Tour v533
SMTC
SEMTECH CORP
$122.38 -3.93%
$124.15 (+1.45%)🌙
as of 11/02 06:50 PM
◀ 11/2 18:50 ▶

Option Volume

Detail
ℹ
Current (11/02) 1,930
Calls: 825 (43%)
Puts: 1,105 (57%)
Prior (10/30) 5,069
Calls: 3,464 (68%)
Puts: 1,605 (32%)
Current vs Prior -61.93%
Calls: -76.18% (Calls)
Puts: -31.15% (Puts)
Prior 7-Day Total 20,829
Calls: 12,817 (62%)
Puts: 8,012 (38%)
Prior 7-Day Average 2,975
Calls: 1,831 (62%)
Puts: 1,144 (38%)
Current vs Prior 7-Day Avg -35.14%
Calls: -54.94%
Puts: -3.46%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02) $1.60M
Calls: $614.2K (38%)
Puts: $985.4K (62%)
Prior (10/30) $5.32M
Calls: $2.72M (51%)
Puts: $2.60M (49%)
Current vs Prior -69.95%
Calls: -77.44%
Puts: -62.10%
Prior 7-Day Total $27.92M
Calls: $11.17M (40%)
Puts: $16.75M (60%)
Prior 7-Day Average $3.99M
Calls: $1.60M (40%)
Puts: $2.39M (60%)
Current vs Prior 7-Day Avg -59.89%
Calls: -61.52%
Puts: -58.81%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 1.34
Prior (10/30) 0.46
Current vs Prior +189.08%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg +131.76%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02) 16,370
Calls: 11,891 (73%)
Puts: 4,479 (27%)
Prior (10/30) 34,235
Calls: 14,830 (43%)
Puts: 19,405 (57%)
Current vs Prior -52.18%
Prior 7-Day Total 139,380
Calls: 104,496 (75%)
Puts: 34,884 (25%)
Prior 7-Day Average 19,911
Calls: 14,928 (75%)
Puts: 4,983 (25%)
Current vs Prior 7-Day Avg -17.79%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 9.76% | 13.97%18.67% | 27.95%
Prior 10.44% | 13.74%17.23% | 26.89%
Current vs Prior -6.48% | +1.71%+8.35% | +3.93%
Prior 7-Day Avg 7.54% | 11.87%17.34% | 27.08%
Current vs 7-Day Avg +29.57% | +17.71%+7.70% | +3.21%
Prior 7-Day Eod 10.44% | 13.74%17.23% | 26.89%
Current vs 7-Day Eod -6.48% | +1.71%+8.35% | +3.93%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 14.42% | 13.41%
Calls: 11.45% | 12.39%
Puts: 17.39% | 14.43%
Prior 14.42% | 13.41%
Calls: 11.45% | 12.39%
Puts: 17.39% | 14.43%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 14.42% | 13.41%
Calls: 11.45% | 12.39%
Puts: 17.39% | 14.43%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($985.4K). Light premium activity with dollar volume down 70% vs prior. Below-average activity with volume down 62% vs prior. Bearish P/C ratio of 1.34 indicates protective positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 4 of results (avg 9.1%, best 8.0%)

CALLS (0)
No calls meet the criteria
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Nov 2725.3027.40$26.358.0%10.7215
$140.00Nov 2020.4022.30$21.358.9%40.70566
$135.00Nov 2717.9019.70$18.809.6%60.625
$128.00Nov 68.609.50$9.059.9%100.61--

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. 32 found (avg delta 0.66, highest 0.87)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 2016.4018.60$17.5012.6%20.7452
$110.00Nov 2717.6019.90$18.7512.3%10.728
$120.00Nov 66.008.20$7.1031.0%60.628
$120.00Dec 413.7016.30$15.0017.3%20.58--
$120.00Nov 2711.8013.90$12.8516.3%40.581
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Nov 620.7023.30$22.0011.8%10.873
$140.00Nov 617.0019.70$18.3514.7%10.8347
$137.00Nov 614.4017.10$15.7517.1%40.82--
$139.00Nov 616.0018.80$17.4016.1%10.81--
$136.00Nov 613.6016.30$14.9518.1%60.78--

Most actively traded options today. High liquidity = easy entry/exit. 98 active (total vol 1.1K, top 275)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$139.00Nov 60.702.05$1.3897.8%2750.174
$135.00Nov 61.202.75$1.9878.3%530.239
$137.00Nov 60.801.55$1.1863.6%300.173
$140.00Nov 60.352.15$1.25144.0%290.1615
$142.00Nov 60.202.05$1.13163.7%150.147
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Nov 131.253.90$2.58102.7%1720.19--
$110.00Nov 274.606.70$5.6537.2%820.284
$125.00Nov 2711.0014.30$12.6526.1%450.4824
$120.00Nov 278.7010.70$9.7020.6%260.419
$105.00Nov 130.702.80$1.75120.0%250.151

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 22.8%, max 47.9%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$140.00Nov 6Dec 4122.8%96.3%27.4%3115
$110.00Nov 20Nov 2794.3%88.9%6.1%360
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Nov 6Nov 27131.9%89.2%47.9%1414
$140.00Nov 6Nov 27122.8%90.7%35.4%2205
$130.00Nov 20Nov 27101.9%92.6%10.1%27279
$135.00Nov 20Nov 2795.4%86.9%9.9%27132

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 1.76, avg 3.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$120.00$140.00Dec 4$7.25$12.75$7.2558%1.76$127.25
$125.00$128.00Nov 20$0.20$2.80$0.2049%14.00$125.20
$120.00$130.00Nov 27$4.10$5.90$4.1058%1.44$124.10
$110.00$120.00Nov 27$5.90$4.10$5.9072%0.69$115.90
$110.00$125.00Nov 20$9.10$5.90$9.1074%0.65$119.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$105.00$101.00Nov 13$0.20$3.80$0.2015%19.00$104.80
$110.00$105.00Nov 27$0.90$4.10$0.9028%4.56$109.10
$142.00$141.00Nov 20$0.65$0.35$0.6572%0.54$141.35
$128.00$125.00Nov 20$1.50$1.50$1.5054%1.00$126.50
$109.00$107.00Nov 13$0.42$1.58$0.4222%3.76$108.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 40 found (best R:R 0.45, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$130.00$134.00Nov 20$2.30$2.30$1.7057%1.35$132.30
$132.00$133.00Nov 6$0.90$0.90$0.1071%9.00$132.90
$136.00$137.00Nov 6$0.55$0.55$0.4579%1.22$136.55
$128.00$129.00Nov 6$0.70$0.70$0.3062%2.33$128.70
$131.00$132.00Nov 6$0.52$0.52$0.4868%1.08$131.52
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$115.00$100.00Nov 20$4.62$4.62$10.3865%0.45$110.38
$105.00$100.00Nov 27$1.92$1.92$3.0877%0.62$103.08
$119.00$117.00Nov 6$1.70$1.70$0.3062%5.67$117.30
$122.00$120.00Nov 6$1.82$1.82$0.1854%10.11$120.18
$112.00$107.00Nov 6$1.47$1.47$3.5377%0.42$110.53

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $2.84, cheapest $1.40)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$128.00Nov 6Nov 20$4.50116.7%99.3%
$120.00Nov 6Nov 27$5.75100.7%86.1%
$130.00Nov 6Nov 20$4.80114.2%101.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$119.00Nov 6Nov 13$1.40125.7%94.5%
$125.00Nov 6Nov 20$3.70114.9%90.1%
$128.00Nov 6Nov 13$2.25116.7%95.0%
$123.00Nov 6Nov 13$2.40110.9%94.9%
$122.00Nov 6Nov 13$2.60118.2%104.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 8.97% of stock, avg 14.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$120.00Nov 6$7.10$3.88$10.98$109.02$130.988.97%
$128.00Nov 6$3.70$9.05$12.75$115.25$140.7510.42%
$129.00Nov 6$3.00$9.90$12.90$116.10$141.9010.54%
$133.00Nov 6$1.63$12.80$14.43$118.57$147.4311.79%
$125.00Nov 20$8.40$11.35$19.75$105.25$144.7516.14%
$128.00Nov 20$8.20$12.85$21.05$106.95$149.0517.20%
$130.00Nov 20$7.75$14.15$21.90$108.10$151.9017.90%
$120.00Nov 27$12.85$9.70$22.55$97.45$142.5518.43%
$130.00Nov 27$8.75$15.65$24.40$105.60$154.4019.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 82 found (cheapest 4.48% of stock, avg 8.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$132.00$117.00Nov 6$2.53$2.95$5.48$111.52$137.48
$130.00$117.00Nov 6$2.95$2.95$5.90$111.10$135.90
$131.00$117.00Nov 6$3.05$2.95$6.00$111.00$137.00
$129.00$117.00Nov 6$3.00$2.95$5.95$111.05$134.95
$128.00$117.00Nov 6$3.70$2.95$6.65$110.35$134.65
$132.00$120.00Nov 6$2.53$3.88$6.41$113.59$138.41
$129.00$120.00Nov 6$3.00$3.88$6.88$113.12$135.88
$130.00$120.00Nov 6$2.95$3.88$6.83$113.17$136.83
$131.00$120.00Nov 6$3.05$3.88$6.93$113.07$137.93
$128.00$120.00Nov 6$3.70$3.88$7.58$112.42$135.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 47 found (best R:R 1.50, avg credit $1.58)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
105/107142/144Nov 13$1.20$0.8059%1.50$105.80$143.20
100/105140/145Nov 27$3.07$1.9345%1.59$101.93$143.07
105/107140/142Nov 13$0.98$1.0258%0.96$106.02$140.98
105/107137/140Nov 13$1.51$1.4953%1.01$105.49$138.51
112/115132/133Nov 6$1.73$1.2742%1.36$113.27$133.73
107/109142/144Nov 13$0.79$1.2157%0.65$108.21$142.79
112/115136/137Nov 6$1.38$1.6249%0.85$113.62$137.38
100/101142/144Nov 13$0.54$1.4666%0.37$100.46$142.54
110/115140/145Nov 27$3.20$1.8033%1.78$111.80$143.20
107/112143/145Nov 6$1.60$3.4064%0.47$110.40$144.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 10.76, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$130.00$140.00Nov 27$0.85$9.1526%10.76
$135.00$140.00$145.00Nov 20$0.15$4.8512%32.33
$134.00$135.00$136.00Nov 6$0.15$0.855%5.67
$129.00$130.00$131.00Nov 6$0.15$0.852%5.67
$137.00$138.00$139.00Nov 6$0.16$0.840%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$120.00$125.00$130.00Nov 27$0.05$4.9513%99.00
$125.00$130.00$135.00Nov 27$0.15$4.8514%32.33
$115.00$120.00$125.00Nov 20$0.40$4.6016%11.50
$126.00$127.00$128.00Nov 6$0.05$0.954%19.00
$120.00$121.00$122.00Nov 13$0.15$0.854%5.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $-0.50, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$140.001:2Dec 4-$0.50$19.50
$120.00$128.001:2Nov 6-$0.30$7.70
$130.00$140.001:2Nov 27-$2.25$7.75
$120.00$130.001:2Nov 27-$4.65$5.35
$110.00$120.001:2Nov 27-$6.95$3.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$110.001:2Dec 4-$1.10$13.90
$143.00$132.001:2Nov 13-$5.35$5.65
$116.00$110.001:2Nov 13-$0.94$5.06
$105.00$100.001:2Nov 27-$0.91$4.09
$119.00$117.001:2Nov 6-$1.25$0.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 5.72%, avg 2.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Dec 4$7.000.3714.4%5.72%20.12%2--
$130.00Nov 27$7.800.456.2%6.37%12.60%1--
$140.00Nov 27$4.800.3214.4%3.92%18.32%117
$128.00Nov 20$7.300.454.6%5.97%10.56%62
$145.00Nov 27$3.700.2718.5%3.02%21.51%1--
$130.00Nov 20$6.500.436.2%5.31%11.54%11.3K
$135.00Nov 20$4.900.3510.3%4.00%14.32%1--
$140.00Nov 20$3.600.2914.4%2.94%17.34%7616
$134.00Nov 20$4.500.369.5%3.68%13.17%4--
$125.00Nov 20$7.200.492.1%5.88%8.02%5--

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 825
Total Puts 1,105
Put/Call Ratio 1.34
Net Difference -280

Prior's Put/Call Breakdown

Total Calls 3,464
Total Puts 1,605
Put/Call Ratio 0.46
Net Difference 1,859

Prior 7-Day Put/Call Summary

Total Calls 12,817
Total Puts 8,012
Average Put/Call Ratio 0.58
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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