Tour v452
SMTC
SEMTECH CORP
$111.30 -8.41%
$109.46 (-1.65%)🌙
as of 07/28 07:06 PM
7/28 19:06

Option Volume

Detail
Current (07/28) 6,493
Calls: 1,323 (20%)
Puts: 5,170 (80%)
Prior (07/27) 1,740
Calls: 1,313 (75%)
Puts: 427 (25%)
Current vs Prior +273.16%
Calls: +0.76% (Calls)
Puts: +1110.77% (Puts)
Prior 7-Day Total 17,317
Calls: 8,046 (46%)
Puts: 9,271 (54%)
Prior 7-Day Average 2,473
Calls: 1,149 (46%)
Puts: 1,324 (54%)
Current vs Prior 7-Day Avg +162.46%
Calls: +15.10%
Puts: +290.36%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/28) $6.03M
Calls: $1.50M (25%)
Puts: $4.53M (75%)
Prior (07/27) $1.45M
Calls: $1.09M (76%)
Puts: $352.3K (24%)
Current vs Prior +316.96%
Calls: +36.91%
Puts: +1185.72%
Prior 7-Day Total $19.87M
Calls: $11.49M (58%)
Puts: $8.39M (42%)
Prior 7-Day Average $2.84M
Calls: $1.64M (58%)
Puts: $1.20M (42%)
Current vs Prior 7-Day Avg +112.28%
Calls: -8.81%
Puts: +278.10%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/28) 3.91
Prior (07/27) 0.33
Current vs Prior +1101.62%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg +308.59%
Sentiment BEARISH

Open Interest

Detail
Current (07/28) 29,471
Calls: 16,301 (55%)
Puts: 13,170 (45%)
Prior (07/27) 10,993
Calls: 8,864 (81%)
Puts: 2,129 (19%)
Current vs Prior +168.09%
Prior 7-Day Total 104,719
Calls: 82,105 (78%)
Puts: 22,614 (22%)
Prior 7-Day Average 14,959
Calls: 11,729 (78%)
Puts: 3,230 (22%)
Current vs Prior 7-Day Avg +97.00%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 23.67% | 33.74%
Prior 23.16% | 34.32%
Current vs Prior +2.20% | -1.68%
Prior 7-Day Avg 25.22% | 35.50%
Current vs 7-Day Avg -6.14% | -4.95%
Prior 7-Day Eod 23.16% | 34.32%
Current vs 7-Day Eod +2.20% | -1.68%
Sentiment BEARISH

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 bearish conviction with 75% of dollar volume in puts ($4.53M) vs calls ($1.50M). Massive premium surge with dollar volume up 317% vs prior. Dollar volume significantly above 7-day average (112% higher). Unusually high activity with volume up 273% 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 BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 4 of results (avg 7.1%, best 5.9%)

CALLS (0)
No calls meet the criteria
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2123.0024.40$23.705.9%40.68--
$125.00Aug 2119.5020.70$20.106.0%10.62--
$120.00Aug 2115.9017.10$16.507.3%10.56--
$110.00Aug 2110.4011.40$10.909.2%130.43130

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 0.64, highest 0.76)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 2119.4022.20$20.8013.5%10.76--
$110.00Aug 2111.7013.20$12.4512.0%460.576
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2123.0024.40$23.705.9%40.68--
$125.00Aug 2119.5020.70$20.106.0%10.62--
$120.00Aug 2115.9017.10$16.507.3%10.56--

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 738, top 642)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 217.209.30$8.2525.5%6420.4415
$110.00Aug 2111.7013.20$12.4512.0%460.576
$140.00Aug 212.654.40$3.5349.6%50.23319
$130.00Aug 214.705.60$5.1517.5%20.3229
$95.00Aug 2119.4022.20$20.8013.5%10.76--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2110.4011.40$10.909.2%130.43130
$115.00Aug 2113.1014.70$13.9011.5%80.5066
$100.00Aug 215.906.70$6.3012.7%70.29--
$105.00Aug 218.009.50$8.7517.1%60.36227
$130.00Aug 2123.0024.40$23.705.9%40.68--

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. 10 found (best R:R 5.17, avg 1.83)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$140.00Aug 21$1.62$8.38$1.625.17$131.62
$120.00$130.00Aug 21$3.10$6.90$3.102.23$123.10
$110.00$120.00Aug 21$4.20$5.80$4.201.38$114.20
$95.00$110.00Aug 21$8.35$6.65$8.350.80$103.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$85.00Aug 21$2.52$7.48$2.522.97$92.48
$100.00$95.00Aug 21$1.80$3.20$1.801.78$98.20
$110.00$105.00Aug 21$2.15$2.85$2.151.33$107.85
$105.00$100.00Aug 21$2.45$2.55$2.451.04$102.55
$120.00$115.00Aug 21$2.60$2.40$2.600.92$117.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 2.57, avg 1.08)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$110.00Aug 21$8.35$8.35$6.651.26$103.35
$110.00$120.00Aug 21$4.20$4.20$5.800.72$114.20
$120.00$130.00Aug 21$3.10$3.10$6.900.45$123.10
$130.00$140.00Aug 21$1.62$1.62$8.380.19$131.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$120.00Aug 21$3.60$3.60$1.402.57$121.40
$130.00$125.00Aug 21$3.60$3.60$1.402.57$126.40
$115.00$110.00Aug 21$3.00$3.00$2.001.50$112.00
$120.00$115.00Aug 21$2.60$2.60$2.401.08$117.40
$105.00$100.00Aug 21$2.45$2.45$2.550.96$102.55

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 20.98% of stock, avg 22.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Aug 21$12.45$10.90$23.35$86.65$133.3520.98%
$120.00Aug 21$8.25$16.50$24.75$95.25$144.7522.24%
$95.00Aug 21$20.80$4.50$25.30$69.70$120.3022.73%
$130.00Aug 21$5.15$23.70$28.85$101.15$158.8525.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 7.21% of stock, avg 13.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$140.00$95.00Aug 21$3.53$4.50$8.03$86.97$148.03
$130.00$95.00Aug 21$5.15$4.50$9.65$85.35$139.65
$140.00$100.00Aug 21$3.53$6.30$9.83$90.17$149.83
$130.00$100.00Aug 21$5.15$6.30$11.45$88.55$141.45
$140.00$105.00Aug 21$3.53$8.75$12.28$92.72$152.28
$120.00$95.00Aug 21$8.25$4.50$12.75$82.25$132.75
$130.00$105.00Aug 21$5.15$8.75$13.90$91.10$143.90
$140.00$110.00Aug 21$3.53$10.90$14.43$95.57$154.43
$120.00$100.00Aug 21$8.25$6.30$14.55$85.45$134.55
$130.00$110.00Aug 21$5.15$10.90$16.05$93.95$146.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 2.05, avg credit $5.08)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
85/95110/120Aug 21$6.72$3.282.05$88.28$116.72
100/105110/120Aug 21$6.65$3.351.99$98.35$116.65
110/115120/130Aug 21$6.10$3.901.56$108.90$126.10
95/100110/120Aug 21$6.00$4.001.50$94.00$116.00
85/95120/130Aug 21$5.62$4.381.28$89.38$125.62
100/105120/130Aug 21$5.55$4.451.25$99.45$125.55
105/110120/130Aug 21$5.25$4.751.11$104.75$125.25
120/125130/140Aug 21$5.22$4.781.09$119.78$135.22
95/100120/130Aug 21$4.90$5.100.96$95.10$124.90
110/115130/140Aug 21$4.62$5.380.86$110.38$134.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 8.09, cheapest $0.65)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$110.00$120.00$130.00Aug 21$1.10$8.908.09
$120.00$130.00$140.00Aug 21$1.48$8.525.76
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$95.00$100.00$105.00Aug 21$0.65$4.356.69
$105.00$110.00$115.00Aug 21$0.85$4.154.88
$115.00$120.00$125.00Aug 21$1.00$4.004.00

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 $-4.10, 6 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$95.00$110.001:2Aug 21-$4.10$10.90
$130.00$140.001:2Aug 21-$1.91$8.09
$120.00$130.001:2Aug 21-$2.05$7.95
$110.00$120.001:2Aug 21-$4.05$5.95
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Aug 21-$2.70$2.30
$105.00$100.001:2Aug 21-$3.85$1.15
$95.00$85.001:2Aug 21$0.54$9.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 6.47%, avg 4.36%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 21$7.200.447.8%6.47%14.29%64215
$130.00Aug 21$4.700.3216.8%4.22%21.02%229
$140.00Aug 21$2.650.2325.8%2.38%28.17%5319

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 1,323
Total Puts 5,170
Put/Call Ratio 3.91
Net Difference -3,847

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,046
Total Puts 9,271
Average Put/Call Ratio 0.96
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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