Tour v492
SMTC
SEMTECH CORP
$121.25 -6.12%
$121.99 (+0.61%)🌙
as of 08/05 07:13 PM
8/5 19:13

Option Volume

Detail
Current (08/05) 1,433
Calls: 1,294 (90%)
Puts: 139 (10%)
Prior (08/04) 1,481
Calls: 964 (65%)
Puts: 517 (35%)
Current vs Prior -3.24%
Calls: +34.23% (Calls)
Puts: -73.11% (Puts)
Prior 7-Day Total 27,946
Calls: 17,323 (62%)
Puts: 10,623 (38%)
Prior 7-Day Average 3,992
Calls: 2,474 (62%)
Puts: 1,517 (38%)
Current vs Prior 7-Day Avg -64.11%
Calls: -47.71%
Puts: -90.84%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $2.03M
Calls: $1.86M (91%)
Puts: $175.7K (9%)
Prior (08/04) $1.41M
Calls: $855.2K (61%)
Puts: $556.3K (39%)
Current vs Prior +44.15%
Calls: +117.36%
Puts: -68.41%
Prior 7-Day Total $30.49M
Calls: $19.10M (63%)
Puts: $11.39M (37%)
Prior 7-Day Average $4.36M
Calls: $2.73M (63%)
Puts: $1.63M (37%)
Current vs Prior 7-Day Avg -53.28%
Calls: -31.87%
Puts: -89.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.11
Prior (08/04) 0.54
Current vs Prior -79.97%
Prior 7-Day Average 1.48
Current vs Prior 7-Day Avg -92.73%
Sentiment BULLISH

Open Interest

Detail
Current (08/05) 18,315
Calls: 15,628 (85%)
Puts: 2,687 (15%)
Prior (08/04) 26,164
Calls: 23,943 (92%)
Puts: 2,221 (8%)
Current vs Prior -30.00%
Prior 7-Day Total 162,446
Calls: 107,148 (66%)
Puts: 55,298 (34%)
Prior 7-Day Average 23,206
Calls: 15,306 (66%)
Puts: 7,899 (34%)
Current vs Prior 7-Day Avg -21.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 18.93% | 32.21%
Prior 19.86% | 32.05%
Current vs Prior -4.69% | +0.48%
Prior 7-Day Avg 21.79% | 32.82%
Current vs 7-Day Avg -13.15% | -1.86%
Prior 7-Day Eod 19.86% | 32.05%
Current vs 7-Day Eod -4.69% | +0.48%
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 91% of dollar volume in calls ($1.86M) vs puts ($175.7K). Extreme bullish P/C ratio of 0.11 - heavy call buying (1,294 calls vs 139 puts). P/C ratio dropping 80% - sentiment shifting bullish. Call-heavy open interest (15,628 calls vs 2,687 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 10 of results (avg 7.6%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 1810.9011.60$11.256.2%30.423.5K
$135.00Sep 1812.4013.30$12.857.0%800.46867
$105.00Sep 1826.2028.20$27.207.4%500.72--
$145.00Sep 189.5010.30$9.908.1%40.39--
$130.00Sep 1814.1015.40$14.758.8%1360.511.3K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 1828.5029.80$29.154.5%60.58304
$115.00Sep 1813.5014.60$14.057.8%50.37230
$130.00Aug 2114.5015.70$15.107.9%120.59--
$125.00Aug 2111.3012.40$11.859.3%10.51220

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. 12 found (avg delta 0.62, highest 0.85)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2123.2025.80$24.5010.6%20.8561
$105.00Sep 1826.2028.20$27.207.4%500.72--
$110.00Sep 1822.3025.40$23.8513.0%200.682.6K
$115.00Sep 1820.5022.80$21.6510.6%350.6456
$120.00Sep 1818.3021.00$19.6513.7%1000.59--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2120.2023.00$21.6013.0%10.72--
$130.00Aug 2114.5015.70$15.107.9%120.59--
$140.00Sep 1828.5029.80$29.154.5%60.58304
$125.00Aug 2111.3012.40$11.859.3%10.51220

Most actively traded options today. High liquidity = easy entry/exit. 26 active (total vol 620, top 136)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 1814.1015.40$14.758.8%1360.511.3K
$140.00Aug 213.704.40$4.0517.3%1070.282.2K
$120.00Sep 1818.3021.00$19.6513.7%1000.59--
$135.00Sep 1812.4013.30$12.857.0%800.46867
$105.00Sep 1826.2028.20$27.207.4%500.72--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 218.5010.30$9.4019.1%120.44205
$130.00Aug 2114.5015.70$15.107.9%120.59--
$110.00Sep 1811.2013.10$12.1515.6%100.33278
$115.00Aug 216.307.20$6.7513.3%60.3673
$140.00Sep 1828.5029.80$29.154.5%60.58304

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. 19 found (best R:R 4.26, avg 1.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$140.00$145.00Aug 21$0.95$4.05$0.954.26$140.95
$135.00$140.00Aug 21$1.30$3.70$1.302.85$136.30
$140.00$145.00Sep 18$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$130.00Sep 18$1.45$3.55$1.452.45$126.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$100.00Aug 21$1.00$4.00$1.004.00$104.00
$115.00$105.00Aug 21$3.45$6.55$3.451.90$111.55
$115.00$110.00Sep 18$1.90$3.10$1.901.63$113.10
$110.00$105.00Sep 18$2.05$2.95$2.051.44$107.95
$125.00$120.00Aug 21$2.45$2.55$2.451.04$122.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 2.23, avg 0.94)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$125.00Sep 18$3.45$3.45$1.552.23$123.45
$100.00$120.00Aug 21$13.40$13.40$6.602.03$113.40
$105.00$110.00Sep 18$3.35$3.35$1.652.03$108.35
$110.00$115.00Sep 18$2.20$2.20$2.800.79$112.20
$120.00$130.00Aug 21$4.35$4.35$5.650.77$124.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Aug 21$3.25$3.25$1.751.86$126.75
$140.00$130.00Aug 21$6.50$6.50$3.501.86$133.50
$140.00$115.00Sep 18$15.10$15.10$9.901.53$124.90
$120.00$115.00Aug 21$2.65$2.65$2.351.13$117.35
$125.00$120.00Aug 21$2.45$2.45$2.550.96$122.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $7.46, cheapest $6.80)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$145.00Aug 21Sep 18$6.80100.6%105.5%
$140.00Aug 21Sep 18$7.20100.3%105.5%
$135.00Aug 21Sep 18$7.50101.2%106.0%
$130.00Aug 21Sep 18$8.00100.0%107.2%
$120.00Aug 21Sep 18$8.55100.9%109.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Aug 21Sep 18$6.8099.1%110.6%
$115.00Aug 21Sep 18$7.3098.2%105.9%
$140.00Aug 21Sep 18$7.55100.3%105.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 16.91% of stock, avg 25.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$120.00Aug 21$11.10$9.40$20.50$99.50$140.5016.91%
$130.00Aug 21$6.75$15.10$21.85$108.15$151.8518.02%
$140.00Aug 21$4.05$21.60$25.65$114.35$165.6521.15%
$100.00Aug 21$24.50$2.30$26.80$73.20$126.8022.10%
$115.00Sep 18$21.65$14.05$35.70$79.30$150.7029.44%
$110.00Sep 18$23.85$12.15$36.00$74.00$146.0029.69%
$105.00Sep 18$27.20$10.10$37.30$67.70$142.3030.76%
$140.00Sep 18$11.25$29.15$40.40$99.60$180.4033.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 4.45% of stock, avg 12.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$145.00$100.00Aug 21$3.10$2.30$5.40$94.60$150.40
$140.00$100.00Aug 21$4.05$2.30$6.35$93.65$146.35
$145.00$105.00Aug 21$3.10$3.30$6.40$98.60$151.40
$140.00$105.00Aug 21$4.05$3.30$7.35$97.65$147.35
$135.00$100.00Aug 21$5.35$2.30$7.65$92.35$142.65
$135.00$105.00Aug 21$5.35$3.30$8.65$96.35$143.65
$130.00$100.00Aug 21$6.75$2.30$9.05$90.95$139.05
$145.00$115.00Aug 21$3.10$6.75$9.85$105.15$154.85
$130.00$105.00Aug 21$6.75$3.30$10.05$94.95$140.05
$140.00$115.00Aug 21$4.05$6.75$10.80$104.20$150.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 25 found (best R:R 10.11, avg credit $3.90)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/130135/140Aug 21$4.55$0.4510.11$125.45$139.55
125/130140/145Aug 21$4.20$0.805.25$125.80$144.20
115/120130/135Aug 21$4.05$0.954.26$115.95$134.05
105/110115/120Sep 18$4.05$0.954.26$105.95$119.05
115/120135/140Aug 21$3.95$1.053.76$116.05$138.95
105/110130/135Sep 18$3.95$1.053.76$106.05$133.95
105/115120/130Aug 21$7.80$2.203.55$107.20$127.80
120/125130/135Aug 21$3.85$1.153.35$121.15$133.85
110/115130/135Sep 18$3.80$1.203.17$111.20$133.80
120/125135/140Aug 21$3.75$1.253.00$121.25$138.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.10$4.9049.00
$110.00$115.00$120.00Sep 18$0.20$4.8024.00
$135.00$140.00$145.00Sep 18$0.25$4.7519.00
$130.00$135.00$140.00Sep 18$0.30$4.7015.67
$135.00$140.00$145.00Aug 21$0.35$4.6513.29
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 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. 10 found (best net $-2.40, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$130.001:2Aug 21-$2.40$7.60
$140.00$145.001:2Aug 21-$2.15$2.85
$135.00$140.001:2Aug 21-$2.75$2.25
$130.00$135.001:2Aug 21-$3.95$1.05
$100.00$120.001:2Aug 21$2.30$17.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Aug 21-$1.30$3.70
$140.00$130.001:2Aug 21-$8.60$1.40
$120.00$115.001:2Aug 21-$4.10$0.90
$140.00$115.001:2Sep 18$1.05$23.95
$115.00$105.001:2Aug 21$0.15$9.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 12.62%, avg 7.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$125.00Sep 18$15.300.553.1%12.62%15.71%10--
$130.00Sep 18$14.100.517.2%11.63%18.85%1361.3K
$135.00Sep 18$12.400.4611.3%10.23%21.57%80867
$140.00Sep 18$10.900.4215.5%8.99%24.45%33.5K
$145.00Sep 18$9.500.3919.6%7.84%27.42%4--
$130.00Aug 21$6.300.417.2%5.20%12.41%5--
$135.00Aug 21$5.000.3511.3%4.12%15.46%1177
$140.00Aug 21$3.700.2815.5%3.05%18.52%1072.2K
$145.00Aug 21$2.800.2319.6%2.31%21.90%3161

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 1,294
Total Puts 139
Put/Call Ratio 0.11
Net Difference 1,155

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 17,323
Total Puts 10,623
Average Put/Call Ratio 1.48
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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