NEW Tour v251
SMTC
SEMTECH CORP
$147.03 -9.16%
$148.40 (+0.93%)🌙
as of 07/01 07:00 PM
7/1 19:00

Option Volume

Detail
Current (07/01) 3,504
Calls: 2,692 (77%)
Puts: 812 (23%)
Prior (06/30) 2,659
Calls: 2,532 (95%)
Puts: 127 (5%)
Current vs Prior +31.78%
Calls: +6.32% (Calls)
Puts: +539.37% (Puts)
Prior 7-Day Total 20,084
Calls: 15,731 (78%)
Puts: 4,353 (22%)
Prior 7-Day Average 2,869
Calls: 2,247 (78%)
Puts: 621 (22%)
Current vs Prior 7-Day Avg +22.13%
Calls: +19.79%
Puts: +30.58%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $7.70M
Calls: $6.59M (86%)
Puts: $1.11M (14%)
Prior (06/30) $5.31M
Calls: $5.20M (98%)
Puts: $108.4K (2%)
Current vs Prior +45.02%
Calls: +26.72%
Puts: +922.49%
Prior 7-Day Total $29.86M
Calls: $25.47M (85%)
Puts: $4.40M (15%)
Prior 7-Day Average $4.27M
Calls: $3.64M (85%)
Puts: $628.0K (15%)
Current vs Prior 7-Day Avg +80.41%
Calls: +81.08%
Puts: +76.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.30
Prior (06/30) 0.05
Current vs Prior +501.37%
Prior 7-Day Average 0.24
Current vs Prior 7-Day Avg +27.87%
Sentiment BULLISH

Open Interest

Detail
Current (07/01) 25,943
Calls: 22,616 (87%)
Puts: 3,327 (13%)
Prior (06/30) 20,435
Calls: 18,320 (90%)
Puts: 2,115 (10%)
Current vs Prior +26.95%
Prior 7-Day Total 147,587
Calls: 122,816 (83%)
Puts: 24,771 (17%)
Prior 7-Day Average 21,083
Calls: 17,545 (83%)
Puts: 3,538 (17%)
Current vs Prior 7-Day Avg +23.05%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 17.17% | 29.31%
Prior 17.86% | 29.78%
Current vs Prior -3.82% | -1.57%
Prior 7-Day Avg 20.37% | 31.23%
Current vs 7-Day Avg -15.69% | -6.14%
Prior 7-Day Eod 17.86% | 29.78%
Current vs 7-Day Eod -3.82% | -1.57%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 4.88% | 3.96%
Calls: 4.32% | 5.08%
Puts: 5.43% | 2.83%
Prior 4.88% | 3.96%
Calls: 4.32% | 5.08%
Puts: 5.43% | 2.83%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 8.85% | 5.92%
Calls: 9.25% | 6.15%
Puts: 8.45% | 5.70%
Current vs 7-Day Avg -44.86% | -33.16%
Liquidity Acceptable
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($6.59M) vs puts ($1.11M). Dollar volume significantly above 7-day average (80% higher). Extreme bullish P/C ratio of 0.30 - heavy call buying (2,692 calls vs 812 puts). P/C ratio rising 501% - increased hedging/bearish positioning.

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 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 9 of results (avg 7.7%, best 5.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 1741.8044.60$43.206.5%20.924
$140.00Jul 1714.6015.60$15.106.6%30.64--
$150.00Jul 179.7010.40$10.057.0%2170.50544
$155.00Jul 177.708.40$8.058.7%1680.43108
$145.00Jul 1711.8012.90$12.358.9%100.56407
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 1718.7019.80$19.255.7%70.63330
$155.00Jul 1715.3016.50$15.907.5%80.57207
$145.00Jul 179.7010.60$10.158.9%260.43145
$150.00Jul 1712.3013.50$12.909.3%120.50214

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. 6 found (avg delta 0.64, highest 0.92)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 1741.8044.60$43.206.5%20.924
$140.00Jul 1714.6015.60$15.106.6%30.64--
$145.00Jul 1711.8012.90$12.358.9%100.56407
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 1718.7019.80$19.255.7%70.63330
$155.00Jul 1715.3016.50$15.907.5%80.57207
$150.00Jul 1712.3013.50$12.909.3%120.50214

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 916, top 217)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 179.7010.40$10.057.0%2170.50544
$175.00Jul 173.004.30$3.6535.6%2130.23450
$155.00Jul 177.708.40$8.058.7%1680.43108
$170.00Jul 173.304.40$3.8528.6%450.251.2K
$180.00Jul 171.552.80$2.1757.6%160.16224
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 177.508.40$7.9511.3%570.36431
$115.00Jul 170.502.00$1.25120.0%280.09537
$135.00Jul 175.606.40$6.0013.3%270.30100
$145.00Jul 179.7010.60$10.158.9%260.43145
$130.00Jul 173.804.60$4.2019.0%200.23180

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. 18 found (best R:R 24.00, avg 4.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$170.00$175.00Jul 17$0.20$4.80$0.2024.00$170.20
$185.00$190.00Jul 17$0.37$4.63$0.3712.51$185.37
$160.00$165.00Jul 17$1.25$3.75$1.253.00$161.25
$165.00$170.00Jul 17$1.40$3.60$1.402.57$166.40
$175.00$180.00Jul 17$1.48$3.52$1.482.38$176.48
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$110.00Jul 17$0.30$4.70$0.3015.67$114.70
$120.00$115.00Jul 17$0.73$4.27$0.735.85$119.27
$125.00$120.00Jul 17$0.87$4.13$0.874.75$124.13
$130.00$125.00Jul 17$1.35$3.65$1.352.70$128.65
$135.00$130.00Jul 17$1.80$3.20$1.801.78$133.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 4.07, avg 0.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$105.00$140.00Jul 17$28.10$28.10$6.904.07$133.10
$140.00$145.00Jul 17$2.75$2.75$2.251.22$142.75
$145.00$150.00Jul 17$2.30$2.30$2.700.85$147.30
$150.00$155.00Jul 17$2.00$2.00$3.000.67$152.00
$155.00$160.00Jul 17$1.55$1.55$3.450.45$156.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$160.00$155.00Jul 17$3.35$3.35$1.652.03$156.65
$155.00$150.00Jul 17$3.00$3.00$2.001.50$152.00
$150.00$145.00Jul 17$2.75$2.75$2.251.22$147.25
$145.00$140.00Jul 17$2.20$2.20$2.800.79$142.80
$140.00$135.00Jul 17$1.95$1.95$3.050.64$138.05

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 15.30% of stock, avg 16.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$145.00Jul 17$12.35$10.15$22.50$122.50$167.5015.30%
$150.00Jul 17$10.05$12.90$22.95$127.05$172.9515.61%
$140.00Jul 17$15.10$7.95$23.05$116.95$163.0515.68%
$155.00Jul 17$8.05$15.90$23.95$131.05$178.9516.29%
$160.00Jul 17$6.50$19.25$25.75$134.25$185.7517.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 4.56% of stock, avg 8.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$170.00$125.00Jul 17$3.85$2.85$6.70$118.30$176.70
$170.00$130.00Jul 17$3.85$4.20$8.05$121.95$178.05
$165.00$125.00Jul 17$5.25$2.85$8.10$116.90$173.10
$160.00$125.00Jul 17$6.50$2.85$9.35$115.65$169.35
$165.00$130.00Jul 17$5.25$4.20$9.45$120.55$174.45
$170.00$135.00Jul 17$3.85$6.00$9.85$125.15$179.85
$160.00$130.00Jul 17$6.50$4.20$10.70$119.30$170.70
$155.00$125.00Jul 17$8.05$2.85$10.90$114.10$165.90
$165.00$135.00Jul 17$5.25$6.00$11.25$123.75$176.25
$170.00$140.00Jul 17$3.85$7.95$11.80$128.20$181.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 75 found (best R:R 28.41, avg credit $2.95)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
155/160175/180Jul 17$4.83$0.1728.41$155.17$179.83
155/160165/170Jul 17$4.75$0.2519.00$155.25$169.75
130/135140/145Jul 17$4.55$0.4510.11$130.45$144.55
150/155175/180Jul 17$4.48$0.528.62$150.52$179.48
150/155165/170Jul 17$4.40$0.607.33$150.60$169.40
145/150155/160Jul 17$4.30$0.706.14$145.70$159.30
135/140145/150Jul 17$4.25$0.755.67$135.75$149.25
150/155160/165Jul 17$4.25$0.755.67$150.75$164.25
145/150175/180Jul 17$4.23$0.775.49$145.77$179.23
140/145150/155Jul 17$4.20$0.805.25$140.80$154.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 34.71, cheapest $0.14)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$145.00$150.00$155.00Jul 17$0.30$4.7015.67
$155.00$160.00$165.00Jul 17$0.30$4.7015.67
$140.00$145.00$150.00Jul 17$0.45$4.5510.11
$150.00$155.00$160.00Jul 17$0.45$4.5510.11
$165.00$170.00$175.00Jul 17$1.20$3.803.17
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Jul 17$0.14$4.8634.71
$130.00$135.00$140.00Jul 17$0.15$4.8532.33
$135.00$140.00$145.00Jul 17$0.25$4.7519.00
$145.00$150.00$155.00Jul 17$0.25$4.7519.00
$150.00$155.00$160.00Jul 17$0.35$4.6513.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.52, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$175.00$180.001:2Jul 17-$0.69$4.31
$185.00$190.001:2Jul 17-$1.46$3.54
$180.00$185.001:2Jul 17-$2.23$2.77
$165.00$170.001:2Jul 17-$2.45$2.55
$170.00$175.001:2Jul 17-$3.45$1.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Jul 17-$0.52$4.48
$115.00$110.001:2Jul 17-$0.65$4.35
$125.00$120.001:2Jul 17-$1.11$3.89
$130.00$125.001:2Jul 17-$1.50$3.50
$135.00$130.001:2Jul 17-$2.40$2.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 6.60%, avg 2.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$150.00Jul 17$9.700.502.0%6.60%8.62%217544
$155.00Jul 17$7.700.435.4%5.24%10.66%168108
$160.00Jul 17$6.100.378.8%4.15%12.97%4393
$165.00Jul 17$4.700.3112.2%3.20%15.42%4285
$170.00Jul 17$3.300.2515.6%2.24%17.87%451.2K
$175.00Jul 17$3.000.2319.0%2.04%21.06%213450
$180.00Jul 17$1.550.1622.4%1.05%23.48%16224
$190.00Jul 17$1.150.1329.2%0.78%30.01%2453
$185.00Jul 17$1.000.1525.8%0.68%26.50%13119

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 2,692
Total Puts 812
Put/Call Ratio 0.30
Net Difference 1,880

Prior's Put/Call Breakdown

Total Calls 2,532
Total Puts 127
Put/Call Ratio 0.05
Net Difference 2,405

Prior 7-Day Put/Call Summary

Total Calls 15,731
Total Puts 4,353
Average Put/Call Ratio 0.24
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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