Tour v423
SMTC
SEMTECH CORP
$121.52 -3.49%
$120.35 (-0.96%)🌙
as of 07/27 07:06 PM
7/27 19:06

Option Volume

Detail
Current (07/27) 1,740
Calls: 1,313 (75%)
Puts: 427 (25%)
Prior (07/24) 8,201
Calls: 2,052 (25%)
Puts: 6,149 (75%)
Current vs Prior -78.78%
Calls: -36.01% (Calls)
Puts: -93.06% (Puts)
Prior 7-Day Total 18,403
Calls: 7,746 (42%)
Puts: 10,657 (58%)
Prior 7-Day Average 2,629
Calls: 1,106 (42%)
Puts: 1,522 (58%)
Current vs Prior 7-Day Avg -33.82%
Calls: +18.65%
Puts: -71.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $1.45M
Calls: $1.09M (76%)
Puts: $352.3K (24%)
Prior (07/24) $7.88M
Calls: $2.90M (37%)
Puts: $4.97M (63%)
Current vs Prior -81.65%
Calls: -62.37%
Puts: -92.91%
Prior 7-Day Total $23.63M
Calls: $11.13M (47%)
Puts: $12.50M (53%)
Prior 7-Day Average $3.38M
Calls: $1.59M (47%)
Puts: $1.79M (53%)
Current vs Prior 7-Day Avg -57.18%
Calls: -31.27%
Puts: -80.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.33
Prior (07/24) 3.00
Current vs Prior -89.15%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -72.10%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 10,993
Calls: 8,864 (81%)
Puts: 2,129 (19%)
Prior (07/24) 20,459
Calls: 17,192 (84%)
Puts: 3,267 (16%)
Current vs Prior -46.27%
Prior 7-Day Total 108,702
Calls: 84,660 (78%)
Puts: 24,042 (22%)
Prior 7-Day Average 15,528
Calls: 12,094 (78%)
Puts: 3,434 (22%)
Current vs Prior 7-Day Avg -29.21%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 23.16% | 34.32%
Prior 23.94% | 34.55%
Current vs Prior -3.25% | -0.67%
Prior 7-Day Avg 23.02% | 34.48%
Current vs 7-Day Avg +0.64% | -0.47%
Prior 7-Day Eod 23.94% | 34.55%
Current vs 7-Day Eod -3.25% | -0.67%
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 76% of dollar volume in calls ($1.09M) vs puts ($352.3K). Light premium activity with dollar volume down 82% vs prior. Below-average activity with volume down 79% vs prior. Extreme bullish P/C ratio of 0.33 - heavy call buying (1,313 calls vs 427 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
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 7 of results (avg 7.6%, best 6.2%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2132.3035.00$33.658.0%10.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 2114.1015.00$14.556.2%90.49185
$155.00Aug 2135.5037.90$36.706.5%10.7834
$145.00Aug 2127.6029.50$28.556.7%90.70272
$150.00Aug 2131.0033.50$32.257.8%20.75--
$140.00Aug 2123.6025.80$24.708.9%90.66101

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. 8 found (avg delta 0.69, highest 0.87)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2132.3035.00$33.658.0%10.87--
$120.00Aug 2112.9014.30$13.6010.3%20.57--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Aug 2135.5037.90$36.706.5%10.7834
$150.00Aug 2131.0033.50$32.257.8%20.75--
$145.00Aug 2127.6029.50$28.556.7%90.70272
$140.00Aug 2123.6025.80$24.708.9%90.66101
$135.00Aug 2120.0022.20$21.1010.4%30.61--

Most actively traded options today. High liquidity = easy entry/exit. 21 active (total vol 419, top 115)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 215.706.80$6.2517.6%1150.34282
$150.00Aug 213.604.70$4.1526.5%940.25544
$145.00Aug 214.406.00$5.2030.8%350.29104
$155.00Aug 212.554.50$3.5355.2%40.21306
$130.00Aug 218.7010.00$9.3513.9%30.45--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 211.702.50$2.1038.1%1020.1137
$100.00Aug 213.704.90$4.3027.9%130.2034
$125.00Aug 2114.1015.00$14.556.2%90.49185
$140.00Aug 2123.6025.80$24.708.9%90.66101
$145.00Aug 2127.6029.50$28.556.7%90.70272

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 7.06, avg 2.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$155.00Aug 21$0.62$4.38$0.627.06$150.62
$140.00$145.00Aug 21$1.05$3.95$1.053.76$141.05
$145.00$150.00Aug 21$1.05$3.95$1.053.76$146.05
$135.00$140.00Aug 21$1.45$3.55$1.452.45$136.45
$130.00$135.00Aug 21$1.65$3.35$1.652.03$131.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$90.00Aug 21$2.20$7.80$2.203.55$97.80
$105.00$100.00Aug 21$1.25$3.75$1.253.00$103.75
$110.00$105.00Aug 21$2.00$3.00$2.001.50$108.00
$115.00$110.00Aug 21$2.00$3.00$2.001.50$113.00
$125.00$120.00Aug 21$2.45$2.55$2.451.04$122.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 8.09, avg 1.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$90.00$120.00Aug 21$20.05$20.05$9.952.02$110.05
$120.00$130.00Aug 21$4.25$4.25$5.750.74$124.25
$130.00$135.00Aug 21$1.65$1.65$3.350.49$131.65
$135.00$140.00Aug 21$1.45$1.45$3.550.41$136.45
$140.00$145.00Aug 21$1.05$1.05$3.950.27$141.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$155.00$150.00Aug 21$4.45$4.45$0.558.09$150.55
$145.00$140.00Aug 21$3.85$3.85$1.153.35$141.15
$150.00$145.00Aug 21$3.70$3.70$1.302.85$146.30
$140.00$135.00Aug 21$3.60$3.60$1.402.57$136.40
$135.00$130.00Aug 21$3.35$3.35$1.652.03$131.65

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. 8 found (cheapest 21.15% of stock, avg 26.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$120.00Aug 21$13.60$12.10$25.70$94.30$145.7021.15%
$130.00Aug 21$9.35$17.75$27.10$102.90$157.1022.30%
$135.00Aug 21$7.70$21.10$28.80$106.20$163.8023.70%
$140.00Aug 21$6.25$24.70$30.95$109.05$170.9525.47%
$145.00Aug 21$5.20$28.55$33.75$111.25$178.7527.77%
$90.00Aug 21$33.65$2.10$35.75$54.25$125.7529.42%
$150.00Aug 21$4.15$32.25$36.40$113.60$186.4029.95%
$155.00Aug 21$3.53$36.70$40.23$114.77$195.2333.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 7.98% of stock, avg 13.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$150.00$105.00Aug 21$4.15$5.55$9.70$95.30$159.70
$145.00$105.00Aug 21$5.20$5.55$10.75$94.25$155.75
$150.00$110.00Aug 21$4.15$7.55$11.70$98.30$161.70
$140.00$105.00Aug 21$6.25$5.55$11.80$93.20$151.80
$145.00$110.00Aug 21$5.20$7.55$12.75$97.25$157.75
$135.00$105.00Aug 21$7.70$5.55$13.25$91.75$148.25
$150.00$115.00Aug 21$4.15$9.55$13.70$101.30$163.70
$140.00$110.00Aug 21$6.25$7.55$13.80$96.20$153.80
$145.00$115.00Aug 21$5.20$9.55$14.75$100.25$159.75
$130.00$105.00Aug 21$9.35$5.55$14.90$90.10$144.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 44 found (best R:R 13.29, avg credit $3.74)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/130135/140Aug 21$4.65$0.3513.29$125.35$139.65
135/140145/150Aug 21$4.65$0.3513.29$135.35$149.65
140/145150/155Aug 21$4.47$0.538.43$140.53$154.47
130/135140/145Aug 21$4.40$0.607.33$130.60$144.40
130/135145/150Aug 21$4.40$0.607.33$130.60$149.40
125/130140/145Aug 21$4.25$0.755.67$125.75$144.25
125/130145/150Aug 21$4.25$0.755.67$125.75$149.25
135/140150/155Aug 21$4.22$0.785.41$135.78$154.22
115/120130/135Aug 21$4.20$0.805.25$115.80$134.20
120/125130/135Aug 21$4.10$0.904.56$120.90$134.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 32.33, cheapest $0.15)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.20$4.8024.00
$135.00$140.00$145.00Aug 21$0.40$4.6011.50
$145.00$150.00$155.00Aug 21$0.43$4.5710.63
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$125.00$130.00$135.00Aug 21$0.15$4.8532.33
$130.00$135.00$140.00Aug 21$0.25$4.7519.00
$135.00$140.00$145.00Aug 21$0.25$4.7519.00
$110.00$115.00$120.00Aug 21$0.55$4.458.09
$100.00$105.00$110.00Aug 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. 9 found (best net $-5.10, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$130.001:2Aug 21-$5.10$4.90
$150.00$155.001:2Aug 21-$2.91$2.09
$145.00$150.001:2Aug 21-$3.10$1.90
$140.00$145.001:2Aug 21-$4.15$0.85
$135.00$140.001:2Aug 21-$4.80$0.20
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Aug 21-$3.05$1.95
$110.00$105.001:2Aug 21-$3.55$1.45
$100.00$90.001:2Aug 21$0.10$9.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 7.16%, avg 4.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$130.00Aug 21$8.700.457.0%7.16%14.14%3--
$135.00Aug 21$7.300.3911.1%6.01%17.10%1175
$140.00Aug 21$5.700.3415.2%4.69%19.90%115282
$145.00Aug 21$4.400.2919.3%3.62%22.94%35104
$150.00Aug 21$3.600.2523.4%2.96%26.40%94544
$155.00Aug 21$2.550.2127.6%2.10%29.65%4306

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 1,313
Total Puts 427
Put/Call Ratio 0.33
Net Difference 886

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,746
Total Puts 10,657
Average Put/Call Ratio 1.17
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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