Tour v487
SMTC
SEMTECH CORP
$119.08 +1.07%
$121.00 (+1.61%)🌙
as of 08/03 06:54 PM
8/3 18:54

Option Volume

Detail
Current (08/03) 3,078
Calls: 525 (17%)
Puts: 2,553 (83%)
Prior (07/31) 6,322
Calls: 5,529 (87%)
Puts: 793 (13%)
Current vs Prior -51.31%
Calls: -90.50% (Calls)
Puts: +221.94% (Puts)
Prior 7-Day Total 32,270
Calls: 18,225 (56%)
Puts: 14,045 (44%)
Prior 7-Day Average 4,610
Calls: 2,603 (56%)
Puts: 2,006 (44%)
Current vs Prior 7-Day Avg -33.23%
Calls: -79.84%
Puts: +27.24%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03) $3.43M
Calls: $1.08M (31%)
Puts: $2.35M (69%)
Prior (07/31) $8.50M
Calls: $7.24M (85%)
Puts: $1.25M (15%)
Current vs Prior -59.64%
Calls: -85.14%
Puts: +88.04%
Prior 7-Day Total $35.21M
Calls: $20.68M (59%)
Puts: $14.53M (41%)
Prior 7-Day Average $5.03M
Calls: $2.95M (59%)
Puts: $2.08M (41%)
Current vs Prior 7-Day Avg -31.84%
Calls: -63.58%
Puts: +13.36%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/03) 4.86
Prior (07/31) 0.14
Current vs Prior +3290.51%
Prior 7-Day Average 1.28
Current vs Prior 7-Day Avg +280.04%
Sentiment BEARISH

Open Interest

Detail
Current (08/03) 30,663
Calls: 15,650 (51%)
Puts: 15,013 (49%)
Prior (07/31) 28,077
Calls: 9,935 (35%)
Puts: 18,142 (65%)
Current vs Prior +9.21%
Prior 7-Day Total 136,518
Calls: 92,892 (68%)
Puts: 43,626 (32%)
Prior 7-Day Average 19,502
Calls: 13,270 (68%)
Puts: 6,232 (32%)
Current vs Prior 7-Day Avg +57.23%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 20.57% | 31.87%
Prior 21.26% | 31.87%
Current vs Prior -3.23% | -0.00%
Prior 7-Day Avg 22.89% | 33.67%
Current vs 7-Day Avg -10.13% | -5.36%
Prior 7-Day Eod 21.26% | 31.87%
Current vs 7-Day Eod -3.23% | -0.00%
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

Moderately bearish flow with 69% put dollar volume ($2.35M). Light premium activity with dollar volume down 60% vs prior. Below-average activity with volume down 51% vs prior. Extreme bearish P/C ratio of 4.86 - heavy put buying.

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 NEUTRAL
Prior BEARISH
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 6 of results (avg 5.9%, best 3.5%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2117.1017.70$17.403.4%10.60--
$125.00Aug 2113.8014.50$14.154.9%40.54--
$140.00Aug 2123.7025.10$24.405.7%60.7288
$120.00Aug 2110.9011.60$11.256.2%1400.4780
$150.00Aug 2132.2034.60$33.407.2%30.81--

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. 6 found (avg delta 0.65, highest 0.81)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2115.0016.90$15.9511.9%30.682.1K
$120.00Aug 2110.1011.40$10.7512.1%30.54954
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2132.2034.60$33.407.2%30.81--
$140.00Aug 2123.7025.10$24.405.7%60.7288
$130.00Aug 2117.1017.70$17.403.4%10.60--
$125.00Aug 2113.8014.50$14.154.9%40.54--

Most actively traded options today. High liquidity = easy entry/exit. 18 active (total vol 215, top 140)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 213.804.40$4.1014.6%410.282.2K
$110.00Aug 2115.0016.90$15.9511.9%30.682.1K
$120.00Aug 2110.1011.40$10.7512.1%30.54954
$130.00Aug 216.307.30$6.8014.7%20.4054
$125.00Aug 218.009.10$8.5512.9%10.47--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2110.9011.60$11.256.2%1400.4780
$140.00Aug 2123.7025.10$24.405.7%60.7288
$125.00Aug 2113.8014.50$14.154.9%40.54--
$150.00Aug 2132.2034.60$33.407.2%30.81--
$90.00Aug 211.452.00$1.7331.8%20.11--

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 6.46, avg 2.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$145.00$150.00Aug 21$0.70$4.30$0.706.14$145.70
$140.00$145.00Aug 21$1.05$3.95$1.053.76$141.05
$135.00$140.00Aug 21$1.10$3.90$1.103.55$136.10
$130.00$135.00Aug 21$1.60$3.40$1.602.13$131.60
$125.00$130.00Aug 21$1.75$3.25$1.751.86$126.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Aug 21$0.67$4.33$0.676.46$94.33
$100.00$95.00Aug 21$1.05$3.95$1.053.76$98.95
$110.00$100.00Aug 21$3.15$6.85$3.152.17$106.85
$115.00$110.00Aug 21$2.15$2.85$2.151.33$112.85
$120.00$115.00Aug 21$2.50$2.50$2.501.00$117.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 9.00, avg 1.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$120.00Aug 21$5.20$5.20$4.801.08$115.20
$120.00$125.00Aug 21$2.20$2.20$2.800.79$122.20
$125.00$130.00Aug 21$1.75$1.75$3.250.54$126.75
$130.00$135.00Aug 21$1.60$1.60$3.400.47$131.60
$135.00$140.00Aug 21$1.10$1.10$3.900.28$136.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$150.00$140.00Aug 21$9.00$9.00$1.009.00$141.00
$140.00$130.00Aug 21$7.00$7.00$3.002.33$133.00
$130.00$125.00Aug 21$3.25$3.25$1.751.86$126.75
$125.00$120.00Aug 21$2.90$2.90$2.101.38$122.10
$120.00$115.00Aug 21$2.50$2.50$2.501.00$117.50

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. 6 found (cheapest 18.47% of stock, avg 21.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$120.00Aug 21$10.75$11.25$22.00$98.00$142.0018.47%
$110.00Aug 21$15.95$6.60$22.55$87.45$132.5518.94%
$125.00Aug 21$8.55$14.15$22.70$102.30$147.7019.06%
$130.00Aug 21$6.80$17.40$24.20$105.80$154.2020.32%
$140.00Aug 21$4.10$24.40$28.50$111.50$168.5023.93%
$150.00Aug 21$2.35$33.40$35.75$114.25$185.7530.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 4.58% of stock, avg 10.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$145.00$95.00Aug 21$3.05$2.40$5.45$89.55$150.45
$140.00$95.00Aug 21$4.10$2.40$6.50$88.50$146.50
$145.00$100.00Aug 21$3.05$3.45$6.50$93.50$151.50
$140.00$100.00Aug 21$4.10$3.45$7.55$92.45$147.55
$135.00$95.00Aug 21$5.20$2.40$7.60$87.40$142.60
$135.00$100.00Aug 21$5.20$3.45$8.65$91.35$143.65
$130.00$95.00Aug 21$6.80$2.40$9.20$85.80$139.20
$145.00$110.00Aug 21$3.05$6.60$9.65$100.35$154.65
$130.00$100.00Aug 21$6.80$3.45$10.25$89.75$140.25
$140.00$110.00Aug 21$4.10$6.60$10.70$99.30$150.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 9.00, avg credit $3.66)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
120/125130/135Aug 21$4.50$0.509.00$120.50$134.50
110/115120/125Aug 21$4.35$0.656.69$110.65$124.35
125/130135/140Aug 21$4.35$0.656.69$125.65$139.35
125/130140/145Aug 21$4.30$0.706.14$125.70$144.30
115/120125/130Aug 21$4.25$0.755.67$115.75$129.25
115/120130/135Aug 21$4.10$0.904.56$115.90$134.10
120/125135/140Aug 21$4.00$1.004.00$121.00$139.00
120/125140/145Aug 21$3.95$1.053.76$121.05$143.95
125/130145/150Aug 21$3.95$1.053.76$126.05$148.95
110/115125/130Aug 21$3.90$1.103.55$111.10$128.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$135.00$140.00$145.00Aug 21$0.05$4.9599.00
$125.00$130.00$135.00Aug 21$0.15$4.8532.33
$140.00$145.00$150.00Aug 21$0.35$4.6513.29
$120.00$125.00$130.00Aug 21$0.45$4.5510.11
$130.00$135.00$140.00Aug 21$0.50$4.509.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Aug 21$0.35$4.6513.29
$120.00$125.00$130.00Aug 21$0.35$4.6513.29
$90.00$95.00$100.00Aug 21$0.38$4.6212.16
$115.00$120.00$125.00Aug 21$0.40$4.6011.50
$130.00$140.00$150.00Aug 21$2.00$8.004.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.30, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$120.001:2Aug 21-$5.55$4.45
$145.00$150.001:2Aug 21-$1.65$3.35
$140.00$145.001:2Aug 21-$2.00$3.00
$135.00$140.001:2Aug 21-$3.00$2.00
$130.00$135.001:2Aug 21-$3.60$1.40
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$110.00$100.001:2Aug 21-$0.30$9.70
$95.00$90.001:2Aug 21-$1.06$3.94
$100.00$95.001:2Aug 21-$1.35$3.65
$115.00$110.001:2Aug 21-$4.45$0.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 8.48%, avg 4.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 21$10.100.540.8%8.48%9.25%3954
$125.00Aug 21$8.000.475.0%6.72%11.69%1--
$130.00Aug 21$6.300.409.2%5.29%14.46%254
$135.00Aug 21$4.800.3313.4%4.03%17.40%1--
$140.00Aug 21$3.800.2817.6%3.19%20.76%412.2K
$145.00Aug 21$2.600.2221.8%2.18%23.95%1--
$150.00Aug 21$2.050.1826.0%1.72%27.69%1--

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 525
Total Puts 2,553
Put/Call Ratio 4.86
Net Difference -2,028

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,225
Total Puts 14,045
Average Put/Call Ratio 1.28
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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