Tour v308
SMTC
SEMTECH CORP
$137.50 +6.72%
$137.99 (+0.36%)🌙
as of 07/09 07:03 PM
7/9 19:03

Option Volume

Detail
Current (07/09) 830
Calls: 604 (73%)
Puts: 226 (27%)
Prior (07/08) 3,800
Calls: 1,972 (52%)
Puts: 1,828 (48%)
Current vs Prior -78.16%
Calls: -69.37% (Calls)
Puts: -87.64% (Puts)
Prior 7-Day Total 29,289
Calls: 19,029 (65%)
Puts: 10,260 (35%)
Prior 7-Day Average 4,184
Calls: 2,718 (65%)
Puts: 1,465 (35%)
Current vs Prior 7-Day Avg -80.16%
Calls: -77.78%
Puts: -84.58%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $1.95M
Calls: $1.71M (88%)
Puts: $239.9K (12%)
Prior (07/08) $3.48M
Calls: $2.77M (79%)
Puts: $717.1K (21%)
Current vs Prior -43.99%
Calls: -38.14%
Puts: -66.55%
Prior 7-Day Total $38.15M
Calls: $29.97M (79%)
Puts: $8.18M (21%)
Prior 7-Day Average $5.45M
Calls: $4.28M (79%)
Puts: $1.17M (21%)
Current vs Prior 7-Day Avg -64.20%
Calls: -60.04%
Puts: -79.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.37
Prior (07/08) 0.93
Current vs Prior -59.64%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg -34.55%
Sentiment BULLISH

Open Interest

Detail
Current (07/09) 20,132
Calls: 13,852 (69%)
Puts: 6,280 (31%)
Prior (07/08) 21,068
Calls: 17,075 (81%)
Puts: 3,993 (19%)
Current vs Prior -4.44%
Prior 7-Day Total 155,099
Calls: 131,229 (85%)
Puts: 23,870 (15%)
Prior 7-Day Average 22,157
Calls: 18,747 (85%)
Puts: 3,410 (15%)
Current vs Prior 7-Day Avg -9.14%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 13.05% | 27.71%13.05% | 27.71%
Prior 15.02% | 28.48%15.02% | 28.48%
Current vs Prior -13.08% | -2.72%-13.08% | -2.72%
Prior 7-Day Avg 16.85% | 29.54%15.59% | 29.12%
Current vs 7-Day Avg -22.55% | -6.21%-16.27% | -4.84%
Prior 7-Day Eod 15.02% | 28.48%-- | --
Current vs 7-Day Eod -13.08% | -2.72%-- | --
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 4.88% | 3.96%
Calls: 4.32% | 5.08%
Puts: 5.43% | 2.83%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Acceptable
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($1.71M) vs puts ($239.9K). Below-average activity with volume down 78% vs prior. Extreme bullish P/C ratio of 0.37 - heavy call buying (604 calls vs 226 puts). P/C ratio dropping 60% - 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 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 11 of results (avg 7.5%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 2118.8019.70$19.254.7%60.5916
$140.00Aug 2116.5017.60$17.056.5%580.55150
$125.00Aug 2123.5025.30$24.407.4%60.68--
$110.00Aug 2132.4035.30$33.858.6%20.803
$135.00Jul 178.609.40$9.008.9%60.5868
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 2134.8037.00$35.906.1%60.65--
$130.00Aug 2113.2014.10$13.656.6%570.37--
$120.00Aug 219.109.80$9.457.4%90.2822
$125.00Aug 2111.0011.90$11.457.9%10.32--

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 0.64, highest 0.80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2132.4035.30$33.858.6%20.803
$125.00Aug 2123.5025.30$24.407.4%60.68--
$130.00Jul 1711.6012.90$12.2510.6%40.68--
$135.00Aug 2118.8019.70$19.254.7%60.5916
$135.00Jul 178.609.40$9.008.9%60.5868
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 1718.6021.60$20.1014.9%30.79--
$150.00Jul 1715.0016.60$15.8010.1%90.71--
$165.00Aug 2134.8037.00$35.906.1%60.65--
$140.00Jul 178.509.40$8.9510.1%160.52412

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 368, top 58)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2116.5017.60$17.056.5%580.55150
$150.00Aug 2111.9014.20$13.0517.6%240.46419
$140.00Jul 176.107.10$6.6015.2%160.4785
$165.00Jul 170.751.65$1.2075.0%140.12266
$155.00Jul 171.952.35$2.1518.6%120.21190
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2113.2014.10$13.656.6%570.37--
$120.00Jul 171.752.25$2.0025.0%280.17524
$110.00Aug 215.606.60$6.1016.4%180.20134
$140.00Jul 178.509.40$8.9510.1%160.52412
$130.00Jul 174.204.90$4.5515.4%140.32172

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 8.6%, max 24.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Jul 17Aug 21101.6%93.2%9.0%15266
$160.00Jul 17Aug 2199.0%94.9%4.3%14727
$135.00Jul 17Aug 2195.5%93.4%2.3%1284
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Jul 17Aug 21121.5%97.3%24.9%19539
$115.00Jul 17Aug 21106.9%95.9%11.4%1255
$120.00Jul 17Aug 21103.4%96.0%7.7%37546
$125.00Jul 17Aug 21100.7%95.3%5.6%7125
$130.00Jul 17Aug 2198.0%94.4%3.8%71172

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 26 found (best R:R 34.71, avg 3.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$160.00$165.00Jul 17$0.45$4.55$0.4510.11$160.45
$155.00$160.00Jul 17$0.50$4.50$0.509.00$155.50
$150.00$155.00Jul 17$0.98$4.02$0.984.10$150.98
$150.00$155.00Aug 21$1.50$3.50$1.502.33$151.50
$155.00$160.00Aug 21$1.50$3.50$1.502.33$156.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$110.00Jul 17$0.14$4.86$0.1434.71$114.86
$120.00$115.00Jul 17$0.73$4.27$0.735.85$119.27
$125.00$120.00Jul 17$1.08$3.92$1.083.63$123.92
$115.00$110.00Aug 21$1.45$3.55$1.452.45$113.55
$130.00$125.00Jul 17$1.47$3.53$1.472.40$128.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 6.14, avg 0.91)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$135.00Jul 17$3.25$3.25$1.751.86$133.25
$110.00$125.00Aug 21$9.45$9.45$5.551.70$119.45
$125.00$135.00Aug 21$5.15$5.15$4.851.06$130.15
$135.00$140.00Jul 17$2.40$2.40$2.600.92$137.40
$135.00$140.00Aug 21$2.20$2.20$2.800.79$137.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$155.00$150.00Jul 17$4.30$4.30$0.706.14$150.70
$150.00$140.00Jul 17$6.85$6.85$3.152.17$143.15
$165.00$130.00Aug 21$22.25$22.25$12.751.75$142.75
$140.00$135.00Jul 17$2.45$2.45$2.550.96$137.55
$130.00$125.00Aug 21$2.20$2.20$2.800.79$127.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $8.52, cheapest $4.97)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Jul 17Aug 21$7.30101.6%93.2%
$160.00Jul 17Aug 21$8.4099.0%94.9%
$155.00Jul 17Aug 21$9.4094.3%95.4%
$150.00Jul 17Aug 21$9.9293.4%95.0%
$135.00Jul 17Aug 21$10.2595.5%93.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 17Aug 21$4.97121.5%97.3%
$115.00Jul 17Aug 21$6.28106.9%95.9%
$120.00Jul 17Aug 21$7.45103.4%96.0%
$125.00Jul 17Aug 21$8.37100.7%95.3%
$130.00Jul 17Aug 21$9.1098.0%94.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 11.27% of stock, avg 19.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Jul 17$9.00$6.50$15.50$119.50$150.5011.27%
$140.00Jul 17$6.60$8.95$15.55$124.45$155.5511.31%
$130.00Jul 17$12.25$4.55$16.80$113.20$146.8012.22%
$150.00Jul 17$3.13$15.80$18.93$131.07$168.9313.77%
$155.00Jul 17$2.15$20.10$22.25$132.75$177.2516.18%
$125.00Aug 21$24.40$11.45$35.85$89.15$160.8526.07%
$110.00Aug 21$33.85$6.10$39.95$70.05$149.9529.05%
$165.00Aug 21$8.50$35.90$44.40$120.60$209.4032.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 2.12% of stock, avg 9.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$160.00$115.00Jul 17$1.65$1.27$2.92$112.08$162.92
$155.00$115.00Jul 17$2.15$1.27$3.42$111.58$158.42
$160.00$120.00Jul 17$1.65$2.00$3.65$116.35$163.65
$155.00$120.00Jul 17$2.15$2.00$4.15$115.85$159.15
$150.00$115.00Jul 17$3.13$1.27$4.40$110.60$154.40
$160.00$125.00Jul 17$1.65$3.08$4.73$120.27$164.73
$150.00$120.00Jul 17$3.13$2.00$5.13$114.87$155.13
$155.00$125.00Jul 17$2.15$3.08$5.23$119.77$160.23
$145.00$115.00Jul 17$4.75$1.27$6.02$108.98$151.02
$160.00$130.00Jul 17$1.65$4.55$6.20$123.80$166.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 65 found (best R:R 19.00, avg credit $3.28)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
150/155160/165Jul 17$4.75$0.2519.00$150.25$164.75
125/130135/140Aug 21$4.40$0.607.33$125.60$139.40
120/125130/135Jul 17$4.33$0.676.46$120.67$134.33
125/130145/150Aug 21$4.25$0.755.67$125.75$149.25
120/125135/140Aug 21$4.20$0.805.25$120.80$139.20
125/130140/145Aug 21$4.15$0.854.88$125.85$144.15
115/120135/140Aug 21$4.10$0.904.56$115.90$139.10
135/140145/150Jul 17$4.07$0.934.38$135.93$149.07
120/125145/150Aug 21$4.05$0.954.26$120.95$149.05
115/120130/135Jul 17$3.98$1.023.90$116.02$133.98

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 GainR:R
$140.00$145.00$150.00Jul 17$0.23$4.7720.74
$135.00$140.00$145.00Aug 21$0.25$4.7519.00
$150.00$155.00$160.00Jul 17$0.48$4.529.42
$135.00$140.00$145.00Jul 17$0.55$4.458.09
$145.00$150.00$155.00Aug 21$0.55$4.458.09
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Aug 21$0.10$4.9049.00
$120.00$125.00$130.00Aug 21$0.20$4.8024.00
$115.00$120.00$125.00Jul 17$0.35$4.6513.29
$120.00$125.00$130.00Jul 17$0.39$4.6111.82
$110.00$115.00$120.00Aug 21$0.45$4.5510.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-2.10, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$165.001:2Jul 17-$0.75$4.25
$155.00$160.001:2Jul 17-$1.15$3.85
$150.00$155.001:2Jul 17-$1.17$3.83
$145.00$150.001:2Jul 17-$1.51$3.49
$140.00$145.001:2Jul 17-$2.90$2.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$140.001:2Jul 17-$2.10$7.90
$120.00$115.001:2Jul 17-$0.54$4.46
$125.00$120.001:2Jul 17-$0.92$4.08
$115.00$110.001:2Jul 17-$0.99$4.01
$130.00$125.001:2Jul 17-$1.61$3.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 12.00%, avg 5.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Aug 21$16.500.551.8%12.00%13.82%58150
$145.00Aug 21$14.400.505.5%10.47%15.93%1--
$150.00Aug 21$11.900.469.1%8.65%17.75%24419
$155.00Aug 21$11.000.4212.7%8.00%20.73%12243
$160.00Aug 21$9.300.3816.4%6.76%23.13%12128
$165.00Aug 21$7.200.3420.0%5.24%25.24%1--
$140.00Jul 17$6.100.471.8%4.44%6.25%1685
$145.00Jul 17$4.300.385.5%3.13%8.58%6--
$150.00Jul 17$2.850.289.1%2.07%11.16%3563
$155.00Jul 17$1.950.2112.7%1.42%14.15%12190

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 604
Total Puts 226
Put/Call Ratio 0.37
Net Difference 378

Prior's Put/Call Breakdown

Total Calls 1,972
Total Puts 1,828
Put/Call Ratio 0.93
Net Difference 144

Prior 7-Day Put/Call Summary

Total Calls 19,029
Total Puts 10,260
Average Put/Call Ratio 0.57
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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