Tour v536
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LUMENTUM HLDGS INC
$538.59 +5.67%
$538.78 (+0.04%)🌙
as of 11/06 06:06 PM
◀ 11/6 18:06

Option Volume

Detail
ℹ
Current (11/06) 71,727
Calls: 48,764 (68%)
Puts: 22,963 (32%)
Prior (11/05) 82,226
Calls: 44,272 (54%)
Puts: 37,954 (46%)
Current vs Prior -12.77%
Calls: +10.15% (Calls)
Puts: -39.50% (Puts)
Prior 7-Day Total 487,150
Calls: 275,534 (57%)
Puts: 211,616 (43%)
Prior 7-Day Average 69,592
Calls: 39,362 (57%)
Puts: 30,230 (43%)
Current vs Prior 7-Day Avg +3.07%
Calls: +23.89%
Puts: -24.04%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $127.03M
Calls: $46.46M (37%)
Puts: $80.57M (63%)
Prior (11/05) $390.45M
Calls: $49.95M (13%)
Puts: $340.51M (87%)
Current vs Prior -67.47%
Calls: -6.98%
Puts: -76.34%
Prior 7-Day Total $1.71B
Calls: $632.09M (37%)
Puts: $1.08B (63%)
Prior 7-Day Average $244.04M
Calls: $90.30M (37%)
Puts: $153.74M (63%)
Current vs Prior 7-Day Avg -47.95%
Calls: -48.55%
Puts: -47.60%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.47
Prior (11/05) 0.86
Current vs Prior -45.07%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -38.80%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 345,561
Calls: 174,856 (51%)
Puts: 170,705 (49%)
Prior (11/05) 337,858
Calls: 158,100 (47%)
Puts: 179,758 (53%)
Current vs Prior +2.28%
Prior 7-Day Total 1,850,177
Calls: 810,315 (44%)
Puts: 1,039,862 (56%)
Prior 7-Day Average 264,311
Calls: 115,759 (44%)
Puts: 148,551 (56%)
Current vs Prior 7-Day Avg +30.74%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 1.30% | 10.74%15.06% | 23.09%
Prior 7.85% | 13.60%16.72% | 24.13%
Current vs Prior +36.87% | +10.75%-9.92% | -4.32%
Prior 7-Day Avg 7.56% | 12.35%15.77% | 22.03%
Current vs 7-Day Avg +41.99% | +21.97%-4.55% | +4.80%
Prior 7-Day Eod 7.85% | 13.60%16.72% | 24.13%
Current vs 7-Day Eod +36.87% | +10.75%-9.92% | -4.32%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 17.98% | 12.83%
Calls: 16.76% | 8.85%
Puts: 19.20% | 16.81%
Prior 17.98% | 12.83%
Calls: 16.76% | 8.85%
Puts: 19.20% | 16.81%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 6.13% | 14.91%
Calls: 6.10% | 13.36%
Puts: 6.16% | 16.46%
Current vs 7-Day Avg +193.11% | -13.98%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($80.57M). Light premium activity with dollar volume down 67% vs prior. Extreme bullish P/C ratio of 0.47 - heavy call buying (48,764 calls vs 22,963 puts). P/C ratio dropping 45% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 207 of results (avg 5.3%, best 1.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Nov 1327.6028.00$27.801.4%1020.5237
$495.00Nov 2064.7065.70$65.201.5%10.70--
$535.00Nov 2041.0041.70$41.351.7%150.55--
$530.00Nov 1332.5033.20$32.852.1%350.5720
$475.00Nov 2078.7080.40$79.552.1%60.77--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Nov 2077.3078.10$77.701.0%3060.69778
$575.00Nov 2059.6060.50$60.051.5%--0.61129
$605.00Nov 2080.8082.20$81.501.7%60.7150
$610.00Nov 2084.6086.10$85.351.8%180.7355
$620.00Nov 2092.4094.20$93.301.9%160.76221

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. 206 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Nov 690.00105.10$97.5515.5%51.00--
$450.00Nov 680.0096.50$88.2518.7%21.005
$500.00Nov 630.0045.30$37.6540.6%91.0011
$510.00Nov 620.0036.00$28.0057.1%51.008
$515.00Nov 623.1025.50$24.309.9%341.0025
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Nov 692.40105.10$98.7512.9%80.99165
$637.50Nov 692.10108.00$100.0515.9%--0.9911
$640.00Nov 697.90110.00$103.9511.6%210.99163
$642.50Nov 696.00113.20$104.6016.4%--0.9910
$602.50Nov 662.2073.20$67.7016.2%10.9945

Most actively traded options today. High liquidity = easy entry/exit. 445 active (total vol 46.5K, top 6.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Nov 60.100.20$0.1566.7%6.0K0.051.1K
$570.00Nov 60.000.50$0.25200.0%3.7K0.04154
$540.00Nov 60.851.35$1.1045.5%2.3K0.39102
$565.00Nov 60.002.70$1.35200.0%2.1K0.1243
$600.00Nov 137.808.30$8.056.2%1.3K0.22591
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 60.000.05$0.03166.7%2.0K0.01804
$530.00Nov 60.000.20$0.10200.0%1.2K0.05530
$525.00Nov 60.004.90$2.45200.0%9620.23272
$520.00Nov 60.000.05$0.03166.7%9590.01287
$535.00Nov 60.000.85$0.43197.7%6110.20114

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 93.4%, max 390.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$525.00Nov 6Nov 27448.6%91.5%390.3%45731
$540.00Nov 6Dec 18110.3%81.1%36.0%2.3K118
$505.00Nov 13Nov 2799.2%81.6%21.5%312
$470.00Nov 13Dec 18104.5%86.9%20.2%1262
$490.00Nov 13Dec 18101.0%85.1%18.8%620
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$525.00Nov 6Nov 27448.6%91.5%390.3%964286
$540.00Nov 6Dec 18110.3%81.1%36.0%894817
$535.00Nov 6Dec 1192.5%84.1%10.1%613115
$595.00Nov 20Dec 491.7%86.6%5.9%22218
$475.00Nov 13Nov 20103.7%99.0%4.7%55200

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 298 found (best R:R 19.00, avg 3.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$580.00$590.00Dec 11$0.50$9.50$0.5043%19.00$580.50
$590.00$600.00Dec 4$0.70$9.30$0.7038%13.29$590.70
$490.00$500.00Dec 18$3.75$6.25$3.7568%1.67$493.75
$520.00$525.00Nov 27$0.25$4.75$0.2560%19.00$520.25
$575.00$590.00Dec 4$3.50$11.50$3.5042%3.29$578.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$490.00Dec 4$0.95$9.05$0.9534%9.53$499.05
$610.00$600.00Dec 18$3.90$6.10$3.9062%1.56$606.10
$565.00$560.00Nov 27$0.60$4.40$0.6055%7.33$564.40
$500.00$490.00Nov 27$1.00$9.00$1.0032%9.00$499.00
$642.50$640.00Nov 6$0.65$1.85$0.65100%2.85$641.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 215 found (best R:R 4.88, avg 0.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$540.00$550.00Dec 11$7.95$7.95$2.0546%3.88$547.95
$600.00$610.00Dec 4$6.05$6.05$3.9563%1.53$606.05
$640.00$645.00Dec 4$3.45$3.45$1.5573%2.23$643.45
$590.00$595.00Dec 11$3.40$3.40$1.6059%2.12$593.40
$600.00$605.00Nov 27$2.80$2.80$2.2067%1.27$602.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$510.00$500.00Dec 4$8.30$8.30$1.7063%4.88$501.70
$460.00$450.00Dec 11$5.85$5.85$4.1576%1.41$454.15
$470.00$460.00Dec 18$5.10$5.10$4.9073%1.04$464.90
$525.00$520.00Nov 27$4.60$4.60$0.4058%11.50$520.40
$500.00$480.00Dec 11$8.65$8.65$11.3566%0.76$491.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $17.17, cheapest $25.82)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$540.00Nov 6Nov 13$26.70110.3%96.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$540.00Nov 6Nov 13$25.82110.3%96.2%
$595.00Nov 20Nov 27$5.6091.7%84.4%
$565.00Nov 13Nov 20$10.5594.2%93.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 117 found (cheapest 0.76% of stock, avg 13.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$540.00Nov 6$1.10$2.98$4.08$535.92$544.080.76%
$535.00Nov 6$4.00$0.43$4.43$530.57$539.430.82%
$545.00Nov 6$0.10$7.15$7.25$537.75$552.251.35%
$530.00Nov 6$8.35$0.10$8.45$521.55$538.451.57%
$547.50Nov 6$0.15$9.75$9.90$537.60$557.401.84%
$550.00Nov 6$0.15$11.40$11.55$538.45$561.552.14%
$552.50Nov 6$0.95$13.85$14.80$537.70$567.302.75%
$525.00Nov 6$13.50$2.45$15.95$509.05$540.952.96%
$555.00Nov 6$0.15$16.75$16.90$538.10$571.903.14%
$520.00Nov 6$18.40$0.03$18.43$501.57$538.433.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 169 found (cheapest 0.25% of stock, avg 13.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$552.50$515.00Nov 6$0.95$0.38$1.33$513.67$553.83
$552.50$535.00Nov 6$0.95$0.43$1.38$533.62$553.88
$575.00$515.00Nov 6$1.33$0.38$1.71$513.29$576.71
$565.00$515.00Nov 6$1.35$0.38$1.73$513.27$566.73
$540.00$535.00Nov 6$1.10$0.43$1.53$533.47$541.53
$565.00$535.00Nov 6$1.35$0.43$1.78$533.22$566.78
$560.00$515.00Nov 6$1.38$0.38$1.76$513.24$561.76
$560.00$535.00Nov 6$1.38$0.43$1.81$533.19$561.81
$575.00$535.00Nov 6$1.33$0.43$1.76$533.24$576.76
$552.50$505.00Nov 6$0.95$1.08$2.03$502.97$554.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 37 found (best R:R 4.71, avg credit $3.85)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
480/490630/640Dec 4$8.25$1.7539%4.71$481.75$638.25
520/525578/580Nov 6$3.72$1.2867%2.91$521.28$581.22
520/525560/562Nov 6$3.75$1.2563%3.00$521.25$563.75
520/525565/568Nov 6$3.67$1.3365%2.76$521.33$568.67
500/505578/580Nov 6$2.35$2.6581%0.89$502.65$579.85
520/525552/555Nov 6$3.22$1.7863%1.81$521.78$555.72
500/505560/562Nov 6$2.38$2.6277%0.91$502.62$562.38
500/505565/568Nov 6$2.30$2.7079%0.85$502.70$567.30
460/470630/640Dec 18$7.30$2.7039%2.70$462.70$637.30
510/515578/580Nov 6$1.65$3.3584%0.49$513.35$579.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 167 found (best R:R 1.63, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$535.00$540.00$545.00Nov 6$1.90$3.1094%1.63
$530.00$535.00$540.00Nov 6$1.45$3.5561%2.45
$600.00$610.00$620.00Dec 18$0.15$9.855%65.67
$470.00$480.00$490.00Nov 13$0.30$9.707%32.33
$630.00$635.00$640.00Nov 20$0.05$4.952%99.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$535.00$540.00$545.00Nov 6$1.62$3.3874%2.09
$510.00$520.00$530.00Dec 18$0.10$9.905%99.00
$500.00$510.00$520.00Dec 18$0.10$9.905%99.00
$600.00$605.00$610.00Nov 20$0.05$4.953%99.00
$570.00$575.00$580.00Nov 13$0.10$4.905%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 63 found (best net $-35.90, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$440.00$500.001:2Dec 11-$35.90$24.10
$525.00$530.001:2Nov 6-$3.20$1.80
$450.00$495.001:2Nov 27-$34.90$10.10
$597.50$600.001:2Nov 6-$0.01$2.49
$580.00$582.501:2Nov 6-$0.03$2.47
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$480.001:2Nov 6-$0.03$9.97
$500.00$490.001:2Nov 6-$0.03$9.97
$470.00$460.001:2Nov 6-$0.03$9.97
$480.00$470.001:2Nov 6-$0.03$9.97
$450.00$440.001:2Nov 6-$0.03$9.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 125 found (best yield 8.02%, avg 3.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$580.00Dec 18$43.200.467.7%8.02%15.71%421
$600.00Dec 18$35.500.4111.4%6.59%17.99%6388
$540.00Dec 18$59.600.550.3%11.07%11.33%1216
$570.00Dec 18$45.000.485.8%8.36%14.19%117
$560.00Dec 18$49.300.504.0%9.15%13.13%959
$610.00Dec 18$32.700.3813.3%6.07%19.33%416
$590.00Dec 18$37.500.439.6%6.96%16.51%622
$620.00Dec 18$29.500.3615.1%5.48%20.59%4313
$630.00Dec 18$27.200.3417.0%5.05%22.02%1238
$550.00Dec 18$51.700.532.1%9.60%11.72%427

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 48,764
Total Puts 22,963
Put/Call Ratio 0.47
Net Difference 25,801

Prior's Put/Call Breakdown

Total Calls 44,272
Total Puts 37,954
Put/Call Ratio 0.86
Net Difference 6,318

Prior 7-Day Put/Call Summary

Total Calls 275,534
Total Puts 211,616
Average Put/Call Ratio 0.77
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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