Tour v397
SMTC
SEMTECH CORP
$125.92 -10.13%
$127.00 (+0.86%)🌙
as of 07/25 03:47 AM
7/24 03:47

Option Volume

Detail
Current (07/25) 8,201
Calls: 2,052 (25%)
Puts: 6,149 (75%)
Prior (07/23) 682
Calls: 339 (50%)
Puts: 343 (50%)
Current vs Prior +1102.49%
Calls: +505.31% (Calls)
Puts: +1692.71% (Puts)
Prior 7-Day Total 13,530
Calls: 8,692 (64%)
Puts: 4,838 (36%)
Prior 7-Day Average 1,932
Calls: 1,241 (64%)
Puts: 691 (36%)
Current vs Prior 7-Day Avg +324.29%
Calls: +65.26%
Puts: +789.69%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/25) $7.88M
Calls: $2.90M (37%)
Puts: $4.97M (63%)
Prior (07/23) $1.69M
Calls: $613.9K (36%)
Puts: $1.08M (64%)
Current vs Prior +365.93%
Calls: +373.20%
Puts: +361.78%
Prior 7-Day Total $22.02M
Calls: $14.30M (65%)
Puts: $7.72M (35%)
Prior 7-Day Average $3.15M
Calls: $2.04M (65%)
Puts: $1.10M (35%)
Current vs Prior 7-Day Avg +150.36%
Calls: +42.18%
Puts: +350.75%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/25) 3.00
Prior (07/23) 1.01
Current vs Prior +196.16%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +297.82%
Sentiment BEARISH

Open Interest

Detail
Current (07/25) 20,459
Calls: 17,192 (84%)
Puts: 3,267 (16%)
Prior (07/23) 10,440
Calls: 8,145 (78%)
Puts: 2,295 (22%)
Current vs Prior +95.97%
Prior 7-Day Total 106,364
Calls: 81,855 (77%)
Puts: 24,509 (23%)
Prior 7-Day Average 15,194
Calls: 11,693 (77%)
Puts: 3,501 (23%)
Current vs Prior 7-Day Avg +34.64%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 23.94% | 34.55%
Prior 24.19% | 35.37%
Current vs Prior -1.03% | -2.33%
Prior 7-Day Avg 21.04% | 33.35%
Current vs 7-Day Avg +13.81% | +3.60%
Prior 7-Day Eod 24.19% | 35.37%
Current vs 7-Day Eod -1.03% | -2.33%
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 63% put dollar volume ($4.97M). Massive premium surge with dollar volume up 366% vs prior. Dollar volume significantly above 7-day average (150% higher). Unusually high activity with volume up 1102% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 6.2%, best 4.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 216.707.10$6.905.8%290.35122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 2125.0026.10$25.554.3%10.65--
$130.00Aug 2115.1015.80$15.454.5%120.49268
$135.00Aug 2118.1019.00$18.554.9%20.54--
$140.00Aug 2121.5022.60$22.055.0%10.60--
$125.00Aug 2112.2012.90$12.555.6%10.43184

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 0.58, highest 0.65)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2111.4013.30$12.3515.4%20.5228
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 2125.0026.10$25.554.3%10.65--
$140.00Aug 2121.5022.60$22.055.0%10.60--
$135.00Aug 2118.1019.00$18.554.9%20.54--

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 111, top 29)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 216.707.10$6.905.8%290.35122
$160.00Aug 213.704.60$4.1521.7%210.24--
$140.00Aug 218.009.50$8.7517.1%180.41298
$150.00Aug 215.206.60$5.9023.7%130.31542
$130.00Aug 2111.4013.30$12.3515.4%20.5228
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2115.1015.80$15.454.5%120.49268
$110.00Aug 215.806.40$6.109.8%30.26131
$100.00Aug 213.104.10$3.6027.8%20.1734
$135.00Aug 2118.1019.00$18.554.9%20.54--
$95.00Aug 212.202.90$2.5527.5%10.12--

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. 12 found (best R:R 5.67, avg 2.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$160.00Aug 21$0.75$4.25$0.755.67$155.75
$145.00$150.00Aug 21$1.00$4.00$1.004.00$146.00
$150.00$155.00Aug 21$1.00$4.00$1.004.00$151.00
$135.00$140.00Aug 21$1.55$3.45$1.552.23$136.55
$140.00$145.00Aug 21$1.85$3.15$1.851.70$141.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$95.00Aug 21$1.05$3.95$1.053.76$98.95
$110.00$100.00Aug 21$2.50$7.50$2.503.00$107.50
$120.00$110.00Aug 21$4.10$5.90$4.101.44$115.90
$125.00$120.00Aug 21$2.35$2.65$2.351.13$122.65
$130.00$125.00Aug 21$2.90$2.10$2.900.72$127.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 2.33, avg 0.88)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$135.00Aug 21$2.05$2.05$2.950.69$132.05
$140.00$145.00Aug 21$1.85$1.85$3.150.59$141.85
$135.00$140.00Aug 21$1.55$1.55$3.450.45$136.55
$145.00$150.00Aug 21$1.00$1.00$4.000.25$146.00
$150.00$155.00Aug 21$1.00$1.00$4.000.25$151.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$140.00$135.00Aug 21$3.50$3.50$1.502.33$136.50
$145.00$140.00Aug 21$3.50$3.50$1.502.33$141.50
$135.00$130.00Aug 21$3.10$3.10$1.901.63$131.90
$130.00$125.00Aug 21$2.90$2.90$2.101.38$127.10
$125.00$120.00Aug 21$2.35$2.35$2.650.89$122.65

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 22.08% of stock, avg 23.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$130.00Aug 21$12.35$15.45$27.80$102.20$157.8022.08%
$135.00Aug 21$10.30$18.55$28.85$106.15$163.8522.91%
$140.00Aug 21$8.75$22.05$30.80$109.20$170.8024.46%
$145.00Aug 21$6.90$25.55$32.45$112.55$177.4525.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 6.75% of stock, avg 13.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$155.00$100.00Aug 21$4.90$3.60$8.50$91.50$163.50
$150.00$100.00Aug 21$5.90$3.60$9.50$90.50$159.50
$145.00$100.00Aug 21$6.90$3.60$10.50$89.50$155.50
$155.00$110.00Aug 21$4.90$6.10$11.00$99.00$166.00
$150.00$110.00Aug 21$5.90$6.10$12.00$98.00$162.00
$140.00$100.00Aug 21$8.75$3.60$12.35$87.65$152.35
$145.00$110.00Aug 21$6.90$6.10$13.00$97.00$158.00
$135.00$100.00Aug 21$10.30$3.60$13.90$86.10$148.90
$140.00$110.00Aug 21$8.75$6.10$14.85$95.15$154.85
$155.00$120.00Aug 21$4.90$10.20$15.10$104.90$170.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 37 found (best R:R 19.00, avg credit $3.99)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/130140/145Aug 21$4.75$0.2519.00$125.25$144.75
135/140145/150Aug 21$4.50$0.509.00$135.50$149.50
135/140150/155Aug 21$4.50$0.509.00$135.50$154.50
140/145150/155Aug 21$4.50$0.509.00$140.50$154.50
125/130135/140Aug 21$4.45$0.558.09$125.55$139.45
120/125130/135Aug 21$4.40$0.607.33$120.60$134.40
135/140155/160Aug 21$4.25$0.755.67$135.75$159.25
140/145155/160Aug 21$4.25$0.755.67$140.75$159.25
120/125140/145Aug 21$4.20$0.805.25$120.80$144.20
130/135145/150Aug 21$4.10$0.904.56$130.90$149.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 24.00, cheapest $0.20)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$150.00$155.00$160.00Aug 21$0.25$4.7519.00
$130.00$135.00$140.00Aug 21$0.50$4.509.00
$140.00$145.00$150.00Aug 21$0.85$4.154.88
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$125.00$130.00$135.00Aug 21$0.20$4.8024.00
$130.00$135.00$140.00Aug 21$0.40$4.6011.50
$120.00$125.00$130.00Aug 21$0.55$4.458.09
$100.00$110.00$120.00Aug 21$1.60$8.405.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 6 found (best net $-1.10, 6 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$155.00$160.001:2Aug 21-$3.40$1.60
$150.00$155.001:2Aug 21-$3.90$1.10
$145.00$150.001:2Aug 21-$4.90$0.10
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$110.00$100.001:2Aug 21-$1.10$8.90
$120.00$110.001:2Aug 21-$2.00$8.00
$100.00$95.001:2Aug 21-$1.50$3.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 9.05%, avg 5.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$130.00Aug 21$11.400.523.2%9.05%12.29%228
$135.00Aug 21$9.600.467.2%7.62%14.83%2176
$140.00Aug 21$8.000.4111.2%6.35%17.53%18298
$145.00Aug 21$6.700.3515.2%5.32%20.47%29122
$150.00Aug 21$5.200.3119.1%4.13%23.25%13542
$155.00Aug 21$4.500.2723.1%3.57%26.67%2306
$160.00Aug 21$3.700.2427.1%2.94%30.00%21--

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 2,052
Total Puts 6,149
Put/Call Ratio 3.00
Net Difference -4,097

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,692
Total Puts 4,838
Average Put/Call Ratio 0.75
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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