Tour v334
SMTC
SEMTECH CORP
$141.36 +6.97%
$141.63 (+0.19%)🌙
as of 07/14 07:27 PM
7/14 19:27

Option Volume

Detail
Current (07/14) 1,828
Calls: 1,215 (66%)
Puts: 613 (34%)
Prior (07/13) 2,332
Calls: 831 (36%)
Puts: 1,501 (64%)
Current vs Prior -21.61%
Calls: +46.21% (Calls)
Puts: -59.16% (Puts)
Prior 7-Day Total 20,082
Calls: 11,100 (55%)
Puts: 8,982 (45%)
Prior 7-Day Average 2,868
Calls: 1,585 (55%)
Puts: 1,283 (45%)
Current vs Prior 7-Day Avg -36.28%
Calls: -23.38%
Puts: -52.23%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $2.80M
Calls: $2.18M (78%)
Puts: $628.2K (22%)
Prior (07/13) $2.33M
Calls: $1.21M (52%)
Puts: $1.12M (48%)
Current vs Prior +20.13%
Calls: +79.21%
Puts: -43.92%
Prior 7-Day Total $22.82M
Calls: $16.01M (70%)
Puts: $6.81M (30%)
Prior 7-Day Average $3.26M
Calls: $2.29M (70%)
Puts: $973.6K (30%)
Current vs Prior 7-Day Avg -13.97%
Calls: -4.81%
Puts: -35.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.50
Prior (07/13) 1.81
Current vs Prior -72.07%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -42.92%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 26,813
Calls: 23,105 (86%)
Puts: 3,708 (14%)
Prior (07/13) 19,311
Calls: 10,993 (57%)
Puts: 8,318 (43%)
Current vs Prior +38.85%
Prior 7-Day Total 136,561
Calls: 104,441 (76%)
Puts: 32,120 (24%)
Prior 7-Day Average 19,508
Calls: 14,920 (76%)
Puts: 4,588 (24%)
Current vs Prior 7-Day Avg +37.44%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 9.62% | 25.96%9.62% | 25.96%
Prior 11.46% | 26.49%11.46% | 26.49%
Current vs Prior -16.08% | -1.97%-16.08% | -1.97%
Prior 7-Day Avg 14.45% | 28.49%13.87% | 28.07%
Current vs 7-Day Avg -33.40% | -8.87%-30.61% | -7.50%
Prior 7-Day Eod 11.46% | 26.49%11.46% | 26.49%
Current vs 7-Day Eod -16.08% | -1.97%-16.08% | -1.97%
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 78% of dollar volume in calls ($2.18M) vs puts ($628.2K). Bullish P/C ratio of 0.50. P/C ratio dropping 72% - sentiment shifting bullish. Call-heavy open interest (23,105 calls vs 3,708 puts) suggests bullish positioning.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 8.0%, best 5.1%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2113.4014.10$13.755.1%1410.48437
$155.00Aug 2111.6012.30$11.955.9%340.44267
$160.00Aug 219.9010.80$10.358.7%2660.40200
$125.00Aug 2124.7027.00$25.858.9%10.70--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 2131.3033.90$32.608.0%10.6437
$130.00Aug 2111.1012.20$11.659.4%30.34--
$155.00Aug 2124.0026.50$25.259.9%50.5635

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. 16 found (avg delta 0.68, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 1711.5013.90$12.7018.9%20.8294
$125.00Aug 2124.7027.00$25.858.9%10.70--
$135.00Jul 177.7010.30$9.0028.9%20.70--
$130.00Aug 2121.7024.00$22.8510.1%30.665
$135.00Aug 2119.0021.20$20.1010.9%90.6120
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Jul 1723.1025.90$24.5011.4%30.9553
$160.00Jul 1718.4020.90$19.6512.7%10.91--
$155.00Jul 1714.0016.30$15.1515.2%690.83202
$150.00Jul 1710.1012.40$11.2520.4%1050.74193
$165.00Aug 2131.3033.90$32.608.0%10.6437

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 1.3K, top 266)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 219.9010.80$10.358.7%2660.40200
$150.00Jul 171.252.70$1.9873.2%1710.26566
$150.00Aug 2113.4014.10$13.755.1%1410.48437
$165.00Jul 170.000.45$0.23195.7%360.04247
$155.00Aug 2111.6012.30$11.955.9%340.44267
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 1710.1012.40$11.2520.4%1050.74193
$130.00Jul 171.301.90$1.6037.5%690.20214
$155.00Jul 1714.0016.30$15.1515.2%690.83202
$135.00Aug 2113.1014.70$13.9011.5%650.3857
$140.00Jul 174.106.10$5.1039.2%400.46412

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 14.1%, max 29.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$140.00Jul 17Aug 21107.9%92.6%16.5%42314
$130.00Jul 17Aug 21109.9%95.2%15.4%599
$155.00Jul 17Aug 21105.8%96.0%10.3%58534
$145.00Jul 17Aug 21104.0%95.1%9.4%16401
$160.00Jul 17Aug 21104.1%95.5%9.0%290802
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Jul 17Aug 21127.4%98.1%29.9%36--
$120.00Jul 17Aug 21124.3%96.7%28.6%25523
$125.00Jul 17Aug 21121.7%96.2%26.4%32271
$140.00Jul 17Aug 21107.9%92.6%16.5%68486
$130.00Jul 17Aug 21109.9%95.2%15.4%72214

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 16.86, avg 3.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$160.00$165.00Jul 17$0.29$4.71$0.2916.24$160.29
$155.00$160.00Jul 17$0.58$4.42$0.587.62$155.58
$150.00$155.00Jul 17$0.88$4.12$0.884.68$150.88
$145.00$150.00Jul 17$1.42$3.58$1.422.52$146.42
$155.00$160.00Aug 21$1.60$3.40$1.602.13$156.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$115.00Jul 17$0.28$4.72$0.2816.86$119.72
$125.00$120.00Jul 17$0.52$4.48$0.528.62$124.48
$130.00$125.00Jul 17$0.58$4.42$0.587.62$129.42
$135.00$130.00Jul 17$1.13$3.87$1.133.42$133.87
$120.00$115.00Aug 21$1.50$3.50$1.502.33$118.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 32.33, avg 2.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$135.00Jul 17$3.70$3.70$1.302.85$133.70
$135.00$140.00Jul 17$3.25$3.25$1.751.86$138.25
$125.00$130.00Aug 21$3.00$3.00$2.001.50$128.00
$130.00$135.00Aug 21$2.75$2.75$2.251.22$132.75
$135.00$140.00Aug 21$2.50$2.50$2.501.00$137.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$165.00$160.00Jul 17$4.85$4.85$0.1532.33$160.15
$160.00$155.00Jul 17$4.50$4.50$0.509.00$155.50
$155.00$150.00Jul 17$3.90$3.90$1.103.55$151.10
$165.00$155.00Aug 21$7.35$7.35$2.652.77$157.65
$150.00$145.00Jul 17$3.40$3.40$1.602.13$146.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $10.13, cheapest $6.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Jul 17Aug 21$9.83104.1%95.5%
$130.00Jul 17Aug 21$10.15109.9%95.2%
$155.00Jul 17Aug 21$10.85105.8%96.0%
$135.00Jul 17Aug 21$11.10102.6%94.3%
$150.00Jul 17Aug 21$11.77104.7%96.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Jul 17Aug 21$6.08127.4%98.1%
$120.00Jul 17Aug 21$7.30124.3%96.7%
$165.00Jul 17Aug 21$8.10102.2%95.1%
$125.00Jul 17Aug 21$8.63121.7%96.2%
$130.00Jul 17Aug 21$10.05109.9%95.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 7.68% of stock, avg 17.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$140.00Jul 17$5.75$5.10$10.85$129.15$150.857.68%
$145.00Jul 17$3.40$7.85$11.25$133.75$156.257.96%
$135.00Jul 17$9.00$2.73$11.73$123.27$146.738.30%
$150.00Jul 17$1.98$11.25$13.23$136.77$163.239.36%
$130.00Jul 17$12.70$1.60$14.30$115.70$144.3010.12%
$155.00Jul 17$1.10$15.15$16.25$138.75$171.2511.50%
$160.00Jul 17$0.52$19.65$20.17$139.83$180.1714.27%
$165.00Jul 17$0.23$24.50$24.73$140.27$189.7317.49%
$140.00Aug 21$17.60$16.25$33.85$106.15$173.8523.95%
$135.00Aug 21$20.10$13.90$34.00$101.00$169.0024.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 35 found (cheapest 0.72% of stock, avg 9.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$160.00$120.00Jul 17$0.52$0.50$1.02$118.98$161.02
$160.00$125.00Jul 17$0.52$1.02$1.54$123.46$161.54
$155.00$120.00Jul 17$1.10$0.50$1.60$118.40$156.60
$155.00$125.00Jul 17$1.10$1.02$2.12$122.88$157.12
$160.00$130.00Jul 17$0.52$1.60$2.12$127.88$162.12
$150.00$120.00Jul 17$1.98$0.50$2.48$117.52$152.48
$155.00$130.00Jul 17$1.10$1.60$2.70$127.30$157.70
$150.00$125.00Jul 17$1.98$1.02$3.00$122.00$153.00
$160.00$135.00Jul 17$0.52$2.73$3.25$131.75$163.25
$150.00$130.00Jul 17$1.98$1.60$3.58$126.42$153.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 63 found (best R:R 13.29, avg credit $3.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
140/145150/155Aug 21$4.65$0.3513.29$140.35$154.65
145/150155/160Aug 21$4.65$0.3513.29$145.35$159.65
120/125130/135Aug 21$4.60$0.4011.50$120.40$134.60
115/120125/130Aug 21$4.50$0.509.00$115.50$129.50
125/130135/140Aug 21$4.50$0.509.00$125.50$139.50
130/135140/145Aug 21$4.45$0.558.09$130.55$144.45
140/145155/160Aug 21$4.45$0.558.09$140.55$159.45
120/125135/140Aug 21$4.35$0.656.69$120.65$139.35
115/120130/135Aug 21$4.25$0.755.67$115.75$134.25
120/125130/135Jul 17$4.22$0.785.41$120.78$134.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$155.00$160.00Aug 21$0.20$4.8024.00
$125.00$130.00$135.00Aug 21$0.25$4.7519.00
$130.00$135.00$140.00Aug 21$0.25$4.7519.00
$155.00$160.00$165.00Jul 17$0.29$4.7116.24
$150.00$155.00$160.00Jul 17$0.30$4.7015.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$145.00$150.00$155.00Aug 21$0.05$4.9599.00
$120.00$125.00$130.00Jul 17$0.06$4.9482.33
$130.00$135.00$140.00Aug 21$0.10$4.9049.00
$120.00$125.00$130.00Aug 21$0.15$4.8532.33
$140.00$145.00$150.00Aug 21$0.20$4.8024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.22, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$155.001:2Jul 17-$0.22$4.78
$145.00$150.001:2Jul 17-$0.56$4.44
$140.00$145.001:2Jul 17-$1.05$3.95
$135.00$140.001:2Jul 17-$2.50$2.50
$155.00$160.001:2Jul 17$0.06$4.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$135.001:2Jul 17-$0.36$4.64
$130.00$125.001:2Jul 17-$0.44$4.56
$135.00$130.001:2Jul 17-$0.47$4.53
$145.00$140.001:2Jul 17-$2.35$2.65
$150.00$145.001:2Jul 17-$4.45$0.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 10.19%, avg 4.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$145.00Aug 21$14.400.522.6%10.19%12.76%8--
$150.00Aug 21$13.400.486.1%9.48%15.59%141437
$155.00Aug 21$11.600.449.7%8.21%17.86%34267
$160.00Aug 21$9.900.4013.2%7.00%20.19%266200
$145.00Jul 17$2.800.392.6%1.98%4.56%8401
$150.00Jul 17$1.250.266.1%0.88%7.00%171566
$155.00Jul 17$0.700.169.7%0.50%10.14%24267
$160.00Jul 17$0.350.0913.2%0.25%13.43%24602

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 1,215
Total Puts 613
Put/Call Ratio 0.50
Net Difference 602

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,100
Total Puts 8,982
Average Put/Call Ratio 0.88
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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