.41%
Calls: 11.45% | 12.39%
Puts: 17.39% | 14.43%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Dollar volume significantly above 7-day average (78% higher). Bullish P/C ratio of 0.55. P/C ratio rising 234% - increased hedging/bearish positioning. Call-heavy open interest (31,615 calls vs 5,680 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 7 of results (avg 8.0%, best 5.2%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1615.1016.30$15.707.6%180.54337
$135.00Oct 1628.6031.40$30.009.3%60.79108
$140.00Oct 1625.5028.00$26.759.3%10.74--
$130.00Sep 1828.2031.00$29.609.5%150.962.0K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Oct 1624.6025.90$25.255.1%330.604
$165.00Oct 1618.1019.40$18.756.9%110.5111
$170.00Oct 1620.8022.60$21.708.3%10.557

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 0.69, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 1828.2031.00$29.609.5%150.962.0K
$135.00Sep 1823.7026.60$25.1511.5%70.921.0K
$140.00Sep 1818.7021.80$20.2515.3%530.87--
$145.00Sep 1815.1017.40$16.2514.2%20.804.0K
$135.00Oct 1628.6031.40$30.009.3%60.79108
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Oct 1624.6025.90$25.255.1%330.604
$165.00Sep 189.2012.50$10.8530.4%30.5965
$170.00Oct 1620.8022.60$21.708.3%10.557
$165.00Oct 1618.1019.40$18.756.9%110.5111

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 2.4K, top 826)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 186.507.60$7.0515.6%8260.51479
$175.00Sep 181.953.90$2.9366.6%1680.251.8K
$170.00Sep 183.104.90$4.0045.0%1240.33752
$150.00Sep 1811.6013.50$12.5515.1%1170.711.1K
$175.00Oct 169.1010.70$9.9016.2%1020.40178
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 186.209.00$7.6036.8%2900.4992
$150.00Sep 183.104.50$3.8036.8%1450.29110
$135.00Oct 165.205.80$5.5010.9%1120.21240
$135.00Sep 180.501.00$0.7566.7%1080.08--
$130.00Sep 180.100.55$0.33136.4%380.04--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 5.4%, max 10.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$175.00Sep 18Oct 1687.5%79.2%10.4%2701.9K
$150.00Sep 18Oct 1683.3%75.8%9.9%1212.2K
$165.00Sep 18Oct 1680.4%77.1%4.3%11645
$170.00Sep 18Oct 1685.5%82.0%4.3%1631.1K
$160.00Sep 18Oct 1678.8%77.1%2.2%844816
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$145.00Sep 18Oct 1681.9%77.8%5.3%11131
$165.00Sep 18Oct 1680.4%77.1%4.3%1476
$160.00Sep 18Oct 1678.8%77.1%2.2%297451

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 28 found (best R:R 4.56, avg 3.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$165.00$170.00Oct 16$0.90$4.10$0.9049%4.56$165.90
$150.00$160.00Oct 16$4.95$5.05$4.9565%1.02$154.95
$140.00$150.00Oct 16$6.10$3.90$6.1074%0.64$146.10
$135.00$140.00Oct 16$3.25$1.75$3.2579%0.54$138.25
$150.00$155.00Sep 18$2.75$2.25$2.7571%0.82$152.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$150.00Sep 18$1.25$3.75$1.2538%3.00$153.75
$140.00$135.00Sep 18$0.58$4.42$0.5813%7.62$139.42
$135.00$130.00Sep 18$0.42$4.58$0.428%10.90$134.58
$145.00$140.00Sep 18$0.95$4.05$0.9520%4.26$144.05
$145.00$140.00Oct 16$1.65$3.35$1.6530%2.03$143.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 0.79, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$175.00$180.00Sep 18$1.25$1.25$3.7575%0.33$176.25
$160.00$165.00Oct 16$2.70$2.70$2.3046%1.17$162.70
$170.00$175.00Oct 16$2.20$2.20$2.8055%0.79$172.20
$180.00$185.00Sep 18$0.58$0.58$4.4283%0.13$180.58
$170.00$175.00Sep 18$1.07$1.07$3.9367%0.27$171.07
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$155.00$145.00Oct 16$4.40$4.40$5.6059%0.79$150.60
$135.00$130.00Oct 16$1.35$1.35$3.6578%0.37$133.65
$150.00$145.00Sep 18$1.52$1.52$3.4871%0.44$148.48
$140.00$135.00Oct 16$1.50$1.50$3.5074%0.43$138.50
$145.00$140.00Oct 16$1.65$1.65$3.3570%0.49$143.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $8.09, cheapest $8.10)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$170.00Sep 18Oct 16$8.1085.5%82.0%
$165.00Sep 18Oct 16$7.8580.4%77.1%
$160.00Sep 18Oct 16$8.6578.8%77.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Sep 18Oct 16$7.9080.4%77.1%
$160.00Sep 18Oct 16$8.0578.8%77.1%
$155.00Sep 18Oct 16$8.0075.8%77.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 9.21% of stock, avg 14.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$160.00Sep 18$7.05$7.60$14.65$145.35$174.659.21%
$155.00Sep 18$9.80$5.05$14.85$140.15$169.859.33%
$165.00Sep 18$5.15$10.85$16.00$149.00$181.0010.05%
$150.00Sep 18$12.55$3.80$16.35$133.65$166.3510.27%
$145.00Sep 18$16.25$2.28$18.53$126.47$163.5311.64%
$160.00Oct 16$15.70$15.65$31.35$128.65$191.3519.70%
$165.00Oct 16$13.00$18.75$31.75$133.25$196.7519.95%
$170.00Oct 16$12.10$21.70$33.80$136.20$203.8021.24%
$175.00Oct 16$9.90$25.25$35.15$139.85$210.1522.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 1.53% of stock, avg 7.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$185.00$140.00Sep 18$1.10$1.33$2.43$137.57$187.43
$180.00$140.00Sep 18$1.68$1.33$3.01$136.99$183.01
$185.00$145.00Sep 18$1.10$2.28$3.38$141.62$188.38
$180.00$145.00Sep 18$1.68$2.28$3.96$141.04$183.96
$175.00$140.00Sep 18$2.93$1.33$4.26$135.74$179.26
$175.00$145.00Sep 18$2.93$2.28$5.21$139.79$180.21
$185.00$150.00Sep 18$1.10$3.80$4.90$145.10$189.90
$180.00$150.00Sep 18$1.68$3.80$5.48$144.52$185.48
$170.00$140.00Sep 18$4.00$1.33$5.33$134.67$175.33
$175.00$150.00Sep 18$2.93$3.80$6.73$143.27$181.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 1.24, avg credit $1.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
145/150175/180Sep 18$2.77$2.2346%1.24$147.23$177.77
130/135175/180Sep 18$1.67$3.3367%0.50$133.33$176.67
140/145175/180Sep 18$2.20$2.8055%0.79$142.80$177.20
135/140175/180Sep 18$1.83$3.1762%0.58$138.17$176.83
145/150180/185Sep 18$2.10$2.9054%0.72$147.90$182.10
130/135180/185Sep 18$1.00$4.0075%0.25$134.00$181.00
140/145180/185Sep 18$1.53$3.4763%0.44$143.47$181.53
135/140180/185Sep 18$1.16$3.8470%0.30$138.84$181.16
145/150185/190Sep 18$1.69$3.3159%0.51$148.31$186.69
130/135185/190Sep 18$0.59$4.4180%0.13$134.41$185.59

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 61.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$165.00$170.00$175.00Sep 18$0.08$4.9215%61.50
$140.00$145.00$150.00Sep 18$0.30$4.7016%15.67
$140.00$150.00$160.00Oct 16$1.15$8.8520%7.70
$180.00$185.00$190.00Sep 18$0.41$4.597%11.20
$160.00$165.00$170.00Sep 18$0.75$4.2518%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$135.00$140.00$145.00Oct 16$0.15$4.859%32.33
$130.00$135.00$140.00Sep 18$0.16$4.849%30.25
$130.00$135.00$140.00Oct 16$0.15$4.859%32.33
$135.00$140.00$145.00Sep 18$0.37$4.6312%12.51
$155.00$160.00$165.00Sep 18$0.70$4.3021%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.43, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$175.00$180.001:2Sep 18-$0.43$4.57
$180.00$185.001:2Sep 18-$0.52$4.48
$185.00$190.001:2Sep 18-$0.76$4.24
$170.00$175.001:2Sep 18-$1.86$3.14
$160.00$165.001:2Sep 18-$3.25$1.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$145.001:2Sep 18-$0.76$4.24
$145.00$140.001:2Sep 18-$0.38$4.62
$140.00$135.001:2Sep 18-$0.17$4.83
$160.00$155.001:2Sep 18-$2.50$2.50
$155.00$145.001:2Oct 16-$4.25$5.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 6.85%, avg 4.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$170.00Oct 16$10.900.456.8%6.85%13.68%39354
$160.00Oct 16$15.100.540.6%9.49%10.04%18337
$175.00Oct 16$9.100.4010.0%5.72%15.69%102178
$165.00Oct 16$12.000.493.7%7.54%11.23%8--
$160.00Sep 18$6.500.510.6%4.08%4.63%826479
$165.00Sep 18$4.500.413.7%2.83%6.52%3645
$170.00Sep 18$3.100.336.8%1.95%8.78%124752
$175.00Sep 18$1.950.2510.0%1.23%11.20%1681.8K
$180.00Sep 18$1.350.1713.1%0.85%13.96%122.2K
$185.00Sep 18$0.850.1216.3%0.53%16.79%7170

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 2,804
Total Puts 1,537
Put/Call Ratio 0.55
Net Difference 1,267

Prior's Put/Call Breakdown

Total Calls 4,564
Total Puts 749
Put/Call Ratio 0.16
Net Difference 3,815

Prior 7-Day Put/Call Summary

Total Calls 22,702
Total Puts 6,145
Average Put/Call Ratio 0.36
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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