NEW Tour v265
SMTC
SEMTECH CORP
$135.27 -8.00%
$136.00 (+0.54%)🌙
as of 07/02 07:00 PM
7/2 19:00

Option Volume

Detail
Current (07/02) 6,556
Calls: 4,069 (62%)
Puts: 2,487 (38%)
Prior (07/01) 3,504
Calls: 2,692 (77%)
Puts: 812 (23%)
Current vs Prior +87.10%
Calls: +51.15% (Calls)
Puts: +206.28% (Puts)
Prior 7-Day Total 19,974
Calls: 15,521 (78%)
Puts: 4,453 (22%)
Prior 7-Day Average 2,853
Calls: 2,217 (78%)
Puts: 636 (22%)
Current vs Prior 7-Day Avg +129.76%
Calls: +83.51%
Puts: +290.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $8.10M
Calls: $5.90M (73%)
Puts: $2.20M (27%)
Prior (07/01) $7.70M
Calls: $6.59M (86%)
Puts: $1.11M (14%)
Current vs Prior +5.29%
Calls: -10.39%
Puts: +98.43%
Prior 7-Day Total $30.97M
Calls: $26.03M (84%)
Puts: $4.94M (16%)
Prior 7-Day Average $4.42M
Calls: $3.72M (84%)
Puts: $706.3K (16%)
Current vs Prior 7-Day Avg +83.14%
Calls: +58.77%
Puts: +211.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.61
Prior (07/01) 0.30
Current vs Prior +102.63%
Prior 7-Day Average 0.24
Current vs Prior 7-Day Avg +150.58%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 26,502
Calls: 22,080 (83%)
Puts: 4,422 (17%)
Prior (07/01) 25,943
Calls: 22,616 (87%)
Puts: 3,327 (13%)
Current vs Prior +2.15%
Prior 7-Day Total 151,986
Calls: 128,318 (84%)
Puts: 23,668 (16%)
Prior 7-Day Average 21,712
Calls: 18,331 (84%)
Puts: 3,381 (16%)
Current vs Prior 7-Day Avg +22.06%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 17.93% | 31.01%
Prior 17.17% | 29.31%
Current vs Prior +4.39% | +5.79%
Prior 7-Day Avg 19.62% | 30.73%
Current vs 7-Day Avg -8.62% | +0.93%
Prior 7-Day Eod 17.17% | 29.31%
Current vs 7-Day Eod +4.39% | +5.79%
Sentiment BEARISH

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 8.43% | 5.88%
Calls: 9.11% | 6.50%
Puts: 7.76% | 5.26%
Current vs 7-Day Avg -42.13% | -32.67%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($5.90M). Dollar volume significantly above 7-day average (83% higher). Above-average activity with volume up 87% vs prior. Volume explosion - 130% above 7-day average (6,556 vs avg 2,853).

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 6 of results (avg 8.2%, best 6.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 1710.4011.40$10.909.2%20.54--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 1715.9016.90$16.406.1%90.60156
$140.00Jul 1712.9013.80$13.356.7%600.53432
$150.00Jul 1719.3021.00$20.158.4%120.67218
$135.00Jul 1710.1011.00$10.558.5%170.46109
$155.00Jul 1723.0025.40$24.209.9%40.73211

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. 9 found (avg delta 0.66, highest 0.80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 1721.8024.40$23.1011.3%100.804
$120.00Jul 1718.1020.50$19.3012.4%490.754
$125.00Jul 1714.8017.30$16.0515.6%360.691
$130.00Jul 1712.4014.10$13.2512.8%160.619
$135.00Jul 1710.4011.40$10.909.2%20.54--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 1723.0025.40$24.209.9%40.73211
$150.00Jul 1719.3021.00$20.158.4%120.67218
$145.00Jul 1715.9016.90$16.406.1%90.60156
$140.00Jul 1712.9013.80$13.356.7%600.53432

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 587, top 137)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 172.453.30$2.8829.5%520.21393
$120.00Jul 1718.1020.50$19.3012.4%490.754
$150.00Jul 174.605.50$5.0517.8%470.33497
$125.00Jul 1714.8017.30$16.0515.6%360.691
$145.00Jul 176.307.20$6.7513.3%270.40411
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 174.104.80$4.4515.7%1370.25223
$140.00Jul 1712.9013.80$13.356.7%600.53432
$110.00Jul 171.752.65$2.2040.9%390.14191
$115.00Jul 172.803.90$3.3532.8%380.19544
$135.00Jul 1710.1011.00$10.558.5%170.46109

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 3.90, avg 1.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$160.00Jul 17$1.02$3.98$1.023.90$156.02
$150.00$155.00Jul 17$1.15$3.85$1.153.35$151.15
$145.00$150.00Jul 17$1.70$3.30$1.701.94$146.70
$140.00$145.00Jul 17$1.90$3.10$1.901.63$141.90
$135.00$140.00Jul 17$2.25$2.75$2.251.22$137.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$115.00Jul 17$1.10$3.90$1.103.55$118.90
$115.00$110.00Jul 17$1.15$3.85$1.153.35$113.85
$125.00$120.00Jul 17$1.65$3.35$1.652.03$123.35
$135.00$130.00Jul 17$2.05$2.95$2.051.44$132.95
$130.00$125.00Jul 17$2.40$2.60$2.401.08$127.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 4.26, avg 1.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$120.00Jul 17$3.80$3.80$1.203.17$118.80
$120.00$125.00Jul 17$3.25$3.25$1.751.86$123.25
$125.00$130.00Jul 17$2.80$2.80$2.201.27$127.80
$130.00$135.00Jul 17$2.35$2.35$2.650.89$132.35
$135.00$140.00Jul 17$2.25$2.25$2.750.82$137.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$155.00$150.00Jul 17$4.05$4.05$0.954.26$150.95
$150.00$145.00Jul 17$3.75$3.75$1.253.00$146.25
$145.00$140.00Jul 17$3.05$3.05$1.951.56$141.95
$140.00$135.00Jul 17$2.80$2.80$2.201.27$137.20
$130.00$125.00Jul 17$2.40$2.40$2.600.92$127.60

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. 9 found (cheapest 15.86% of stock, avg 17.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Jul 17$10.90$10.55$21.45$113.55$156.4515.86%
$130.00Jul 17$13.25$8.50$21.75$108.25$151.7516.08%
$140.00Jul 17$8.65$13.35$22.00$118.00$162.0016.26%
$125.00Jul 17$16.05$6.10$22.15$102.85$147.1516.37%
$145.00Jul 17$6.75$16.40$23.15$121.85$168.1517.11%
$120.00Jul 17$19.30$4.45$23.75$96.25$143.7517.56%
$150.00Jul 17$5.05$20.15$25.20$124.80$175.2018.63%
$115.00Jul 17$23.10$3.35$26.45$88.55$141.4519.55%
$155.00Jul 17$3.90$24.20$28.10$126.90$183.1020.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 4.61% of stock, avg 8.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$160.00$115.00Jul 17$2.88$3.35$6.23$108.77$166.23
$155.00$115.00Jul 17$3.90$3.35$7.25$107.75$162.25
$160.00$120.00Jul 17$2.88$4.45$7.33$112.67$167.33
$155.00$120.00Jul 17$3.90$4.45$8.35$111.65$163.35
$150.00$115.00Jul 17$5.05$3.35$8.40$106.60$158.40
$160.00$125.00Jul 17$2.88$6.10$8.98$116.02$168.98
$150.00$120.00Jul 17$5.05$4.45$9.50$110.50$159.50
$155.00$125.00Jul 17$3.90$6.10$10.00$115.00$165.00
$145.00$115.00Jul 17$6.75$3.35$10.10$104.90$155.10
$150.00$125.00Jul 17$5.05$6.10$11.15$113.85$161.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 36 found (best R:R 20.74, avg credit $3.50)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
145/150155/160Jul 17$4.77$0.2320.74$145.23$159.77
125/130135/140Jul 17$4.65$0.3513.29$125.35$139.65
135/140145/150Jul 17$4.50$0.509.00$135.50$149.50
110/115120/125Jul 17$4.40$0.607.33$110.60$124.40
125/130140/145Jul 17$4.30$0.706.14$125.70$144.30
140/145150/155Jul 17$4.20$0.805.25$140.80$154.20
125/130145/150Jul 17$4.10$0.904.56$125.90$149.10
140/145155/160Jul 17$4.07$0.934.38$140.93$159.07
120/125130/135Jul 17$4.00$1.004.00$121.00$134.00
110/115125/130Jul 17$3.95$1.053.76$111.05$128.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Jul 17$0.10$4.9049.00
$150.00$155.00$160.00Jul 17$0.13$4.8737.46
$140.00$145.00$150.00Jul 17$0.20$4.8024.00
$135.00$140.00$145.00Jul 17$0.35$4.6513.29
$120.00$125.00$130.00Jul 17$0.45$4.5510.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$135.00$140.00$145.00Jul 17$0.25$4.7519.00
$145.00$150.00$155.00Jul 17$0.30$4.7015.67
$115.00$120.00$125.00Jul 17$0.55$4.458.09
$140.00$145.00$150.00Jul 17$0.70$4.306.14
$120.00$125.00$130.00Jul 17$0.75$4.255.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-1.05, 8 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$155.00$160.001:2Jul 17-$1.86$3.14
$150.00$155.001:2Jul 17-$2.75$2.25
$145.00$150.001:2Jul 17-$3.35$1.65
$140.00$145.001:2Jul 17-$4.85$0.15
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$115.00$110.001:2Jul 17-$1.05$3.95
$120.00$115.001:2Jul 17-$2.25$2.75
$125.00$120.001:2Jul 17-$2.80$2.20
$130.00$125.001:2Jul 17-$3.70$1.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 6.06%, avg 3.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Jul 17$8.200.473.5%6.06%9.56%1665
$145.00Jul 17$6.300.407.2%4.66%11.85%27411
$150.00Jul 17$4.600.3310.9%3.40%14.29%47497
$155.00Jul 17$3.200.2714.6%2.37%16.95%3213
$160.00Jul 17$2.450.2118.3%1.81%20.09%52393

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 4,069
Total Puts 2,487
Put/Call Ratio 0.61
Net Difference 1,582

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 15,521
Total Puts 4,453
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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