Tour v492
SMTC
SEMTECH CORP
$134.78 +11.16%
$135.41 (+0.47%)🌙
as of 08/06 07:12 PM
8/6 19:12

Option Volume

Detail
Current (08/06) 3,771
Calls: 2,272 (60%)
Puts: 1,499 (40%)
Prior (08/05) 1,433
Calls: 1,294 (90%)
Puts: 139 (10%)
Current vs Prior +163.15%
Calls: +75.58% (Calls)
Puts: +978.42% (Puts)
Prior 7-Day Total 27,639
Calls: 17,304 (63%)
Puts: 10,335 (37%)
Prior 7-Day Average 3,948
Calls: 2,472 (63%)
Puts: 1,476 (37%)
Current vs Prior 7-Day Avg -4.49%
Calls: -8.09%
Puts: +1.53%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $4.28M
Calls: $3.12M (73%)
Puts: $1.15M (27%)
Prior (08/05) $2.03M
Calls: $1.86M (91%)
Puts: $175.7K (9%)
Current vs Prior +110.15%
Calls: +67.92%
Puts: +556.82%
Prior 7-Day Total $31.08M
Calls: $19.86M (64%)
Puts: $11.21M (36%)
Prior 7-Day Average $4.44M
Calls: $2.84M (64%)
Puts: $1.60M (36%)
Current vs Prior 7-Day Avg -3.69%
Calls: +10.00%
Puts: -27.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 0.66
Prior (08/05) 0.11
Current vs Prior +514.20%
Prior 7-Day Average 1.45
Current vs Prior 7-Day Avg -54.41%
Sentiment BULLISH

Open Interest

Detail
Current (08/06) 44,333
Calls: 21,915 (49%)
Puts: 22,418 (51%)
Prior (08/05) 18,315
Calls: 15,628 (85%)
Puts: 2,687 (15%)
Current vs Prior +142.06%
Prior 7-Day Total 169,768
Calls: 113,912 (67%)
Puts: 55,856 (33%)
Prior 7-Day Average 24,252
Calls: 16,273 (67%)
Puts: 7,979 (33%)
Current vs Prior 7-Day Avg +82.80%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 16.99% | 29.90%
Prior 18.93% | 32.21%
Current vs Prior -10.23% | -7.16%
Prior 7-Day Avg 21.19% | 32.52%
Current vs 7-Day Avg -19.81% | -8.04%
Prior 7-Day Eod 18.93% | 32.21%
Current vs 7-Day Eod -10.23% | -7.16%
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 73% call dollar volume ($3.12M). Massive premium surge with dollar volume up 110% vs prior. Unusually high activity with volume up 163% vs prior - elevated interest. Bullish P/C ratio of 0.66.

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 NEUTRAL
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 7.7%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2118.7019.50$19.104.2%4040.76956
$140.00Sep 1816.7017.50$17.104.7%1520.543.5K
$145.00Sep 1814.8015.90$15.357.2%40.501.3K
$135.00Sep 1818.7020.50$19.609.2%350.58878
$125.00Sep 1823.6026.00$24.809.7%120.66159
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Sep 1833.1036.30$34.709.2%10.62--
$125.00Sep 1812.7014.00$13.359.7%40.34377

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. 13 found (avg delta 0.62, highest 0.76)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2118.7019.50$19.104.2%4040.76956
$120.00Sep 1825.5029.00$27.2512.8%240.70--
$125.00Aug 2115.3017.50$16.4013.4%60.7053
$125.00Sep 1823.6026.00$24.809.7%120.66159
$130.00Aug 2111.6014.30$12.9520.8%280.6350
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2118.0020.60$19.3013.5%130.67102
$160.00Sep 1833.1036.30$34.709.2%10.62--
$150.00Sep 1826.0029.20$27.6011.6%10.54--
$145.00Sep 1822.7025.10$23.9010.0%10.5171

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 1.5K, top 404)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 2118.7019.50$19.104.2%4040.76956
$140.00Sep 1816.7017.50$17.104.7%1520.543.5K
$160.00Aug 212.753.50$3.1324.0%1460.23756
$160.00Sep 189.0011.50$10.2524.4%1280.38286
$140.00Aug 217.809.30$8.5517.5%1110.482.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 217.009.40$8.2029.3%1440.38279
$115.00Sep 187.4010.90$9.1538.3%470.26235
$120.00Aug 213.505.50$4.5044.4%240.24205
$125.00Aug 215.106.90$6.0030.0%170.31219
$110.00Sep 186.409.40$7.9038.0%160.23284

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 0.7%, max 0.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Aug 21Sep 18102.5%101.8%0.7%428956
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Aug 21Sep 18102.5%101.8%0.7%27334

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 21.73, avg 2.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$160.00Aug 21$0.22$4.78$0.2221.73$155.22
$140.00$145.00Aug 21$1.35$3.65$1.352.70$141.35
$145.00$150.00Sep 18$1.45$3.55$1.452.45$146.45
$140.00$145.00Sep 18$1.75$3.25$1.751.86$141.75
$155.00$160.00Sep 18$1.75$3.25$1.751.86$156.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$110.00Aug 21$0.85$4.15$0.854.88$114.15
$115.00$110.00Sep 18$1.25$3.75$1.253.00$113.75
$125.00$120.00Aug 21$1.50$3.50$1.502.33$123.50
$135.00$130.00Aug 21$1.75$3.25$1.751.86$133.25
$120.00$115.00Aug 21$1.77$3.23$1.771.82$118.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 30 found (best R:R 2.85, avg 0.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$130.00Aug 21$3.45$3.45$1.552.23$128.45
$125.00$130.00Sep 18$3.00$3.00$2.001.50$128.00
$120.00$125.00Aug 21$2.70$2.70$2.301.17$122.70
$135.00$140.00Sep 18$2.50$2.50$2.501.00$137.50
$120.00$125.00Sep 18$2.45$2.45$2.550.96$122.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$150.00$145.00Sep 18$3.70$3.70$1.302.85$146.30
$160.00$150.00Sep 18$7.10$7.10$2.902.45$152.90
$150.00$135.00Aug 21$9.35$9.35$5.651.65$140.65
$140.00$135.00Sep 18$3.10$3.10$1.901.63$136.90
$135.00$125.00Sep 18$5.15$5.15$4.851.06$129.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $7.88, cheapest $6.02)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Aug 21Sep 18$7.1295.8%100.6%
$120.00Aug 21Sep 18$8.15102.5%101.8%
$145.00Aug 21Sep 18$8.1599.6%103.5%
$125.00Aug 21Sep 18$8.40100.0%102.3%
$150.00Aug 21Sep 18$8.5096.8%104.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Aug 21Sep 18$6.0299.5%107.2%
$115.00Aug 21Sep 18$6.4297.1%103.1%
$120.00Aug 21Sep 18$6.50102.5%101.8%
$125.00Aug 21Sep 18$7.35100.0%102.3%
$150.00Aug 21Sep 18$8.3096.8%104.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 15.43% of stock, avg 24.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Aug 21$10.85$9.95$20.80$114.20$155.8015.43%
$130.00Aug 21$12.95$8.20$21.15$108.85$151.1515.69%
$125.00Aug 21$16.40$6.00$22.40$102.60$147.4016.62%
$120.00Aug 21$19.10$4.50$23.60$96.40$143.6017.51%
$150.00Aug 21$5.40$19.30$24.70$125.30$174.7018.33%
$135.00Sep 18$19.60$18.50$38.10$96.90$173.1028.27%
$125.00Sep 18$24.80$13.35$38.15$86.85$163.1528.31%
$120.00Sep 18$27.25$11.00$38.25$81.75$158.2528.38%
$140.00Sep 18$17.10$21.60$38.70$101.30$178.7028.71%
$145.00Sep 18$15.35$23.90$39.25$105.75$184.2529.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 45 found (cheapest 4.35% of stock, avg 13.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$160.00$115.00Aug 21$3.13$2.73$5.86$109.14$165.86
$155.00$115.00Aug 21$3.35$2.73$6.08$108.92$161.08
$160.00$120.00Aug 21$3.13$4.50$7.63$112.37$167.63
$155.00$120.00Aug 21$3.35$4.50$7.85$112.15$162.85
$150.00$115.00Aug 21$5.40$2.73$8.13$106.87$158.13
$160.00$125.00Aug 21$3.13$6.00$9.13$115.87$169.13
$155.00$125.00Aug 21$3.35$6.00$9.35$115.65$164.35
$150.00$120.00Aug 21$5.40$4.50$9.90$110.10$159.90
$145.00$115.00Aug 21$7.20$2.73$9.93$105.07$154.93
$140.00$115.00Aug 21$8.55$2.73$11.28$103.72$151.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 59 found (best R:R 32.33, avg credit $3.86)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
115/120125/130Sep 18$4.85$0.1532.33$115.15$129.85
120/125135/140Sep 18$4.85$0.1532.33$120.15$139.85
135/140155/160Sep 18$4.85$0.1532.33$135.15$159.85
120/125130/135Sep 18$4.55$0.4510.11$120.45$134.55
135/140145/150Sep 18$4.55$0.4510.11$135.45$149.55
125/130135/140Aug 21$4.50$0.509.00$125.50$139.50
115/120135/140Sep 18$4.35$0.656.69$115.65$139.35
110/115125/130Aug 21$4.30$0.706.14$110.70$129.30
125/130150/155Aug 21$4.25$0.755.67$125.75$154.25
110/115125/130Sep 18$4.25$0.755.67$110.75$129.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$155.00$160.00Sep 18$0.15$4.8532.33
$140.00$145.00$150.00Sep 18$0.30$4.7015.67
$135.00$140.00$145.00Sep 18$0.75$4.255.67
$125.00$130.00$135.00Sep 18$0.80$4.205.25
$135.00$140.00$145.00Aug 21$0.95$4.054.26
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Sep 18$0.50$4.509.00
$110.00$115.00$120.00Sep 18$0.60$4.407.33
$120.00$125.00$130.00Aug 21$0.70$4.306.14
$110.00$115.00$120.00Aug 21$0.92$4.084.43
$140.00$145.00$150.00Sep 18$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 $-0.60, 9 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$150.00$155.001:2Aug 21-$1.30$3.70
$155.00$160.001:2Aug 21-$2.91$2.09
$145.00$150.001:2Aug 21-$3.60$1.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$135.001:2Aug 21-$0.60$14.40
$120.00$115.001:2Aug 21-$0.96$4.04
$115.00$110.001:2Aug 21-$1.03$3.97
$125.00$120.001:2Aug 21-$3.00$2.00
$135.00$125.001:2Sep 18-$8.20$1.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 13.87%, avg 7.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$135.00Sep 18$18.700.580.2%13.87%14.04%35878
$140.00Sep 18$16.700.543.9%12.39%16.26%1523.5K
$145.00Sep 18$14.800.507.6%10.98%18.56%41.3K
$150.00Sep 18$13.100.4611.3%9.72%21.01%14390
$155.00Sep 18$10.500.4215.0%7.79%22.79%71.7K
$135.00Aug 21$10.000.550.2%7.42%7.58%16178
$160.00Sep 18$9.000.3818.7%6.68%25.39%128286
$140.00Aug 21$7.800.483.9%5.79%9.66%1112.3K
$145.00Aug 21$5.800.417.6%4.30%11.89%22164
$150.00Aug 21$4.900.3411.3%3.64%14.93%28648

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 2,272
Total Puts 1,499
Put/Call Ratio 0.66
Net Difference 773

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 17,304
Total Puts 10,335
Average Put/Call Ratio 1.45
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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