Tour v490
SMTC
SEMTECH CORP
$129.16 +8.46%
$129.00 (-0.12%)🌙
as of 08/04 07:12 PM
8/4 19:12

Option Volume

Detail
Current (08/04) 1,481
Calls: 964 (65%)
Puts: 517 (35%)
Prior (08/03) 3,078
Calls: 525 (17%)
Puts: 2,553 (83%)
Current vs Prior -51.88%
Calls: +83.62% (Calls)
Puts: -79.75% (Puts)
Prior 7-Day Total 34,666
Calls: 18,411 (53%)
Puts: 16,255 (47%)
Prior 7-Day Average 4,952
Calls: 2,630 (53%)
Puts: 2,322 (47%)
Current vs Prior 7-Day Avg -70.09%
Calls: -63.35%
Puts: -77.74%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04) $1.41M
Calls: $855.2K (61%)
Puts: $556.3K (39%)
Prior (08/03) $3.43M
Calls: $1.08M (31%)
Puts: $2.35M (69%)
Current vs Prior -58.84%
Calls: -20.54%
Puts: -76.36%
Prior 7-Day Total $36.95M
Calls: $21.15M (57%)
Puts: $15.80M (43%)
Prior 7-Day Average $5.28M
Calls: $3.02M (57%)
Puts: $2.26M (43%)
Current vs Prior 7-Day Avg -73.26%
Calls: -71.69%
Puts: -75.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 0.54
Prior (08/03) 4.86
Current vs Prior -88.97%
Prior 7-Day Average 1.83
Current vs Prior 7-Day Avg -70.69%
Sentiment BULLISH

Open Interest

Detail
Current (08/04) 26,164
Calls: 23,943 (92%)
Puts: 2,221 (8%)
Prior (08/03) 30,663
Calls: 15,650 (51%)
Puts: 15,013 (49%)
Current vs Prior -14.67%
Prior 7-Day Total 156,741
Calls: 100,397 (64%)
Puts: 56,344 (36%)
Prior 7-Day Average 22,391
Calls: 14,342 (64%)
Puts: 8,049 (36%)
Current vs Prior 7-Day Avg +16.85%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 19.86% | 32.05%
Prior 20.57% | 31.87%
Current vs Prior -3.48% | +0.58%
Prior 7-Day Avg 22.38% | 33.17%
Current vs 7-Day Avg -11.25% | -3.38%
Prior 7-Day Eod 20.57% | 31.87%
Current vs 7-Day Eod -3.48% | +0.58%
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 bullish flow with 61% call dollar volume ($855.2K). Light premium activity with dollar volume down 59% vs prior. Below-average activity with volume down 52% vs prior. Bullish P/C ratio of 0.54.

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 BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 14 of results (avg 7.1%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 1813.3014.00$13.655.1%10.46--
$140.00Sep 1814.8015.70$15.255.9%110.503.5K
$135.00Sep 1816.7018.10$17.408.0%20.54867
$125.00Sep 1821.1022.90$22.008.2%10.62--
$110.00Sep 1828.4030.90$29.658.4%40.742.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2117.3018.20$17.755.1%1060.6092
$130.00Sep 1818.9019.90$19.405.2%10.43--
$125.00Sep 1816.3017.20$16.755.4%10.39--
$115.00Sep 1811.6012.40$12.006.7%800.31172
$110.00Sep 189.6010.30$9.957.0%30.27--

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. 9 found (avg delta 0.64, highest 0.80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2121.9024.50$23.2011.2%960.802.1K
$110.00Sep 1828.4030.90$29.658.4%40.742.6K
$120.00Aug 2115.4017.70$16.5513.9%80.68--
$120.00Sep 1822.0026.40$24.2018.2%40.66212
$125.00Sep 1821.1022.90$22.008.2%10.62--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2117.3018.20$17.755.1%1060.6092

Most actively traded options today. High liquidity = easy entry/exit. 27 active (total vol 640, top 106)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 2121.9024.50$23.2011.2%960.802.1K
$130.00Sep 1818.7020.90$19.8011.1%410.581.3K
$150.00Aug 214.005.00$4.5022.2%330.29635
$140.00Aug 216.807.90$7.3515.0%240.412.2K
$145.00Aug 215.406.40$5.9016.9%220.35144
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2117.3018.20$17.755.1%1060.6092
$110.00Aug 213.504.20$3.8518.2%900.21125
$125.00Aug 218.909.60$9.257.6%820.40175
$115.00Sep 1811.6012.40$12.006.7%800.31172
$105.00Aug 212.653.10$2.8815.6%70.16294

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 0.6%, max 0.6%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Aug 21Sep 18110.6%110.0%0.6%8294

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 4.15, avg 1.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$145.00$150.00Aug 21$1.40$3.60$1.402.57$146.40
$140.00$145.00Aug 21$1.45$3.55$1.452.45$141.45
$140.00$145.00Sep 18$1.60$3.40$1.602.13$141.60
$135.00$140.00Sep 18$2.15$2.85$2.151.33$137.15
$135.00$140.00Aug 21$2.20$2.80$2.201.27$137.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$105.00Aug 21$0.97$4.03$0.974.15$109.03
$115.00$110.00Aug 21$1.40$3.60$1.402.57$113.60
$125.00$120.00Sep 18$1.65$3.35$1.652.03$123.35
$120.00$115.00Aug 21$1.80$3.20$1.801.78$118.20
$110.00$105.00Sep 18$1.80$3.20$1.801.78$108.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 1.99, avg 0.84)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$120.00Aug 21$6.65$6.65$3.351.99$116.65
$110.00$120.00Sep 18$5.45$5.45$4.551.20$115.45
$120.00$125.00Aug 21$2.55$2.55$2.451.04$122.55
$130.00$135.00Sep 18$2.40$2.40$2.600.92$132.40
$125.00$135.00Aug 21$4.45$4.45$5.550.80$129.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$115.00Sep 18$3.10$3.10$1.901.63$116.90
$140.00$130.00Aug 21$6.10$6.10$3.901.56$133.90
$130.00$125.00Sep 18$2.65$2.65$2.351.13$127.35
$130.00$125.00Aug 21$2.40$2.40$2.600.92$127.60
$125.00$120.00Aug 21$2.20$2.20$2.800.79$122.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $7.25, cheapest $5.27)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Aug 21Sep 18$6.45106.9%109.2%
$120.00Aug 21Sep 18$7.65104.4%113.0%
$145.00Aug 21Sep 18$7.75103.1%106.6%
$135.00Aug 21Sep 18$7.85106.9%108.0%
$140.00Aug 21Sep 18$7.90102.9%106.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Aug 21Sep 18$5.27110.6%110.0%
$110.00Aug 21Sep 18$6.10106.9%109.2%
$115.00Aug 21Sep 18$6.75105.2%108.6%
$125.00Aug 21Sep 18$7.50104.1%107.6%
$130.00Aug 21Sep 18$7.75104.4%106.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 18.00% of stock, avg 24.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$125.00Aug 21$14.00$9.25$23.25$101.75$148.2518.00%
$120.00Aug 21$16.55$7.05$23.60$96.40$143.6018.27%
$140.00Aug 21$7.35$17.75$25.10$114.90$165.1019.43%
$110.00Aug 21$23.20$3.85$27.05$82.95$137.0520.94%
$125.00Sep 18$22.00$16.75$38.75$86.25$163.7530.00%
$130.00Sep 18$19.80$19.40$39.20$90.80$169.2030.35%
$120.00Sep 18$24.20$15.10$39.30$80.70$159.3030.43%
$110.00Sep 18$29.65$9.95$39.60$70.40$149.6030.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 30 found (cheapest 6.46% of stock, avg 14.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$150.00$110.00Aug 21$4.50$3.85$8.35$101.65$158.35
$145.00$110.00Aug 21$5.90$3.85$9.75$100.25$154.75
$150.00$115.00Aug 21$4.50$5.25$9.75$105.25$159.75
$145.00$115.00Aug 21$5.90$5.25$11.15$103.85$156.15
$140.00$110.00Aug 21$7.35$3.85$11.20$98.80$151.20
$150.00$120.00Aug 21$4.50$7.05$11.55$108.45$161.55
$140.00$115.00Aug 21$7.35$5.25$12.60$102.40$152.60
$145.00$120.00Aug 21$5.90$7.05$12.95$107.05$157.95
$135.00$110.00Aug 21$9.55$3.85$13.40$96.60$148.40
$150.00$125.00Aug 21$4.50$9.25$13.75$111.25$163.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 37 found (best R:R 24.00, avg credit $4.03)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/130135/140Sep 18$4.80$0.2024.00$125.20$139.80
115/120140/145Sep 18$4.70$0.3015.67$115.30$144.70
125/130135/140Aug 21$4.60$0.4011.50$125.40$139.60
110/115130/135Sep 18$4.45$0.558.09$110.55$134.45
120/125135/140Aug 21$4.40$0.607.33$120.60$139.40
110/115120/125Sep 18$4.25$0.755.67$110.75$124.25
110/115125/130Sep 18$4.25$0.755.67$110.75$129.25
125/130140/145Sep 18$4.25$0.755.67$125.75$144.25
105/110130/135Sep 18$4.20$0.805.25$105.80$134.20
110/115135/140Sep 18$4.20$0.805.25$110.80$139.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 24.00, cheapest $0.20)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Sep 18$0.25$4.7519.00
$135.00$140.00$145.00Sep 18$0.55$4.458.09
$135.00$140.00$145.00Aug 21$0.75$4.255.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.20$4.8024.00
$105.00$110.00$115.00Sep 18$0.25$4.7519.00
$110.00$115.00$120.00Aug 21$0.40$4.6011.50
$115.00$120.00$125.00Aug 21$0.40$4.6011.50
$105.00$110.00$115.00Aug 21$0.43$4.5710.63

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 $-5.10, 9 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$125.00$135.001:2Aug 21-$5.10$4.90
$145.00$150.001:2Aug 21-$3.10$1.90
$140.00$145.001:2Aug 21-$4.45$0.55
$110.00$120.001:2Aug 21-$9.90$0.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$130.001:2Aug 21-$5.55$4.45
$110.00$105.001:2Aug 21-$1.91$3.09
$115.00$110.001:2Aug 21-$2.45$2.55
$120.00$115.001:2Aug 21-$3.45$1.55
$125.00$120.001:2Aug 21-$4.85$0.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 14.48%, avg 8.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$130.00Sep 18$18.700.580.7%14.48%15.13%411.3K
$135.00Sep 18$16.700.544.5%12.93%17.45%2867
$140.00Sep 18$14.800.508.4%11.46%19.85%113.5K
$145.00Sep 18$13.300.4612.3%10.30%22.56%1--
$135.00Aug 21$8.500.474.5%6.58%11.10%2176
$140.00Aug 21$6.800.418.4%5.26%13.66%242.2K
$145.00Aug 21$5.400.3512.3%4.18%16.44%22144
$150.00Aug 21$4.000.2916.1%3.10%19.23%33635

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 964
Total Puts 517
Put/Call Ratio 0.54
Net Difference 447

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,411
Total Puts 16,255
Average Put/Call Ratio 1.83
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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