Tour v536
SMTC
SEMTECH CORP
$103.21 +12.75%
$103.93 (+0.70%)🌙
as of 11/06 06:51 PM
◀ 11/6 18:51

Option Volume

Detail
ℹ
Current (11/06) 3,722
Calls: 2,839 (76%)
Puts: 883 (24%)
Prior (11/05) 17,819
Calls: 8,833 (50%)
Puts: 8,986 (50%)
Current vs Prior -79.11%
Calls: -67.86% (Calls)
Puts: -90.17% (Puts)
Prior 7-Day Total 33,022
Calls: 18,191 (55%)
Puts: 14,831 (45%)
Prior 7-Day Average 4,717
Calls: 2,598 (55%)
Puts: 2,118 (45%)
Current vs Prior 7-Day Avg -21.10%
Calls: +9.25%
Puts: -58.32%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $4.01M
Calls: $2.95M (74%)
Puts: $1.06M (26%)
Prior (11/05) $12.14M
Calls: $6.27M (52%)
Puts: $5.87M (48%)
Current vs Prior -67.01%
Calls: -52.97%
Puts: -81.99%
Prior 7-Day Total $24.43M
Calls: $12.67M (52%)
Puts: $11.76M (48%)
Prior 7-Day Average $3.49M
Calls: $1.81M (52%)
Puts: $1.68M (48%)
Current vs Prior 7-Day Avg +14.79%
Calls: +62.96%
Puts: -37.07%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.31
Prior (11/05) 1.02
Current vs Prior -69.43%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -59.63%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 20,849
Calls: 15,035 (72%)
Puts: 5,814 (28%)
Prior (11/05) 40,965
Calls: 18,428 (45%)
Puts: 22,537 (55%)
Current vs Prior -49.11%
Prior 7-Day Total 160,091
Calls: 93,222 (58%)
Puts: 66,869 (42%)
Prior 7-Day Average 22,870
Calls: 13,317 (58%)
Puts: 9,552 (42%)
Current vs Prior 7-Day Avg -8.84%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.04% | 12.55%18.94% | 29.26%
Prior 7.43% | 15.35%18.95% | 28.79%
Current vs Prior +68.91% | +23.41%-0.06% | +1.65%
Prior 7-Day Avg 7.84% | 12.88%17.45% | 27.29%
Current vs 7-Day Avg +60.03% | +47.05%+8.56% | +7.21%
Prior 7-Day Eod 7.43% | 15.35%18.95% | 28.79%
Current vs 7-Day Eod +68.91% | +23.41%-0.06% | +1.65%
Sentiment BEARISHBULLISH

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 bullish flow with 74% call dollar volume ($2.95M). Light premium activity with dollar volume down 67% vs prior. Below-average activity with volume down 79% vs prior. Extreme bullish P/C ratio of 0.31 - heavy call buying (2,839 calls vs 883 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 7 of results (avg 8.5%, best 7.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Dec 1823.4025.30$24.357.8%370.7626
$100.00Dec 1814.8016.30$15.559.6%50.6086
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Nov 206.807.30$7.057.1%1080.39202
$95.00Nov 204.905.30$5.107.8%560.31162
$105.00Dec 1814.0015.30$14.658.9%20.4547
$110.00Dec 1816.7018.30$17.509.1%30.5036
$115.00Dec 1819.7021.60$20.659.2%20.5653

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. 44 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Nov 60.352.75$1.55154.8%1341.00133
$103.00Nov 60.001.45$0.73198.6%71.005
$95.00Nov 66.609.40$8.0035.0%130.898
$90.00Nov 611.6014.40$13.0021.5%20.88--
$87.00Nov 1316.0018.70$17.3515.6%50.88--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Nov 60.101.00$0.55163.6%101.00--
$120.00Nov 615.8018.40$17.1015.2%30.84--
$105.00Nov 60.803.30$2.05122.0%10.83--
$120.00Nov 1316.1019.50$17.8019.1%10.8339
$114.00Nov 69.7012.40$11.0524.4%40.815

Most actively traded options today. High liquidity = easy entry/exit. 86 active (total vol 2.5K, top 256)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 2015.6017.80$16.7013.2%2560.772
$90.00Nov 1313.6016.10$14.8516.8%2340.825
$105.00Nov 60.000.35$0.18194.4%1370.18--
$102.00Nov 60.352.75$1.55154.8%1341.00133
$100.00Nov 209.3011.00$10.1516.7%1240.6041
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 202.703.80$3.2533.8%1290.23774
$100.00Nov 206.807.30$7.057.1%1080.39202
$95.00Nov 204.905.30$5.107.8%560.31162
$85.00Nov 201.652.65$2.1546.5%390.1687
$103.00Nov 135.406.80$6.1023.0%200.461

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 384.1%, max 1749.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Nov 6Dec 18705.3%97.8%621.3%60114
$105.00Nov 6Dec 18240.9%101.1%138.4%16228
$120.00Nov 13Dec 18104.0%96.4%7.9%36234
$115.00Nov 20Dec 18104.4%99.0%5.5%16142
$110.00Nov 13Dec 18101.7%100.2%1.5%43199
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Nov 6Nov 201838.4%99.4%1749.5%22180
$114.00Nov 6Nov 131411.3%102.2%1280.6%1917
$95.00Nov 6Dec 181112.0%99.7%1015.7%1438
$105.00Nov 6Dec 18240.9%101.1%138.4%347
$100.00Nov 13Dec 18113.1%97.8%15.7%18333

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 0.95, avg 1.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$90.00$110.00Dec 11$10.25$9.75$10.2572%0.95$100.25
$90.00$100.00Dec 4$5.50$4.50$5.5072%0.82$95.50
$90.00$100.00Dec 18$5.70$4.30$5.7071%0.75$95.70
$100.00$110.00Dec 4$4.40$5.60$4.4060%1.27$104.40
$85.00$90.00Dec 18$3.10$1.90$3.1076%0.61$88.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$103.00$101.00Nov 13$0.75$1.25$0.7546%1.67$102.25
$110.00$103.00Nov 13$3.90$3.10$3.9065%0.79$106.10
$97.00$95.00Nov 13$0.57$1.43$0.5732%2.51$96.43
$98.00$97.00Nov 13$0.35$0.65$0.3534%1.86$97.65
$101.00$100.00Nov 13$0.50$0.50$0.5041%1.00$100.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 0.64, avg 0.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$109.00$110.00Nov 13$0.77$0.77$0.2362%3.35$109.77
$117.00$119.00Nov 13$0.47$0.47$1.5379%0.31$117.47
$115.00$120.00Nov 20$1.50$1.50$3.5066%0.43$116.50
$120.00$123.00Nov 13$0.44$0.44$2.5684%0.17$120.44
$112.00$116.00Nov 13$1.05$1.05$2.9569%0.36$113.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$90.00$85.00Dec 18$1.95$1.95$3.0572%0.64$88.05
$95.00$90.00Nov 20$1.85$1.85$3.1569%0.59$93.15
$95.00$83.00Nov 13$2.10$2.10$9.9072%0.21$92.90
$100.00$95.00Dec 18$2.25$2.25$2.7560%0.82$97.75
$95.00$90.00Dec 4$1.90$1.90$3.1067%0.61$93.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $3.45, cheapest $5.05)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Nov 20Dec 18$5.10104.4%99.0%
$110.00Nov 13Nov 20$2.72101.7%105.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Nov 20Dec 18$5.05104.4%99.0%
$100.00Nov 13Nov 20$2.20113.1%109.7%
$110.00Nov 13Nov 20$2.20101.7%105.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 1.24% of stock, avg 15.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$103.00Nov 6$0.73$0.55$1.28$101.72$104.281.24%
$105.00Nov 6$0.18$2.05$2.23$102.77$107.232.16%
$95.00Nov 6$8.00$0.73$8.73$86.27$103.738.46%
$101.00Nov 13$7.30$5.35$12.65$88.35$113.6512.26%
$100.00Nov 13$8.00$4.85$12.85$87.15$112.8512.45%
$110.00Nov 13$3.13$10.00$13.13$96.87$123.1312.72%
$97.00Nov 13$10.05$3.65$13.70$83.30$110.7013.27%
$95.00Nov 13$11.30$3.08$14.38$80.62$109.3813.93%
$100.00Nov 20$10.15$7.05$17.20$82.80$117.2016.67%
$105.00Nov 20$8.00$9.40$17.40$87.60$122.4016.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 61 found (cheapest 0.88% of stock, avg 11.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$105.00$95.00Nov 6$0.18$0.73$0.91$94.09$105.91
$105.00$90.00Nov 6$0.18$1.08$1.26$88.74$106.26
$120.00$85.00Nov 20$2.75$2.15$4.90$80.10$124.90
$116.00$97.00Nov 13$1.70$3.65$5.35$91.65$121.35
$120.00$90.00Nov 20$2.75$3.25$6.00$84.00$126.00
$112.00$97.00Nov 13$2.75$3.65$6.40$90.60$118.40
$116.00$98.00Nov 13$1.70$4.00$5.70$92.30$121.70
$112.00$98.00Nov 13$2.75$4.00$6.75$91.25$118.75
$110.00$97.00Nov 13$3.13$3.65$6.78$90.22$116.78
$110.00$98.00Nov 13$3.13$4.00$7.13$90.87$117.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 2.03, avg credit $1.79)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
90/95115/120Nov 20$3.35$1.6536%2.03$91.65$118.35
95/97117/119Nov 13$1.04$0.9647%1.08$95.96$118.04
85/90115/120Nov 20$2.60$2.4044%1.08$87.40$117.60
97/98117/119Nov 13$0.82$1.1845%0.69$97.18$117.82
95/97110/112Nov 13$0.95$1.0534%0.90$96.05$110.95
95/97120/123Nov 13$1.01$1.9952%0.51$95.99$121.01
97/98110/112Nov 13$0.73$1.2731%0.57$97.27$110.73
97/98120/123Nov 13$0.79$2.2150%0.36$97.21$120.79
95/97112/116Nov 13$1.62$2.3838%0.68$95.38$113.62
97/98112/116Nov 13$1.40$2.6035%0.54$96.60$113.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$95.00$100.00Nov 20$0.05$4.9517%99.00
$110.00$115.00$120.00Nov 20$0.10$4.9017%49.00
$90.00$100.00$110.00Dec 4$1.10$8.9025%8.09
$110.00$115.00$120.00Dec 18$0.05$4.9511%99.00
$105.00$110.00$115.00Dec 18$0.20$4.8011%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$95.00$100.00Nov 20$0.10$4.9017%49.00
$100.00$105.00$110.00Dec 18$0.05$4.9511%99.00
$110.00$115.00$120.00Nov 20$0.25$4.7517%19.00
$95.00$100.00$105.00Nov 20$0.40$4.6018%11.50
$100.00$105.00$110.00Nov 20$0.45$4.5518%10.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 32 found (best net $-0.20, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$110.001:2Dec 11-$0.20$19.80
$100.00$110.001:2Nov 27-$2.60$7.40
$90.00$95.001:2Nov 6-$3.00$2.00
$112.00$116.001:2Nov 13-$0.65$3.35
$100.00$110.001:2Dec 4-$5.20$4.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$103.001:2Nov 13-$2.20$4.80
$103.00$95.001:2Nov 6-$0.91$7.09
$105.00$95.001:2Dec 4-$3.40$6.60
$105.00$104.001:2Nov 6-$0.71$0.29
$120.00$114.001:2Nov 6-$5.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 10.17%, avg 4.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$110.00Dec 18$10.500.496.6%10.17%16.75%36141
$105.00Dec 18$12.500.551.7%12.11%13.85%2528
$115.00Dec 18$8.400.4311.4%8.14%19.56%15142
$120.00Dec 18$6.800.3816.3%6.59%22.86%18231
$110.00Dec 11$9.600.486.6%9.30%15.88%4--
$110.00Dec 4$8.800.476.6%8.53%15.11%3--
$110.00Nov 27$6.500.446.6%6.30%12.88%944
$105.00Nov 20$7.600.511.7%7.36%9.10%825
$110.00Nov 20$5.500.426.6%5.33%11.91%2872
$115.00Nov 20$4.000.3411.4%3.88%15.30%1--

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 2,839
Total Puts 883
Put/Call Ratio 0.31
Net Difference 1,956

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,191
Total Puts 14,831
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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