Tour v527
SMTC
SEMTECH CORP
$167.24 +5.10%
$167.93 (+0.41%)🌙
as of 09/11 07:00 PM
◀ 9/11 19:00

Option Volume

Detail
ℹ
Current (09/11) 4,402
Calls: 2,350 (53%)
Puts: 2,052 (47%)
Prior (09/10) 4,341
Calls: 2,804 (65%)
Puts: 1,537 (35%)
Current vs Prior +1.41%
Calls: -16.19% (Calls)
Puts: +33.51% (Puts)
Prior 7-Day Total 29,811
Calls: 22,698 (76%)
Puts: 7,113 (24%)
Prior 7-Day Average 4,258
Calls: 3,242 (76%)
Puts: 1,016 (24%)
Current vs Prior 7-Day Avg +3.36%
Calls: -27.53%
Puts: +101.94%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/11) $4.40M
Calls: $3.50M (80%)
Puts: $900.8K (20%)
Prior (09/10) $11.44M
Calls: $4.78M (42%)
Puts: $6.65M (58%)
Current vs Prior -61.50%
Calls: -26.79%
Puts: -86.46%
Prior 7-Day Total $53.86M
Calls: $43.64M (81%)
Puts: $10.22M (19%)
Prior 7-Day Average $7.69M
Calls: $6.23M (81%)
Puts: $1.46M (19%)
Current vs Prior 7-Day Avg -42.78%
Calls: -43.83%
Puts: -38.31%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/11) 0.87
Prior (09/10) 0.55
Current vs Prior +59.30%
Prior 7-Day Average 0.40
Current vs Prior 7-Day Avg +115.67%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/11) 41,584
Calls: 35,834 (86%)
Puts: 5,750 (14%)
Prior (09/10) 37,295
Calls: 31,615 (85%)
Puts: 5,680 (15%)
Current vs Prior +11.50%
Prior 7-Day Total 321,464
Calls: 248,255 (77%)
Puts: 73,209 (23%)
Prior 7-Day Average 45,923
Calls: 35,465 (77%)
Puts: 10,458 (23%)
Current vs Prior 7-Day Avg -9.45%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/18) | Next (10/16)Expiry (09/18) | Next (10/16)
Current 9.66% | 19.91%9.66% | 19.91%
Prior 10.93% | 21.24%10.93% | 21.24%
Current vs Prior -11.68% | -6.26%-11.69% | -6.26%
Prior 7-Day Avg 13.13% | 22.32%13.13% | 22.33%
Current vs 7-Day Avg -26.44% | -10.81%-26.44% | -10.81%
Prior 7-Day Eod 10.93% | 21.24%10.93% | 21.24%
Current vs 7-Day Eod -11.68% | -6.26%-11.69% | -6.26%
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

Strong bullish conviction with 80% of dollar volume in calls ($3.50M) vs puts ($900.8K). Light premium activity with dollar volume down 62% vs prior. P/C ratio rising 59% - increased hedging/bearish positioning. Call-heavy open interest (35,834 calls vs 5,750 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 BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 7.7%, best 6.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 1831.4033.50$32.456.5%81.00--
$140.00Sep 1826.1028.20$27.157.7%91.003.6K
$150.00Oct 1623.8026.20$25.009.6%10.721.1K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Oct 1622.0023.50$22.756.6%1250.5787
$195.00Oct 1633.2035.70$34.457.3%250.701
$170.00Oct 1616.0017.30$16.657.8%40.487
$185.00Oct 1625.8028.00$26.908.2%10.62--

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 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Sep 1831.4033.50$32.456.5%81.00--
$140.00Sep 1826.1028.20$27.157.7%91.003.6K
$145.00Sep 1821.0024.10$22.5513.7%1170.924.0K
$150.00Sep 1816.5019.40$17.9516.2%180.871.1K
$155.00Sep 1812.8014.80$13.8014.5%40.802.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Oct 1633.2035.70$34.457.3%250.701
$175.00Sep 1810.5012.70$11.6019.0%20.6741
$185.00Oct 1625.8028.00$26.908.2%10.62--
$180.00Oct 1622.0023.50$22.756.6%1250.5787
$170.00Sep 187.909.60$8.7519.4%960.5512

Most actively traded options today. High liquidity = easy entry/exit. 44 active (total vol 2.9K, top 611)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 182.904.10$3.5034.3%6110.331.7K
$170.00Sep 185.206.30$5.7519.1%1410.45772
$185.00Oct 168.0010.60$9.3028.0%1230.38485
$145.00Sep 1821.0024.10$22.5513.7%1170.924.0K
$195.00Oct 165.608.30$6.9538.8%950.30178
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 183.104.00$3.5525.4%5610.32258
$155.00Sep 181.202.60$1.9073.7%3460.21427
$180.00Oct 1622.0023.50$22.756.6%1250.5787
$150.00Sep 180.801.75$1.2774.8%1180.14185
$170.00Sep 187.909.60$8.7519.4%960.5512

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 4.7%, max 5.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Sep 18Oct 1679.5%75.4%5.5%1561.1K
$180.00Sep 18Oct 1680.7%78.4%3.0%603.7K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Sep 18Oct 1679.5%75.4%5.5%10019

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 0.75, avg 2.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$150.00$160.00Oct 16$5.70$4.30$5.7072%0.75$155.70
$175.00$180.00Oct 16$1.35$3.65$1.3547%2.70$176.35
$165.00$170.00Sep 18$1.65$3.35$1.6556%2.03$166.65
$170.00$175.00Oct 16$1.80$3.20$1.8052%1.78$171.80
$175.00$180.00Sep 18$0.75$4.25$0.7533%5.67$175.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$175.00$170.00Sep 18$2.85$2.15$2.8567%0.75$172.15
$155.00$150.00Sep 18$0.63$4.37$0.6321%6.94$154.37
$150.00$145.00Sep 18$0.44$4.56$0.4414%10.36$149.56
$160.00$155.00Oct 16$1.80$3.20$1.8038%1.78$158.20
$140.00$135.00Oct 16$0.95$4.05$0.9519%4.26$139.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 0.49, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$180.00$185.00Sep 18$1.65$1.65$3.3574%0.49$181.65
$170.00$175.00Sep 18$2.25$2.25$2.7555%0.82$172.25
$190.00$195.00Sep 18$0.52$0.52$4.4887%0.12$190.52
$195.00$200.00Oct 16$1.20$1.20$3.8070%0.32$196.20
$180.00$185.00Oct 16$1.70$1.70$3.3058%0.52$181.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$165.00$160.00Oct 16$2.55$2.55$2.4557%1.04$162.45
$155.00$150.00Oct 16$2.00$2.00$3.0067%0.67$153.00
$150.00$145.00Oct 16$1.70$1.70$3.3072%0.52$148.30
$145.00$140.00Sep 18$0.63$0.63$4.3791%0.14$144.37
$160.00$155.00Sep 18$1.65$1.65$3.3568%0.49$158.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $8.52, cheapest $7.90)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$170.00Sep 18Oct 16$8.4079.5%75.4%
$165.00Sep 18Oct 16$9.2571.3%73.7%
$175.00Sep 18Oct 16$8.8573.9%76.3%
$160.00Sep 18Oct 16$8.9070.1%73.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$170.00Sep 18Oct 16$7.9079.5%75.4%
$165.00Sep 18Oct 16$8.3571.3%73.7%
$160.00Sep 18Oct 16$8.0070.1%73.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 7.86% of stock, avg 13.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$165.00Sep 18$7.40$5.75$13.15$151.85$178.157.86%
$160.00Sep 18$10.40$3.55$13.95$146.05$173.958.34%
$170.00Sep 18$5.75$8.75$14.50$155.50$184.508.67%
$175.00Sep 18$3.50$11.60$15.10$159.90$190.109.03%
$155.00Sep 18$13.80$1.90$15.70$139.30$170.709.39%
$165.00Oct 16$16.65$14.10$30.75$134.25$195.7518.39%
$170.00Oct 16$14.15$16.65$30.80$139.20$200.8018.42%
$160.00Oct 16$19.30$11.55$30.85$129.15$190.8518.45%
$180.00Oct 16$11.00$22.75$33.75$146.25$213.7520.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 1.15% of stock, avg 8.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$185.00$145.00Sep 18$1.10$0.83$1.93$143.07$186.93
$190.00$145.00Sep 18$1.15$0.83$1.98$143.02$191.98
$185.00$150.00Sep 18$1.10$1.27$2.37$147.63$187.37
$190.00$150.00Sep 18$1.15$1.27$2.42$147.58$192.42
$185.00$155.00Sep 18$1.10$1.90$3.00$152.00$188.00
$190.00$155.00Sep 18$1.15$1.90$3.05$151.95$193.05
$180.00$145.00Sep 18$2.75$0.83$3.58$141.42$183.58
$180.00$150.00Sep 18$2.75$1.27$4.02$145.98$184.02
$180.00$155.00Sep 18$2.75$1.90$4.65$150.35$184.65
$185.00$160.00Sep 18$1.10$3.55$4.65$155.35$189.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 0.84, avg credit $2.13)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
140/145180/185Sep 18$2.28$2.7265%0.84$142.72$182.28
155/160180/185Sep 18$3.30$1.7042%1.94$156.70$183.30
145/150180/185Sep 18$2.09$2.9160%0.72$147.91$182.09
140/145190/195Sep 18$1.15$3.8578%0.30$143.85$191.15
150/155195/200Oct 16$3.20$1.8037%1.78$151.80$198.20
145/150195/200Oct 16$2.90$2.1042%1.38$147.10$197.90
150/155180/185Sep 18$2.28$2.7254%0.84$152.72$182.28
155/160190/195Sep 18$2.17$2.8355%0.77$157.83$192.17
140/145195/200Oct 16$2.55$2.4546%1.04$142.45$197.55
135/140195/200Oct 16$2.15$2.8550%0.75$137.85$197.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 11.50, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$155.00$160.00$165.00Sep 18$0.40$4.6024%11.50
$160.00$165.00$170.00Oct 16$0.15$4.8510%32.33
$180.00$185.00$190.00Oct 16$0.35$4.659%13.29
$145.00$150.00$155.00Sep 18$0.45$4.5512%10.11
$185.00$190.00$195.00Oct 16$0.35$4.658%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$145.00$150.00$155.00Sep 18$0.19$4.8111%25.32
$155.00$160.00$165.00Sep 18$0.55$4.4524%8.09
$145.00$150.00$155.00Oct 16$0.30$4.7010%15.67
$140.00$145.00$150.00Oct 16$0.35$4.659%13.29
$160.00$165.00$170.00Sep 18$0.80$4.2023%5.25

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 $-0.25, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$175.001:2Sep 18-$1.25$3.75
$190.00$195.001:2Sep 18-$0.11$4.89
$195.00$200.001:2Sep 18-$0.43$4.57
$185.00$190.001:2Sep 18-$1.20$3.80
$175.00$180.001:2Sep 18-$2.00$3.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$155.001:2Sep 18-$0.25$4.75
$165.00$160.001:2Sep 18-$1.35$3.65
$155.00$150.001:2Sep 18-$0.64$4.36
$150.00$145.001:2Sep 18-$0.39$4.61
$170.00$165.001:2Sep 18-$2.75$2.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 5.92%, avg 3.29%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$180.00Oct 16$9.900.427.6%5.92%13.55%31.6K
$175.00Oct 16$11.400.474.6%6.82%11.46%26279
$190.00Oct 16$7.300.3413.6%4.36%17.97%2--
$185.00Oct 16$8.000.3810.6%4.78%15.40%123485
$170.00Oct 16$13.200.521.6%7.89%9.54%15349
$195.00Oct 16$5.600.3016.6%3.35%19.95%95178
$200.00Oct 16$5.000.2619.6%2.99%22.58%670
$170.00Sep 18$5.200.451.6%3.11%4.76%141772
$175.00Sep 18$2.900.334.6%1.73%6.37%6111.7K
$180.00Sep 18$2.100.267.6%1.26%8.89%572.2K

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 2,350
Total Puts 2,052
Put/Call Ratio 0.87
Net Difference 298

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 22,698
Total Puts 7,113
Average Put/Call Ratio 0.40
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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