Tour v531
SMTC
SEMTECH CORP
$168.28 -10.15%
$167.31 (-0.58%)🌙
as of 10/12 06:45 PM
◀ 10/12 18:45 ▶

Option Volume

Detail
ℹ
Current (10/12) 11,695
Calls: 8,364 (72%)
Puts: 3,331 (28%)
Prior (10/08) 7,671
Calls: 1,711 (22%)
Puts: 5,960 (78%)
Current vs Prior +52.46%
Calls: +388.84% (Calls)
Puts: -44.11% (Puts)
Prior 7-Day Total 29,600
Calls: 15,464 (52%)
Puts: 14,136 (48%)
Prior 7-Day Average 4,228
Calls: 2,209 (52%)
Puts: 2,019 (48%)
Current vs Prior 7-Day Avg +176.57%
Calls: +278.61%
Puts: +64.95%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/12) $9.88M
Calls: $7.78M (79%)
Puts: $2.10M (21%)
Prior (10/08) $21.83M
Calls: $3.46M (16%)
Puts: $18.37M (84%)
Current vs Prior -54.76%
Calls: +124.43%
Puts: -88.55%
Prior 7-Day Total $50.32M
Calls: $24.03M (48%)
Puts: $26.29M (52%)
Prior 7-Day Average $7.19M
Calls: $3.43M (48%)
Puts: $3.76M (52%)
Current vs Prior 7-Day Avg +37.41%
Calls: +126.54%
Puts: -44.03%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12) 0.40
Prior (10/08) 3.48
Current vs Prior -88.57%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -61.64%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/12) 37,407
Calls: 30,545 (82%)
Puts: 6,862 (18%)
Prior (10/08) 31,022
Calls: 24,313 (78%)
Puts: 6,709 (22%)
Current vs Prior +20.58%
Prior 7-Day Total 217,174
Calls: 178,436 (82%)
Puts: 38,738 (18%)
Prior 7-Day Average 31,024
Calls: 25,490 (82%)
Puts: 5,534 (18%)
Current vs Prior 7-Day Avg +20.57%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 10.01% | 12.72%10.01% | 21.39%
Prior 4.39% | 10.29%10.29% | 21.81%
Current vs Prior +128.11% | +23.54%-2.73% | -1.93%
Prior 7-Day Avg 6.00% | 11.12%12.28% | 23.22%
Current vs 7-Day Avg +66.89% | +14.37%-18.47% | -7.85%
Prior 7-Day Eod 4.39% | 10.29%10.29% | 21.81%
Current vs 7-Day Eod +128.11% | +23.54%-2.73% | -1.93%
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

Strong bullish conviction with 79% of dollar volume in calls ($7.78M) vs puts ($2.10M). Light premium activity with dollar volume down 55% vs prior. Above-average activity with volume up 52% vs prior. Volume explosion - 177% above 7-day average (11,695 vs avg 4,228).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 8 of results (avg 9.2%, best 8.1%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Nov 2032.4035.30$33.858.6%4300.801.3K
$165.00Nov 2017.4019.20$18.309.8%30.5729
$170.00Nov 2015.3016.90$16.109.9%560.5331
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 3033.3036.10$34.708.1%20.81--
$190.00Nov 2029.5032.20$30.858.8%110.65123
$195.00Nov 2032.8035.90$34.359.0%100.6834
$185.00Nov 623.5025.80$24.659.3%110.64--
$180.00Nov 620.1022.20$21.159.9%30.59--

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. 48 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Oct 1631.8035.20$33.5010.1%11.0099
$140.00Oct 1626.9030.30$28.6011.9%10.94--
$145.00Oct 1622.3025.30$23.8012.6%10.90--
$150.00Oct 1617.8021.10$19.4517.0%10.86--
$145.00Oct 3024.8028.00$26.4012.1%20.82--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 1630.7034.20$32.4510.8%20.92--
$195.00Oct 1626.4029.60$28.0011.4%30.89124
$190.00Oct 1621.9024.90$23.4012.8%60.84153
$200.00Oct 3033.3036.10$34.708.1%20.81--
$187.50Oct 1619.7023.00$21.3515.5%10.80--

Most actively traded options today. High liquidity = easy entry/exit. 131 active (total vol 8.8K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 302.253.50$2.8843.4%1.7K0.1937
$160.00Oct 3015.4017.60$16.5013.3%1.6K0.644
$140.00Nov 2032.4035.30$33.858.6%4300.801.3K
$180.00Oct 163.003.80$3.4023.5%2660.301.7K
$170.00Oct 166.407.60$7.0017.1%2530.48988
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Oct 165.607.20$6.4025.0%7480.41122
$140.00Oct 160.200.45$0.3375.8%4380.04468
$167.50Oct 166.808.00$7.4016.2%2090.46121
$140.00Nov 204.705.50$5.1015.7%1910.20338
$160.00Oct 163.604.80$4.2028.6%1780.31957

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 42.9%, max 54.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Oct 16Nov 20114.3%73.8%54.9%9287
$155.00Oct 16Nov 13109.2%74.0%47.5%5235
$190.00Oct 16Nov 20111.3%76.3%45.8%2421.6K
$180.00Oct 16Nov 20110.9%76.2%45.5%2711.8K
$187.50Oct 16Oct 30118.3%81.7%44.9%11084
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Oct 16Nov 20114.3%73.8%54.9%750148
$160.00Oct 16Nov 20111.9%73.4%52.3%1891.0K
$155.00Oct 16Nov 20109.2%74.8%46.0%102427
$190.00Oct 16Nov 20111.3%76.3%45.8%17276
$170.00Oct 16Nov 20113.1%78.5%44.1%110240

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 99 found (best R:R 0.59, avg 2.92)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$140.00$160.00Nov 20$12.55$7.45$12.5580%0.59$152.55
$160.00$175.00Nov 13$6.70$8.30$6.7063%1.24$166.70
$145.00$160.00Oct 30$9.90$5.10$9.9082%0.52$154.90
$155.00$170.00Oct 23$8.20$6.80$8.2073%0.83$163.20
$180.00$185.00Nov 20$1.20$3.80$1.2044%3.17$181.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$162.50$160.00Oct 30$0.55$1.95$0.5539%3.55$161.95
$185.00$180.00Oct 30$2.95$2.05$2.9568%0.69$182.05
$182.50$180.00Oct 23$1.50$1.00$1.5069%0.67$181.00
$175.00$172.50Oct 16$1.30$1.20$1.3061%0.92$173.70
$140.00$135.00Oct 23$0.18$4.82$0.188%26.78$139.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 70 found (best R:R 0.89, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$187.50$190.00Oct 16$0.70$0.70$1.8080%0.39$188.20
$175.00$180.00Oct 23$2.10$2.10$2.9058%0.72$177.10
$172.50$175.00Oct 16$1.20$1.20$1.3056%0.92$173.70
$180.00$185.00Oct 30$1.90$1.90$3.1061%0.61$181.90
$180.00$182.50Oct 16$0.80$0.80$1.7070%0.47$180.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$150.00$145.00Nov 20$2.35$2.35$2.6572%0.89$147.65
$160.00$150.00Nov 6$4.00$4.00$6.0063%0.67$156.00
$145.00$140.00Oct 23$1.35$1.35$3.6585%0.37$143.65
$145.00$135.00Nov 13$2.35$2.35$7.6578%0.31$142.65
$150.00$145.00Oct 30$1.72$1.72$3.2876%0.52$148.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.49, cheapest $4.70)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Oct 16Oct 30$4.70114.3%80.3%
$167.50Oct 16Oct 30$4.40111.2%80.4%
$177.50Oct 16Oct 30$4.25111.7%82.5%
$160.00Oct 16Oct 30$4.55111.9%82.8%
$172.50Oct 16Oct 23$1.95115.8%87.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$175.00Oct 16Nov 20$9.05111.7%78.2%
$162.50Oct 16Oct 30$3.85111.1%78.9%
$172.50Oct 16Oct 23$2.45115.8%87.0%
$165.00Oct 16Oct 23$2.05114.3%85.9%
$170.00Oct 16Oct 23$2.25113.1%87.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 9.21% of stock, avg 13.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$165.00Oct 16$9.10$6.40$15.50$149.50$180.509.21%
$167.50Oct 16$8.10$7.40$15.50$152.00$183.009.21%
$170.00Oct 16$7.00$8.75$15.75$154.25$185.759.36%
$162.50Oct 16$10.70$5.10$15.80$146.70$178.309.39%
$160.00Oct 16$11.95$4.20$16.15$143.85$176.159.60%
$172.50Oct 16$6.15$10.15$16.30$156.20$188.809.69%
$175.00Oct 16$4.95$11.45$16.40$158.60$191.409.75%
$177.50Oct 16$4.15$13.15$17.30$160.20$194.8010.28%
$155.00Oct 16$15.30$2.53$17.83$137.17$172.8310.60%
$180.00Oct 16$3.40$15.15$18.55$161.45$198.5511.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 3.45% of stock, avg 9.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$190.00$150.00Oct 23$2.75$3.05$5.80$144.20$195.80
$180.00$157.50Oct 16$3.40$3.40$6.80$150.70$186.80
$190.00$155.00Oct 23$2.75$4.40$7.15$147.85$197.15
$200.00$140.00Nov 6$3.90$3.38$7.28$132.72$207.28
$180.00$160.00Oct 16$3.40$4.20$7.60$152.40$187.60
$177.50$157.50Oct 16$4.15$3.40$7.55$149.95$185.05
$177.50$160.00Oct 16$4.15$4.20$8.35$151.65$185.85
$200.00$145.00Nov 6$3.90$4.80$8.70$136.30$208.70
$190.00$157.50Oct 23$2.75$5.40$8.15$149.35$198.15
$180.00$162.50Oct 16$3.40$5.10$8.50$154.00$188.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 80 found (best R:R 0.77, avg credit $1.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
140/145195/200Oct 23$2.18$2.8266%0.77$142.82$197.18
155/158188/190Oct 16$1.57$0.9353%1.69$155.93$189.07
152/155188/190Oct 16$1.38$1.1258%1.23$153.62$188.88
155/158180/182Oct 16$1.67$0.8344%2.01$155.83$181.67
158/160188/190Oct 16$1.50$1.0048%1.50$158.50$189.00
145/150195/200Oct 30$2.54$2.4653%1.03$147.46$197.54
152/155180/182Oct 16$1.48$1.0248%1.45$153.52$181.48
145/150190/195Oct 30$2.77$2.2348%1.24$147.23$192.77
150/152188/190Oct 16$1.13$1.3762%0.82$151.37$188.63
155/158192/195Oct 16$1.17$1.3360%0.88$156.33$193.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$135.00$140.00$145.00Oct 16$0.10$4.9010%49.00
$165.00$170.00$175.00Nov 20$0.10$4.909%49.00
$145.00$150.00$155.00Oct 16$0.20$4.8012%24.00
$190.00$195.00$200.00Oct 30$0.23$4.779%20.74
$182.50$185.00$187.50Oct 16$0.07$2.434%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$140.00$145.00$150.00Oct 16$0.05$4.9510%99.00
$167.50$170.00$172.50Oct 16$0.05$2.4510%49.00
$135.00$140.00$145.00Nov 6$0.21$4.799%22.81
$160.00$165.00$170.00Oct 23$0.40$4.6016%11.50
$157.50$160.00$162.50Oct 16$0.10$2.409%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 48 found (best net $-1.00, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$170.001:2Oct 23-$1.00$14.00
$140.00$160.001:2Nov 20-$8.75$11.25
$145.00$160.001:2Oct 30-$6.60$8.40
$180.00$190.001:2Oct 23-$0.20$9.80
$160.00$175.001:2Nov 13-$6.25$8.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$180.00$165.001:2Nov 6-$2.85$12.15
$200.00$185.001:2Oct 30-$10.30$4.70
$160.00$150.001:2Nov 6-$1.90$8.10
$145.00$135.001:2Nov 13-$0.70$9.30
$140.00$135.001:2Oct 30-$0.22$4.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 39 found (best yield 5.82%, avg 3.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$185.00Nov 20$9.800.409.9%5.82%15.76%6--
$175.00Nov 20$13.200.484.0%7.84%11.84%571
$170.00Nov 20$15.300.531.0%9.09%10.11%5631
$180.00Nov 20$10.900.437.0%6.48%13.44%571
$190.00Nov 20$7.800.3512.9%4.64%17.54%1459
$200.00Nov 20$6.100.2918.9%3.62%22.47%75654
$195.00Nov 20$6.500.3115.9%3.86%19.74%3213
$175.00Nov 13$11.500.484.0%6.83%10.83%2--
$200.00Nov 13$4.300.2518.9%2.56%21.40%15--
$175.00Oct 30$8.400.454.0%4.99%8.99%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 8,364
Total Puts 3,331
Put/Call Ratio 0.40
Net Difference 5,033

Prior's Put/Call Breakdown

Total Calls 1,711
Total Puts 5,960
Put/Call Ratio 3.48
Net Difference -4,249

Prior 7-Day Put/Call Summary

Total Calls 15,464
Total Puts 14,136
Average Put/Call Ratio 1.04
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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