Tour v526
SMTC
SEMTECH CORP
$125.29 +3.62%
8/25 14:05

Option Volume

Detail
Current (08/25 2:05pm) 16,034
Calls: 13,149 (82%)
Puts: 2,885 (18%)
Prior (08/24) 4,014
Calls: 2,973 (74%)
Puts: 1,041 (26%)
Current vs Prior +299.45%
Calls: +342.28% (Calls)
Puts: +177.14% (Puts)
Prior 7-Day Total 41,961
Calls: 31,921 (76%)
Puts: 10,040 (24%)
Prior 7-Day Average 10,490
Calls: 4,560 (76%)
Puts: 1,434 (24%)
Current vs Prior 7-Day Avg +52.85%
Calls: +188.35%
Puts: +101.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/25 2:05pm) $17.48M
Calls: $15.85M (91%)
Puts: $1.64M (9%)
Prior (08/24) $3.15M
Calls: $2.63M (83%)
Puts: $523.0K (17%)
Current vs Prior +454.26%
Calls: +502.23%
Puts: +212.94%
Prior 7-Day Total $73.50M
Calls: $60.46M (82%)
Puts: $13.04M (18%)
Prior 7-Day Average $18.38M
Calls: $8.64M (82%)
Puts: $1.86M (18%)
Current vs Prior 7-Day Avg -4.86%
Calls: +83.46%
Puts: -12.13%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/25 2:05pm) 0.22
Prior (08/24) 0.35
Current vs Prior -37.34%
Prior 7-Day Average 0.30
Current vs Prior 7-Day Avg -26.98%
Sentiment BULLISH

Open Interest

Detail
Current (08/25 2:05pm) 99,224
Calls: 55,286 (56%)
Puts: 43,938 (44%)
Prior (08/24) 95,404
Calls: 52,267 (55%)
Puts: 43,137 (45%)
Current vs Prior +4.00%
Prior 7-Day Total 265,973
Calls: 167,737 (63%)
Puts: 98,236 (37%)
Prior 7-Day Average 66,493
Calls: 41,934 (63%)
Puts: 24,559 (37%)
Current vs Prior 7-Day Avg +49.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 23.03% | 29.85%
Prior 30.14% | 39.78%
Current vs Prior -23.60% | -24.96%
Prior 7-Day Avg 24.28% | 31.53%
Current vs 7-Day Avg -5.15% | -5.33%
Prior 7-Day Eod 30.14% | 39.78%
Current vs 7-Day Eod -23.60% | -24.96%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 6.39% | 5.31%
Calls: 2.94% | 4.47%
Puts: 9.84% | 6.15%
Prior 4.88% | 3.96%
Calls: 4.32% | 5.08%
Puts: 5.43% | 2.83%
Current vs Prior +30.94% | +34.09%
Prior 7-Day Avg 6.26% | 6.34%
Calls: 5.38% | 7.01%
Puts: 7.12% | 5.66%
Current vs 7-Day Avg +2.13% | -16.20%
Liquidity Pricy
+
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($15.85M) vs puts ($1.64M). Massive premium surge with dollar volume up 454% vs prior. Unusually high activity with volume up 299% vs prior - elevated interest. Extreme bullish P/C ratio of 0.22 - heavy call buying (13,149 calls vs 2,885 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 BULLISH
Prior NEUTRAL
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 6.8%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 1813.4013.80$13.602.9%2640.57809
$115.00Sep 1818.5019.30$18.904.2%2.0K0.6983
$120.00Sep 1815.4016.20$15.805.1%310.63173
$130.00Sep 1811.0011.60$11.305.3%1.7K0.511.9K
$150.00Sep 185.205.50$5.355.6%2210.30734
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 1828.7030.20$29.455.1%50.7120
$140.00Sep 1821.2022.60$21.906.4%10.61334
$145.00Sep 1824.7026.50$25.607.0%--0.6693
$135.00Sep 1817.6019.20$18.408.7%10.561.2K
$130.00Sep 1814.5016.00$15.259.8%180.50205

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 0.80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 1824.6027.00$25.809.3%--0.80378
$110.00Sep 1821.0023.20$22.1010.0%30.751.6K
$115.00Sep 1818.5019.30$18.904.2%2.0K0.6983
$120.00Sep 1815.4016.20$15.805.1%310.63173
$125.00Sep 1813.4013.80$13.602.9%2640.57809
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 1828.7030.20$29.455.1%50.7120
$145.00Sep 1824.7026.50$25.607.0%--0.6693
$140.00Sep 1821.2022.60$21.906.4%10.61334
$135.00Sep 1817.6019.20$18.408.7%10.561.2K

Most actively traded options today. High liquidity = easy entry/exit. 18 active (total vol 8.2K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 186.306.90$6.609.1%2.3K0.353.0K
$115.00Sep 1818.5019.30$18.904.2%2.0K0.6983
$130.00Sep 1811.0011.60$11.305.3%1.7K0.511.9K
$140.00Sep 187.708.20$7.956.3%9840.403.9K
$125.00Sep 1813.4013.80$13.602.9%2640.57809
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 187.208.10$7.6511.8%1910.32343
$125.00Sep 1811.6013.10$12.3512.1%1560.44931
$120.00Sep 189.0010.50$9.7515.4%750.38161
$110.00Sep 185.506.10$5.8010.3%550.26353
$105.00Sep 184.004.50$4.2511.8%290.20244

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. 14 found (best R:R 1.27, avg 1.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$125.00Sep 18$2.20$2.80$2.2063%1.27$122.20
$130.00$135.00Sep 18$1.75$3.25$1.7551%1.86$131.75
$135.00$140.00Sep 18$1.60$3.40$1.6045%2.12$136.60
$140.00$145.00Sep 18$1.35$3.65$1.3540%2.70$141.35
$110.00$115.00Sep 18$3.20$1.80$3.2075%0.56$113.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$115.00Sep 18$2.10$2.90$2.1038%1.38$117.90
$110.00$105.00Sep 18$1.55$3.45$1.5526%2.23$108.45
$115.00$110.00Sep 18$1.85$3.15$1.8532%1.70$113.15
$135.00$130.00Sep 18$3.15$1.85$3.1556%0.59$131.85
$130.00$125.00Sep 18$2.90$2.10$2.9050%0.72$127.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 1.08, avg 0.57)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$145.00$150.00Sep 18$1.25$1.25$3.7565%0.33$146.25
$140.00$145.00Sep 18$1.35$1.35$3.6560%0.37$141.35
$135.00$140.00Sep 18$1.60$1.60$3.4055%0.47$136.60
$130.00$135.00Sep 18$1.75$1.75$3.2549%0.54$131.75
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$125.00$120.00Sep 18$2.60$2.60$2.4056%1.08$122.40
$115.00$110.00Sep 18$1.85$1.85$3.1568%0.59$113.15
$110.00$105.00Sep 18$1.55$1.55$3.4574%0.45$108.45
$120.00$115.00Sep 18$2.10$2.10$2.9062%0.72$117.90

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 20.39% of stock, avg 21.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$120.00Sep 18$15.80$9.75$25.55$94.45$145.5520.39%
$125.00Sep 18$13.60$12.35$25.95$99.05$150.9520.71%
$115.00Sep 18$18.90$7.65$26.55$88.45$141.5521.19%
$130.00Sep 18$11.30$15.25$26.55$103.45$156.5521.19%
$135.00Sep 18$9.55$18.40$27.95$107.05$162.9522.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 7.66% of stock, avg 12.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$150.00$105.00Sep 18$5.35$4.25$9.60$95.40$159.60
$150.00$110.00Sep 18$5.35$5.80$11.15$98.85$161.15
$145.00$105.00Sep 18$6.60$4.25$10.85$94.15$155.85
$150.00$115.00Sep 18$5.35$7.65$13.00$102.00$163.00
$145.00$110.00Sep 18$6.60$5.80$12.40$97.60$157.40
$145.00$115.00Sep 18$6.60$7.65$14.25$100.75$159.25
$140.00$105.00Sep 18$7.95$4.25$12.20$92.80$152.20
$140.00$110.00Sep 18$7.95$5.80$13.75$96.25$153.75
$150.00$120.00Sep 18$5.35$9.75$15.10$104.90$165.10
$145.00$120.00Sep 18$6.60$9.75$16.35$103.65$161.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.63, avg credit $2.95)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
110/115145/150Sep 18$3.10$1.9034%1.63$111.90$148.10
105/110145/150Sep 18$2.80$2.2040%1.27$107.20$147.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$110.00$115.00$120.00Sep 18$0.10$4.9012%49.00
$140.00$145.00$150.00Sep 18$0.10$4.9010%49.00
$130.00$135.00$140.00Sep 18$0.15$4.8511%32.33
$135.00$140.00$145.00Sep 18$0.25$4.7510%19.00
$105.00$110.00$115.00Sep 18$0.50$4.5011%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$145.00$150.00Sep 18$0.15$4.8510%32.33
$135.00$140.00$145.00Sep 18$0.20$4.8010%24.00
$125.00$130.00$135.00Sep 18$0.25$4.7512%19.00
$110.00$115.00$120.00Sep 18$0.25$4.7512%19.00
$120.00$125.00$130.00Sep 18$0.30$4.7012%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 3 found (best net $-2.70, 3 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$145.00$150.001:2Sep 18-$4.10$0.90
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Sep 18-$2.70$2.30
$115.00$110.001:2Sep 18-$3.95$1.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 6.15%, avg 6.29%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Sep 18$7.700.4011.7%6.15%17.89%9843.9K
$135.00Sep 18$9.200.457.8%7.34%15.09%141907
$130.00Sep 18$11.000.513.8%8.78%12.54%1.7K1.9K
$145.00Sep 18$6.300.3515.7%5.03%20.76%2.3K3.0K
$150.00Sep 18$5.200.3019.7%4.15%23.87%221734

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 13,149
Total Puts 2,885
Put/Call Ratio 0.22
Net Difference 10,264

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 31,921
Total Puts 10,040
Average Put/Call Ratio 0.30
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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