Tour v526
SMTC
SEMTECH CORP
$142.87 +12.03%
8/26 10:00

Option Volume

Detail
Current (08/26 10:00am) 7,934
Calls: 5,879 (74%)
Puts: 2,055 (26%)
Prior --
Calls: 6,734 (73%)
Puts: 2,549 (27%)
Current vs Prior +0.00%
Calls: -12.70% (Calls)
Puts: -19.38% (Puts)
Prior 7-Day Total 70,202
Calls: 54,402 (77%)
Puts: 15,800 (23%)
Prior 7-Day Average 10,028
Calls: 7,771 (77%)
Puts: 2,257 (23%)
Current vs Prior 7-Day Avg -20.89%
Calls: -24.35%
Puts: -8.96%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/26 10:00am) $9.34M
Calls: $8.90M (95%)
Puts: $442.5K (5%)
Prior --
Calls: $2.04M (79%)
Puts: $533.6K (21%)
Current vs Prior +0.00%
Calls: +336.13%
Puts: -17.07%
Prior 7-Day Total $107.12M
Calls: $91.86M (86%)
Puts: $15.26M (14%)
Prior 7-Day Average $15.30M
Calls: $13.12M (86%)
Puts: $2.18M (14%)
Current vs Prior 7-Day Avg -38.95%
Calls: -32.17%
Puts: -79.70%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/26 10:00am) 0.35
Prior 1.00
Current vs Prior -65.05%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg +20.67%
Sentiment BULLISH

Open Interest

Detail
Current (08/26 10:00am) 114,593
Calls: 66,726 (58%)
Puts: 47,867 (42%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 594,383
Calls: 356,475 (60%)
Puts: 237,908 (40%)
Prior 7-Day Average 84,911
Calls: 50,925 (60%)
Puts: 33,986 (40%)
Current vs Prior 7-Day Avg +34.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (10/16)
Current 18.20% | 26.98%
Prior 23.03% | 29.85%
Current vs Prior -20.97% | -9.61%
Prior 7-Day Avg 24.03% | 31.19%
Current vs 7-Day Avg -24.26% | -13.50%
Prior 7-Day Eod 23.03% | 29.85%
Current vs 7-Day Eod -20.97% | -9.61%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 17.51% | 13.23%
Calls: 20.14% | 13.07%
Puts: 14.88% | 13.40%
Prior 6.39% | 5.31%
Calls: 2.94% | 4.47%
Puts: 9.84% | 6.15%
Current vs Prior +174.02% | +149.15%
Prior 7-Day Avg 6.72% | 6.35%
Calls: 5.59% | 6.81%
Puts: 7.85% | 5.88%
Current vs 7-Day Avg +160.41% | +108.35%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($8.90M) vs puts ($442.5K). Extreme bullish P/C ratio of 0.35 - heavy call buying (5,879 calls vs 2,055 puts). P/C ratio dropping 65% - 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 8.9%, best 8.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 1829.5032.00$30.758.1%120.891.7K
$155.00Sep 186.907.50$7.208.3%6740.401.6K
$120.00Sep 1825.5027.80$26.658.6%280.84172
$125.00Sep 1821.8024.00$22.909.6%4760.792.0K
$150.00Sep 188.609.50$9.059.9%3600.46961
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 1824.9027.20$26.058.8%--0.7223
$155.00Sep 1818.0019.70$18.859.0%10.61140

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. 11 found (avg delta 0.69, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 1829.5032.00$30.758.1%120.891.7K
$120.00Sep 1825.5027.80$26.658.6%280.84172
$125.00Sep 1821.8024.00$22.909.6%4760.792.0K
$130.00Sep 1818.6020.70$19.6510.7%4390.732.5K
$135.00Sep 1815.5017.40$16.4511.6%4310.66971
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 1824.9027.20$26.058.8%--0.7223
$160.00Sep 1820.6023.60$22.1013.6%--0.6642
$155.00Sep 1818.0019.70$18.859.0%10.61140
$150.00Sep 1813.8016.40$15.1017.2%10.5524

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 4.0K, top 674)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 186.907.50$7.208.3%6740.401.6K
$125.00Sep 1821.8024.00$22.909.6%4760.792.0K
$130.00Sep 1818.6020.70$19.6510.7%4390.732.5K
$135.00Sep 1815.5017.40$16.4511.6%4310.66971
$150.00Sep 188.609.50$9.059.9%3600.46961
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 181.652.20$1.9328.5%2120.12648
$125.00Sep 183.504.70$4.1029.3%1220.221.5K
$120.00Sep 182.503.40$2.9530.5%610.17295
$140.00Sep 188.9010.70$9.8018.4%340.41336
$130.00Sep 185.306.00$5.6512.4%320.28306

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. 17 found (best R:R 4.00, avg 1.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$155.00$160.00Sep 18$1.00$4.00$1.0040%4.00$156.00
$135.00$140.00Sep 18$2.55$2.45$2.5566%0.96$137.55
$125.00$130.00Sep 18$3.25$1.75$3.2579%0.54$128.25
$165.00$170.00Sep 18$0.80$4.20$0.8029%5.25$165.80
$145.00$150.00Sep 18$2.05$2.95$2.0553%1.44$147.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$160.00$155.00Sep 18$3.25$1.75$3.2566%0.54$156.75
$145.00$140.00Sep 18$2.30$2.70$2.3048%1.17$142.70
$125.00$120.00Sep 18$1.15$3.85$1.1522%3.35$123.85
$140.00$135.00Sep 18$2.20$2.80$2.2041%1.27$137.80
$130.00$125.00Sep 18$1.55$3.45$1.5528%2.23$128.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 0.64, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$160.00$165.00Sep 18$1.30$1.30$3.7066%0.35$161.30
$150.00$155.00Sep 18$1.85$1.85$3.1554%0.59$151.85
$145.00$150.00Sep 18$2.05$2.05$2.9547%0.69$147.05
$165.00$170.00Sep 18$0.80$0.80$4.2071%0.19$165.80
$155.00$160.00Sep 18$1.00$1.00$4.0060%0.25$156.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$135.00$130.00Sep 18$1.95$1.95$3.0566%0.64$133.05
$120.00$115.00Sep 18$1.02$1.02$3.9883%0.26$118.98
$130.00$125.00Sep 18$1.55$1.55$3.4572%0.45$128.45
$140.00$135.00Sep 18$2.20$2.20$2.8059%0.79$137.80
$125.00$120.00Sep 18$1.15$1.15$3.8578%0.30$123.85

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. 6 found (cheapest 16.24% of stock, avg 17.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$145.00Sep 18$11.10$12.10$23.20$121.80$168.2016.24%
$140.00Sep 18$13.90$9.80$23.70$116.30$163.7016.59%
$135.00Sep 18$16.45$7.60$24.05$110.95$159.0516.83%
$150.00Sep 18$9.05$15.10$24.15$125.85$174.1516.90%
$130.00Sep 18$19.65$5.65$25.30$104.70$155.3017.71%
$155.00Sep 18$7.20$18.85$26.05$128.95$181.0518.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 5.74% of stock, avg 9.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$170.00$125.00Sep 18$4.10$4.10$8.20$116.80$178.20
$165.00$125.00Sep 18$4.90$4.10$9.00$116.00$174.00
$170.00$130.00Sep 18$4.10$5.65$9.75$120.25$179.75
$165.00$130.00Sep 18$4.90$5.65$10.55$119.45$175.55
$160.00$125.00Sep 18$6.20$4.10$10.30$114.70$170.30
$160.00$130.00Sep 18$6.20$5.65$11.85$118.15$171.85
$170.00$135.00Sep 18$4.10$7.60$11.70$123.30$181.70
$165.00$135.00Sep 18$4.90$7.60$12.50$122.50$177.50
$155.00$125.00Sep 18$7.20$4.10$11.30$113.70$166.30
$160.00$135.00Sep 18$6.20$7.60$13.80$121.20$173.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 1.86, avg credit $2.47)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
130/135160/165Sep 18$3.25$1.7531%1.86$131.75$163.25
115/120160/165Sep 18$2.32$2.6849%0.87$117.68$162.32
125/130160/165Sep 18$2.85$2.1538%1.33$127.15$162.85
120/125160/165Sep 18$2.45$2.5544%0.96$122.55$162.45
130/135165/170Sep 18$2.75$2.2536%1.22$132.25$167.75
115/120165/170Sep 18$1.82$3.1854%0.57$118.18$166.82
125/130165/170Sep 18$2.35$2.6543%0.89$127.65$167.35
120/125165/170Sep 18$1.95$3.0549%0.64$123.05$166.95

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
$145.00$150.00$155.00Sep 18$0.20$4.8013%24.00
$115.00$120.00$125.00Sep 18$0.35$4.6510%13.29
$120.00$125.00$130.00Sep 18$0.50$4.5011%9.00
$160.00$165.00$170.00Sep 18$0.50$4.5010%9.00
$130.00$135.00$140.00Sep 18$0.65$4.3513%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$135.00$140.00$145.00Sep 18$0.10$4.9014%49.00
$115.00$120.00$125.00Sep 18$0.13$4.8710%37.46
$130.00$135.00$140.00Sep 18$0.25$4.7513%19.00
$125.00$130.00$135.00Sep 18$0.40$4.6012%11.50
$120.00$125.00$130.00Sep 18$0.40$4.6011%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 6 found (best net $-0.91, 6 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$165.00$170.001:2Sep 18-$3.30$1.70
$160.00$165.001:2Sep 18-$3.60$1.40
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Sep 18-$0.91$4.09
$125.00$120.001:2Sep 18-$1.80$3.20
$130.00$125.001:2Sep 18-$2.55$2.45
$135.00$130.001:2Sep 18-$3.70$1.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 6.02%, avg 4.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Sep 18$8.600.465.0%6.02%11.01%360961
$155.00Sep 18$6.900.408.5%4.83%13.32%6741.6K
$145.00Sep 18$10.200.531.5%7.14%8.63%3176.0K
$160.00Sep 18$5.500.3412.0%3.85%15.84%114595
$165.00Sep 18$4.400.2915.5%3.08%18.57%64607
$170.00Sep 18$3.400.2519.0%2.38%21.37%286499

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 5,879
Total Puts 2,055
Put/Call Ratio 0.35
Net Difference 3,824

Prior's Put/Call Breakdown

Total Calls 6,734
Total Puts 2,549
Put/Call Ratio 1.00
Net Difference 4,185

Prior 7-Day Put/Call Summary

Total Calls 54,402
Total Puts 15,800
Average Put/Call Ratio 0.29
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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