Tour v366
SMTC
SEMTECH CORP
$125.88 +0.74%
$125.16 (-0.57%)🌙
as of 07/20 07:05 PM
7/20 19:05

Option Volume

Detail
Current (07/20) 2,316
Calls: 1,047 (45%)
Puts: 1,269 (55%)
Prior (07/17) 2,010
Calls: 1,252 (62%)
Puts: 758 (38%)
Current vs Prior +15.22%
Calls: -16.37% (Calls)
Puts: +67.41% (Puts)
Prior 7-Day Total 13,831
Calls: 8,272 (60%)
Puts: 5,559 (40%)
Prior 7-Day Average 1,975
Calls: 1,181 (60%)
Puts: 794 (40%)
Current vs Prior 7-Day Avg +17.21%
Calls: -11.40%
Puts: +59.79%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/20) $2.57M
Calls: $1.39M (54%)
Puts: $1.19M (46%)
Prior (07/17) $2.80M
Calls: $2.28M (82%)
Puts: $510.9K (18%)
Current vs Prior -8.03%
Calls: -39.36%
Puts: +132.03%
Prior 7-Day Total $21.97M
Calls: $14.48M (66%)
Puts: $7.49M (34%)
Prior 7-Day Average $3.14M
Calls: $2.07M (66%)
Puts: $1.07M (34%)
Current vs Prior 7-Day Avg -18.11%
Calls: -33.05%
Puts: +10.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 1.21
Prior (07/17) 0.61
Current vs Prior +100.19%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg +39.63%
Sentiment BEARISH

Open Interest

Detail
Current (07/20) 9,211
Calls: 7,088 (77%)
Puts: 2,123 (23%)
Prior (07/17) 23,526
Calls: 17,413 (74%)
Puts: 6,113 (26%)
Current vs Prior -60.85%
Prior 7-Day Total 134,949
Calls: 99,893 (74%)
Puts: 35,056 (26%)
Prior 7-Day Average 19,278
Calls: 14,270 (74%)
Puts: 5,008 (26%)
Current vs Prior 7-Day Avg -52.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 26.93% | 36.50%
Prior 27.13% | 35.93%
Current vs Prior -0.73% | +1.59%
Prior 7-Day Avg 13.00% | 28.11%
Current vs 7-Day Avg +107.20% | +29.87%
Prior 7-Day Eod 27.13% | 35.93%
Current vs 7-Day Eod -0.73% | +1.59%
Sentiment BULLISH

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

Bearish P/C ratio of 1.21 indicates protective positioning. P/C ratio rising 100% - increased hedging/bearish positioning. Call-heavy open interest (7,088 calls vs 2,123 puts) suggests bullish positioning. Declining open interest (down 61%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
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 3 of results (avg 8.6%, best 6.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2129.9032.90$31.409.6%10.81--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 2114.1015.10$14.606.8%250.43170
$130.00Aug 2117.0018.70$17.859.5%1200.48157

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. 4 found (avg delta 0.63, highest 0.81)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2129.9032.90$31.409.6%10.81--
$120.00Aug 2117.4019.50$18.4511.4%60.627
$125.00Aug 2115.0017.10$16.0513.1%20.5754
$130.00Aug 2112.8015.00$13.9015.8%130.5229
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 423, top 165)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 2111.3012.90$12.1013.2%1650.4737
$160.00Aug 215.006.10$5.5519.8%250.27421
$145.00Aug 217.909.90$8.9022.5%240.38102
$130.00Aug 2112.8015.00$13.9015.8%130.5229
$150.00Aug 216.807.80$7.3013.7%100.34522
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2117.0018.70$17.859.5%1200.48157
$125.00Aug 2114.1015.10$14.606.8%250.43170
$120.00Aug 2111.6013.20$12.4012.9%110.3850
$100.00Aug 213.805.80$4.8041.7%50.1924
$95.00Aug 212.704.00$3.3538.8%20.1410

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 7.33, avg 2.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$160.00Aug 21$0.60$4.40$0.607.33$155.60
$150.00$155.00Aug 21$1.15$3.85$1.153.35$151.15
$140.00$145.00Aug 21$1.45$3.55$1.452.45$141.45
$145.00$150.00Aug 21$1.60$3.40$1.602.12$146.60
$135.00$140.00Aug 21$1.75$3.25$1.751.86$136.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$95.00Aug 21$1.45$3.55$1.452.45$98.55
$110.00$100.00Aug 21$2.95$7.05$2.952.39$107.05
$125.00$120.00Aug 21$2.20$2.80$2.201.27$122.80
$120.00$110.00Aug 21$4.65$5.35$4.651.15$115.35
$130.00$125.00Aug 21$3.25$1.75$3.250.54$126.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 1.86, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$120.00Aug 21$12.95$12.95$7.051.84$112.95
$120.00$125.00Aug 21$2.40$2.40$2.600.92$122.40
$125.00$130.00Aug 21$2.15$2.15$2.850.75$127.15
$130.00$135.00Aug 21$1.80$1.80$3.200.56$131.80
$135.00$140.00Aug 21$1.75$1.75$3.250.54$136.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Aug 21$3.25$3.25$1.751.86$126.75
$120.00$110.00Aug 21$4.65$4.65$5.350.87$115.35
$125.00$120.00Aug 21$2.20$2.20$2.800.79$122.80
$110.00$100.00Aug 21$2.95$2.95$7.050.42$107.05
$100.00$95.00Aug 21$1.45$1.45$3.550.41$98.55

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 24.35% of stock, avg 25.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$125.00Aug 21$16.05$14.60$30.65$94.35$155.6524.35%
$120.00Aug 21$18.45$12.40$30.85$89.15$150.8524.51%
$130.00Aug 21$13.90$17.85$31.75$98.25$161.7525.22%
$100.00Aug 21$31.40$4.80$36.20$63.80$136.2028.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 8.70% of stock, avg 16.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$155.00$100.00Aug 21$6.15$4.80$10.95$89.05$165.95
$150.00$100.00Aug 21$7.30$4.80$12.10$87.90$162.10
$145.00$100.00Aug 21$8.90$4.80$13.70$86.30$158.70
$155.00$110.00Aug 21$6.15$7.75$13.90$96.10$168.90
$150.00$110.00Aug 21$7.30$7.75$15.05$94.95$165.05
$140.00$100.00Aug 21$10.35$4.80$15.15$84.85$155.15
$145.00$110.00Aug 21$8.90$7.75$16.65$93.35$161.65
$135.00$100.00Aug 21$12.10$4.80$16.90$83.10$151.90
$140.00$110.00Aug 21$10.35$7.75$18.10$91.90$158.10
$155.00$120.00Aug 21$6.15$12.40$18.55$101.45$173.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 33 found (best R:R 32.33, avg credit $4.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/130145/150Aug 21$4.85$0.1532.33$125.15$149.85
125/130140/145Aug 21$4.70$0.3015.67$125.30$144.70
125/130150/155Aug 21$4.40$0.607.33$125.60$154.40
120/125130/135Aug 21$4.00$1.004.00$121.00$134.00
120/125135/140Aug 21$3.95$1.053.76$121.05$138.95
95/100120/125Aug 21$3.85$1.153.35$96.15$123.85
125/130155/160Aug 21$3.85$1.153.35$126.15$158.85
120/125145/150Aug 21$3.80$1.203.17$121.20$148.80
120/125140/145Aug 21$3.65$1.352.70$121.35$143.65
95/100125/130Aug 21$3.60$1.402.57$96.40$128.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 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
$120.00$125.00$130.00Aug 21$0.25$4.7519.00
$135.00$140.00$145.00Aug 21$0.30$4.7015.67
$125.00$130.00$135.00Aug 21$0.35$4.6513.29
$145.00$150.00$155.00Aug 21$0.45$4.5510.11
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$100.00$110.00$120.00Aug 21$1.70$8.304.88
$120.00$125.00$130.00Aug 21$1.05$3.953.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 5 found (best net $-5.50, 5 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$100.00$120.001:2Aug 21-$5.50$14.50
$155.00$160.001:2Aug 21-$4.95$0.05
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$110.00$100.001:2Aug 21-$1.85$8.15
$120.00$110.001:2Aug 21-$3.10$6.90
$100.00$95.001:2Aug 21-$1.90$3.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 10.17%, avg 6.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$130.00Aug 21$12.800.523.3%10.17%13.44%1329
$135.00Aug 21$11.300.477.2%8.98%16.22%16537
$140.00Aug 21$9.300.4311.2%7.39%18.61%4176
$145.00Aug 21$7.900.3815.2%6.28%21.46%24102
$150.00Aug 21$6.800.3419.2%5.40%24.56%10522
$155.00Aug 21$5.700.3023.1%4.53%27.66%8277
$160.00Aug 21$5.000.2727.1%3.97%31.08%25421

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 1,047
Total Puts 1,269
Put/Call Ratio 1.21
Net Difference -222

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,272
Total Puts 5,559
Average Put/Call Ratio 0.87
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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