Tour v531
SMTC
SEMTECH CORP
$192.83 -1.05%
$193.80 (+0.50%)🌙
as of 10/05 06:47 PM
◀ 10/5 18:47 ▶

Option Volume

Detail
ℹ
Current (10/05) 2,517
Calls: 1,330 (53%)
Puts: 1,187 (47%)
Prior (10/02) 10,161
Calls: 6,572 (65%)
Puts: 3,589 (35%)
Current vs Prior -75.23%
Calls: -79.76% (Calls)
Puts: -66.93% (Puts)
Prior 7-Day Total 21,779
Calls: 14,044 (64%)
Puts: 7,735 (36%)
Prior 7-Day Average 3,629
Calls: 2,006 (64%)
Puts: 1,105 (36%)
Current vs Prior 7-Day Avg -30.66%
Calls: -33.71%
Puts: +7.42%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/05) $2.50M
Calls: $1.77M (71%)
Puts: $726.3K (29%)
Prior (10/02) $11.67M
Calls: $9.42M (81%)
Puts: $2.25M (19%)
Current vs Prior -78.60%
Calls: -81.20%
Puts: -67.67%
Prior 7-Day Total $27.85M
Calls: $19.93M (72%)
Puts: $7.92M (28%)
Prior 7-Day Average $4.64M
Calls: $2.85M (72%)
Puts: $1.13M (28%)
Current vs Prior 7-Day Avg -46.21%
Calls: -37.83%
Puts: -35.79%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/05) 0.89
Prior (10/02) 0.55
Current vs Prior +63.43%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg +40.85%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/05) 26,338
Calls: 19,977 (76%)
Puts: 6,361 (24%)
Prior (10/02) 45,237
Calls: 37,008 (82%)
Puts: 8,229 (18%)
Current vs Prior -41.78%
Prior 7-Day Total 232,837
Calls: 197,753 (85%)
Puts: 35,084 (15%)
Prior 7-Day Average 33,262
Calls: 28,250 (85%)
Puts: 5,012 (15%)
Current vs Prior 7-Day Avg -20.82%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 6.90% | 11.56%11.56% | 22.14%
Prior 8.60% | 13.57%13.57% | 23.99%
Current vs Prior -19.75% | -14.79%-14.79% | -7.69%
Prior 7-Day Avg 7.85% | 12.11%15.32% | 25.56%
Current vs 7-Day Avg -12.11% | -4.46%-24.51% | -13.37%
Prior 7-Day Eod 8.60% | 13.57%13.57% | 23.99%
Current vs 7-Day Eod -19.75% | -14.79%-14.79% | -7.69%
Sentiment BULLISHBULLISH

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 71% call dollar volume ($1.77M). Light premium activity with dollar volume down 79% vs prior. Below-average activity with volume down 75% vs prior. P/C ratio rising 63% - increased hedging/bearish positioning.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 3 of results (avg 8.5%, best 6.8%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1632.7035.00$33.856.8%10.91288
$160.00Nov 636.0039.40$37.709.0%40.83--
$175.00Oct 1620.8022.90$21.859.6%250.79419
PUTS (0)
No puts meet the criteria

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. 27 found (avg delta 0.66, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Oct 1632.7035.00$33.856.8%10.91288
$180.00Oct 913.0016.10$14.5521.3%10.86--
$170.00Oct 1624.0026.70$25.3510.7%40.841.0K
$160.00Nov 636.0039.40$37.709.0%40.83--
$182.50Oct 911.3013.50$12.4017.7%100.80--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 99.3011.60$10.4522.0%50.657
$197.50Oct 97.509.80$8.6526.6%10.59--
$195.00Oct 95.907.80$6.8527.7%60.5415
$200.00Oct 3017.4020.40$18.9015.9%60.54--
$195.00Oct 1610.7012.90$11.8018.6%390.5186

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 1.8K, top 334)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Oct 168.3010.50$9.4023.4%3340.49407
$200.00Oct 166.408.10$7.2523.4%2230.421.3K
$210.00Oct 163.204.80$4.0040.0%1200.282.0K
$195.00Oct 94.405.80$5.1027.5%1170.4629
$220.00Oct 162.253.90$3.0853.6%490.202.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Oct 90.000.35$0.18194.4%1940.03117
$177.50Oct 90.151.40$0.77162.3%900.1113
$180.00Oct 307.509.80$8.6526.6%440.3312
$160.00Oct 160.751.50$1.1366.4%430.08952
$182.50Oct 90.652.30$1.48111.5%410.2021

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 4.7%, max 12.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Oct 16Nov 1385.6%76.3%12.2%512.3K
$205.00Oct 16Oct 2379.3%74.3%6.8%12158
$200.00Oct 9Oct 1681.3%77.7%4.7%2481.4K
$190.00Oct 9Oct 2375.0%72.6%3.2%676
$192.50Oct 9Oct 1678.3%76.7%2.1%710
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Oct 16Nov 1377.7%72.3%7.4%15171
$192.50Oct 9Oct 1678.3%76.7%2.1%620
$195.00Oct 9Oct 3076.8%75.5%1.7%715

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 66 found (best R:R 1.55, avg 3.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$185.00$220.00Nov 13$13.70$21.30$13.7061%1.55$198.70
$210.00$220.00Oct 16$0.92$9.08$0.9228%9.87$210.92
$190.00$205.00Oct 23$6.25$8.75$6.2557%1.40$196.25
$180.00$195.00Oct 30$8.45$6.55$8.4567%0.78$188.45
$175.00$185.00Oct 23$6.60$3.40$6.6075%0.52$181.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$195.00$192.50Oct 9$0.75$1.75$0.7554%2.33$194.25
$187.50$185.00Oct 16$0.55$1.95$0.5539%3.55$186.95
$180.00$175.00Oct 30$1.20$3.80$1.2033%3.17$178.80
$180.00$177.50Oct 9$0.16$2.34$0.1614%14.62$179.84
$177.50$175.00Oct 9$0.12$2.38$0.1211%19.83$177.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 47 found (best R:R 0.33, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$225.00Oct 16$1.53$1.53$3.4780%0.44$221.53
$205.00$210.00Oct 16$1.80$1.80$3.2065%0.56$206.80
$200.00$202.50Oct 9$1.02$1.02$1.4865%0.69$201.02
$207.50$210.00Oct 9$0.42$0.42$2.0881%0.20$207.92
$197.50$200.00Oct 9$0.95$0.95$1.5560%0.61$198.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$170.00$155.00Nov 13$3.75$3.75$11.2574%0.33$166.25
$175.00$170.00Oct 30$2.10$2.10$2.9072%0.72$172.90
$175.00$170.00Nov 13$2.20$2.20$2.8070%0.79$172.80
$160.00$155.00Oct 30$1.38$1.38$3.6285%0.38$158.62
$175.00$170.00Nov 6$2.10$2.10$2.9071%0.72$172.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $4.29, cheapest $2.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Oct 16Oct 23$2.1079.3%74.3%
$197.50Oct 9Oct 16$3.8082.5%78.7%
$200.00Oct 9Oct 16$3.6581.3%77.7%
$192.50Oct 9Oct 16$4.0578.3%76.7%
$190.00Oct 9Oct 16$3.9075.0%75.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Oct 9Oct 30$8.4581.3%76.5%
$192.50Oct 9Oct 16$4.0078.3%76.7%
$190.00Oct 9Oct 16$4.0575.0%75.7%
$195.00Oct 9Oct 16$4.9576.8%78.7%
$187.50Oct 9Oct 16$3.9069.8%72.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 6.20% of stock, avg 10.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$195.00Oct 9$5.10$6.85$11.95$183.05$206.956.20%
$190.00Oct 9$7.65$4.65$12.30$177.70$202.306.38%
$192.50Oct 9$6.45$6.10$12.55$179.95$205.056.51%
$185.00Oct 9$10.55$2.23$12.78$172.22$197.786.63%
$197.50Oct 9$4.55$8.65$13.20$184.30$210.706.85%
$182.50Oct 9$12.40$1.48$13.88$168.62$196.387.20%
$200.00Oct 9$3.60$10.45$14.05$185.95$214.057.29%
$180.00Oct 9$14.55$0.93$15.48$164.52$195.488.03%
$190.00Oct 16$11.55$8.70$20.25$169.75$210.2510.50%
$192.50Oct 16$10.50$10.10$20.60$171.90$213.1010.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 67 found (cheapest 1.57% of stock, avg 6.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$207.50$182.50Oct 9$1.55$1.48$3.03$179.47$210.53
$207.50$185.00Oct 9$1.55$2.23$3.78$181.22$211.28
$202.50$182.50Oct 9$2.58$1.48$4.06$178.44$206.56
$202.50$185.00Oct 9$2.58$2.23$4.81$180.19$207.31
$207.50$187.50Oct 9$1.55$3.25$4.80$182.70$212.30
$200.00$182.50Oct 9$3.60$1.48$5.08$177.42$205.08
$202.50$187.50Oct 9$2.58$3.25$5.83$181.67$208.33
$200.00$185.00Oct 9$3.60$2.23$5.83$179.17$205.83
$200.00$187.50Oct 9$3.60$3.25$6.85$180.65$206.85
$197.50$182.50Oct 9$4.55$1.48$6.03$176.47$203.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 41 found (best R:R 1.07, avg credit $1.77)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
165/170220/225Oct 16$2.58$2.4264%1.07$167.42$222.58
155/160220/225Oct 16$1.89$3.1171%0.61$158.11$221.89
170/175220/225Oct 16$2.45$2.5558%0.96$172.55$222.45
185/188200/202Oct 9$2.04$0.4632%4.43$185.46$202.04
165/170205/210Oct 16$2.85$2.1549%1.33$167.15$207.85
182/185200/202Oct 9$1.77$0.7339%2.42$183.23$201.77
162/165220/225Oct 16$1.76$3.2469%0.54$163.24$221.76
180/182200/202Oct 9$1.57$0.9346%1.69$180.93$201.57
172/175200/202Oct 9$1.29$1.2156%1.07$173.71$201.29
170/175220/225Nov 13$3.40$1.6036%2.13$171.60$223.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 49.00, cheapest $0.05)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$180.00$182.50$185.00Oct 16$0.05$2.458%49.00
$192.50$195.00$197.50Oct 16$0.05$2.457%49.00
$180.00$182.50$185.00Oct 9$0.30$2.2012%7.33
$192.50$195.00$197.50Oct 9$0.80$1.7012%2.12
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$190.00$195.00$200.00Oct 30$0.10$4.9010%49.00
$160.00$165.00$170.00Nov 6$0.05$4.958%99.00
$185.00$190.00$195.00Oct 30$0.20$4.8011%24.00
$180.00$182.50$185.00Oct 9$0.20$2.3012%11.50
$155.00$160.00$165.00Nov 6$0.25$4.757%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. 40 found (best net $-1.65, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$190.00$205.001:2Oct 23-$1.65$13.35
$180.00$195.001:2Oct 30-$5.50$9.50
$220.00$225.001:2Oct 16-$0.02$4.98
$202.50$207.501:2Oct 9-$0.52$4.48
$210.00$220.001:2Oct 16-$2.16$7.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$170.00$155.001:2Nov 13-$0.50$14.50
$170.00$160.001:2Oct 30-$1.01$8.99
$200.00$185.001:2Nov 13-$6.15$8.85
$170.00$165.001:2Oct 16-$0.20$4.80
$160.00$155.001:2Oct 30-$0.42$4.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 4.25%, avg 2.36%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Nov 13$8.200.3414.1%4.25%18.34%2--
$225.00Nov 13$7.000.3116.7%3.63%20.31%2--
$195.00Oct 30$12.800.511.1%6.64%7.76%35
$205.00Oct 23$7.300.396.3%3.79%10.10%1052
$230.00Oct 30$2.950.2119.3%1.53%20.81%31
$197.50Oct 16$7.500.462.4%3.89%6.31%1--
$200.00Oct 16$6.400.423.7%3.32%7.04%2231.3K
$195.00Oct 16$8.300.491.1%4.30%5.43%334407
$205.00Oct 16$5.100.356.3%2.64%8.96%2106
$225.00Oct 23$2.700.2016.7%1.40%18.08%10--

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 1,330
Total Puts 1,187
Put/Call Ratio 0.89
Net Difference 143

Prior's Put/Call Breakdown

Total Calls 6,572
Total Puts 3,589
Put/Call Ratio 0.55
Net Difference 2,983

Prior 7-Day Put/Call Summary

Total Calls 14,044
Total Puts 7,735
Average Put/Call Ratio 0.63
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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