Tour v526
SMTC
SEMTECH CORP
$139.48 +9.37%
8/26 10:20

Option Volume

Detail
Current (08/26 10:20am) 9,919
Calls: 7,286 (73%)
Puts: 2,633 (27%)
Prior --
Calls: 6,734 (73%)
Puts: 2,549 (27%)
Current vs Prior +0.00%
Calls: +8.20% (Calls)
Puts: +3.30% (Puts)
Prior 7-Day Total 75,455
Calls: 57,675 (76%)
Puts: 17,780 (24%)
Prior 7-Day Average 10,779
Calls: 8,239 (76%)
Puts: 2,540 (24%)
Current vs Prior 7-Day Avg -7.98%
Calls: -11.57%
Puts: +3.66%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/26 10:20am) $10.15M
Calls: $9.37M (92%)
Puts: $777.5K (8%)
Prior --
Calls: $2.04M (79%)
Puts: $533.6K (21%)
Current vs Prior +0.00%
Calls: +359.07%
Puts: +45.73%
Prior 7-Day Total $109.82M
Calls: $93.81M (85%)
Puts: $16.01M (15%)
Prior 7-Day Average $15.69M
Calls: $13.40M (85%)
Puts: $2.29M (15%)
Current vs Prior 7-Day Avg -35.32%
Calls: -30.09%
Puts: -66.01%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/26 10:20am) 0.36
Prior 1.00
Current vs Prior -63.86%
Prior 7-Day Average 0.31
Current vs Prior 7-Day Avg +15.46%
Sentiment BULLISH

Open Interest

Detail
Current (08/26 10:20am) 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 18.78% | 25.99%
Prior 23.03% | 29.85%
Current vs Prior -18.42% | -12.94%
Prior 7-Day Avg 24.03% | 31.19%
Current vs 7-Day Avg -21.82% | -16.69%
Prior 7-Day Eod 23.03% | 29.85%
Current vs 7-Day Eod -18.42% | -12.94%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 8.86% | 11.45%
Calls: 11.76% | 10.05%
Puts: 5.96% | 12.84%
Prior 6.39% | 5.31%
Calls: 2.94% | 4.47%
Puts: 9.84% | 6.15%
Current vs Prior +38.65% | +115.63%
Prior 7-Day Avg 6.72% | 6.35%
Calls: 5.59% | 6.81%
Puts: 7.85% | 5.88%
Current vs 7-Day Avg +31.77% | +80.31%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($9.37M) vs puts ($777.5K). Extreme bullish P/C ratio of 0.36 - heavy call buying (7,286 calls vs 2,633 puts). P/C ratio dropping 64% - 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
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
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 10 of results (avg 5.8%, best 3.3%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 187.307.80$7.556.6%7430.41961
$145.00Sep 189.4010.20$9.808.2%4520.486.0K
$115.00Sep 1826.8029.20$28.008.6%140.851.7K
$125.00Sep 1819.7021.60$20.659.2%4940.752.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Sep 1821.0021.70$21.353.3%320.65140
$145.00Sep 1814.3014.80$14.553.4%290.5393
$150.00Sep 1817.5018.20$17.853.9%10.5924
$130.00Sep 186.807.10$6.954.3%880.32306
$135.00Sep 188.909.30$9.104.4%260.391.2K

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 0.68, highest 0.85)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 1826.8029.20$28.008.6%140.851.7K
$120.00Sep 1822.9025.70$24.3011.5%280.80172
$125.00Sep 1819.7021.60$20.659.2%4940.752.0K
$130.00Sep 1816.2018.30$17.2512.2%4520.682.5K
$135.00Sep 1813.6015.30$14.4511.8%6550.61971
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Sep 1826.8029.70$28.2510.3%--0.7623
$160.00Sep 1823.2025.70$24.4510.2%--0.7042
$155.00Sep 1821.0021.70$21.353.3%320.65140
$150.00Sep 1817.5018.20$17.853.9%10.5924
$145.00Sep 1814.3014.80$14.553.4%290.5393

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 4.8K, top 743)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Sep 187.307.80$7.556.6%7430.41961
$155.00Sep 186.006.70$6.3511.0%7100.351.6K
$135.00Sep 1813.6015.30$14.4511.8%6550.61971
$125.00Sep 1819.7021.60$20.659.2%4940.752.0K
$130.00Sep 1816.2018.30$17.2512.2%4520.682.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Sep 182.202.75$2.4822.2%2310.15648
$125.00Sep 184.605.30$4.9514.1%2290.261.5K
$130.00Sep 186.807.10$6.954.3%880.32306
$120.00Sep 183.403.80$3.6011.1%730.20295
$140.00Sep 1811.4012.10$11.756.0%350.46336

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 3.17, avg 1.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$150.00$155.00Sep 18$1.20$3.80$1.2041%3.17$151.20
$140.00$145.00Sep 18$2.00$3.00$2.0054%1.50$142.00
$130.00$135.00Sep 18$2.80$2.20$2.8068%0.79$132.80
$135.00$140.00Sep 18$2.65$2.35$2.6561%0.89$137.65
$155.00$160.00Sep 18$1.35$3.65$1.3536%2.70$156.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$160.00$155.00Sep 18$3.10$1.90$3.1070%0.61$156.90
$125.00$120.00Sep 18$1.35$3.65$1.3526%2.70$123.65
$145.00$140.00Sep 18$2.80$2.20$2.8053%0.79$142.20
$120.00$115.00Sep 18$1.12$3.88$1.1220%3.46$118.88
$135.00$130.00Sep 18$2.15$2.85$2.1539%1.33$132.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 0.67, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$145.00$150.00Sep 18$2.25$2.25$2.7552%0.82$147.25
$160.00$165.00Sep 18$1.25$1.25$3.7570%0.33$161.25
$155.00$160.00Sep 18$1.35$1.35$3.6564%0.37$156.35
$140.00$145.00Sep 18$2.00$2.00$3.0046%0.67$142.00
$150.00$155.00Sep 18$1.20$1.20$3.8059%0.32$151.20
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$130.00$125.00Sep 18$2.00$2.00$3.0068%0.67$128.00
$135.00$130.00Sep 18$2.15$2.15$2.8561%0.75$132.85
$120.00$115.00Sep 18$1.12$1.12$3.8880%0.29$118.88
$125.00$120.00Sep 18$1.35$1.35$3.6574%0.37$123.65

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 16.88% of stock, avg 17.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Sep 18$14.45$9.10$23.55$111.45$158.5516.88%
$140.00Sep 18$11.80$11.75$23.55$116.45$163.5516.88%
$130.00Sep 18$17.25$6.95$24.20$105.80$154.2017.35%
$145.00Sep 18$9.80$14.55$24.35$120.65$169.3517.46%
$150.00Sep 18$7.55$17.85$25.40$124.60$175.4018.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 5.27% of stock, avg 9.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$165.00$120.00Sep 18$3.75$3.60$7.35$112.65$172.35
$165.00$125.00Sep 18$3.75$4.95$8.70$116.30$173.70
$160.00$120.00Sep 18$5.00$3.60$8.60$111.40$168.60
$160.00$125.00Sep 18$5.00$4.95$9.95$115.05$169.95
$165.00$130.00Sep 18$3.75$6.95$10.70$119.30$175.70
$155.00$120.00Sep 18$6.35$3.60$9.95$110.05$164.95
$160.00$130.00Sep 18$5.00$6.95$11.95$118.05$171.95
$155.00$125.00Sep 18$6.35$4.95$11.30$113.70$166.30
$155.00$130.00Sep 18$6.35$6.95$13.30$116.70$168.30
$150.00$120.00Sep 18$7.55$3.60$11.15$108.85$161.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 1.86, avg credit $2.74)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
125/130160/165Sep 18$3.25$1.7538%1.86$126.75$163.25
115/120160/165Sep 18$2.37$2.6350%0.90$117.63$162.37
120/125160/165Sep 18$2.60$2.4044%1.08$122.40$162.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 32.33, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$130.00$135.00$140.00Sep 18$0.15$4.8514%32.33
$155.00$160.00$165.00Sep 18$0.10$4.9011%49.00
$120.00$125.00$130.00Sep 18$0.25$4.7512%19.00
$125.00$130.00$135.00Sep 18$0.60$4.4013%7.33
$135.00$140.00$145.00Sep 18$0.65$4.3513%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$125.00$130.00$135.00Sep 18$0.15$4.8513%32.33
$135.00$140.00$145.00Sep 18$0.15$4.8513%32.33
$145.00$150.00$155.00Sep 18$0.20$4.8012%24.00
$115.00$120.00$125.00Sep 18$0.23$4.7711%20.74
$130.00$135.00$140.00Sep 18$0.50$4.5014%9.00

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 $-1.36, 6 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$160.00$165.001:2Sep 18-$2.50$2.50
$155.00$160.001:2Sep 18-$3.65$1.35
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Sep 18-$1.36$3.64
$125.00$120.001:2Sep 18-$2.25$2.75
$130.00$125.001:2Sep 18-$2.95$2.05
$135.00$130.001:2Sep 18-$4.80$0.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 6.74%, avg 5.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$145.00Sep 18$9.400.484.0%6.74%10.70%4526.0K
$150.00Sep 18$7.300.417.5%5.23%12.78%743961
$155.00Sep 18$6.000.3511.1%4.30%15.43%7101.6K
$140.00Sep 18$11.100.540.4%7.96%8.33%2644.2K
$160.00Sep 18$4.600.3014.7%3.30%18.01%127595
$165.00Sep 18$3.400.2418.3%2.44%20.73%72607

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 7,286
Total Puts 2,633
Put/Call Ratio 0.36
Net Difference 4,653

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 57,675
Total Puts 17,780
Average Put/Call Ratio 0.31
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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