Tour v346
SMTC
SEMTECH CORP
$124.96 -2.11%
$123.48 (-1.19%)🌙
as of 07/17 07:18 PM
7/17 19:18

Option Volume

Detail
Current (07/17) 2,010
Calls: 1,252 (62%)
Puts: 758 (38%)
Prior (07/16) 2,826
Calls: 1,013 (36%)
Puts: 1,813 (64%)
Current vs Prior -28.87%
Calls: +23.59% (Calls)
Puts: -58.19% (Puts)
Prior 7-Day Total 15,621
Calls: 8,992 (58%)
Puts: 6,629 (42%)
Prior 7-Day Average 2,231
Calls: 1,284 (58%)
Puts: 947 (42%)
Current vs Prior 7-Day Avg -9.93%
Calls: -2.54%
Puts: -19.96%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $2.80M
Calls: $2.28M (82%)
Puts: $510.9K (18%)
Prior (07/16) $5.20M
Calls: $738.9K (14%)
Puts: $4.46M (86%)
Current vs Prior -46.24%
Calls: +209.17%
Puts: -88.55%
Prior 7-Day Total $22.66M
Calls: $14.96M (66%)
Puts: $7.70M (34%)
Prior 7-Day Average $3.24M
Calls: $2.14M (66%)
Puts: $1.10M (34%)
Current vs Prior 7-Day Avg -13.66%
Calls: +6.86%
Puts: -53.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.61
Prior (07/16) 1.79
Current vs Prior -66.17%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -33.76%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 23,526
Calls: 17,413 (74%)
Puts: 6,113 (26%)
Prior (07/16) 14,976
Calls: 11,419 (76%)
Puts: 3,557 (24%)
Current vs Prior +57.09%
Prior 7-Day Total 132,491
Calls: 99,555 (75%)
Puts: 32,936 (25%)
Prior 7-Day Average 18,927
Calls: 14,222 (75%)
Puts: 4,705 (25%)
Current vs Prior 7-Day Avg +24.30%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.16% | 27.13%5.16% | 27.13%
Prior 7.72% | 27.18%7.72% | 27.18%
Current vs Prior +251.57% | +32.18%-33.11% | -0.20%
Prior 7-Day Avg 11.27% | 27.04%11.27% | 27.04%
Current vs 7-Day Avg +140.78% | +32.87%-54.19% | +0.32%
Prior 7-Day Eod 7.72% | 27.18%7.72% | 27.18%
Current vs 7-Day Eod +251.57% | +32.18%-33.11% | -0.20%
Sentiment BEARISHBULLISH

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 82% of dollar volume in calls ($2.28M) vs puts ($510.9K). Bullish P/C ratio of 0.61. P/C ratio dropping 66% - sentiment shifting bullish. Call-heavy open interest (17,413 calls vs 6,113 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 BEARISH
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 8 of results (avg 5.9%, best 4.9%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 218.208.70$8.455.9%900.3899
$135.00Aug 2111.3012.00$11.656.0%30.47--
$120.00Aug 2117.7019.30$18.508.6%30.626
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2123.8025.00$24.404.9%50.5899
$130.00Aug 2117.6018.50$18.055.0%290.49134
$145.00Aug 2127.1028.50$27.805.0%40.63--
$125.00Aug 2115.0015.80$15.405.2%340.43145
$135.00Aug 2120.5021.80$21.156.1%30.54112

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. 13 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 174.306.90$5.6046.4%300.9849
$105.00Jul 1719.3021.90$20.6012.6%50.964
$110.00Jul 1714.3016.90$15.6016.7%20.87--
$120.00Aug 2117.7019.30$18.508.6%30.626
$125.00Aug 2115.1017.70$16.4015.9%50.57--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 1713.1015.70$14.4018.1%161.00401
$145.00Jul 1718.1020.70$19.4013.4%91.00140
$130.00Jul 173.805.70$4.7540.0%610.86166
$135.00Jul 178.2010.50$9.3524.6%450.8378
$145.00Aug 2127.1028.50$27.805.0%40.63--

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 809, top 249)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 218.208.70$8.455.9%900.3899
$120.00Jul 174.306.90$5.6046.4%300.9849
$140.00Aug 219.1011.30$10.2021.6%140.42168
$140.00Jul 170.000.05$0.03166.7%100.0196
$130.00Aug 2112.6014.10$13.3511.2%80.5228
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 170.000.05$0.03166.7%2490.02486
$125.00Jul 170.051.65$0.85188.2%1390.45300
$130.00Jul 173.805.70$4.7540.0%610.86166
$135.00Jul 178.2010.50$9.3524.6%450.8378
$125.00Aug 2115.0015.80$15.405.2%340.43145

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 656.6%, max 1495.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$135.00Jul 17Aug 211076.0%99.5%980.9%7--
$145.00Jul 17Aug 21805.2%98.6%716.5%92539
$140.00Jul 17Aug 21634.1%100.8%529.4%24264
$130.00Jul 17Aug 21542.4%98.5%450.5%1128
$120.00Jul 17Aug 21302.7%101.9%197.1%3355
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Jul 17Aug 211645.8%103.2%1495.4%7140
$115.00Jul 17Aug 211248.7%102.9%1113.3%21642
$135.00Jul 17Aug 211076.0%99.5%980.9%48190
$145.00Jul 17Aug 21805.2%98.6%716.5%13140
$140.00Jul 17Aug 21634.1%100.8%529.4%21500

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 5.10, avg 1.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$140.00Jul 17$1.05$3.95$1.053.76$136.05
$135.00$140.00Aug 21$1.45$3.55$1.452.45$136.45
$130.00$135.00Aug 21$1.70$3.30$1.701.94$131.70
$140.00$145.00Aug 21$1.75$3.25$1.751.86$141.75
$120.00$125.00Aug 21$2.10$2.90$2.101.38$122.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Jul 17$0.82$4.18$0.825.10$124.18
$110.00$105.00Aug 21$1.50$3.50$1.502.33$108.50
$115.00$110.00Aug 21$2.10$2.90$2.101.38$112.90
$120.00$115.00Aug 21$2.25$2.75$2.251.22$117.75
$125.00$120.00Aug 21$2.65$2.35$2.650.89$122.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 11.50, avg 1.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$130.00Aug 21$3.05$3.05$1.951.56$128.05
$120.00$130.00Jul 17$5.03$5.03$4.971.01$125.03
$120.00$125.00Aug 21$2.10$2.10$2.900.72$122.10
$140.00$145.00Aug 21$1.75$1.75$3.250.54$141.75
$130.00$135.00Aug 21$1.70$1.70$3.300.52$131.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$135.00$130.00Jul 17$4.60$4.60$0.4011.50$130.40
$130.00$125.00Jul 17$3.90$3.90$1.103.55$126.10
$145.00$140.00Aug 21$3.40$3.40$1.602.13$141.60
$140.00$135.00Aug 21$3.25$3.25$1.751.86$136.75
$135.00$130.00Aug 21$3.10$3.10$1.901.63$131.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $10.95, cheapest $7.32)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$145.00Jul 17Aug 21$8.42805.2%98.6%
$140.00Jul 17Aug 21$10.17634.1%100.8%
$135.00Jul 17Aug 21$10.571076.0%99.5%
$130.00Jul 17Aug 21$12.78542.4%98.5%
$120.00Jul 17Aug 21$12.90302.7%101.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 17Aug 21$7.321645.8%103.2%
$145.00Jul 17Aug 21$8.40805.2%98.6%
$115.00Jul 17Aug 21$9.421248.7%102.9%
$140.00Jul 17Aug 21$10.00634.1%100.8%
$135.00Jul 17Aug 21$11.801076.0%99.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 4.26% of stock, avg 18.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$130.00Jul 17$0.57$4.75$5.32$124.68$135.324.26%
$120.00Jul 17$5.60$0.03$5.63$114.37$125.634.51%
$135.00Jul 17$1.08$9.35$10.43$124.57$145.438.35%
$140.00Jul 17$0.03$14.40$14.43$125.57$154.4311.55%
$110.00Jul 17$15.60$1.08$16.68$93.32$126.6813.35%
$145.00Jul 17$0.03$19.40$19.43$125.57$164.4315.55%
$120.00Aug 21$18.50$12.75$31.25$88.75$151.2525.01%
$130.00Aug 21$13.35$18.05$31.40$98.60$161.4025.13%
$125.00Aug 21$16.40$15.40$31.80$93.20$156.8025.45%
$135.00Aug 21$11.65$21.15$32.80$102.20$167.8026.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 23 found (cheapest 1.14% of stock, avg 12.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$130.00$125.00Jul 17$0.57$0.85$1.42$123.58$131.42
$130.00$115.00Jul 17$0.57$1.08$1.65$113.35$131.65
$130.00$110.00Jul 17$0.57$1.08$1.65$108.35$131.65
$130.00$100.00Jul 17$0.57$1.08$1.65$98.35$131.65
$135.00$125.00Jul 17$1.08$0.85$1.93$123.07$136.93
$135.00$115.00Jul 17$1.08$1.08$2.16$112.84$137.16
$135.00$110.00Jul 17$1.08$1.08$2.16$107.84$137.16
$135.00$100.00Jul 17$1.08$1.08$2.16$97.84$137.16
$145.00$110.00Aug 21$8.45$8.40$16.85$93.15$161.85
$140.00$110.00Aug 21$10.20$8.40$18.60$91.40$158.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 32.33, avg credit $3.82)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
130/135140/145Aug 21$4.85$0.1532.33$130.15$144.85
105/110125/130Aug 21$4.55$0.4510.11$105.45$129.55
120/125140/145Aug 21$4.40$0.607.33$120.60$144.40
125/130140/145Aug 21$4.40$0.607.33$125.60$144.40
120/125130/135Aug 21$4.35$0.656.69$120.65$134.35
110/115120/125Aug 21$4.20$0.805.25$110.80$124.20
120/125135/140Aug 21$4.10$0.904.56$120.90$139.10
125/130135/140Aug 21$4.10$0.904.56$125.90$139.10
115/120140/145Aug 21$4.00$1.004.00$116.00$144.00
115/120130/135Aug 21$3.95$1.053.76$116.05$133.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 32.33, cheapest $0.15)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.25$4.7519.00
$135.00$140.00$145.00Jul 17$1.05$3.953.76
$125.00$130.00$135.00Aug 21$1.35$3.652.70
$110.00$120.00$130.00Jul 17$4.97$5.031.01
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Aug 21$0.15$4.8532.33
$130.00$135.00$140.00Aug 21$0.15$4.8532.33
$135.00$140.00$145.00Aug 21$0.15$4.8532.33
$115.00$120.00$125.00Aug 21$0.40$4.6011.50
$130.00$135.00$140.00Jul 17$0.45$4.5510.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-1.08, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$145.001:2Jul 17-$0.03$4.97
$130.00$135.001:2Jul 17-$1.59$3.41
$110.00$120.001:2Jul 17$4.40$5.60
$120.00$130.001:2Jul 17$4.46$5.54
$135.00$140.001:2Jul 17$1.02$3.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$100.001:2Jul 17-$1.08$8.92
$135.00$130.001:2Jul 17-$0.15$4.85
$115.00$110.001:2Jul 17-$1.08$3.92
$120.00$115.001:2Jul 17-$2.13$2.87
$140.00$135.001:2Jul 17-$4.30$0.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 12.08%, avg 9.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$125.00Aug 21$15.100.570.0%12.08%12.12%5--
$130.00Aug 21$12.600.524.0%10.08%14.12%828
$135.00Aug 21$11.300.478.0%9.04%17.08%3--
$140.00Aug 21$9.100.4212.0%7.28%19.32%14168
$145.00Aug 21$8.200.3816.0%6.56%22.60%9099

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 1,252
Total Puts 758
Put/Call Ratio 0.61
Net Difference 494

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,992
Total Puts 6,629
Average Put/Call Ratio 0.91
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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