Tour v457
SMTC
SEMTECH CORP
$103.55 -6.96%
$102.61 (-0.91%)🌙
as of 07/29 07:09 PM
7/29 19:09

Option Volume

Detail
Current (07/29) 7,049
Calls: 6,466 (92%)
Puts: 583 (8%)
Prior (07/28) 6,493
Calls: 1,323 (20%)
Puts: 5,170 (80%)
Current vs Prior +8.56%
Calls: +388.74% (Calls)
Puts: -88.72% (Puts)
Prior 7-Day Total 21,800
Calls: 8,117 (37%)
Puts: 13,683 (63%)
Prior 7-Day Average 3,114
Calls: 1,159 (37%)
Puts: 1,954 (63%)
Current vs Prior 7-Day Avg +126.34%
Calls: +457.62%
Puts: -70.17%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $5.83M
Calls: $5.40M (93%)
Puts: $428.4K (7%)
Prior (07/28) $6.03M
Calls: $1.50M (25%)
Puts: $4.53M (75%)
Current vs Prior -3.30%
Calls: +260.82%
Puts: -90.54%
Prior 7-Day Total $23.10M
Calls: $10.70M (46%)
Puts: $12.41M (54%)
Prior 7-Day Average $3.30M
Calls: $1.53M (46%)
Puts: $1.77M (54%)
Current vs Prior 7-Day Avg +76.56%
Calls: +253.28%
Puts: -75.83%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 0.09
Prior (07/28) 3.91
Current vs Prior -97.69%
Prior 7-Day Average 1.43
Current vs Prior 7-Day Avg -93.68%
Sentiment BULLISH

Open Interest

Detail
Current (07/29) 21,606
Calls: 18,639 (86%)
Puts: 2,967 (14%)
Prior (07/28) 29,471
Calls: 16,301 (55%)
Puts: 13,170 (45%)
Current vs Prior -26.69%
Prior 7-Day Total 110,664
Calls: 80,993 (73%)
Puts: 29,671 (27%)
Prior 7-Day Average 15,809
Calls: 11,570 (73%)
Puts: 4,238 (27%)
Current vs Prior 7-Day Avg +36.67%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 22.65% | 33.03%
Prior 23.67% | 33.74%
Current vs Prior -4.35% | -2.10%
Prior 7-Day Avg 24.73% | 35.18%
Current vs 7-Day Avg -8.43% | -6.12%
Prior 7-Day Eod 23.67% | 33.74%
Current vs 7-Day Eod -4.35% | -2.10%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($5.40M) vs puts ($428.4K). Dollar volume significantly above 7-day average (77% higher). Volume explosion - 126% above 7-day average (7,049 vs avg 3,114). Extreme bullish P/C ratio of 0.09 - heavy call buying (6,466 calls vs 583 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 5 of results (avg 7.0%, best 4.4%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2128.6029.90$29.254.4%70.77269
$115.00Aug 2116.9017.90$17.405.7%60.61--
$110.00Aug 2113.5014.50$14.007.1%40.54--
$125.00Aug 2123.6025.60$24.608.1%70.71180
$120.00Aug 2119.6021.60$20.609.7%10.67--

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. 7 found (avg delta 0.65, highest 0.77)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 2114.4016.80$15.6015.4%20.6910
$105.00Aug 219.4010.70$10.0512.9%70.541
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2128.6029.90$29.254.4%70.77269
$125.00Aug 2123.6025.60$24.608.1%70.71180
$120.00Aug 2119.6021.60$20.609.7%10.67--
$115.00Aug 2116.9017.90$17.405.7%60.61--
$110.00Aug 2113.5014.50$14.007.1%40.54--

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 471, top 346)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 214.605.40$5.0016.0%3460.33635
$110.00Aug 217.409.20$8.3021.7%550.4750
$130.00Aug 212.603.40$3.0026.7%120.2227
$105.00Aug 219.4010.70$10.0512.9%70.541
$95.00Aug 2114.4016.80$15.6015.4%20.6910
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 215.806.70$6.2514.4%190.3229
$125.00Aug 2123.6025.60$24.608.1%70.71180
$130.00Aug 2128.6029.90$29.254.4%70.77269
$115.00Aug 2116.9017.90$17.405.7%60.61--
$110.00Aug 2113.5014.50$14.007.1%40.54--

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. 9 found (best R:R 4.00, avg 1.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$130.00Aug 21$2.00$8.00$2.004.00$122.00
$115.00$120.00Aug 21$1.40$3.60$1.402.57$116.40
$105.00$110.00Aug 21$1.75$3.25$1.751.86$106.75
$110.00$115.00Aug 21$1.90$3.10$1.901.63$111.90
$95.00$105.00Aug 21$5.55$4.45$5.550.80$100.55
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Aug 21$1.75$3.25$1.751.86$93.25
$100.00$95.00Aug 21$2.55$2.45$2.550.96$97.45
$110.00$100.00Aug 21$5.20$4.80$5.200.92$104.80
$120.00$115.00Aug 21$3.20$1.80$3.200.56$116.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 13.29, avg 2.24)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$105.00Aug 21$5.55$5.55$4.451.25$100.55
$110.00$115.00Aug 21$1.90$1.90$3.100.61$111.90
$105.00$110.00Aug 21$1.75$1.75$3.250.54$106.75
$115.00$120.00Aug 21$1.40$1.40$3.600.39$116.40
$120.00$130.00Aug 21$2.00$2.00$8.000.25$122.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Aug 21$4.65$4.65$0.3513.29$125.35
$125.00$120.00Aug 21$4.00$4.00$1.004.00$121.00
$115.00$110.00Aug 21$3.40$3.40$1.602.12$111.60
$120.00$115.00Aug 21$3.20$3.20$1.801.78$116.80
$110.00$100.00Aug 21$5.20$5.20$4.801.08$104.80

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 21.10% of stock, avg 24.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$95.00Aug 21$15.60$6.25$21.85$73.15$116.8521.10%
$110.00Aug 21$8.30$14.00$22.30$87.70$132.3021.54%
$115.00Aug 21$6.40$17.40$23.80$91.20$138.8022.98%
$120.00Aug 21$5.00$20.60$25.60$94.40$145.6024.72%
$130.00Aug 21$3.00$29.25$32.25$97.75$162.2531.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 7.24% of stock, avg 11.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$130.00$90.00Aug 21$3.00$4.50$7.50$82.50$137.50
$130.00$95.00Aug 21$3.00$6.25$9.25$85.75$139.25
$120.00$90.00Aug 21$5.00$4.50$9.50$80.50$129.50
$115.00$90.00Aug 21$6.40$4.50$10.90$79.10$125.90
$120.00$95.00Aug 21$5.00$6.25$11.25$83.75$131.25
$130.00$100.00Aug 21$3.00$8.80$11.80$88.20$141.80
$115.00$95.00Aug 21$6.40$6.25$12.65$82.35$127.65
$110.00$90.00Aug 21$8.30$4.50$12.80$77.20$122.80
$120.00$100.00Aug 21$5.00$8.80$13.80$86.20$133.80
$110.00$95.00Aug 21$8.30$6.25$14.55$80.45$124.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 11 found (best R:R 8.09, avg credit $4.59)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
95/100110/115Aug 21$4.45$0.558.09$95.55$114.45
95/100105/110Aug 21$4.30$0.706.14$95.70$109.30
95/100115/120Aug 21$3.95$1.053.76$96.05$118.95
90/95110/115Aug 21$3.65$1.352.70$91.35$113.65
100/110120/130Aug 21$7.20$2.802.57$102.80$127.20
90/95105/110Aug 21$3.50$1.502.33$91.50$108.50
100/110115/120Aug 21$6.60$3.401.94$103.40$121.60
90/95115/120Aug 21$3.15$1.851.70$91.85$118.15
110/115120/130Aug 21$5.40$4.601.17$109.60$125.40
95/100120/130Aug 21$4.55$5.450.83$95.45$124.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 9.00, cheapest $0.50)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Aug 21$0.50$4.509.00
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.65$4.356.69
$90.00$95.00$100.00Aug 21$0.80$4.205.25
$115.00$120.00$125.00Aug 21$0.80$4.205.25

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 $-1.00, 7 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$120.00$130.001:2Aug 21-$1.00$9.00
$95.00$105.001:2Aug 21-$4.50$5.50
$115.00$120.001:2Aug 21-$3.60$1.40
$110.00$115.001:2Aug 21-$4.50$0.50
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$110.00$100.001:2Aug 21-$3.60$6.40
$95.00$90.001:2Aug 21-$2.75$2.25
$100.00$95.001:2Aug 21-$3.70$1.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 9.08%, avg 5.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$105.00Aug 21$9.400.541.4%9.08%10.48%71
$110.00Aug 21$7.400.476.2%7.15%13.38%5550
$115.00Aug 21$5.900.3911.1%5.70%16.76%1--
$120.00Aug 21$4.600.3315.9%4.44%20.33%346635
$130.00Aug 21$2.600.2225.5%2.51%28.05%1227

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 6,466
Total Puts 583
Put/Call Ratio 0.09
Net Difference 5,883

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,117
Total Puts 13,683
Average Put/Call Ratio 1.43
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All