Tour v394
SMTC
SEMTECH CORP
$138.68 +1.28%
7/23 19:07

Option Volume

Detail
Current (07/23) 682
Calls: 339 (50%)
Puts: 343 (50%)
Prior (07/22) 422
Calls: 295 (70%)
Puts: 127 (30%)
Current vs Prior +61.61%
Calls: +14.92% (Calls)
Puts: +170.08% (Puts)
Prior 7-Day Total 14,676
Calls: 9,568 (65%)
Puts: 5,108 (35%)
Prior 7-Day Average 2,096
Calls: 1,366 (65%)
Puts: 729 (35%)
Current vs Prior 7-Day Avg -67.47%
Calls: -75.20%
Puts: -53.00%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/23) $1.69M
Calls: $613.9K (36%)
Puts: $1.08M (64%)
Prior (07/22) $819.6K
Calls: $643.9K (79%)
Puts: $175.7K (21%)
Current vs Prior +106.25%
Calls: -4.67%
Puts: +512.72%
Prior 7-Day Total $23.14M
Calls: $15.86M (69%)
Puts: $7.27M (31%)
Prior 7-Day Average $3.31M
Calls: $2.27M (69%)
Puts: $1.04M (31%)
Current vs Prior 7-Day Avg -48.85%
Calls: -72.91%
Puts: +3.63%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/23) 1.01
Prior (07/22) 0.43
Current vs Prior +135.02%
Prior 7-Day Average 0.68
Current vs Prior 7-Day Avg +48.62%
Sentiment BEARISH

Open Interest

Detail
Current (07/23) 10,440
Calls: 8,145 (78%)
Puts: 2,295 (22%)
Prior (07/22) 13,263
Calls: 12,411 (94%)
Puts: 852 (6%)
Current vs Prior -21.28%
Prior 7-Day Total 122,737
Calls: 96,815 (79%)
Puts: 25,922 (21%)
Prior 7-Day Average 17,533
Calls: 13,830 (79%)
Puts: 3,703 (21%)
Current vs Prior 7-Day Avg -40.46%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 24.19% | 35.37%
Prior 25.52% | 35.89%
Current vs Prior -5.22% | -1.46%
Prior 7-Day Avg 18.96% | 32.00%
Current vs 7-Day Avg +27.62% | +10.52%
Prior 7-Day Eod 25.52% | 35.89%
Current vs 7-Day Eod -5.22% | -1.46%
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

Moderately bearish flow with 64% put dollar volume ($1.08M). Massive premium surge with dollar volume up 106% vs prior. Above-average activity with volume up 62% vs prior. Slightly bearish P/C ratio of 1.01.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 7.6%, best 4.2%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2114.5015.60$15.057.3%110.54294
$110.00Aug 2131.4034.20$32.808.5%10.82--
$145.00Aug 2112.4013.60$13.009.2%210.49137
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 2118.5019.30$18.904.2%340.51272
$130.00Aug 2110.8011.80$11.308.8%20.36270

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. 5 found (avg delta 0.61, highest 0.82)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2131.4034.20$32.808.5%10.82--
$130.00Aug 2118.7021.00$19.8511.6%10.6428
$140.00Aug 2114.5015.60$15.057.3%110.54294
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2121.3023.70$22.5010.7%20.55--
$145.00Aug 2118.5019.30$18.904.2%340.51272

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 146, top 40)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Aug 214.407.00$5.7045.6%400.28673
$145.00Aug 2112.4013.60$13.009.2%210.49137
$140.00Aug 2114.5015.60$15.057.3%110.54294
$165.00Aug 216.207.50$6.8519.0%80.31252
$150.00Aug 2110.3012.30$11.3017.7%50.45542
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 2118.5019.30$18.904.2%340.51272
$135.00Aug 2113.2015.00$14.1012.8%70.41122
$115.00Aug 214.506.70$5.6039.3%60.2159
$110.00Aug 213.804.80$4.3023.3%30.17130
$130.00Aug 2110.8011.80$11.308.8%20.36270

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 4.35, avg 1.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$170.00$180.00Aug 21$1.87$8.13$1.874.35$171.87
$165.00$170.00Aug 21$1.15$3.85$1.153.35$166.15
$160.00$165.00Aug 21$1.30$3.70$1.302.85$161.30
$150.00$160.00Aug 21$3.15$6.85$3.152.17$153.15
$145.00$150.00Aug 21$1.70$3.30$1.701.94$146.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$110.00Aug 21$1.30$3.70$1.302.85$113.70
$125.00$115.00Aug 21$3.65$6.35$3.651.74$121.35
$130.00$125.00Aug 21$2.05$2.95$2.051.44$127.95
$145.00$135.00Aug 21$4.80$5.20$4.801.08$140.20
$135.00$130.00Aug 21$2.80$2.20$2.800.79$132.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 2.57, avg 0.83)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$130.00Aug 21$12.95$12.95$7.051.84$122.95
$130.00$140.00Aug 21$4.80$4.80$5.200.92$134.80
$140.00$145.00Aug 21$2.05$2.05$2.950.69$142.05
$145.00$150.00Aug 21$1.70$1.70$3.300.52$146.70
$150.00$160.00Aug 21$3.15$3.15$6.850.46$153.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$150.00$145.00Aug 21$3.60$3.60$1.402.57$146.40
$135.00$130.00Aug 21$2.80$2.80$2.201.27$132.20
$145.00$135.00Aug 21$4.80$4.80$5.200.92$140.20
$130.00$125.00Aug 21$2.05$2.05$2.950.69$127.95
$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. 4 found (cheapest 22.46% of stock, avg 24.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$130.00Aug 21$19.85$11.30$31.15$98.85$161.1522.46%
$145.00Aug 21$13.00$18.90$31.90$113.10$176.9023.00%
$150.00Aug 21$11.30$22.50$33.80$116.20$183.8024.37%
$110.00Aug 21$32.80$4.30$37.10$72.90$147.1026.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 7.21% of stock, avg 12.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$170.00$110.00Aug 21$5.70$4.30$10.00$100.00$180.00
$165.00$110.00Aug 21$6.85$4.30$11.15$98.85$176.15
$170.00$115.00Aug 21$5.70$5.60$11.30$103.70$181.30
$160.00$110.00Aug 21$8.15$4.30$12.45$97.55$172.45
$165.00$115.00Aug 21$6.85$5.60$12.45$102.55$177.45
$160.00$115.00Aug 21$8.15$5.60$13.75$101.25$173.75
$170.00$125.00Aug 21$5.70$9.25$14.95$110.05$184.95
$150.00$110.00Aug 21$11.30$4.30$15.60$94.40$165.60
$165.00$125.00Aug 21$6.85$9.25$16.10$108.90$181.10
$150.00$115.00Aug 21$11.30$5.60$16.90$98.10$166.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 32 found (best R:R 32.33, avg credit $4.85)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
130/135140/145Aug 21$4.85$0.1532.33$130.15$144.85
145/150165/170Aug 21$4.75$0.2519.00$145.25$169.75
130/135145/150Aug 21$4.50$0.509.00$130.50$149.50
115/125130/140Aug 21$8.45$1.555.45$116.55$138.45
125/130140/145Aug 21$4.10$0.904.56$125.90$144.10
130/135160/165Aug 21$4.10$0.904.56$130.90$164.10
135/145150/160Aug 21$7.95$2.053.88$137.05$157.95
130/135165/170Aug 21$3.95$1.053.76$131.05$168.95
125/130145/150Aug 21$3.75$1.253.00$126.25$148.75
115/125150/160Aug 21$6.80$3.202.13$118.20$156.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 32.33, cheapest $0.15)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$160.00$165.00$170.00Aug 21$0.15$4.8532.33
$140.00$145.00$150.00Aug 21$0.35$4.6513.29
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$125.00$130.00$135.00Aug 21$0.75$4.255.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 7 found (best net $-6.90, 7 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$110.00$130.001:2Aug 21-$6.90$13.10
$170.00$180.001:2Aug 21-$1.96$8.04
$150.00$160.001:2Aug 21-$5.00$5.00
$165.00$170.001:2Aug 21-$4.55$0.45
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$125.00$115.001:2Aug 21-$1.95$8.05
$115.00$110.001:2Aug 21-$3.00$2.00
$145.00$135.001:2Aug 21-$9.30$0.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 10.46%, avg 5.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Aug 21$14.500.540.9%10.46%11.41%11294
$145.00Aug 21$12.400.494.6%8.94%13.50%21137
$150.00Aug 21$10.300.458.2%7.43%15.59%5542
$160.00Aug 21$7.000.3615.4%5.05%20.42%2695
$165.00Aug 21$6.200.3119.0%4.47%23.45%8252
$170.00Aug 21$4.400.2822.6%3.17%25.76%40673
$180.00Aug 21$2.950.2029.8%2.13%31.92%2369

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 339
Total Puts 343
Put/Call Ratio 1.01
Net Difference -4

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,568
Total Puts 5,108
Average Put/Call Ratio 0.68
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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