Tour v473
SMTC
SEMTECH CORP
$114.61 +10.68%
$119.35 (+4.14%)🌙
as of 07/30 07:32 PM
7/30 19:32

Option Volume

Detail
Current (07/30) 1,783
Calls: 1,203 (67%)
Puts: 580 (33%)
Prior (07/29) 7,049
Calls: 6,466 (92%)
Puts: 583 (8%)
Current vs Prior -74.71%
Calls: -81.39% (Calls)
Puts: -0.51% (Puts)
Prior 7-Day Total 26,533
Calls: 13,536 (51%)
Puts: 12,997 (49%)
Prior 7-Day Average 3,790
Calls: 1,933 (51%)
Puts: 1,856 (49%)
Current vs Prior 7-Day Avg -52.96%
Calls: -37.79%
Puts: -68.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $3.85M
Calls: $1.93M (50%)
Puts: $1.92M (50%)
Prior (07/29) $5.83M
Calls: $5.40M (93%)
Puts: $428.4K (7%)
Current vs Prior -33.92%
Calls: -64.20%
Puts: +347.68%
Prior 7-Day Total $26.36M
Calls: $14.71M (56%)
Puts: $11.65M (44%)
Prior 7-Day Average $3.77M
Calls: $2.10M (56%)
Puts: $1.66M (44%)
Current vs Prior 7-Day Avg +2.26%
Calls: -8.02%
Puts: +15.24%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.48
Prior (07/29) 0.09
Current vs Prior +434.72%
Prior 7-Day Average 1.27
Current vs Prior 7-Day Avg -61.98%
Sentiment BULLISH

Open Interest

Detail
Current (07/30) 15,472
Calls: 13,816 (89%)
Puts: 1,656 (11%)
Prior (07/29) 21,606
Calls: 18,639 (86%)
Puts: 2,967 (14%)
Current vs Prior -28.39%
Prior 7-Day Total 123,059
Calls: 92,544 (75%)
Puts: 30,515 (25%)
Prior 7-Day Average 17,579
Calls: 13,220 (75%)
Puts: 4,359 (25%)
Current vs Prior 7-Day Avg -11.99%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 21.38% | 32.85%
Prior 22.65% | 33.03%
Current vs Prior -5.60% | -0.54%
Prior 7-Day Avg 24.12% | 34.69%
Current vs 7-Day Avg -11.37% | -5.29%
Prior 7-Day Eod 22.65% | 33.03%
Current vs 7-Day Eod -5.60% | -0.54%
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

Below-average activity with volume down 75% vs prior. Extreme bullish P/C ratio of 0.48 - heavy call buying (1,203 calls vs 580 puts). P/C ratio rising 435% - increased hedging/bearish positioning. Call-heavy open interest (13,816 calls vs 1,656 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 3 of results (avg 7.0%, best 6.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2113.2014.10$13.656.6%830.6295
$115.00Aug 2110.7011.60$11.158.1%1210.553
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2120.1021.40$20.756.3%20.65--

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 0.62, highest 0.76)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2113.2014.10$13.656.6%830.6295
$115.00Aug 2110.7011.60$11.158.1%1210.553
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2126.7029.70$28.2010.6%130.76--
$130.00Aug 2120.1021.40$20.756.3%20.65--
$120.00Aug 2112.8015.10$13.9516.5%410.5273

Most actively traded options today. High liquidity = easy entry/exit. 18 active (total vol 384, top 121)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 2110.7011.60$11.158.1%1210.553
$110.00Aug 2113.2014.10$13.656.6%830.6295
$130.00Aug 215.306.20$5.7515.7%410.35--
$140.00Aug 213.203.70$3.4514.5%130.24317
$120.00Aug 218.409.80$9.1015.4%40.48951
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2112.8015.10$13.9516.5%410.5273
$100.00Aug 214.204.90$4.5515.4%290.2436
$140.00Aug 2126.7029.70$28.2010.6%130.76--
$85.00Aug 211.102.00$1.5558.1%100.10--
$105.00Aug 215.906.70$6.3012.7%80.31--

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 7.77, avg 2.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$140.00$145.00Aug 21$0.57$4.43$0.577.77$140.57
$130.00$135.00Aug 21$1.10$3.90$1.103.55$131.10
$135.00$140.00Aug 21$1.20$3.80$1.203.17$136.20
$125.00$130.00Aug 21$1.60$3.40$1.602.13$126.60
$120.00$125.00Aug 21$1.75$3.25$1.751.86$121.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Aug 21$0.95$4.05$0.954.26$94.05
$100.00$95.00Aug 21$1.02$3.98$1.023.90$98.98
$90.00$85.00Aug 21$1.03$3.97$1.033.85$88.97
$105.00$100.00Aug 21$1.75$3.25$1.751.86$103.25
$115.00$110.00Aug 21$2.10$2.90$2.101.38$112.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 2.92, avg 0.82)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$115.00Aug 21$2.50$2.50$2.501.00$112.50
$115.00$120.00Aug 21$2.05$2.05$2.950.69$117.05
$120.00$125.00Aug 21$1.75$1.75$3.250.54$121.75
$125.00$130.00Aug 21$1.60$1.60$3.400.47$126.60
$135.00$140.00Aug 21$1.20$1.20$3.800.32$136.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$140.00$130.00Aug 21$7.45$7.45$2.552.92$132.55
$130.00$120.00Aug 21$6.80$6.80$3.202.13$123.20
$120.00$115.00Aug 21$3.10$3.10$1.901.63$116.90
$110.00$105.00Aug 21$2.45$2.45$2.550.96$107.55
$115.00$110.00Aug 21$2.10$2.10$2.900.72$112.90

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 19.20% of stock, avg 21.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Aug 21$11.15$10.85$22.00$93.00$137.0019.20%
$110.00Aug 21$13.65$8.75$22.40$87.60$132.4019.54%
$120.00Aug 21$9.10$13.95$23.05$96.95$143.0520.11%
$130.00Aug 21$5.75$20.75$26.50$103.50$156.5023.12%
$140.00Aug 21$3.45$28.20$31.65$108.35$171.6527.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 6.09% of stock, avg 11.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$140.00$95.00Aug 21$3.45$3.53$6.98$88.02$146.98
$140.00$100.00Aug 21$3.45$4.55$8.00$92.00$148.00
$135.00$95.00Aug 21$4.65$3.53$8.18$86.82$143.18
$135.00$100.00Aug 21$4.65$4.55$9.20$90.80$144.20
$130.00$95.00Aug 21$5.75$3.53$9.28$85.72$139.28
$140.00$105.00Aug 21$3.45$6.30$9.75$95.25$149.75
$130.00$100.00Aug 21$5.75$4.55$10.30$89.70$140.30
$125.00$95.00Aug 21$7.35$3.53$10.88$84.12$135.88
$135.00$105.00Aug 21$4.65$6.30$10.95$94.05$145.95
$125.00$100.00Aug 21$7.35$4.55$11.90$88.10$136.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 45 found (best R:R 15.67, avg credit $3.29)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
115/120125/130Aug 21$4.70$0.3015.67$115.30$129.70
105/110115/120Aug 21$4.50$0.509.00$105.50$119.50
115/120135/140Aug 21$4.30$0.706.14$115.70$139.30
100/105110/115Aug 21$4.25$0.755.67$100.75$114.25
105/110120/125Aug 21$4.20$0.805.25$105.80$124.20
115/120130/135Aug 21$4.20$0.805.25$115.80$134.20
105/110125/130Aug 21$4.05$0.954.26$105.95$129.05
120/130135/140Aug 21$8.00$2.004.00$122.00$143.00
110/115120/125Aug 21$3.85$1.153.35$111.15$123.85
100/105115/120Aug 21$3.80$1.203.17$101.20$118.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 70.43, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.15$4.8532.33
$115.00$120.00$125.00Aug 21$0.30$4.7015.67
$110.00$115.00$120.00Aug 21$0.45$4.5510.11
$125.00$130.00$135.00Aug 21$0.50$4.509.00
$135.00$140.00$145.00Aug 21$0.63$4.376.94
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$90.00$95.00$100.00Aug 21$0.07$4.9370.43
$120.00$130.00$140.00Aug 21$0.65$9.3514.38
$100.00$105.00$110.00Aug 21$0.70$4.306.14
$95.00$100.00$105.00Aug 21$0.73$4.275.85
$110.00$115.00$120.00Aug 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. 10 found (best net $-0.52, 10 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$135.00$140.001:2Aug 21-$2.25$2.75
$140.00$145.001:2Aug 21-$2.31$2.69
$130.00$135.001:2Aug 21-$3.55$1.45
$125.00$130.001:2Aug 21-$4.15$0.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$85.001:2Aug 21-$0.52$4.48
$95.00$90.001:2Aug 21-$1.63$3.37
$130.00$120.001:2Aug 21-$7.15$2.85
$100.00$95.001:2Aug 21-$2.51$2.49
$105.00$100.001:2Aug 21-$2.80$2.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 9.34%, avg 5.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Aug 21$10.700.550.3%9.34%9.68%1213
$120.00Aug 21$8.400.484.7%7.33%12.03%4951
$125.00Aug 21$6.800.419.1%5.93%15.00%252
$130.00Aug 21$5.300.3513.4%4.62%18.05%41--
$135.00Aug 21$4.100.3017.8%3.58%21.37%1--
$140.00Aug 21$3.200.2422.1%2.79%24.95%13317
$145.00Aug 21$2.450.2026.5%2.14%28.65%2141

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 1,203
Total Puts 580
Put/Call Ratio 0.48
Net Difference 623

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 13,536
Total Puts 12,997
Average Put/Call Ratio 1.27
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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