Tour v477
SMTC
SEMTECH CORP
$117.82 +2.80%
$116.01 (-1.54%)🌙
as of 07/31 07:09 PM
7/31 19:09

Option Volume

Detail
Current (07/31) 6,322
Calls: 5,529 (87%)
Puts: 793 (13%)
Prior (07/30) 1,783
Calls: 1,203 (67%)
Puts: 580 (33%)
Current vs Prior +254.57%
Calls: +359.60% (Calls)
Puts: +36.72% (Puts)
Prior 7-Day Total 26,370
Calls: 12,991 (49%)
Puts: 13,379 (51%)
Prior 7-Day Average 3,767
Calls: 1,855 (49%)
Puts: 1,911 (51%)
Current vs Prior 7-Day Avg +67.82%
Calls: +197.92%
Puts: -58.51%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $8.50M
Calls: $7.24M (85%)
Puts: $1.25M (15%)
Prior (07/30) $3.85M
Calls: $1.93M (50%)
Puts: $1.92M (50%)
Current vs Prior +120.61%
Calls: +274.75%
Puts: -34.76%
Prior 7-Day Total $27.54M
Calls: $14.08M (51%)
Puts: $13.45M (49%)
Prior 7-Day Average $3.93M
Calls: $2.01M (51%)
Puts: $1.92M (49%)
Current vs Prior 7-Day Avg +115.96%
Calls: +260.05%
Puts: -34.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.14
Prior (07/30) 0.48
Current vs Prior -70.25%
Prior 7-Day Average 1.32
Current vs Prior 7-Day Avg -89.14%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 28,077
Calls: 9,935 (35%)
Puts: 18,142 (65%)
Prior (07/30) 15,472
Calls: 13,816 (89%)
Puts: 1,656 (11%)
Current vs Prior +81.47%
Prior 7-Day Total 121,704
Calls: 95,368 (78%)
Puts: 26,336 (22%)
Prior 7-Day Average 17,386
Calls: 13,624 (78%)
Puts: 3,762 (22%)
Current vs Prior 7-Day Avg +61.49%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 21.26% | 31.87%
Prior 21.38% | 32.85%
Current vs Prior -0.54% | -2.98%
Prior 7-Day Avg 23.50% | 34.25%
Current vs 7-Day Avg -9.54% | -6.94%
Prior 7-Day Eod 21.38% | 32.85%
Current vs 7-Day Eod -0.54% | -2.98%
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 85% of dollar volume in calls ($7.24M) vs puts ($1.25M). Massive premium surge with dollar volume up 121% vs prior. Dollar volume significantly above 7-day average (116% higher). Unusually high activity with volume up 255% vs prior - elevated interest.

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 BEARISH
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 7.5%, best 5.3%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 2112.5013.30$12.906.2%10.59--
$120.00Aug 2110.1010.90$10.507.6%60.52--
$110.00Aug 2114.6016.00$15.309.2%1.9K0.66--
$125.00Aug 218.108.90$8.509.4%20.46--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 217.407.80$7.605.3%50.34--
$130.00Aug 2117.8018.90$18.356.0%20.61269
$120.00Aug 2111.6012.70$12.159.1%20.4878

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 0.88)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2128.9032.10$30.5010.5%120.88--
$105.00Aug 2118.0020.10$19.0511.0%20.73--
$110.00Aug 2114.6016.00$15.309.2%1.9K0.66--
$115.00Aug 2112.5013.30$12.906.2%10.59--
$120.00Aug 2110.1010.90$10.507.6%60.52--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2117.8018.90$18.356.0%20.61269
$125.00Aug 2113.5015.60$14.5514.4%20.55175

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 4.0K, top 1.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 213.705.00$4.3529.9%1.9K0.28320
$110.00Aug 2114.6016.00$15.309.2%1.9K0.66--
$130.00Aug 216.407.10$6.7510.4%130.3949
$90.00Aug 2128.9032.10$30.5010.5%120.88--
$120.00Aug 2110.1010.90$10.507.6%60.52--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 215.305.90$5.6010.7%680.28229
$110.00Aug 217.407.80$7.605.3%50.34--
$100.00Aug 212.904.50$3.7043.2%30.2156
$90.00Aug 211.252.70$1.9873.2%20.12139
$115.00Aug 219.0010.00$9.5010.5%20.41--

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. 15 found (best R:R 9.00, avg 2.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$145.00$150.00Aug 21$0.50$4.50$0.509.00$145.50
$135.00$140.00Aug 21$1.00$4.00$1.004.00$136.00
$140.00$145.00Aug 21$1.35$3.65$1.352.70$141.35
$130.00$135.00Aug 21$1.40$3.60$1.402.57$131.40
$125.00$130.00Aug 21$1.75$3.25$1.751.86$126.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$90.00Aug 21$1.72$8.28$1.724.81$98.28
$90.00$85.00Aug 21$0.96$4.04$0.964.21$89.04
$105.00$100.00Aug 21$1.90$3.10$1.901.63$103.10
$115.00$110.00Aug 21$1.90$3.10$1.901.63$113.10
$110.00$105.00Aug 21$2.00$3.00$2.001.50$108.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 3.23, avg 1.00)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$90.00$105.00Aug 21$11.45$11.45$3.553.23$101.45
$105.00$110.00Aug 21$3.75$3.75$1.253.00$108.75
$110.00$115.00Aug 21$2.40$2.40$2.600.92$112.40
$115.00$120.00Aug 21$2.40$2.40$2.600.92$117.40
$120.00$125.00Aug 21$2.00$2.00$3.000.67$122.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Aug 21$3.80$3.80$1.203.17$126.20
$120.00$115.00Aug 21$2.65$2.65$2.351.13$117.35
$125.00$120.00Aug 21$2.40$2.40$2.600.92$122.60
$110.00$105.00Aug 21$2.00$2.00$3.000.67$108.00
$105.00$100.00Aug 21$1.90$1.90$3.100.61$103.10

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. 7 found (cheapest 19.01% of stock, avg 21.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Aug 21$12.90$9.50$22.40$92.60$137.4019.01%
$120.00Aug 21$10.50$12.15$22.65$97.35$142.6519.22%
$110.00Aug 21$15.30$7.60$22.90$87.10$132.9019.44%
$125.00Aug 21$8.50$14.55$23.05$101.95$148.0519.56%
$105.00Aug 21$19.05$5.60$24.65$80.35$129.6520.92%
$130.00Aug 21$6.75$18.35$25.10$104.90$155.1021.30%
$90.00Aug 21$30.50$1.98$32.48$57.52$122.4827.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 5.69% of stock, avg 11.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$145.00$100.00Aug 21$3.00$3.70$6.70$93.30$151.70
$140.00$100.00Aug 21$4.35$3.70$8.05$91.95$148.05
$145.00$105.00Aug 21$3.00$5.60$8.60$96.40$153.60
$135.00$100.00Aug 21$5.35$3.70$9.05$90.95$144.05
$140.00$105.00Aug 21$4.35$5.60$9.95$95.05$149.95
$130.00$100.00Aug 21$6.75$3.70$10.45$89.55$140.45
$145.00$110.00Aug 21$3.00$7.60$10.60$99.40$155.60
$135.00$105.00Aug 21$5.35$5.60$10.95$94.05$145.95
$140.00$110.00Aug 21$4.35$7.60$11.95$98.05$151.95
$125.00$100.00Aug 21$8.50$3.70$12.20$87.80$137.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 50 found (best R:R 24.00, avg credit $3.42)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/130135/140Aug 21$4.80$0.2024.00$125.20$139.80
85/90105/110Aug 21$4.71$0.2916.24$85.29$109.71
105/110115/120Aug 21$4.40$0.607.33$105.60$119.40
115/120125/130Aug 21$4.40$0.607.33$115.60$129.40
100/105110/115Aug 21$4.30$0.706.14$100.70$114.30
100/105115/120Aug 21$4.30$0.706.14$100.70$119.30
125/130145/150Aug 21$4.30$0.706.14$125.70$149.30
115/120130/135Aug 21$4.05$0.954.26$115.95$134.05
105/110120/125Aug 21$4.00$1.004.00$106.00$124.00
115/120140/145Aug 21$4.00$1.004.00$116.00$144.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.25$4.7519.00
$125.00$130.00$135.00Aug 21$0.35$4.6513.29
$115.00$120.00$125.00Aug 21$0.40$4.6011.50
$130.00$135.00$140.00Aug 21$0.40$4.6011.50
$140.00$145.00$150.00Aug 21$0.85$4.154.88
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Aug 21$0.10$4.9049.00
$110.00$115.00$120.00Aug 21$0.75$4.255.67
$120.00$125.00$130.00Aug 21$1.40$3.602.57

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 $-0.26, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$105.001:2Aug 21-$7.60$7.40
$140.00$145.001:2Aug 21-$1.65$3.35
$145.00$150.001:2Aug 21-$2.00$3.00
$135.00$140.001:2Aug 21-$3.35$1.65
$130.00$135.001:2Aug 21-$3.95$1.05
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$100.00$90.001:2Aug 21-$0.26$9.74
$90.00$85.001:2Aug 21-$0.06$4.94
$105.00$100.001:2Aug 21-$1.80$3.20
$110.00$105.001:2Aug 21-$3.60$1.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 8.57%, avg 4.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 21$10.100.521.9%8.57%10.42%6--
$125.00Aug 21$8.100.466.1%6.87%12.97%2--
$130.00Aug 21$6.400.3910.3%5.43%15.77%1349
$135.00Aug 21$5.000.3314.6%4.24%18.83%1176
$140.00Aug 21$3.700.2818.8%3.14%21.97%1.9K320
$145.00Aug 21$2.100.2223.1%1.78%24.85%2--
$150.00Aug 21$2.050.1827.3%1.74%29.05%2--

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 5,529
Total Puts 793
Put/Call Ratio 0.14
Net Difference 4,736

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 12,991
Total Puts 13,379
Average Put/Call Ratio 1.32
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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