Tour v381
SMTC
SEMTECH CORP
$137.84 +9.50%
$139.00 (+0.84%)🌙
as of 07/21 07:03 PM
7/21 19:03

Option Volume

Detail
Current (07/21) 1,946
Calls: 1,748 (90%)
Puts: 198 (10%)
Prior (07/20) 2,316
Calls: 1,047 (45%)
Puts: 1,269 (55%)
Current vs Prior -15.98%
Calls: +66.95% (Calls)
Puts: -84.40% (Puts)
Prior 7-Day Total 15,317
Calls: 8,715 (57%)
Puts: 6,602 (43%)
Prior 7-Day Average 2,188
Calls: 1,245 (57%)
Puts: 943 (43%)
Current vs Prior 7-Day Avg -11.07%
Calls: +40.40%
Puts: -79.01%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $2.68M
Calls: $2.56M (96%)
Puts: $114.2K (4%)
Prior (07/20) $2.57M
Calls: $1.39M (54%)
Puts: $1.19M (46%)
Current vs Prior +4.05%
Calls: +84.86%
Puts: -90.37%
Prior 7-Day Total $22.59M
Calls: $14.16M (63%)
Puts: $8.44M (37%)
Prior 7-Day Average $3.23M
Calls: $2.02M (63%)
Puts: $1.21M (37%)
Current vs Prior 7-Day Avg -17.12%
Calls: +26.62%
Puts: -90.52%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.11
Prior (07/20) 1.21
Current vs Prior -90.65%
Prior 7-Day Average 0.99
Current vs Prior 7-Day Avg -88.53%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 16,827
Calls: 10,992 (65%)
Puts: 5,835 (35%)
Prior (07/20) 9,211
Calls: 7,088 (77%)
Puts: 2,123 (23%)
Current vs Prior +82.68%
Prior 7-Day Total 124,028
Calls: 93,129 (75%)
Puts: 30,899 (25%)
Prior 7-Day Average 17,718
Calls: 13,304 (75%)
Puts: 4,414 (25%)
Current vs Prior 7-Day Avg -5.03%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 25.68% | 35.91%
Prior 26.93% | 36.50%
Current vs Prior -4.64% | -1.62%
Prior 7-Day Avg 14.98% | 29.36%
Current vs 7-Day Avg +71.45% | +22.30%
Prior 7-Day Eod 26.93% | 36.50%
Current vs 7-Day Eod -4.64% | -1.62%
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

Strong bullish conviction with 96% of dollar volume in calls ($2.56M) vs puts ($114.2K). Extreme bullish P/C ratio of 0.11 - heavy call buying (1,748 calls vs 198 puts). P/C ratio dropping 91% - sentiment shifting bullish. Call-heavy open interest (10,992 calls vs 5,835 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 NEUTRAL
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 4 of results (avg 7.8%, best 6.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 2117.3019.00$18.159.4%20.59--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Aug 2136.5039.10$37.806.9%10.71--
$175.00Aug 2140.3043.40$41.857.4%20.7428
$145.00Aug 2119.0020.50$19.757.6%10.50--

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. 7 found (avg delta 0.62, highest 0.74)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 2121.5024.40$22.9512.6%70.69--
$135.00Aug 2117.3019.00$18.159.4%20.59--
$140.00Aug 2114.8017.00$15.9013.8%1990.55177
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Aug 2140.3043.40$41.857.4%20.7428
$170.00Aug 2136.5039.10$37.806.9%10.71--
$150.00Aug 2121.7024.00$22.8510.1%30.55103
$145.00Aug 2119.0020.50$19.757.6%10.50--

Most actively traded options today. High liquidity = easy entry/exit. 22 active (total vol 764, top 262)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 217.909.90$8.9022.5%2620.37442
$140.00Aug 2114.8017.00$15.9013.8%1990.55177
$150.00Aug 2110.9013.00$11.9517.6%650.45525
$170.00Aug 215.606.80$6.2019.4%590.29664
$175.00Aug 214.805.90$5.3520.6%420.26603
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2111.6012.90$12.2510.6%160.36275
$120.00Aug 217.309.00$8.1520.9%150.2761
$100.00Aug 212.603.70$3.1534.9%90.1227
$110.00Aug 214.605.70$5.1521.4%70.19140
$150.00Aug 2121.7024.00$22.8510.1%30.55103

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. 18 found (best R:R 4.88, avg 2.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$170.00$175.00Aug 21$0.85$4.15$0.854.88$170.85
$155.00$160.00Aug 21$1.25$3.75$1.253.00$156.25
$165.00$170.00Aug 21$1.30$3.70$1.302.85$166.30
$160.00$165.00Aug 21$1.40$3.60$1.402.57$161.40
$150.00$155.00Aug 21$1.80$3.20$1.801.78$151.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$110.00Aug 21$0.85$4.15$0.854.88$114.15
$105.00$100.00Aug 21$0.90$4.10$0.904.56$104.10
$110.00$105.00Aug 21$1.10$3.90$1.103.55$108.90
$130.00$120.00Aug 21$4.10$5.90$4.101.44$125.90
$120.00$115.00Aug 21$2.15$2.85$2.151.33$117.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 4.26, avg 0.94)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$135.00Aug 21$4.80$4.80$5.200.92$129.80
$135.00$140.00Aug 21$2.25$2.25$2.750.82$137.25
$140.00$145.00Aug 21$2.05$2.05$2.950.69$142.05
$145.00$150.00Aug 21$1.90$1.90$3.100.61$146.90
$150.00$155.00Aug 21$1.80$1.80$3.200.56$151.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$175.00$170.00Aug 21$4.05$4.05$0.954.26$170.95
$170.00$150.00Aug 21$14.95$14.95$5.052.96$155.05
$150.00$145.00Aug 21$3.10$3.10$1.901.63$146.90
$135.00$130.00Aug 21$2.50$2.50$2.501.00$132.50
$140.00$135.00Aug 21$2.50$2.50$2.501.00$137.50

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. 6 found (cheapest 23.87% of stock, avg 27.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Aug 21$18.15$14.75$32.90$102.10$167.9023.87%
$140.00Aug 21$15.90$17.25$33.15$106.85$173.1524.05%
$145.00Aug 21$13.85$19.75$33.60$111.40$178.6024.38%
$150.00Aug 21$11.95$22.85$34.80$115.20$184.8025.25%
$170.00Aug 21$6.20$37.80$44.00$126.00$214.0031.92%
$175.00Aug 21$5.35$41.85$47.20$127.80$222.2034.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 9.79% of stock, avg 16.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$165.00$115.00Aug 21$7.50$6.00$13.50$101.50$178.50
$160.00$115.00Aug 21$8.90$6.00$14.90$100.10$174.90
$165.00$120.00Aug 21$7.50$8.15$15.65$104.35$180.65
$155.00$115.00Aug 21$10.15$6.00$16.15$98.85$171.15
$160.00$120.00Aug 21$8.90$8.15$17.05$102.95$177.05
$150.00$115.00Aug 21$11.95$6.00$17.95$97.05$167.95
$155.00$120.00Aug 21$10.15$8.15$18.30$101.70$173.30
$165.00$130.00Aug 21$7.50$12.25$19.75$110.25$184.75
$145.00$115.00Aug 21$13.85$6.00$19.85$95.15$164.85
$150.00$120.00Aug 21$11.95$8.15$20.10$99.90$170.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 66 found (best R:R 10.11, avg credit $3.77)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
130/135140/145Aug 21$4.55$0.4510.11$130.45$144.55
145/150160/165Aug 21$4.50$0.509.00$145.50$164.50
115/120135/140Aug 21$4.40$0.607.33$115.60$139.40
130/135145/150Aug 21$4.40$0.607.33$130.60$149.40
135/140145/150Aug 21$4.40$0.607.33$135.60$149.40
145/150165/170Aug 21$4.40$0.607.33$145.60$169.40
145/150155/160Aug 21$4.35$0.656.69$145.65$159.35
130/135150/155Aug 21$4.30$0.706.14$130.70$154.30
135/140150/155Aug 21$4.30$0.706.14$135.70$154.30
140/145150/155Aug 21$4.30$0.706.14$140.70$154.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$145.00$150.00$155.00Aug 21$0.10$4.9049.00
$160.00$165.00$170.00Aug 21$0.10$4.9049.00
$140.00$145.00$150.00Aug 21$0.15$4.8532.33
$135.00$140.00$145.00Aug 21$0.20$4.8024.00
$165.00$170.00$175.00Aug 21$0.45$4.5510.11
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Aug 21$0.20$4.8024.00
$140.00$145.00$150.00Aug 21$0.60$4.407.33
$110.00$115.00$120.00Aug 21$1.30$3.702.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-7.90, 8 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$170.00$175.001:2Aug 21-$4.50$0.50
$165.00$170.001:2Aug 21-$4.90$0.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$150.001:2Aug 21-$7.90$12.10
$130.00$120.001:2Aug 21-$4.05$5.95
$105.00$100.001:2Aug 21-$2.25$2.75
$110.00$105.001:2Aug 21-$2.95$2.05
$120.00$115.001:2Aug 21-$3.85$1.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 10.74%, avg 6.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Aug 21$14.800.551.6%10.74%12.30%199177
$145.00Aug 21$12.700.505.2%9.21%14.41%30124
$150.00Aug 21$10.900.458.8%7.91%16.73%65525
$155.00Aug 21$9.400.4112.4%6.82%19.27%23281
$160.00Aug 21$7.900.3716.1%5.73%21.81%262442
$165.00Aug 21$6.600.3319.7%4.79%24.49%15232
$170.00Aug 21$5.600.2923.3%4.06%27.39%59664
$175.00Aug 21$4.800.2627.0%3.48%30.44%42603

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 1,748
Total Puts 198
Put/Call Ratio 0.11
Net Difference 1,550

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,715
Total Puts 6,602
Average Put/Call Ratio 0.99
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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