Tour v536
SMTC
SEMTECH CORP
$91.54 -17.50%
$90.40 (-1.25%)🌙
as of 11/05 06:53 PM
◀ 11/5 18:53 ▶

Option Volume

Detail
ℹ
Current (11/05) 17,819
Calls: 8,833 (50%)
Puts: 8,986 (50%)
Prior (11/04) 3,298
Calls: 2,114 (64%)
Puts: 1,184 (36%)
Current vs Prior +440.30%
Calls: +317.83% (Calls)
Puts: +658.95% (Puts)
Prior 7-Day Total 17,026
Calls: 10,610 (62%)
Puts: 6,416 (38%)
Prior 7-Day Average 2,432
Calls: 1,515 (62%)
Puts: 916 (38%)
Current vs Prior 7-Day Avg +632.60%
Calls: +482.76%
Puts: +880.39%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05) $12.14M
Calls: $6.27M (52%)
Puts: $5.87M (48%)
Prior (11/04) $2.42M
Calls: $985.6K (41%)
Puts: $1.43M (59%)
Current vs Prior +401.79%
Calls: +536.17%
Puts: +309.44%
Prior 7-Day Total $13.83M
Calls: $7.70M (56%)
Puts: $6.13M (44%)
Prior 7-Day Average $1.98M
Calls: $1.10M (56%)
Puts: $875.8K (44%)
Current vs Prior 7-Day Avg +514.49%
Calls: +469.96%
Puts: +570.43%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 1.02
Prior (11/04) 0.56
Current vs Prior +81.64%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg +47.40%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05) 40,965
Calls: 18,428 (45%)
Puts: 22,537 (55%)
Prior (11/04) 26,606
Calls: 12,899 (48%)
Puts: 13,707 (52%)
Current vs Prior +53.97%
Prior 7-Day Total 140,503
Calls: 93,907 (67%)
Puts: 46,596 (33%)
Prior 7-Day Average 20,071
Calls: 13,415 (67%)
Puts: 6,656 (33%)
Current vs Prior 7-Day Avg +104.09%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 7.43% | 15.35%18.95% | 28.79%
Prior 8.25% | 12.98%18.29% | 27.89%
Current vs Prior -9.92% | +18.27%+3.60% | +3.20%
Prior 7-Day Avg 7.88% | 12.37%17.16% | 26.98%
Current vs 7-Day Avg -5.76% | +24.12%+10.45% | +6.67%
Prior 7-Day Eod 8.25% | 12.98%18.29% | 27.89%
Current vs 7-Day Eod -9.92% | +18.27%+3.60% | +3.20%
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

Massive premium surge with dollar volume up 402% vs prior. Dollar volume significantly above 7-day average (514% higher). Unusually high activity with volume up 440% vs prior - elevated interest. Volume explosion - 633% above 7-day average (17,819 vs avg 2,432).

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 2 of results (avg 9.2%, best 9.1%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Dec 418.9020.70$19.809.1%10.62--
$95.00Nov 2010.3011.30$10.809.3%170.52164

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. 28 found (avg delta 0.65, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 62.856.10$4.4772.7%20.63--
$90.00Dec 1813.4015.50$14.4514.5%70.61514
$90.00Dec 411.7014.10$12.9018.6%10.60--
$90.00Nov 208.8010.50$9.6517.6%10.59--
$90.00Nov 137.108.40$7.7516.8%50.58--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Nov 67.1010.10$8.6034.9%21.00--
$105.00Nov 611.7014.70$13.2022.7%21.00--
$107.00Nov 613.8016.70$15.2519.0%11.00--
$109.00Nov 615.6018.50$17.0517.0%20.94--
$103.00Nov 1312.5015.10$13.8018.8%10.74--

Most actively traded options today. High liquidity = easy entry/exit. 70 active (total vol 8.8K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Nov 206.707.90$7.3016.4%3.0K0.50--
$95.00Nov 278.109.20$8.6512.7%3.0K0.51--
$105.00Nov 60.000.90$0.45200.0%1480.114
$102.00Nov 60.001.15$0.57201.8%1330.14--
$100.00Nov 276.007.40$6.7020.9%830.431
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 207.108.30$7.7015.6%7590.43338
$90.00Nov 278.409.80$9.1015.4%6770.434
$85.00Nov 60.051.80$0.93188.2%1340.19--
$80.00Nov 60.001.25$0.63198.4%1300.11--
$100.00Nov 2012.5014.50$13.5014.8%1100.62214

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 74.2%, max 80.4%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Nov 6Dec 18178.9%104.1%71.8%9514
$100.00Nov 6Dec 18176.1%105.1%67.5%3590
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Nov 6Dec 18191.2%106.0%80.4%1541
$85.00Nov 6Dec 18191.4%106.6%79.6%151119
$90.00Nov 6Dec 18178.9%104.1%71.8%1552

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 1.56, avg 2.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$100.00Dec 18$1.95$3.05$1.9555%1.56$96.95
$90.00$95.00Dec 18$2.35$2.65$2.3561%1.13$92.35
$100.00$105.00Dec 18$1.75$3.25$1.7549%1.86$101.75
$100.00$105.00Nov 20$1.35$3.65$1.3541%2.70$101.35
$100.00$105.00Nov 27$1.55$3.45$1.5543%2.23$101.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$85.00$80.00Nov 6$0.30$4.70$0.3019%15.67$84.70
$95.00$93.00Nov 13$0.85$1.15$0.8556%1.35$94.15
$100.00$95.00Nov 20$2.70$2.30$2.7062%0.85$97.30
$105.00$100.00Nov 20$3.20$1.80$3.2070%0.56$101.80
$101.00$100.00Nov 13$0.55$0.45$0.5570%0.82$100.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 0.56, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$95.00$100.00Nov 6$1.50$1.50$3.5060%0.43$96.50
$102.00$104.00Nov 13$0.63$0.63$1.3769%0.46$102.63
$96.00$98.00Nov 13$0.90$0.90$1.1056%0.82$96.90
$100.00$101.00Nov 6$0.18$0.18$0.8281%0.22$100.18
$100.00$102.00Nov 13$0.67$0.67$1.3364%0.50$100.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$85.00$75.00Dec 4$3.60$3.60$6.4065%0.56$81.40
$85.00$80.00Dec 18$2.15$2.15$2.8565%0.75$82.85
$85.00$80.00Nov 27$1.95$1.95$3.0565%0.64$83.05
$90.00$85.00Dec 18$2.30$2.30$2.7059%0.85$87.70
$90.00$85.00Nov 27$2.25$2.25$2.7557%0.82$87.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.33, cheapest $3.07)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Nov 6Nov 13$3.07191.2%126.0%
$90.00Nov 6Nov 13$3.28178.9%127.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Nov 6Nov 13$3.30191.2%126.0%
$90.00Nov 6Nov 13$3.67178.9%127.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 7.43% of stock, avg 18.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$90.00Nov 6$4.47$2.33$6.80$83.20$96.807.43%
$95.00Nov 6$2.28$5.05$7.33$87.67$102.338.01%
$100.00Nov 6$0.78$8.60$9.38$90.62$109.3810.25%
$93.00Nov 13$6.20$7.50$13.70$79.30$106.7014.97%
$95.00Nov 13$5.35$8.35$13.70$81.30$108.7014.97%
$90.00Nov 13$7.75$6.00$13.75$76.25$103.7515.02%
$100.00Nov 13$3.65$11.65$15.30$84.70$115.3016.71%
$90.00Nov 20$9.65$7.70$17.35$72.65$107.3518.95%
$95.00Nov 20$7.30$10.80$18.10$76.90$113.1019.77%
$100.00Nov 20$5.40$13.50$18.90$81.10$118.9020.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 61 found (cheapest 1.31% of stock, avg 10.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$102.00$80.00Nov 6$0.57$0.63$1.20$78.80$103.20
$103.00$80.00Nov 6$0.60$0.63$1.23$78.77$104.23
$101.00$80.00Nov 6$0.60$0.63$1.23$78.77$102.23
$100.00$80.00Nov 6$0.78$0.63$1.41$78.59$101.41
$102.00$85.00Nov 6$0.57$0.93$1.50$83.50$103.50
$101.00$85.00Nov 6$0.60$0.93$1.53$83.47$102.53
$103.00$85.00Nov 6$0.60$0.93$1.53$83.47$104.53
$100.00$85.00Nov 6$0.78$0.93$1.71$83.29$101.71
$101.00$90.00Nov 6$0.60$2.33$2.93$87.07$103.93
$102.00$90.00Nov 6$0.57$2.33$2.90$87.10$104.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 0.10, avg credit $1.14)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
80/85103/105Nov 6$0.45$4.5567%0.10$84.55$103.45
80/85100/101Nov 6$0.48$4.5262%0.11$84.52$100.48
80/86102/104Nov 13$2.48$3.5235%0.70$83.52$104.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 5.02, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$95.00$100.00Nov 6$0.69$4.3145%6.25
$95.00$100.00$105.00Dec 18$0.20$4.8012%24.00
$90.00$95.00$100.00Nov 20$0.45$4.5518%10.11
$95.00$100.00$105.00Nov 27$0.40$4.6015%11.50
$101.00$102.00$103.00Nov 6$0.06$0.942%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$95.00$100.00Nov 6$0.83$4.1759%5.02
$85.00$95.00$105.00Dec 4$0.95$9.0527%9.53
$90.00$95.00$100.00Dec 18$0.05$4.9512%99.00
$85.00$90.00$95.00Nov 6$1.32$3.6849%2.79
$90.00$95.00$100.00Nov 27$0.25$4.7516%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-1.50, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$95.001:2Nov 6-$0.09$4.91
$103.00$105.001:2Nov 6-$0.30$1.70
$100.00$101.001:2Nov 6-$0.42$0.58
$101.00$102.001:2Nov 6-$0.54$0.46
$102.00$103.001:2Nov 6-$0.63$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Nov 6-$1.50$3.50
$85.00$75.001:2Dec 4-$1.25$8.75
$105.00$100.001:2Nov 6-$4.00$1.00
$86.00$80.001:2Nov 13-$0.60$5.40
$95.00$85.001:2Dec 4-$3.25$6.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 10.05%, avg 5.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$100.00Dec 18$9.200.499.2%10.05%19.29%690
$105.00Dec 18$7.500.4314.7%8.19%22.90%226
$95.00Dec 18$11.100.553.8%12.13%15.91%2--
$95.00Nov 27$8.100.513.8%8.85%12.63%3.0K--
$100.00Nov 27$6.000.439.2%6.55%15.80%831
$105.00Nov 27$4.500.3614.7%4.92%19.62%20--
$95.00Nov 20$6.700.503.8%7.32%11.10%3.0K--
$100.00Nov 20$4.800.419.2%5.24%14.49%3135
$105.00Nov 20$3.400.3314.7%3.71%18.42%424
$95.00Nov 13$4.800.473.8%5.24%9.02%3--

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 8,833
Total Puts 8,986
Put/Call Ratio 1.02
Net Difference -153

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,610
Total Puts 6,416
Average Put/Call Ratio 0.69
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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