Tour v297
SMTC
SEMTECH CORP
$126.40 -8.99%
7/7 19:02

Option Volume

Detail
Current (07/07) 4,030
Calls: 2,208 (55%)
Puts: 1,822 (45%)
Prior (07/06) 1,857
Calls: 1,057 (57%)
Puts: 800 (43%)
Current vs Prior +117.02%
Calls: +108.89% (Calls)
Puts: +127.75% (Puts)
Prior 7-Day Total 24,600
Calls: 17,270 (70%)
Puts: 7,330 (30%)
Prior 7-Day Average 3,514
Calls: 2,467 (70%)
Puts: 1,047 (30%)
Current vs Prior 7-Day Avg +14.67%
Calls: -10.50%
Puts: +74.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $3.42M
Calls: $2.19M (64%)
Puts: $1.23M (36%)
Prior (07/06) $2.92M
Calls: $1.94M (67%)
Puts: $972.8K (33%)
Current vs Prior +17.11%
Calls: +12.41%
Puts: +26.49%
Prior 7-Day Total $36.34M
Calls: $28.98M (80%)
Puts: $7.36M (20%)
Prior 7-Day Average $5.19M
Calls: $4.14M (80%)
Puts: $1.05M (20%)
Current vs Prior 7-Day Avg -34.20%
Calls: -47.21%
Puts: +17.02%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.83
Prior (07/06) 0.76
Current vs Prior +9.03%
Prior 7-Day Average 0.40
Current vs Prior 7-Day Avg +105.84%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/07) 22,500
Calls: 18,930 (84%)
Puts: 3,570 (16%)
Prior (07/06) 14,978
Calls: 12,787 (85%)
Puts: 2,191 (15%)
Current vs Prior +50.22%
Prior 7-Day Total 153,373
Calls: 128,483 (84%)
Puts: 24,890 (16%)
Prior 7-Day Average 21,910
Calls: 18,354 (84%)
Puts: 3,555 (16%)
Current vs Prior 7-Day Avg +2.69%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 15.62% | 29.39%15.62% | 29.39%
Prior 16.13% | 29.48%16.13% | 29.48%
Current vs Prior -3.12% | -0.32%-3.12% | -0.32%
Prior 7-Day Avg 18.26% | 30.16%16.13% | 29.48%
Current vs 7-Day Avg -14.45% | -2.57%-3.12% | -0.32%
Prior 7-Day Eod 16.13% | 29.48%-- | --
Current vs 7-Day Eod -3.12% | -0.32%-- | --
Sentiment BULLISHBULLISH

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 6.61% | 4.78%
Calls: 7.10% | 5.24%
Puts: 6.10% | 4.32%
Current vs 7-Day Avg -26.14% | -17.20%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($2.19M). Unusually high activity with volume up 117% vs prior - elevated interest. Call-heavy open interest (18,930 calls vs 3,570 puts) suggests bullish positioning. Rising open interest (up 50%) indicates new positions being established.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 13 of results (avg 5.4%, best 2.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 2117.5018.60$18.056.1%110.5846
$120.00Aug 2120.0021.80$20.908.6%20.626
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2125.0025.60$25.302.4%100.55--
$150.00Aug 2132.0033.00$32.503.1%90.62102
$145.00Aug 2128.4029.30$28.853.1%180.59187
$135.00Aug 2121.8022.60$22.203.6%190.5069
$125.00Aug 2116.0016.70$16.354.3%1290.4227

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. 12 found (avg delta 0.62, highest 0.83)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2120.0021.80$20.908.6%20.626
$125.00Aug 2117.5018.60$18.056.1%110.5846
$125.00Jul 178.609.90$9.2514.1%50.56--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 1724.1026.60$25.359.9%50.83--
$145.00Jul 1720.0022.20$21.1010.4%70.77169
$140.00Jul 1716.1018.10$17.1011.7%10.71--
$150.00Aug 2132.0033.00$32.503.1%90.62102
$135.00Jul 1713.3014.20$13.756.5%50.61103

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 540, top 129)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 174.606.40$5.5032.7%340.3940
$140.00Jul 173.203.90$3.5519.7%220.2977
$150.00Jul 171.502.15$1.8335.5%210.17534
$145.00Jul 172.252.95$2.6026.9%130.23422
$125.00Aug 2117.5018.60$18.056.1%110.5846
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 2116.0016.70$16.354.3%1290.4227
$110.00Aug 219.209.80$9.506.3%930.2846
$115.00Aug 2111.2011.90$11.556.1%350.3315
$125.00Jul 177.508.30$7.9010.1%240.44103
$130.00Jul 179.9011.10$10.5011.4%210.54179

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 4.5%, max 9.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Jul 17Aug 21103.0%96.7%6.5%1646
$135.00Jul 17Aug 21107.7%101.5%6.0%3954
$150.00Jul 17Aug 21102.0%101.2%0.8%31586
$140.00Jul 17Aug 21100.4%100.0%0.4%25227
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 17Aug 21107.1%98.3%9.0%11546
$115.00Jul 17Aug 21106.8%98.5%8.4%42583
$110.00Jul 17Aug 21107.4%99.4%8.0%9646
$125.00Jul 17Aug 21103.0%96.7%6.5%153130
$135.00Jul 17Aug 21107.7%101.5%6.0%24172

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 5.49, avg 1.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$145.00$150.00Jul 17$0.77$4.23$0.775.49$145.77
$140.00$145.00Jul 17$0.95$4.05$0.954.26$140.95
$140.00$150.00Aug 21$2.65$7.35$2.652.77$142.65
$130.00$135.00Jul 17$1.40$3.60$1.402.57$131.40
$125.00$135.00Aug 21$3.70$6.30$3.701.70$128.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$105.00Jul 17$1.10$3.90$1.103.55$108.90
$115.00$110.00Jul 17$1.40$3.60$1.402.57$113.60
$110.00$105.00Aug 21$1.80$3.20$1.801.78$108.20
$120.00$115.00Jul 17$1.90$3.10$1.901.63$118.10
$125.00$120.00Jul 17$2.00$3.00$2.001.50$123.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 5.67, avg 1.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$125.00Aug 21$2.85$2.85$2.151.33$122.85
$125.00$130.00Jul 17$2.35$2.35$2.650.89$127.35
$135.00$140.00Jul 17$1.95$1.95$3.050.64$136.95
$135.00$140.00Aug 21$1.95$1.95$3.050.64$136.95
$125.00$135.00Aug 21$3.70$3.70$6.300.59$128.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$150.00$145.00Jul 17$4.25$4.25$0.755.67$145.75
$145.00$140.00Jul 17$4.00$4.00$1.004.00$141.00
$150.00$145.00Aug 21$3.65$3.65$1.352.70$146.35
$145.00$140.00Aug 21$3.55$3.55$1.452.45$141.45
$140.00$135.00Jul 17$3.35$3.35$1.652.03$136.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $7.98, cheapest $6.20)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Jul 17Aug 21$7.92102.0%101.2%
$125.00Jul 17Aug 21$8.80103.0%96.7%
$135.00Jul 17Aug 21$8.85107.7%101.5%
$140.00Jul 17Aug 21$8.85100.4%100.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Jul 17Aug 21$6.20105.8%100.4%
$110.00Jul 17Aug 21$6.90107.4%99.4%
$150.00Jul 17Aug 21$7.15102.0%101.2%
$115.00Jul 17Aug 21$7.55106.8%98.5%
$145.00Jul 17Aug 21$7.75101.8%98.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 13.57% of stock, avg 22.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$125.00Jul 17$9.25$7.90$17.15$107.85$142.1513.57%
$130.00Jul 17$6.90$10.50$17.40$112.60$147.4013.77%
$135.00Jul 17$5.50$13.75$19.25$115.75$154.2515.23%
$140.00Jul 17$3.55$17.10$20.65$119.35$160.6516.34%
$145.00Jul 17$2.60$21.10$23.70$121.30$168.7018.75%
$150.00Jul 17$1.83$25.35$27.18$122.82$177.1821.50%
$125.00Aug 21$18.05$16.35$34.40$90.60$159.4027.22%
$120.00Aug 21$20.90$13.95$34.85$85.15$154.8527.57%
$135.00Aug 21$14.35$22.20$36.55$98.45$171.5528.92%
$140.00Aug 21$12.40$25.30$37.70$102.30$177.7029.83%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 2.63% of stock, avg 11.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$150.00$105.00Jul 17$1.83$1.50$3.33$101.67$153.33
$145.00$105.00Jul 17$2.60$1.50$4.10$100.90$149.10
$150.00$110.00Jul 17$1.83$2.60$4.43$105.57$154.43
$140.00$105.00Jul 17$3.55$1.50$5.05$99.95$145.05
$145.00$110.00Jul 17$2.60$2.60$5.20$104.80$150.20
$150.00$115.00Jul 17$1.83$4.00$5.83$109.17$155.83
$140.00$110.00Jul 17$3.55$2.60$6.15$103.85$146.15
$145.00$115.00Jul 17$2.60$4.00$6.60$108.40$151.60
$135.00$105.00Jul 17$5.50$1.50$7.00$98.00$142.00
$140.00$115.00Jul 17$3.55$4.00$7.55$107.45$147.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 41 found (best R:R 49.00, avg credit $3.89)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
110/115120/125Aug 21$4.90$0.1049.00$110.10$124.90
125/130135/140Aug 21$4.70$0.3015.67$125.30$139.70
105/110120/125Aug 21$4.65$0.3513.29$105.35$124.65
125/130135/140Jul 17$4.55$0.4510.11$125.45$139.55
115/120135/140Aug 21$4.35$0.656.69$115.65$139.35
120/125135/140Aug 21$4.35$0.656.69$120.65$139.35
115/120125/130Jul 17$4.25$0.755.67$115.75$129.25
130/135140/145Jul 17$4.20$0.805.25$130.80$144.20
135/140145/150Jul 17$4.12$0.884.68$135.88$149.12
130/135145/150Jul 17$4.02$0.984.10$130.98$149.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 49.00, cheapest $0.10)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$140.00$145.00$150.00Jul 17$0.18$4.8226.78
$125.00$130.00$135.00Jul 17$0.95$4.054.26
$135.00$140.00$145.00Jul 17$1.00$4.004.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Jul 17$0.10$4.9049.00
$130.00$135.00$140.00Jul 17$0.10$4.9049.00
$140.00$145.00$150.00Aug 21$0.10$4.9049.00
$140.00$145.00$150.00Jul 17$0.25$4.7519.00
$105.00$110.00$115.00Aug 21$0.25$4.7519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.40, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$145.00$150.001:2Jul 17-$1.06$3.94
$135.00$140.001:2Jul 17-$1.60$3.40
$140.00$145.001:2Jul 17-$1.65$3.35
$140.00$150.001:2Aug 21-$7.10$2.90
$130.00$135.001:2Jul 17-$4.10$0.90
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Jul 17-$0.40$4.60
$115.00$110.001:2Jul 17-$1.20$3.80
$120.00$115.001:2Jul 17-$2.10$2.90
$125.00$120.001:2Jul 17-$3.90$1.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 10.68%, avg 5.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Aug 21$13.500.496.8%10.68%17.48%514
$140.00Aug 21$11.600.4510.8%9.18%19.94%3150
$150.00Aug 21$9.000.3818.7%7.12%25.79%1052
$130.00Jul 17$6.400.462.9%5.06%7.91%2--
$135.00Jul 17$4.600.396.8%3.64%10.44%3440
$140.00Jul 17$3.200.2910.8%2.53%13.29%2277
$145.00Jul 17$2.250.2314.7%1.78%16.50%13422
$150.00Jul 17$1.500.1718.7%1.19%19.86%21534

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 2,208
Total Puts 1,822
Put/Call Ratio 0.83
Net Difference 386

Prior's Put/Call Breakdown

Total Calls 1,057
Total Puts 800
Put/Call Ratio 0.76
Net Difference 257

Prior 7-Day Put/Call Summary

Total Calls 17,270
Total Puts 7,330
Average Put/Call Ratio 0.40
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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