Tour v536
SMTC
SEMTECH CORP
$110.96 -12.92%
$110.50 (-0.41%)🌙
as of 11/04 06:55 PM
◀ 11/4 18:55 ▶

Option Volume

Detail
ℹ
Current (11/04) 3,298
Calls: 2,114 (64%)
Puts: 1,184 (36%)
Prior (11/03) 2,172
Calls: 977 (45%)
Puts: 1,195 (55%)
Current vs Prior +51.84%
Calls: +116.38% (Calls)
Puts: -0.92% (Puts)
Prior 7-Day Total 16,205
Calls: 10,197 (63%)
Puts: 6,008 (37%)
Prior 7-Day Average 2,315
Calls: 1,456 (63%)
Puts: 858 (37%)
Current vs Prior 7-Day Avg +42.46%
Calls: +45.12%
Puts: +37.95%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $2.42M
Calls: $985.6K (41%)
Puts: $1.43M (59%)
Prior (11/03) $945.5K
Calls: $454.1K (48%)
Puts: $491.4K (52%)
Current vs Prior +155.90%
Calls: +117.03%
Puts: +191.82%
Prior 7-Day Total $14.29M
Calls: $9.04M (63%)
Puts: $5.25M (37%)
Prior 7-Day Average $2.04M
Calls: $1.29M (63%)
Puts: $749.5K (37%)
Current vs Prior 7-Day Avg +18.54%
Calls: -23.70%
Puts: +91.32%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.56
Prior (11/03) 1.22
Current vs Prior -54.21%
Prior 7-Day Average 0.68
Current vs Prior 7-Day Avg -17.06%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/04) 26,606
Calls: 12,899 (48%)
Puts: 13,707 (52%)
Prior (11/03) 12,953
Calls: 10,669 (82%)
Puts: 2,284 (18%)
Current vs Prior +105.40%
Prior 7-Day Total 128,876
Calls: 94,680 (73%)
Puts: 34,196 (27%)
Prior 7-Day Average 18,410
Calls: 13,525 (73%)
Puts: 4,885 (27%)
Current vs Prior 7-Day Avg +44.51%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 8.25% | 12.98%18.29% | 27.89%
Prior 8.44% | 13.03%17.15% | 27.35%
Current vs Prior -2.26% | -0.38%+6.69% | +1.98%
Prior 7-Day Avg 7.97% | 12.30%17.09% | 26.93%
Current vs 7-Day Avg +3.41% | +5.52%+7.08% | +3.58%
Prior 7-Day Eod 8.44% | 13.03%17.15% | 27.35%
Current vs 7-Day Eod -2.26% | -0.38%+6.69% | +1.98%
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
+
Add Card

🤖 AI Insights

Massive premium surge with dollar volume up 156% vs prior. Above-average activity with volume up 52% vs prior. Bullish P/C ratio of 0.56. P/C ratio dropping 54% - 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 BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 4 of results (avg 9.1%, best 8.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Nov 209.009.80$9.408.5%180.5652
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Dec 1818.6020.30$19.458.7%30.53--
$120.00Dec 416.8018.50$17.659.6%10.56--
$110.00Dec 1812.8014.10$13.459.7%40.43--

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. 40 found (avg delta 0.69, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Nov 67.1010.40$8.7537.7%10.81--
$105.00Nov 65.508.40$6.9541.7%50.77--
$100.00Nov 2715.0017.40$16.2014.8%10.71--
$107.00Nov 64.907.40$6.1540.7%10.68--
$108.00Nov 63.407.00$5.2069.2%10.65--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Nov 613.4016.50$14.9520.7%30.9721
$130.00Nov 618.2021.20$19.7015.2%10.95--
$122.00Nov 611.0013.70$12.3521.9%20.932
$123.00Nov 611.6014.70$13.1523.6%10.934
$120.00Nov 69.3012.00$10.6525.4%30.9216

Most actively traded options today. High liquidity = easy entry/exit. 122 active (total vol 1.4K, top 200)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Nov 62.403.80$3.1045.2%2000.49--
$125.00Nov 131.402.75$2.0864.9%660.231
$110.00Nov 63.805.80$4.8041.7%640.58--
$110.00Nov 136.608.00$7.3019.2%500.558
$125.00Dec 46.407.80$7.1019.7%500.38--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Nov 2714.6016.60$15.6012.8%1230.6037
$95.00Nov 202.353.30$2.8333.6%1220.20188
$105.00Nov 60.452.35$1.40135.7%530.243
$125.00Nov 2717.7020.10$18.9012.7%490.6682
$90.00Dec 184.505.60$5.0521.8%400.2122

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 25.4%, max 39.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Nov 6Dec 1898.8%93.4%5.8%14217
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Nov 6Dec 18126.6%90.6%39.7%5133
$115.00Nov 6Nov 27123.9%92.2%34.3%1015
$105.00Nov 6Dec 18121.3%91.5%32.6%5651
$95.00Nov 13Dec 18107.4%93.6%14.8%3020

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 74 found (best R:R 1.68, avg 2.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$110.00$125.00Dec 11$5.60$9.40$5.6056%1.68$115.60
$105.00$115.00Dec 18$4.75$5.25$4.7563%1.11$109.75
$105.00$115.00Dec 4$4.80$5.20$4.8063%1.08$109.80
$108.00$110.00Nov 6$0.40$1.60$0.4064%4.00$108.40
$120.00$130.00Dec 18$3.20$6.80$3.2046%2.13$123.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$100.00$90.00Nov 6$0.42$9.58$0.4214%22.81$99.58
$107.00$106.00Nov 6$0.20$0.80$0.2033%4.00$106.80
$112.00$111.00Nov 6$0.40$0.60$0.4053%1.50$111.60
$114.00$113.00Nov 6$0.55$0.45$0.5563%0.82$113.45
$101.00$100.00Nov 13$0.20$0.80$0.2026%4.00$100.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 0.49, avg 0.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$115.00$116.00Nov 6$0.83$0.83$0.1762%4.88$115.83
$130.00$131.00Nov 6$0.35$0.35$0.6590%0.54$130.35
$118.00$119.00Nov 6$0.42$0.42$0.5874%0.72$118.42
$119.00$120.00Nov 6$0.30$0.30$0.7080%0.43$119.30
$130.00$131.00Nov 20$0.33$0.33$0.6777%0.49$130.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$100.00$90.00Dec 4$3.30$3.30$6.7069%0.49$96.70
$110.00$100.00Nov 27$4.45$4.45$5.5555%0.80$105.55
$110.00$100.00Dec 4$4.45$4.45$5.5556%0.80$105.55
$95.00$90.00Dec 18$1.80$1.80$3.2074%0.56$93.20
$105.00$100.00Dec 18$2.30$2.30$2.7063%0.85$102.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $2.92, cheapest $2.55)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Nov 6Nov 13$2.50126.6%100.5%
$115.00Nov 6Nov 13$2.47123.9%98.9%
$116.00Nov 6Nov 13$2.85106.6%97.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Nov 6Nov 13$2.55142.2%101.8%
$115.00Nov 6Nov 20$4.25123.9%91.3%
$110.00Nov 6Nov 13$3.22126.6%100.5%
$114.00Nov 6Nov 13$2.60106.6%97.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 7.07% of stock, avg 14.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$112.00Nov 6$3.10$4.75$7.85$104.15$119.857.07%
$108.00Nov 6$5.20$2.95$8.15$99.85$116.157.34%
$110.00Nov 6$4.80$3.38$8.18$101.82$118.187.37%
$105.00Nov 6$6.95$1.40$8.35$96.65$113.357.53%
$107.00Nov 6$6.15$2.45$8.60$98.40$115.607.75%
$116.00Nov 6$1.65$7.40$9.05$106.95$125.058.16%
$115.00Nov 6$2.48$6.65$9.13$105.87$124.138.23%
$119.00Nov 6$0.93$9.75$10.68$108.32$129.689.63%
$120.00Nov 6$0.63$10.65$11.28$108.72$131.2810.17%
$122.00Nov 6$0.60$12.35$12.95$109.05$134.9511.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 107 found (cheapest 3.41% of stock, avg 9.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$117.00$107.00Nov 6$1.33$2.45$3.78$103.22$120.78
$118.00$107.00Nov 6$1.35$2.45$3.80$103.20$121.80
$116.00$107.00Nov 6$1.65$2.45$4.10$102.90$120.10
$131.00$90.00Nov 20$2.30$1.80$4.10$85.90$135.10
$117.00$108.00Nov 6$1.33$2.95$4.28$103.72$121.28
$118.00$108.00Nov 6$1.35$2.95$4.30$103.70$122.30
$116.00$108.00Nov 6$1.65$2.95$4.60$103.40$120.60
$130.00$90.00Nov 20$2.63$1.80$4.43$85.57$134.43
$115.00$107.00Nov 6$2.48$2.45$4.93$102.07$119.93
$131.00$95.00Nov 20$2.30$2.83$5.13$89.87$136.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 66 found (best R:R 1.50, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
100/101130/131Nov 6$0.60$0.4073%1.50$100.40$130.60
100/101118/119Nov 6$0.67$0.3358%2.03$100.33$118.67
101/102120/121Nov 13$0.80$0.2039%4.00$101.20$120.80
100/101119/120Nov 6$0.55$0.4563%1.22$100.45$119.55
106/107130/131Nov 6$0.55$0.4557%1.22$106.45$130.55
100/101128/129Nov 6$0.38$0.6274%0.61$100.62$128.38
104/105120/121Nov 13$0.78$0.2233%3.55$104.22$120.78
100/101116/117Nov 6$0.57$0.4352%1.33$100.43$116.57
102/103120/121Nov 13$0.68$0.3237%2.13$102.32$120.68
101/102126/127Nov 13$0.55$0.4550%1.22$101.45$126.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$115.00$120.00$125.00Nov 27$0.25$4.7514%19.00
$115.00$120.00$125.00Nov 20$0.45$4.5517%10.11
$120.00$125.00$130.00Nov 20$0.38$4.6214%12.16
$110.00$115.00$120.00Nov 27$0.45$4.5515%10.11
$120.00$125.00$130.00Nov 27$0.40$4.6013%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$100.00$105.00$110.00Nov 20$0.15$4.8517%32.33
$90.00$100.00$110.00Dec 4$1.15$8.8524%7.70
$106.00$110.00$114.00Nov 13$0.25$3.7518%15.00
$100.00$105.00$110.00Dec 18$0.20$4.8011%24.00
$90.00$95.00$100.00Nov 20$0.34$4.6613%13.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-2.40, 48 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$125.001:2Dec 11-$2.40$12.60
$100.00$110.001:2Nov 27-$4.70$5.30
$105.00$115.001:2Dec 4-$5.60$4.40
$120.00$130.001:2Dec 18-$4.20$5.80
$110.00$115.001:2Nov 13-$2.60$2.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$100.001:2Nov 27-$0.80$9.20
$122.00$114.001:2Nov 13-$2.95$5.05
$100.00$90.001:2Dec 4-$0.70$9.30
$110.00$100.001:2Dec 4-$2.85$7.15
$100.00$95.001:2Nov 13-$0.62$4.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 9.01%, avg 3.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Dec 18$10.000.478.2%9.01%17.16%1217
$115.00Dec 18$11.500.523.6%10.36%14.01%1--
$130.00Dec 18$6.700.3617.2%6.04%23.20%6--
$125.00Dec 11$7.200.4012.7%6.49%19.14%13--
$120.00Dec 4$7.900.448.2%7.12%15.27%2--
$115.00Dec 4$9.800.503.6%8.83%12.47%3--
$125.00Dec 4$6.400.3812.7%5.77%18.42%50--
$130.00Dec 4$5.000.3317.2%4.51%21.67%144
$115.00Nov 27$7.600.483.6%6.85%10.49%279
$120.00Nov 27$5.900.408.2%5.32%13.46%97

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 2,114
Total Puts 1,184
Put/Call Ratio 0.56
Net Difference 930

Prior's Put/Call Breakdown

Total Calls 977
Total Puts 1,195
Put/Call Ratio 1.22
Net Difference -218

Prior 7-Day Put/Call Summary

Total Calls 10,197
Total Puts 6,008
Average Put/Call Ratio 0.68
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All