Tour v390
SMTC
SEMTECH CORP
$136.93 -0.66%
$137.50 (+0.42%)🌙
as of 07/22 08:52 PM
7/22 20:52

Option Volume

Detail
Current (07/22) 422
Calls: 295 (70%)
Puts: 127 (30%)
Prior (07/21) 1,946
Calls: 1,748 (90%)
Puts: 198 (10%)
Current vs Prior -78.31%
Calls: -83.12% (Calls)
Puts: -35.86% (Puts)
Prior 7-Day Total 16,586
Calls: 10,104 (61%)
Puts: 6,482 (39%)
Prior 7-Day Average 2,369
Calls: 1,443 (61%)
Puts: 926 (39%)
Current vs Prior 7-Day Avg -82.19%
Calls: -79.56%
Puts: -86.29%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $819.6K
Calls: $643.9K (79%)
Puts: $175.7K (21%)
Prior (07/21) $2.68M
Calls: $2.56M (96%)
Puts: $114.2K (4%)
Current vs Prior -69.36%
Calls: -74.86%
Puts: +53.84%
Prior 7-Day Total $24.65M
Calls: $16.43M (67%)
Puts: $8.22M (33%)
Prior 7-Day Average $3.52M
Calls: $2.35M (67%)
Puts: $1.17M (33%)
Current vs Prior 7-Day Avg -76.73%
Calls: -72.57%
Puts: -85.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.43
Prior (07/21) 0.11
Current vs Prior +280.07%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -50.93%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 13,263
Calls: 12,411 (94%)
Puts: 852 (6%)
Prior (07/21) 16,827
Calls: 10,992 (65%)
Puts: 5,835 (35%)
Current vs Prior -21.18%
Prior 7-Day Total 128,785
Calls: 95,397 (74%)
Puts: 33,388 (26%)
Prior 7-Day Average 18,397
Calls: 13,628 (74%)
Puts: 4,769 (26%)
Current vs Prior 7-Day Avg -27.91%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 25.52% | 35.89%
Prior 25.68% | 35.91%
Current vs Prior -0.62% | -0.05%
Prior 7-Day Avg 16.95% | 30.66%
Current vs 7-Day Avg +50.60% | +17.08%
Prior 7-Day Eod 25.68% | 35.91%
Current vs 7-Day Eod -0.62% | -0.05%
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 79% of dollar volume in calls ($643.9K) vs puts ($175.7K). Light premium activity with dollar volume down 69% vs prior. Below-average activity with volume down 78% vs prior. Extreme bullish P/C ratio of 0.43 - heavy call buying (295 calls vs 127 puts).

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 10 of results (avg 8.1%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 2116.8018.20$17.508.0%110.58182
$110.00Aug 2131.6034.30$32.958.2%10.82--
$145.00Aug 2112.6013.70$13.158.4%210.49137
$140.00Aug 2114.8016.10$15.458.4%30.54291
$130.00Aug 2119.1020.90$20.009.0%10.6328
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2117.1017.80$17.454.0%40.47104
$135.00Aug 2114.1015.10$14.606.8%240.42114
$155.00Aug 2125.6028.10$26.859.3%50.6134
$165.00Aug 2132.4035.60$34.009.4%100.6837

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. 6 found (avg delta 0.64, highest 0.82)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2131.6034.30$32.958.2%10.82--
$130.00Aug 2119.1020.90$20.009.0%10.6328
$135.00Aug 2116.8018.20$17.508.0%110.58182
$140.00Aug 2114.8016.10$15.458.4%30.54291
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 2132.4035.60$34.009.4%100.6837
$155.00Aug 2125.6028.10$26.859.3%50.6134

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 117, top 24)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 2112.6013.70$13.158.4%210.49137
$135.00Aug 2116.8018.20$17.508.0%110.58182
$165.00Aug 216.308.00$7.1523.8%100.32244
$140.00Aug 2114.8016.10$15.458.4%30.54291
$155.00Aug 218.9010.10$9.5012.6%30.40304
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 2114.1015.10$14.606.8%240.42114
$110.00Aug 214.405.50$4.9522.2%120.19140
$165.00Aug 2132.4035.60$34.009.4%100.6837
$125.00Aug 219.4010.50$9.9511.1%70.32183
$155.00Aug 2125.6028.10$26.859.3%50.6134

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. 13 found (best R:R 4.26, avg 1.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$160.00$165.00Aug 21$0.95$4.05$0.954.26$160.95
$155.00$160.00Aug 21$1.40$3.60$1.402.57$156.40
$145.00$150.00Aug 21$1.70$3.30$1.701.94$146.70
$150.00$155.00Aug 21$1.95$3.05$1.951.56$151.95
$135.00$140.00Aug 21$2.05$2.95$2.051.44$137.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$110.00Aug 21$1.35$3.65$1.352.70$113.65
$125.00$115.00Aug 21$3.65$6.35$3.651.74$121.35
$135.00$125.00Aug 21$4.65$5.35$4.651.15$130.35
$140.00$135.00Aug 21$2.85$2.15$2.850.75$137.15
$155.00$140.00Aug 21$9.40$5.60$9.400.60$145.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 2.51, avg 0.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$130.00Aug 21$12.95$12.95$7.051.84$122.95
$130.00$135.00Aug 21$2.50$2.50$2.501.00$132.50
$140.00$145.00Aug 21$2.30$2.30$2.700.85$142.30
$135.00$140.00Aug 21$2.05$2.05$2.950.69$137.05
$150.00$155.00Aug 21$1.95$1.95$3.050.64$151.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$165.00$155.00Aug 21$7.15$7.15$2.852.51$157.85
$155.00$140.00Aug 21$9.40$9.40$5.601.68$145.60
$140.00$135.00Aug 21$2.85$2.85$2.151.33$137.15
$135.00$125.00Aug 21$4.65$4.65$5.350.87$130.35
$125.00$115.00Aug 21$3.65$3.65$6.350.57$121.35

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. 5 found (cheapest 23.44% of stock, avg 26.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Aug 21$17.50$14.60$32.10$102.90$167.1023.44%
$140.00Aug 21$15.45$17.45$32.90$107.10$172.9024.03%
$155.00Aug 21$9.50$26.85$36.35$118.65$191.3526.55%
$110.00Aug 21$32.95$4.95$37.90$72.10$147.9027.68%
$165.00Aug 21$7.15$34.00$41.15$123.85$206.1530.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 8.84% of stock, avg 14.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$165.00$110.00Aug 21$7.15$4.95$12.10$97.90$177.10
$160.00$110.00Aug 21$8.10$4.95$13.05$96.95$173.05
$165.00$115.00Aug 21$7.15$6.30$13.45$101.55$178.45
$160.00$115.00Aug 21$8.10$6.30$14.40$100.60$174.40
$155.00$110.00Aug 21$9.50$4.95$14.45$95.55$169.45
$155.00$115.00Aug 21$9.50$6.30$15.80$99.20$170.80
$150.00$110.00Aug 21$11.45$4.95$16.40$93.60$166.40
$165.00$125.00Aug 21$7.15$9.95$17.10$107.90$182.10
$150.00$115.00Aug 21$11.45$6.30$17.75$97.25$167.75
$160.00$125.00Aug 21$8.10$9.95$18.05$106.95$178.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 24.00, avg credit $5.00)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
135/140150/155Aug 21$4.80$0.2024.00$135.20$154.80
135/140145/150Aug 21$4.55$0.4510.11$135.45$149.55
135/140155/160Aug 21$4.25$0.755.67$135.75$159.25
110/115130/135Aug 21$3.85$1.153.35$111.15$133.85
135/140160/165Aug 21$3.80$1.203.17$136.20$163.80
110/115140/145Aug 21$3.65$1.352.70$111.35$143.65
125/135140/145Aug 21$6.95$3.052.28$128.05$146.95
140/155160/165Aug 21$10.35$4.652.23$144.65$170.35
110/115135/140Aug 21$3.40$1.602.13$111.60$138.40
110/115150/155Aug 21$3.30$1.701.94$111.70$153.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 10.11, cheapest $0.45)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.45$4.5510.11
$155.00$160.00$165.00Aug 21$0.45$4.5510.11
$150.00$155.00$160.00Aug 21$0.55$4.458.09
$140.00$145.00$150.00Aug 21$0.60$4.407.33
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$115.00$125.00$135.00Aug 21$1.00$9.009.00

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 $-7.05, 5 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$110.00$130.001:2Aug 21-$7.05$12.95
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$125.00$115.001:2Aug 21-$2.65$7.35
$155.00$140.001:2Aug 21-$8.05$6.95
$135.00$125.001:2Aug 21-$5.30$4.70
$115.00$110.001:2Aug 21-$3.60$1.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 10.81%, avg 7.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Aug 21$14.800.542.2%10.81%13.05%3291
$145.00Aug 21$12.600.495.9%9.20%15.10%21137
$150.00Aug 21$10.900.449.6%7.96%17.51%2541
$155.00Aug 21$8.900.4013.2%6.50%19.70%3304
$160.00Aug 21$7.400.3516.9%5.40%22.25%2695
$165.00Aug 21$6.300.3220.5%4.60%25.10%10244

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 295
Total Puts 127
Put/Call Ratio 0.43
Net Difference 168

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,104
Total Puts 6,482
Average Put/Call Ratio 0.88
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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