Skip to content

Semtech (SMTC) options flow

Price unavailable

Price delayed 15 minutes

Options flow session · Last trade

100% calls · $758.91K$0.00 · 0% puts

The optional price chart loads separately. Recorded options trades are available below.

1D · Session unavailablePrices delayed 15 minutes · Eastern timeRecorded trade markers are available in the 2026-10-26 flow-session view.
Session chart data
SMTC selected strikes at the Oct 26, 2026 closing GEX snapshot.
Strike (USD)Net GEX per 1% move (USD)
$40-$91,760
$50-$137,914
$130$685,747
$145$208,402
$150$243,330
$160$488,631
$170$358,537
$180$110,191
$190$203,833
$195$89,121
$200$528,485
$230$90,180

SMTC session snapshot

Bullflow recorded 1 SMTC options trades on Monday, October 26, 2026, totaling $758,910 in premium. Calls made up $758.91K (100.0%) across 1 trades and puts $0.00 (0.0%) across 0 trades, a put/call premium ratio of 0.00.

1 trades were sweeps and 0 were blocks. 0 filled at or above the ask, 0 at or below the bid and 1 at the mid. The largest was a $758,910 sweep of 123 Dec 15, 2028 $140 Call trade at 15:50:23 ET, filled at the mid.

SMTC closed at $136.73, up 3.58% from the prior close. Net gamma exposure was $3.12M per 1% move at the Oct 26, 2026, 15:59:31 ET snapshot; the largest positive GEX strike was $130.

Company
Semtech Corp
Exchange
NASDAQ
Sector
Unavailable
Close
$136.73

SMTC options flow statistics

Total premium
$758.91K
Recorded trades
1
Call premium
$758.91K
Put premium
$0.00
Put/call premium ratio
0.00
Avg premium per trade
$758.91K
Calls / puts (trades)
1 / 0
Sweeps / blocks
1 / 0
At or above ask
0
At or below bid
0
Largest trade
$758.91K
Last trade

Where the premium went

$758.91K · 1 trades

Premium

Calls100.0% · $758.91K
Puts0.0% · $0.00

Trade type

Sweeps100.0% · 1
Blocks0.0% · 0

Fill side

At or above ask0.0% · 0
At or below bid0.0% · 0
Mid100.0% · 1

SMTC largest options trades

The 1 largest recorded trades on Oct 26, 2026 by premium (USD). Times are Eastern.
TimeContractC/PPremiumSizeFillType
SMTC Dec 15, 2028 $140Call$758,910123MidSweep
Most repeated contract
No repeated contract

Each of the 1 largest trades had a different contract.

Concentration
100.0% of premium

The 1 largest trades total $758.91K of $758.91K

SMTC gamma exposure

Spot at snapshot
$136.81
Net GEX per 1% move
$3.12M
Largest positive strike
$130
Largest negative strike
$50

Closing snapshot , 115 strikes across 14 expirations (Unavailable to Unavailable).

SMTC options flow questions

What was the largest SMTC options trade on October 26, 2026?

A $758,910 sweep of 123 SMTC Dec 15, 2028 $140 Call trade at 15:50:23 ET, filled at the mid. It was the largest of 1 trades Bullflow recorded for SMTC that session.

How much SMTC options premium traded on October 26, 2026?

$758,910 across 1 recorded sweeps and blocks: $758,910 in calls (1 trades) and $0 in puts (0 trades).

Was SMTC options flow bullish or bearish on October 26, 2026?

Calls were 100.0% of premium (put/call premium ratio 0.00). 0 of 1 trades filled at or below the bid and 0 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.

What are SMTC's gamma exposure levels?

At the Oct 26, 2026 closing snapshot (15:59:31 ET, spot $136.81), SMTC net GEX was $3.12M per 1% move. The largest positive GEX strike was $130. The largest negative GEX strike was $50. The snapshot covers 115 strikes and 14 expirations.

How often is SMTC options flow data updated?

The page shows a completed session (October 26, 2026, last trade 15:50:23 ET) and updates after the next trading day becomes historical. Intraday SMTC flow is in the Bullflow dashboard and API.

How to read this data

This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.

Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.

Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.

More from Bullflow