Tour v325
SMTC
SEMTECH CORP
$132.15 -2.92%
$131.13 (-0.77%)🌙
as of 07/13 07:02 PM
7/13 19:02

Option Volume

Detail
Current (07/13) 2,332
Calls: 831 (36%)
Puts: 1,501 (64%)
Prior (07/10) 677
Calls: 359 (53%)
Puts: 318 (47%)
Current vs Prior +244.46%
Calls: +131.48% (Calls)
Puts: +372.01% (Puts)
Prior 7-Day Total 21,254
Calls: 12,961 (61%)
Puts: 8,293 (39%)
Prior 7-Day Average 3,036
Calls: 1,851 (61%)
Puts: 1,184 (39%)
Current vs Prior 7-Day Avg -23.20%
Calls: -55.12%
Puts: +26.70%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/13) $2.33M
Calls: $1.21M (52%)
Puts: $1.12M (48%)
Prior (07/10) $618.0K
Calls: $283.5K (46%)
Puts: $334.5K (54%)
Current vs Prior +277.78%
Calls: +328.45%
Puts: +234.84%
Prior 7-Day Total $28.18M
Calls: $21.38M (76%)
Puts: $6.80M (24%)
Prior 7-Day Average $4.03M
Calls: $3.05M (76%)
Puts: $971.9K (24%)
Current vs Prior 7-Day Avg -42.01%
Calls: -60.23%
Puts: +15.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 1.81
Prior (07/10) 0.89
Current vs Prior +103.91%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg +170.06%
Sentiment BEARISH

Open Interest

Detail
Current (07/13) 19,311
Calls: 10,993 (57%)
Puts: 8,318 (43%)
Prior (07/10) 12,070
Calls: 8,724 (72%)
Puts: 3,346 (28%)
Current vs Prior +59.99%
Prior 7-Day Total 143,193
Calls: 116,064 (81%)
Puts: 27,129 (19%)
Prior 7-Day Average 20,456
Calls: 16,580 (81%)
Puts: 3,875 (19%)
Current vs Prior 7-Day Avg -5.60%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 11.46% | 26.49%11.46% | 26.49%
Prior 11.90% | 26.85%11.90% | 26.85%
Current vs Prior -3.66% | -1.36%-3.67% | -1.36%
Prior 7-Day Avg 15.26% | 28.89%14.35% | 28.38%
Current vs 7-Day Avg -24.88% | -8.33%-20.08% | -6.69%
Prior 7-Day Eod 11.90% | 26.85%11.90% | 26.85%
Current vs 7-Day Eod -3.66% | -1.36%-3.67% | -1.36%
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

Massive premium surge with dollar volume up 278% vs prior. Unusually high activity with volume up 244% vs prior - elevated interest. Extreme bearish P/C ratio of 1.81 - heavy put buying. P/C ratio rising 104% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 8 of results (avg 7.0%, best 5.4%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 2114.7015.60$15.155.9%20.53--
$140.00Aug 2112.7013.60$13.156.8%30.49169
$130.00Aug 2116.4018.00$17.209.3%30.582
$155.00Aug 218.008.80$8.409.5%80.36262
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2114.3015.10$14.705.4%20.4283
$145.00Aug 2123.2024.50$23.855.5%830.56190
$150.00Aug 2126.4027.90$27.155.5%50.60--
$120.00Aug 219.9010.70$10.307.8%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. 9 found (avg delta 0.65, highest 0.90)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 177.007.90$7.4512.1%370.5893
$130.00Aug 2116.4018.00$17.209.3%30.582
$135.00Aug 2114.7015.60$15.155.9%20.53--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 1722.5025.20$23.8511.3%10.90203
$150.00Jul 1717.8020.70$19.2515.1%30.86194
$140.00Jul 1710.2011.50$10.8512.0%40.67--
$150.00Aug 2126.4027.90$27.155.5%50.60--
$145.00Aug 2123.2024.50$23.855.5%830.56190

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 673, top 144)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 174.505.60$5.0521.8%1440.4567
$155.00Jul 170.300.90$0.60100.0%920.09192
$130.00Jul 177.007.90$7.4512.1%370.5893
$150.00Aug 219.3010.30$9.8010.2%220.40426
$155.00Aug 218.008.80$8.409.5%80.36262
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 171.602.45$2.0341.9%930.20499
$145.00Aug 2123.2024.50$23.855.5%830.56190
$130.00Jul 174.705.70$5.2019.2%770.42167
$135.00Jul 177.108.30$7.7015.6%300.55103
$125.00Jul 172.753.70$3.2329.4%270.30124

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 21.9%, max 41.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Jul 17Aug 21115.2%92.2%24.9%4095
$135.00Jul 17Aug 21115.1%96.0%20.0%14667
$140.00Jul 17Aug 21113.5%95.6%18.8%6316
$155.00Jul 17Aug 21109.9%94.5%16.2%100454
$150.00Jul 17Aug 21105.7%94.9%11.4%23426
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Jul 17Aug 21137.7%97.4%41.4%24142
$120.00Jul 17Aug 21121.9%95.3%27.9%94499
$130.00Jul 17Aug 21115.2%92.2%24.9%79250
$150.00Jul 17Aug 21105.7%94.9%11.4%8194

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 13.29, avg 3.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$155.00Jul 17$0.35$4.65$0.3513.29$150.35
$145.00$150.00Jul 17$1.05$3.95$1.053.76$146.05
$140.00$145.00Jul 17$1.22$3.78$1.223.10$141.22
$150.00$155.00Aug 21$1.40$3.60$1.402.57$151.40
$140.00$150.00Aug 21$3.35$6.65$3.351.99$143.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$110.00Jul 17$0.35$4.65$0.3513.29$114.65
$120.00$115.00Jul 17$0.88$4.12$0.884.68$119.12
$125.00$120.00Jul 17$1.20$3.80$1.203.17$123.80
$120.00$110.00Aug 21$3.60$6.40$3.601.78$116.40
$130.00$125.00Jul 17$1.97$3.03$1.971.54$128.03

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 11.50, avg 1.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$135.00Jul 17$2.40$2.40$2.600.92$132.40
$130.00$135.00Aug 21$2.05$2.05$2.950.69$132.05
$135.00$140.00Aug 21$2.00$2.00$3.000.67$137.00
$135.00$140.00Jul 17$1.83$1.83$3.170.58$136.83
$140.00$150.00Aug 21$3.35$3.35$6.650.50$143.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$155.00$150.00Jul 17$4.60$4.60$0.4011.50$150.40
$150.00$140.00Jul 17$8.40$8.40$1.605.25$141.60
$150.00$145.00Aug 21$3.30$3.30$1.701.94$146.70
$140.00$135.00Jul 17$3.15$3.15$1.851.70$136.85
$145.00$130.00Aug 21$9.15$9.15$5.851.56$135.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $8.67, cheapest $5.90)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$155.00Jul 17Aug 21$7.80109.9%94.5%
$150.00Jul 17Aug 21$8.85105.7%94.9%
$130.00Jul 17Aug 21$9.75115.2%92.2%
$140.00Jul 17Aug 21$9.93113.5%95.6%
$135.00Jul 17Aug 21$10.10115.1%96.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 17Aug 21$5.90137.7%97.4%
$150.00Jul 17Aug 21$7.90105.7%94.9%
$120.00Jul 17Aug 21$8.27121.9%95.3%
$130.00Jul 17Aug 21$9.50115.2%92.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 9.57% of stock, avg 16.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$130.00Jul 17$7.45$5.20$12.65$117.35$142.659.57%
$135.00Jul 17$5.05$7.70$12.75$122.25$147.759.65%
$140.00Jul 17$3.22$10.85$14.07$125.93$154.0710.65%
$150.00Jul 17$0.95$19.25$20.20$129.80$170.2015.29%
$155.00Jul 17$0.60$23.85$24.45$130.55$179.4518.50%
$130.00Aug 21$17.20$14.70$31.90$98.10$161.9024.14%
$150.00Aug 21$9.80$27.15$36.95$113.05$186.9527.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 34 found (cheapest 1.06% of stock, avg 6.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$155.00$110.00Jul 17$0.60$0.80$1.40$108.60$156.40
$150.00$110.00Jul 17$0.95$0.80$1.75$108.25$151.75
$155.00$115.00Jul 17$0.60$1.15$1.75$113.25$156.75
$150.00$115.00Jul 17$0.95$1.15$2.10$112.90$152.10
$155.00$120.00Jul 17$0.60$2.03$2.63$117.37$157.63
$145.00$110.00Jul 17$2.00$0.80$2.80$107.20$147.80
$150.00$120.00Jul 17$0.95$2.03$2.98$117.02$152.98
$145.00$115.00Jul 17$2.00$1.15$3.15$111.85$148.15
$155.00$125.00Jul 17$0.60$3.23$3.83$121.17$158.83
$140.00$110.00Jul 17$3.22$0.80$4.02$105.98$144.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 32 found (best R:R 5.25, avg credit $3.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
135/140145/150Jul 17$4.20$0.805.25$135.80$149.20
120/130140/150Aug 21$7.75$2.253.44$122.25$147.75
125/130135/140Jul 17$3.80$1.203.17$126.20$138.80
130/135140/145Jul 17$3.72$1.282.91$131.28$143.72
120/125130/135Jul 17$3.60$1.402.57$121.40$133.60
130/135145/150Jul 17$3.55$1.452.45$131.45$148.55
130/145150/155Aug 21$10.55$4.452.37$134.45$160.55
135/140150/155Jul 17$3.50$1.502.33$136.50$153.50
110/120140/150Aug 21$6.95$3.052.28$113.05$146.95
115/120130/135Jul 17$3.28$1.721.91$116.72$133.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.05$4.9599.00
$140.00$145.00$150.00Jul 17$0.17$4.8328.41
$130.00$135.00$140.00Jul 17$0.57$4.437.77
$135.00$140.00$145.00Jul 17$0.61$4.397.20
$145.00$150.00$155.00Jul 17$0.70$4.306.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Jul 17$0.32$4.6814.62
$110.00$120.00$130.00Aug 21$0.80$9.2011.50
$110.00$115.00$120.00Jul 17$0.53$4.478.43
$125.00$130.00$135.00Jul 17$0.53$4.478.43
$130.00$135.00$140.00Jul 17$0.65$4.356.69

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 $-5.55, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$155.001:2Jul 17-$0.25$4.75
$140.00$145.001:2Jul 17-$0.78$4.22
$135.00$140.001:2Jul 17-$1.39$3.61
$140.00$150.001:2Aug 21-$6.45$3.55
$130.00$135.001:2Jul 17-$2.65$2.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$145.00$130.001:2Aug 21-$5.55$9.45
$150.00$140.001:2Jul 17-$2.45$7.55
$120.00$110.001:2Aug 21-$3.10$6.90
$120.00$115.001:2Jul 17-$0.27$4.73
$115.00$110.001:2Jul 17-$0.45$4.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 11.12%, avg 4.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Aug 21$14.700.532.2%11.12%13.28%2--
$140.00Aug 21$12.700.495.9%9.61%15.55%3169
$150.00Aug 21$9.300.4013.5%7.04%20.54%22426
$155.00Aug 21$8.000.3617.3%6.05%23.34%8262
$135.00Jul 17$4.500.452.2%3.41%5.56%14467
$140.00Jul 17$2.550.335.9%1.93%7.87%3147
$145.00Jul 17$1.400.239.7%1.06%10.78%4400
$150.00Jul 17$0.750.1413.5%0.57%14.07%1--
$155.00Jul 17$0.300.0917.3%0.23%17.52%92192

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 831
Total Puts 1,501
Put/Call Ratio 1.81
Net Difference -670

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 12,961
Total Puts 8,293
Average Put/Call Ratio 0.67
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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