Tour v526
SMTC
SEMTECH CORP
$118.41 -4.58%
8/24 14:05

Option Volume

Detail
Current (08/24 2:05pm) 4,014
Calls: 2,973 (74%)
Puts: 1,041 (26%)
Prior (05/26) 20,338
Calls: 14,266 (70%)
Puts: 6,072 (30%)
Current vs Prior -80.26%
Calls: -79.16% (Calls)
Puts: -82.86% (Puts)
Prior 7-Day Total 37,947
Calls: 28,948 (76%)
Puts: 8,999 (24%)
Prior 7-Day Average 12,649
Calls: 4,135 (76%)
Puts: 1,285 (24%)
Current vs Prior 7-Day Avg -68.27%
Calls: -28.11%
Puts: -19.02%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/24 2:05pm) $3.15M
Calls: $2.63M (83%)
Puts: $523.0K (17%)
Prior (05/26) $56.38M
Calls: $45.12M (80%)
Puts: $11.26M (20%)
Current vs Prior -94.41%
Calls: -94.17%
Puts: -95.35%
Prior 7-Day Total $70.35M
Calls: $57.83M (82%)
Puts: $12.52M (18%)
Prior 7-Day Average $23.45M
Calls: $8.26M (82%)
Puts: $1.79M (18%)
Current vs Prior 7-Day Avg -86.55%
Calls: -68.15%
Puts: -70.75%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/24 2:05pm) 0.35
Prior (05/26) 0.43
Current vs Prior -17.73%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg +23.35%
Sentiment BULLISH

Open Interest

Detail
Current (08/24 2:05pm) 95,404
Calls: 52,267 (55%)
Puts: 43,137 (45%)
Prior (05/26) 71,205
Calls: 51,546 (72%)
Puts: 19,659 (28%)
Current vs Prior +33.98%
Prior 7-Day Total 170,569
Calls: 115,470 (68%)
Puts: 55,099 (32%)
Prior 7-Day Average 56,856
Calls: 38,490 (68%)
Puts: 18,366 (32%)
Current vs Prior 7-Day Avg +67.80%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 23.90% | 30.53%
Prior 26.87% | 33.57%
Current vs Prior -11.06% | -9.07%
Prior 7-Day Avg 24.40% | 31.86%
Current vs 7-Day Avg -2.07% | -4.19%
Prior 7-Day Eod 26.87% | 33.57%
Current vs 7-Day Eod -11.06% | -9.07%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 8.46% | 7.43%
Calls: 8.87% | 8.56%
Puts: 8.06% | 6.30%
Prior 9.04% | 7.98%
Calls: 6.64% | 8.27%
Puts: 11.43% | 7.69%
Current vs Prior -6.42% | -6.89%
Prior 7-Day Avg 6.94% | 7.53%
Calls: 5.92% | 7.98%
Puts: 7.97% | 7.07%
Current vs 7-Day Avg +21.81% | -1.26%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($2.63M) vs puts ($523.0K). Light premium activity with dollar volume down 94% vs prior. Below-average activity with volume down 80% vs prior. Extreme bullish P/C ratio of 0.35 - heavy call buying (2,973 calls vs 1,041 puts).

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 NEUTRAL
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 15 of results (avg 6.4%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 1810.1010.50$10.303.9%1460.48171
$100.00Sep 1823.1024.10$23.604.2%20.78193
$105.00Sep 1819.8020.90$20.355.4%160.72374
$110.00Sep 1816.7017.70$17.205.8%120.661.6K
$115.00Sep 1814.0015.30$14.658.9%340.6074
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 1810.5010.90$10.703.7%480.40295
$140.00Sep 1826.7027.90$27.304.4%--0.68334
$135.00Sep 1822.9024.10$23.505.1%--0.631.2K
$125.00Sep 1816.1017.10$16.606.0%90.52932
$130.00Sep 1819.3020.50$19.906.0%190.58214

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. 10 found (avg delta 0.65, highest 0.83)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 1826.0028.60$27.309.5%--0.8326
$100.00Sep 1823.1024.10$23.604.2%20.78193
$105.00Sep 1819.8020.90$20.355.4%160.72374
$110.00Sep 1816.7017.70$17.205.8%120.661.6K
$115.00Sep 1814.0015.30$14.658.9%340.6074
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 1826.7027.90$27.304.4%--0.68334
$135.00Sep 1822.9024.10$23.505.1%--0.631.2K
$130.00Sep 1819.3020.50$19.906.0%190.58214
$125.00Sep 1816.1017.10$16.606.0%90.52932

Most actively traded options today. High liquidity = easy entry/exit. 17 active (total vol 704, top 146)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 1810.1010.50$10.303.9%1460.48171
$135.00Sep 186.607.30$6.9510.1%740.36898
$140.00Sep 185.506.10$5.8010.3%690.323.9K
$120.00Sep 1811.7013.20$12.4512.0%480.54138
$115.00Sep 1814.0015.30$14.658.9%340.6074
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 184.605.00$4.808.3%1040.22388
$95.00Sep 183.103.50$3.3012.1%570.17173
$115.00Sep 1810.5010.90$10.703.7%480.40295
$120.00Sep 1813.1014.20$13.658.1%240.46161
$130.00Sep 1819.3020.50$19.906.0%190.58214

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. 15 found (best R:R 1.27, avg 1.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$115.00$120.00Sep 18$2.20$2.80$2.2060%1.27$117.20
$110.00$115.00Sep 18$2.55$2.45$2.5566%0.96$112.55
$100.00$105.00Sep 18$3.25$1.75$3.2578%0.54$103.25
$135.00$140.00Sep 18$1.15$3.85$1.1536%3.35$136.15
$125.00$130.00Sep 18$1.75$3.25$1.7548%1.86$126.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$115.00$110.00Sep 18$2.25$2.75$2.2540%1.22$112.75
$105.00$100.00Sep 18$1.65$3.35$1.6528%2.03$103.35
$125.00$120.00Sep 18$2.95$2.05$2.9552%0.69$122.05
$110.00$105.00Sep 18$2.00$3.00$2.0034%1.50$108.00
$130.00$125.00Sep 18$3.30$1.70$3.3058%0.52$126.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 0.43, avg 0.56)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$130.00$135.00Sep 18$1.60$1.60$3.4058%0.47$131.60
$120.00$125.00Sep 18$2.15$2.15$2.8546%0.75$122.15
$125.00$130.00Sep 18$1.75$1.75$3.2552%0.54$126.75
$135.00$140.00Sep 18$1.15$1.15$3.8564%0.30$136.15
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$95.00Sep 18$1.50$1.50$3.5078%0.43$98.50
$110.00$105.00Sep 18$2.00$2.00$3.0066%0.67$108.00
$105.00$100.00Sep 18$1.65$1.65$3.3572%0.49$103.35
$115.00$110.00Sep 18$2.25$2.25$2.7560%0.82$112.75

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 21.41% of stock, avg 22.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Sep 18$14.65$10.70$25.35$89.65$140.3521.41%
$110.00Sep 18$17.20$8.45$25.65$84.35$135.6521.66%
$120.00Sep 18$12.45$13.65$26.10$93.90$146.1022.04%
$125.00Sep 18$10.30$16.60$26.90$98.10$151.9022.72%
$130.00Sep 18$8.55$19.90$28.45$101.55$158.4524.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 8.95% of stock, avg 14.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$140.00$100.00Sep 18$5.80$4.80$10.60$89.40$150.60
$140.00$105.00Sep 18$5.80$6.45$12.25$92.75$152.25
$135.00$100.00Sep 18$6.95$4.80$11.75$88.25$146.75
$140.00$110.00Sep 18$5.80$8.45$14.25$95.75$154.25
$135.00$105.00Sep 18$6.95$6.45$13.40$91.60$148.40
$135.00$110.00Sep 18$6.95$8.45$15.40$94.60$150.40
$130.00$100.00Sep 18$8.55$4.80$13.35$86.65$143.35
$130.00$105.00Sep 18$8.55$6.45$15.00$90.00$145.00
$140.00$115.00Sep 18$5.80$10.70$16.50$98.50$156.50
$135.00$115.00Sep 18$6.95$10.70$17.65$97.35$152.65

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. 15 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$120.00$125.00Sep 18$0.05$4.9512%99.00
$100.00$105.00$110.00Sep 18$0.10$4.9012%49.00
$125.00$130.00$135.00Sep 18$0.15$4.8511%32.33
$110.00$115.00$120.00Sep 18$0.35$4.6512%13.29
$120.00$125.00$130.00Sep 18$0.40$4.6012%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$95.00$100.00$105.00Sep 18$0.15$4.8511%32.33
$105.00$110.00$115.00Sep 18$0.25$4.7512%19.00
$130.00$135.00$140.00Sep 18$0.20$4.8010%24.00
$125.00$130.00$135.00Sep 18$0.30$4.7011%15.67
$100.00$105.00$110.00Sep 18$0.35$4.6512%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. 4 found (best net $-1.80, 4 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$135.00$140.001:2Sep 18-$4.65$0.35
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Sep 18-$1.80$3.20
$105.00$100.001:2Sep 18-$3.15$1.85
$110.00$105.001:2Sep 18-$4.45$0.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 8.53%, avg 7.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$125.00Sep 18$10.100.485.6%8.53%14.10%146171
$130.00Sep 18$8.000.429.8%6.76%16.54%221.8K
$135.00Sep 18$6.600.3614.0%5.57%19.58%74898
$120.00Sep 18$11.700.541.3%9.88%11.22%48138
$140.00Sep 18$5.500.3218.2%4.64%22.88%693.9K

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 2,973
Total Puts 1,041
Put/Call Ratio 0.35
Net Difference 1,932

Prior's Put/Call Breakdown

Total Calls 14,266
Total Puts 6,072
Put/Call Ratio 0.43
Net Difference 8,194

Prior 7-Day Put/Call Summary

Total Calls 28,948
Total Puts 8,999
Average Put/Call Ratio 0.28
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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