Tour v309
SMTC
SEMTECH CORP
$136.13 -1.00%
$135.78 (-0.26%)🌙
as of 07/10 07:04 PM
7/10 19:04

Option Volume

Detail
Current (07/10) 677
Calls: 359 (53%)
Puts: 318 (47%)
Prior (07/09) 830
Calls: 604 (73%)
Puts: 226 (27%)
Current vs Prior -18.43%
Calls: -40.56% (Calls)
Puts: +40.71% (Puts)
Prior 7-Day Total 23,236
Calls: 15,134 (65%)
Puts: 8,102 (35%)
Prior 7-Day Average 3,319
Calls: 2,162 (65%)
Puts: 1,157 (35%)
Current vs Prior 7-Day Avg -79.60%
Calls: -83.40%
Puts: -72.53%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $618.0K
Calls: $283.5K (46%)
Puts: $334.5K (54%)
Prior (07/09) $1.95M
Calls: $1.71M (88%)
Puts: $239.9K (12%)
Current vs Prior -68.32%
Calls: -83.43%
Puts: +39.44%
Prior 7-Day Total $32.87M
Calls: $26.30M (80%)
Puts: $6.58M (20%)
Prior 7-Day Average $4.70M
Calls: $3.76M (80%)
Puts: $939.6K (20%)
Current vs Prior 7-Day Avg -86.84%
Calls: -92.45%
Puts: -64.39%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/10) 0.89
Prior (07/09) 0.37
Current vs Prior +136.73%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg +61.21%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/10) 12,070
Calls: 8,724 (72%)
Puts: 3,346 (28%)
Prior (07/09) 20,132
Calls: 13,852 (69%)
Puts: 6,280 (31%)
Current vs Prior -40.05%
Prior 7-Day Total 151,558
Calls: 125,660 (83%)
Puts: 25,898 (17%)
Prior 7-Day Average 21,651
Calls: 17,951 (83%)
Puts: 3,699 (17%)
Current vs Prior 7-Day Avg -44.25%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 11.90% | 26.85%11.90% | 26.85%
Prior 13.05% | 27.71%13.05% | 27.71%
Current vs Prior -8.84% | -3.10%-8.84% | -3.10%
Prior 7-Day Avg 16.11% | 29.31%14.96% | 28.77%
Current vs 7-Day Avg -26.14% | -8.40%-20.43% | -6.67%
Prior 7-Day Eod 13.05% | 27.71%-- | --
Current vs 7-Day Eod -8.84% | -3.10%-- | --
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

Light premium activity with dollar volume down 68% vs prior. P/C ratio rising 137% - increased hedging/bearish positioning. Call-heavy open interest (8,724 calls vs 3,346 puts) suggests bullish positioning. Declining open interest (down 40%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 7 of results (avg 8.2%, best 7.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Aug 219.6010.30$9.957.0%160.39255
$140.00Aug 2114.7015.90$15.307.8%120.52167
$135.00Jul 177.007.60$7.308.2%120.5567
$130.00Jul 179.9010.80$10.358.7%740.6627
$135.00Aug 2117.1018.70$17.908.9%30.5716
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 176.006.50$6.258.0%290.45104
$155.00Aug 2127.9030.50$29.208.9%10.6034

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. 7 found (avg delta 0.66, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 1724.9027.70$26.3010.6%60.91--
$130.00Jul 179.9010.80$10.358.7%740.6627
$135.00Aug 2117.1018.70$17.908.9%30.5716
$135.00Jul 177.007.60$7.308.2%120.5567
$140.00Aug 2114.7015.90$15.307.8%120.52167
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 1719.8022.10$20.9511.0%10.83204
$155.00Aug 2127.9030.50$29.208.9%10.6034

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 348, top 110)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 174.705.20$4.9510.1%1100.4388
$130.00Jul 179.9010.80$10.358.7%740.6627
$150.00Jul 171.902.35$2.1321.1%160.23566
$155.00Aug 219.6010.30$9.957.0%160.39255
$135.00Jul 177.007.60$7.308.2%120.5567
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 171.552.90$2.2360.5%350.18500
$135.00Jul 176.006.50$6.258.0%290.45104
$130.00Jul 173.905.00$4.4524.7%70.34--
$115.00Jul 170.901.45$1.1846.6%30.11643
$110.00Jul 170.351.50$0.93123.7%20.09--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 15.7%, max 22.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$160.00Jul 17Aug 2192.7%87.1%6.4%9741
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 17Aug 21110.1%90.1%22.2%37528
$110.00Jul 17Aug 21119.1%100.5%18.4%3142

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 19.00, avg 3.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$160.00Jul 17$0.50$4.50$0.509.00$155.50
$150.00$155.00Jul 17$0.73$4.27$0.735.85$150.73
$145.00$150.00Jul 17$1.12$3.88$1.123.46$146.12
$140.00$145.00Aug 21$1.35$3.65$1.352.70$141.35
$140.00$145.00Jul 17$1.70$3.30$1.701.94$141.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$110.00Jul 17$0.25$4.75$0.2519.00$114.75
$125.00$120.00Jul 17$0.55$4.45$0.558.09$124.45
$120.00$115.00Jul 17$1.05$3.95$1.053.76$118.95
$120.00$110.00Aug 21$2.10$7.90$2.103.76$117.90
$130.00$125.00Jul 17$1.67$3.33$1.671.99$128.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 3.94, avg 0.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$130.00Jul 17$15.95$15.95$4.053.94$125.95
$130.00$135.00Jul 17$3.05$3.05$1.951.56$133.05
$135.00$140.00Aug 21$2.60$2.60$2.401.08$137.60
$135.00$140.00Jul 17$2.35$2.35$2.650.89$137.35
$155.00$160.00Aug 21$2.10$2.10$2.900.72$157.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$155.00$135.00Jul 17$14.70$14.70$5.302.77$140.30
$155.00$120.00Aug 21$20.35$20.35$14.651.39$134.65
$135.00$130.00Jul 17$1.80$1.80$3.200.56$133.20
$130.00$125.00Jul 17$1.67$1.67$3.330.50$128.33
$120.00$115.00Jul 17$1.05$1.05$3.950.27$118.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.48, cheapest $5.82)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Jul 17Aug 21$6.9592.7%87.1%
$155.00Jul 17Aug 21$8.5591.4%91.7%
$140.00Jul 17Aug 21$10.3589.5%93.2%
$135.00Jul 17Aug 21$10.6090.4%92.8%
$145.00Jul 17Aug 21$10.7088.8%96.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 17Aug 21$5.82119.1%100.5%
$120.00Jul 17Aug 21$6.62110.1%90.1%
$155.00Jul 17Aug 21$8.2591.4%91.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 9.95% of stock, avg 17.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Jul 17$7.30$6.25$13.55$121.45$148.559.95%
$130.00Jul 17$10.35$4.45$14.80$115.20$144.8010.87%
$155.00Jul 17$1.40$20.95$22.35$132.65$177.3516.42%
$110.00Jul 17$26.30$0.93$27.23$82.77$137.2320.00%
$155.00Aug 21$9.95$29.20$39.15$115.85$194.1528.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 31 found (cheapest 1.53% of stock, avg 6.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$160.00$115.00Jul 17$0.90$1.18$2.08$112.92$162.08
$155.00$115.00Jul 17$1.40$1.18$2.58$112.42$157.58
$160.00$120.00Jul 17$0.90$2.23$3.13$116.87$163.13
$150.00$115.00Jul 17$2.13$1.18$3.31$111.69$153.31
$155.00$120.00Jul 17$1.40$2.23$3.63$116.37$158.63
$160.00$125.00Jul 17$0.90$2.78$3.68$121.32$163.68
$155.00$125.00Jul 17$1.40$2.78$4.18$120.82$159.18
$150.00$120.00Jul 17$2.13$2.23$4.36$115.64$154.36
$145.00$115.00Jul 17$3.25$1.18$4.43$110.57$149.43
$150.00$125.00Jul 17$2.13$2.78$4.91$120.09$154.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 31 found (best R:R 4.56, avg credit $2.71)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
115/120130/135Jul 17$4.10$0.904.56$115.90$134.10
125/130135/140Jul 17$4.02$0.984.10$125.98$139.02
120/125130/135Jul 17$3.60$1.402.57$121.40$133.60
130/135140/145Jul 17$3.50$1.502.33$131.50$143.50
115/120135/140Jul 17$3.40$1.602.12$116.60$138.40
125/130140/145Jul 17$3.37$1.632.07$126.63$143.37
110/115130/135Jul 17$3.30$1.701.94$111.70$133.30
110/120145/155Aug 21$6.10$3.901.56$113.90$151.10
130/135145/150Jul 17$2.92$2.081.40$132.08$147.92
120/125135/140Jul 17$2.90$2.101.38$122.10$137.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 37.46, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$155.00$160.00Jul 17$0.23$4.7720.74
$145.00$150.00$155.00Jul 17$0.39$4.6111.82
$140.00$145.00$150.00Jul 17$0.58$4.427.62
$135.00$140.00$145.00Jul 17$0.65$4.356.69
$130.00$135.00$140.00Jul 17$0.70$4.306.14
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$125.00$130.00$135.00Jul 17$0.13$4.8737.46
$110.00$115.00$120.00Jul 17$0.80$4.205.25
$120.00$125.00$130.00Jul 17$1.12$3.883.46

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 $-4.65, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$160.001:2Jul 17-$0.40$4.60
$150.00$155.001:2Jul 17-$0.67$4.33
$145.00$155.001:2Aug 21-$5.95$4.05
$145.00$150.001:2Jul 17-$1.01$3.99
$140.00$145.001:2Jul 17-$1.55$3.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$110.001:2Aug 21-$4.65$5.35
$120.00$115.001:2Jul 17-$0.13$4.87
$115.00$110.001:2Jul 17-$0.68$4.32
$130.00$125.001:2Jul 17-$1.11$3.89
$125.00$120.001:2Jul 17-$1.68$3.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 10.80%, avg 4.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Aug 21$14.700.522.8%10.80%13.64%12167
$145.00Aug 21$12.900.486.5%9.48%15.99%1--
$155.00Aug 21$9.600.3913.9%7.05%20.91%16255
$160.00Aug 21$6.800.3417.5%5.00%22.53%1140
$140.00Jul 17$4.700.432.8%3.45%6.30%11088
$145.00Jul 17$3.000.326.5%2.20%8.72%2400
$150.00Jul 17$1.900.2310.2%1.40%11.58%16566
$155.00Jul 17$1.150.1613.9%0.84%14.71%5188
$160.00Jul 17$0.700.1117.5%0.51%18.05%8601

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 359
Total Puts 318
Put/Call Ratio 0.89
Net Difference 41

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 15,134
Total Puts 8,102
Average Put/Call Ratio 0.55
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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