Tour v340
SMTC
SEMTECH CORP
$135.22 -4.34%
$135.00 (-0.16%)🌙
as of 07/15 07:08 PM
7/15 19:08

Option Volume

Detail
Current (07/15) 3,328
Calls: 2,998 (90%)
Puts: 330 (10%)
Prior (07/14) 1,828
Calls: 1,215 (66%)
Puts: 613 (34%)
Current vs Prior +82.06%
Calls: +146.75% (Calls)
Puts: -46.17% (Puts)
Prior 7-Day Total 15,354
Calls: 8,246 (54%)
Puts: 7,108 (46%)
Prior 7-Day Average 2,193
Calls: 1,178 (54%)
Puts: 1,015 (46%)
Current vs Prior 7-Day Avg +51.73%
Calls: +154.50%
Puts: -67.50%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $6.27M
Calls: $6.07M (97%)
Puts: $196.6K (3%)
Prior (07/14) $2.80M
Calls: $2.18M (78%)
Puts: $628.2K (22%)
Current vs Prior +123.58%
Calls: +179.07%
Puts: -68.70%
Prior 7-Day Total $17.52M
Calls: $12.28M (70%)
Puts: $5.24M (30%)
Prior 7-Day Average $2.50M
Calls: $1.75M (70%)
Puts: $749.1K (30%)
Current vs Prior 7-Day Avg +150.50%
Calls: +246.25%
Puts: -73.75%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.11
Prior (07/14) 0.50
Current vs Prior -78.18%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg -87.32%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 18,121
Calls: 14,387 (79%)
Puts: 3,734 (21%)
Prior (07/14) 26,813
Calls: 23,105 (86%)
Puts: 3,708 (14%)
Current vs Prior -32.42%
Prior 7-Day Total 136,872
Calls: 105,466 (77%)
Puts: 31,406 (23%)
Prior 7-Day Average 19,553
Calls: 15,066 (77%)
Puts: 4,486 (23%)
Current vs Prior 7-Day Avg -7.32%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 10.09% | 26.62%10.09% | 26.62%
Prior 9.62% | 25.96%9.62% | 25.96%
Current vs Prior +4.93% | +2.55%+4.93% | +2.55%
Prior 7-Day Avg 13.26% | 27.77%13.26% | 27.77%
Current vs 7-Day Avg -23.86% | -4.12%-23.86% | -4.12%
Prior 7-Day Eod 9.62% | 25.96%9.62% | 25.96%
Current vs 7-Day Eod +4.93% | +2.55%+4.93% | +2.55%
Sentiment BEARISHBEARISH

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 97% of dollar volume in calls ($6.07M) vs puts ($196.6K). Massive premium surge with dollar volume up 124% vs prior. Dollar volume significantly above 7-day average (151% higher). Above-average activity with volume up 82% vs prior.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 3 of results (avg 8.8%, best 8.2%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 2131.6034.30$32.958.2%20.65--
$125.00Aug 2110.8011.80$11.308.8%60.34143
$140.00Aug 2118.4020.20$19.309.3%40.4899

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. 17 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 1723.4027.10$25.2514.7%10.95--
$110.00Aug 2129.9033.30$31.6010.8%10.78--
$115.00Aug 2126.6029.80$28.2011.3%10.74--
$130.00Jul 177.209.00$8.1022.2%30.7094
$130.00Aug 2118.2020.60$19.4012.4%20.605
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 1718.3022.00$20.1518.4%11.00--
$160.00Jul 1723.2026.90$25.0514.8%20.98--
$150.00Jul 1713.9017.00$15.4520.1%30.92239
$145.00Jul 1710.4012.90$11.6521.5%30.80167
$160.00Aug 2131.6034.30$32.958.2%20.65--

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 492, top 106)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 170.951.65$1.3053.8%940.22405
$155.00Jul 170.000.25$0.13192.3%340.03253
$135.00Jul 174.106.80$5.4549.5%140.55162
$150.00Aug 219.9011.70$10.8016.7%110.42516
$155.00Aug 218.5010.10$9.3017.2%90.38277
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 170.952.60$1.7892.7%1060.21133
$120.00Jul 170.400.95$0.6880.9%660.10476
$135.00Jul 174.005.20$4.6026.1%250.46102
$130.00Jul 172.003.20$2.6046.2%180.31180
$140.00Jul 176.909.50$8.2031.7%130.63408

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 31.3%, max 93.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Jul 17Aug 21191.5%98.9%93.5%2--
$160.00Jul 17Aug 21134.4%97.5%37.9%111.0K
$130.00Jul 17Aug 21129.5%96.5%34.2%599
$135.00Jul 17Aug 21127.5%96.5%32.1%18191
$140.00Jul 17Aug 21120.4%98.7%22.0%6167
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Jul 17Aug 21160.6%98.2%63.6%6642
$125.00Jul 17Aug 21148.6%95.3%56.0%112276
$120.00Jul 17Aug 21138.7%97.5%42.3%77513
$160.00Jul 17Aug 21134.4%97.5%37.9%4--
$130.00Jul 17Aug 21129.5%96.5%34.2%22268

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 26.78, avg 3.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$155.00Jul 17$0.47$4.53$0.479.64$150.47
$145.00$150.00Jul 17$0.70$4.30$0.706.14$145.70
$155.00$160.00Aug 21$1.15$3.85$1.153.35$156.15
$150.00$155.00Aug 21$1.50$3.50$1.502.33$151.50
$140.00$145.00Jul 17$1.70$3.30$1.701.94$141.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$115.00Jul 17$0.18$4.82$0.1826.78$119.82
$130.00$125.00Jul 17$0.82$4.18$0.825.10$129.18
$125.00$120.00Jul 17$1.10$3.90$1.103.55$123.90
$120.00$115.00Aug 21$1.85$3.15$1.851.70$118.15
$125.00$120.00Aug 21$1.85$3.15$1.851.70$123.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 31 found (best R:R 15.67, avg 1.76)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$130.00Jul 17$17.15$17.15$2.856.02$127.15
$110.00$115.00Aug 21$3.40$3.40$1.602.13$113.40
$115.00$130.00Aug 21$8.80$8.80$6.201.42$123.80
$130.00$135.00Aug 21$2.70$2.70$2.301.17$132.70
$130.00$135.00Jul 17$2.65$2.65$2.351.13$132.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$155.00$150.00Jul 17$4.70$4.70$0.3015.67$150.30
$150.00$145.00Jul 17$3.80$3.80$1.203.17$146.20
$160.00$155.00Aug 21$3.75$3.75$1.253.00$156.25
$140.00$135.00Jul 17$3.60$3.60$1.402.57$136.40
$145.00$140.00Jul 17$3.45$3.45$1.552.23$141.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $9.84, cheapest $6.35)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 17Aug 21$6.35191.5%98.9%
$160.00Jul 17Aug 21$7.87134.4%97.5%
$155.00Jul 17Aug 21$9.1797.8%96.7%
$150.00Jul 17Aug 21$10.20110.9%97.1%
$135.00Jul 17Aug 21$11.25127.5%96.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Jul 17Aug 21$7.10160.6%98.2%
$160.00Jul 17Aug 21$7.90134.4%97.5%
$120.00Jul 17Aug 21$8.77138.7%97.5%
$155.00Jul 17Aug 21$9.0597.8%96.7%
$125.00Jul 17Aug 21$9.52148.6%95.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 7.43% of stock, avg 19.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Jul 17$5.45$4.60$10.05$124.95$145.057.43%
$130.00Jul 17$8.10$2.60$10.70$119.30$140.707.91%
$140.00Jul 17$3.00$8.20$11.20$128.80$151.208.28%
$145.00Jul 17$1.30$11.65$12.95$132.05$157.959.58%
$150.00Jul 17$0.60$15.45$16.05$133.95$166.0511.87%
$155.00Jul 17$0.13$20.15$20.28$134.72$175.2815.00%
$160.00Jul 17$0.28$25.05$25.33$134.67$185.3318.73%
$130.00Aug 21$19.40$13.95$33.35$96.65$163.3524.66%
$135.00Aug 21$16.70$16.65$33.35$101.65$168.3524.66%
$140.00Aug 21$14.55$19.30$33.85$106.15$173.8525.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.58% of stock, avg 10.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$160.00$115.00Jul 17$0.28$0.50$0.78$114.22$160.78
$160.00$120.00Jul 17$0.28$0.68$0.96$119.04$160.96
$150.00$115.00Jul 17$0.60$0.50$1.10$113.90$151.10
$150.00$120.00Jul 17$0.60$0.68$1.28$118.72$151.28
$145.00$115.00Jul 17$1.30$0.50$1.80$113.20$146.80
$145.00$120.00Jul 17$1.30$0.68$1.98$118.02$146.98
$160.00$125.00Jul 17$0.28$1.78$2.06$122.94$162.06
$150.00$125.00Jul 17$0.60$1.78$2.38$122.62$152.38
$160.00$130.00Jul 17$0.28$2.60$2.88$127.12$162.88
$145.00$125.00Jul 17$1.30$1.78$3.08$121.92$148.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 47 found (best R:R 24.00, avg credit $3.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/130135/140Aug 21$4.80$0.2024.00$125.20$139.80
140/145150/155Aug 21$4.80$0.2024.00$140.20$154.80
130/135140/145Aug 21$4.65$0.3513.29$130.35$144.65
125/130140/145Aug 21$4.60$0.4011.50$125.40$144.60
115/120130/135Aug 21$4.55$0.4510.11$115.45$134.55
120/125130/135Aug 21$4.55$0.4510.11$120.45$134.55
130/135145/150Aug 21$4.50$0.509.00$130.50$149.50
125/130145/150Aug 21$4.45$0.558.09$125.55$149.45
135/140145/150Aug 21$4.45$0.558.09$135.55$149.45
140/145155/160Aug 21$4.45$0.558.09$140.55$159.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$140.00$145.00$150.00Aug 21$0.15$4.8532.33
$130.00$135.00$140.00Jul 17$0.20$4.8024.00
$135.00$140.00$145.00Aug 21$0.20$4.8024.00
$145.00$150.00$155.00Jul 17$0.23$4.7720.74
$145.00$150.00$155.00Aug 21$0.30$4.7015.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$125.00$130.00$135.00Aug 21$0.05$4.9599.00
$145.00$150.00$155.00Aug 21$0.10$4.9049.00
$150.00$155.00$160.00Jul 17$0.20$4.8024.00
$140.00$145.00$150.00Jul 17$0.35$4.6513.29
$150.00$155.00$160.00Aug 21$0.40$4.6011.50

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 $-0.32, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$160.001:2Jul 17-$0.43$4.57
$135.00$140.001:2Jul 17-$0.55$4.45
$115.00$130.001:2Aug 21-$10.60$4.40
$130.00$135.001:2Jul 17-$2.80$2.20
$110.00$130.001:2Jul 17$9.05$10.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Jul 17-$0.32$4.68
$135.00$130.001:2Jul 17-$0.60$4.40
$130.00$125.001:2Jul 17-$0.96$4.04
$140.00$135.001:2Jul 17-$1.00$4.00
$145.00$140.001:2Jul 17-$4.75$0.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 10.06%, avg 5.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Aug 21$13.600.513.5%10.06%13.59%4167
$145.00Aug 21$11.600.477.2%8.58%15.81%3--
$150.00Aug 21$9.900.4210.9%7.32%18.25%11516
$155.00Aug 21$8.500.3814.6%6.29%20.91%9277
$160.00Aug 21$7.300.3418.3%5.40%23.72%4413
$140.00Jul 17$2.100.383.5%1.55%5.09%2--
$145.00Jul 17$0.950.227.2%0.70%7.94%94405
$150.00Jul 17$0.400.1210.9%0.30%11.23%6--

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 2,998
Total Puts 330
Put/Call Ratio 0.11
Net Difference 2,668

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,246
Total Puts 7,108
Average Put/Call Ratio 0.87
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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