Tour v344
SMTC
SEMTECH CORP
$127.65 -5.60%
$127.19 (-0.36%)🌙
as of 07/16 07:01 PM
7/16 19:01

Option Volume

Detail
Current (07/16) 2,826
Calls: 1,013 (36%)
Puts: 1,813 (64%)
Prior (07/15) 3,328
Calls: 2,998 (90%)
Puts: 330 (10%)
Current vs Prior -15.08%
Calls: -66.21% (Calls)
Puts: +449.39% (Puts)
Prior 7-Day Total 16,825
Calls: 10,187 (61%)
Puts: 6,638 (39%)
Prior 7-Day Average 2,403
Calls: 1,455 (61%)
Puts: 948 (39%)
Current vs Prior 7-Day Avg +17.58%
Calls: -30.39%
Puts: +91.19%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $5.20M
Calls: $738.9K (14%)
Puts: $4.46M (86%)
Prior (07/15) $6.27M
Calls: $6.07M (97%)
Puts: $196.6K (3%)
Current vs Prior -17.08%
Calls: -87.84%
Puts: +2168.63%
Prior 7-Day Total $20.88M
Calls: $16.41M (79%)
Puts: $4.47M (21%)
Prior 7-Day Average $2.98M
Calls: $2.34M (79%)
Puts: $638.2K (21%)
Current vs Prior 7-Day Avg +74.34%
Calls: -68.48%
Puts: +599.00%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 1.79
Prior (07/15) 0.11
Current vs Prior +1525.95%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg +130.58%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 14,976
Calls: 11,419 (76%)
Puts: 3,557 (24%)
Prior (07/15) 18,121
Calls: 14,387 (79%)
Puts: 3,734 (21%)
Current vs Prior -17.36%
Prior 7-Day Total 140,015
Calls: 107,066 (76%)
Puts: 32,949 (24%)
Prior 7-Day Average 20,002
Calls: 15,295 (76%)
Puts: 4,707 (24%)
Current vs Prior 7-Day Avg -25.13%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 7.72% | 27.18%7.72% | 27.18%
Prior 10.09% | 26.62%10.09% | 26.62%
Current vs Prior -23.56% | +2.11%-23.56% | +2.10%
Prior 7-Day Avg 12.40% | 27.36%12.40% | 27.36%
Current vs 7-Day Avg -37.76% | -0.64%-37.76% | -0.64%
Prior 7-Day Eod 10.09% | 26.62%10.09% | 26.62%
Current vs 7-Day Eod -23.56% | +2.11%-23.56% | +2.10%
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

Strong bearish conviction with 86% of dollar volume in puts ($4.46M) vs calls ($738.9K). Dollar volume significantly above 7-day average (74% higher). Extreme bearish P/C ratio of 1.79 - heavy put buying. P/C ratio rising 1526% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 5 of results (avg 6.0%, best 3.8%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 2125.9026.90$26.403.8%20.60--
$140.00Aug 2122.5023.40$22.953.9%100.5699
$150.00Jul 1721.8023.20$22.506.2%1170.97238
$150.00Aug 2129.0031.00$30.006.7%30.65103
$135.00Aug 2119.2021.10$20.159.4%10.51--

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. 12 found (avg delta 0.74, highest 0.97)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 1716.0019.40$17.7019.2%10.93--
$120.00Jul 177.909.70$8.8020.5%10.83--
$130.00Aug 2114.3016.20$15.2512.5%240.54--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 1721.8023.20$22.506.2%1170.97238
$145.00Jul 1715.8018.60$17.2016.3%1280.97165
$140.00Jul 1710.9013.50$12.2021.3%60.90402
$135.00Jul 177.609.00$8.3016.9%190.8193
$150.00Aug 2129.0031.00$30.006.7%30.65103

Most actively traded options today. High liquidity = easy entry/exit. 30 active (total vol 798, top 128)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 170.000.80$0.40200.0%1100.10137
$130.00Aug 2114.3016.20$15.2512.5%240.54--
$150.00Aug 216.609.40$8.0035.0%210.35515
$135.00Jul 170.301.25$0.78121.8%200.18173
$145.00Jul 170.000.20$0.10200.0%160.03450
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 1715.8018.60$17.2016.3%1280.97165
$125.00Jul 171.702.95$2.3353.6%1180.37193
$150.00Jul 1721.8023.20$22.506.2%1170.97238
$125.00Aug 2113.6015.70$14.6514.3%640.41143
$130.00Aug 2116.3018.40$17.3512.1%530.4689

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 44.5%, max 87.1%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$150.00Jul 17Aug 21163.0%98.2%65.9%251.1K
$140.00Jul 17Aug 21139.9%100.2%39.6%118137
$130.00Jul 17Aug 21126.8%102.9%23.2%2892
$135.00Jul 17Aug 21122.8%100.4%22.4%28204
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Jul 17Aug 21194.1%103.8%87.1%4138
$115.00Jul 17Aug 21188.6%102.2%84.5%1854
$150.00Jul 17Aug 21163.0%98.2%65.9%120341
$140.00Jul 17Aug 21139.9%100.2%39.6%16501
$145.00Jul 17Aug 21134.4%99.1%35.7%130165

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 15.67, avg 3.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$140.00$145.00Jul 17$0.30$4.70$0.3015.67$140.30
$135.00$140.00Jul 17$0.38$4.62$0.3812.16$135.38
$130.00$135.00Jul 17$1.39$3.61$1.392.60$131.39
$140.00$150.00Aug 21$3.15$6.85$3.152.17$143.15
$135.00$140.00Aug 21$1.75$3.25$1.751.86$136.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$110.00Jul 17$0.47$4.53$0.479.64$114.53
$125.00$120.00Jul 17$1.48$3.52$1.482.38$123.52
$115.00$110.00Aug 21$1.85$3.15$1.851.70$113.15
$110.00$105.00Aug 21$1.90$3.10$1.901.63$108.10
$120.00$115.00Aug 21$2.05$2.95$2.051.44$117.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 8.09, avg 1.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$120.00Jul 17$8.90$8.90$1.108.09$118.90
$120.00$130.00Jul 17$6.63$6.63$3.371.97$126.63
$130.00$135.00Aug 21$2.35$2.35$2.650.89$132.35
$135.00$140.00Aug 21$1.75$1.75$3.250.54$136.75
$140.00$150.00Aug 21$3.15$3.15$6.850.46$143.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$140.00$135.00Jul 17$3.90$3.90$1.103.55$136.10
$135.00$130.00Jul 17$3.65$3.65$1.352.70$131.35
$150.00$145.00Aug 21$3.60$3.60$1.402.57$146.40
$145.00$140.00Aug 21$3.45$3.45$1.552.23$141.55
$135.00$130.00Aug 21$2.80$2.80$2.201.27$132.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $10.49, cheapest $7.50)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Jul 17Aug 21$7.90163.0%98.2%
$140.00Jul 17Aug 21$10.75139.9%100.2%
$135.00Jul 17Aug 21$12.12122.8%100.4%
$130.00Jul 17Aug 21$13.08126.8%102.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Jul 17Aug 21$7.50163.0%98.2%
$110.00Jul 17Aug 21$7.82194.1%103.8%
$115.00Jul 17Aug 21$9.20188.6%102.2%
$145.00Jul 17Aug 21$9.20134.4%99.1%
$140.00Jul 17Aug 21$10.75139.9%100.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 5.34% of stock, avg 16.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$130.00Jul 17$2.17$4.65$6.82$123.18$136.825.34%
$135.00Jul 17$0.78$8.30$9.08$125.92$144.087.11%
$120.00Jul 17$8.80$0.85$9.65$110.35$129.657.56%
$140.00Jul 17$0.40$12.20$12.60$127.40$152.609.87%
$145.00Jul 17$0.10$17.20$17.30$127.70$162.3013.55%
$110.00Jul 17$17.70$0.33$18.03$91.97$128.0314.12%
$150.00Jul 17$0.10$22.50$22.60$127.40$172.6017.70%
$130.00Aug 21$15.25$17.35$32.60$97.40$162.6025.54%
$135.00Aug 21$12.90$20.15$33.05$101.95$168.0525.89%
$140.00Aug 21$11.15$22.95$34.10$105.90$174.1026.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 27 found (cheapest 0.57% of stock, avg 10.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$140.00$110.00Jul 17$0.40$0.33$0.73$109.27$140.73
$135.00$110.00Jul 17$0.78$0.33$1.11$108.89$136.11
$140.00$115.00Jul 17$0.40$0.80$1.20$113.80$141.20
$140.00$120.00Jul 17$0.40$0.85$1.25$118.75$141.25
$135.00$115.00Jul 17$0.78$0.80$1.58$113.42$136.58
$135.00$120.00Jul 17$0.78$0.85$1.63$118.37$136.63
$130.00$110.00Jul 17$2.17$0.33$2.50$107.50$132.50
$140.00$125.00Jul 17$0.40$2.33$2.73$122.27$142.73
$130.00$115.00Jul 17$2.17$0.80$2.97$112.03$132.97
$130.00$120.00Jul 17$2.17$0.85$3.02$116.98$133.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 8.09, avg credit $3.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/130135/140Aug 21$4.45$0.558.09$125.55$139.45
115/120130/135Aug 21$4.40$0.607.33$115.60$134.40
120/125135/140Aug 21$4.35$0.656.69$120.65$139.35
105/110130/135Aug 21$4.25$0.755.67$105.75$134.25
110/115130/135Aug 21$4.20$0.805.25$110.80$134.20
130/135140/145Jul 17$3.95$1.053.76$131.05$143.95
115/120135/140Aug 21$3.80$1.203.17$116.20$138.80
105/110135/140Aug 21$3.65$1.352.70$106.35$138.65
110/115135/140Aug 21$3.60$1.402.57$111.40$138.60
110/115120/130Jul 17$7.10$2.902.45$107.90$127.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 61.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$135.00$140.00$145.00Jul 17$0.08$4.9261.50
$140.00$145.00$150.00Jul 17$0.30$4.7015.67
$130.00$135.00$140.00Aug 21$0.60$4.407.33
$130.00$135.00$140.00Jul 17$1.01$3.993.95
$110.00$120.00$130.00Jul 17$2.27$7.733.41
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.10$4.9049.00
$125.00$130.00$135.00Aug 21$0.10$4.9049.00
$140.00$145.00$150.00Aug 21$0.15$4.8532.33
$110.00$115.00$120.00Aug 21$0.20$4.8024.00
$130.00$135.00$140.00Jul 17$0.25$4.7519.00

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 $-4.85, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$150.001:2Aug 21-$4.85$5.15
$135.00$140.001:2Jul 17-$0.02$4.98
$145.00$150.001:2Jul 17-$0.10$4.90
$110.00$120.001:2Jul 17$0.10$9.90
$120.00$130.001:2Jul 17$4.46$5.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$125.001:2Jul 17-$0.01$4.99
$120.00$115.001:2Jul 17-$0.75$4.25
$135.00$130.001:2Jul 17-$1.00$4.00
$110.00$105.001:2Aug 21-$4.35$0.65
$140.00$135.001:2Jul 17-$4.40$0.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 11.20%, avg 5.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$130.00Aug 21$14.300.541.8%11.20%13.04%24--
$135.00Aug 21$12.100.495.8%9.48%15.24%831
$140.00Aug 21$10.400.449.7%8.15%17.82%8--
$150.00Aug 21$6.600.3517.5%5.17%22.68%21515
$130.00Jul 17$1.750.391.8%1.37%3.21%492
$135.00Jul 17$0.300.185.8%0.24%5.99%20173

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 1,013
Total Puts 1,813
Put/Call Ratio 1.79
Net Difference -800

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,187
Total Puts 6,638
Average Put/Call Ratio 0.78
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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