Tour v531
SMTC
SEMTECH CORP
$136.73 -5.19%
$135.50 (-0.90%)🌙
as of 10/17 03:27 AM
◀ 10/16 03:27

Option Volume

Detail
ℹ
Current (10/17) 14,118
Calls: 12,031 (85%)
Puts: 2,087 (15%)
Prior (10/14) 4,400
Calls: 2,871 (65%)
Puts: 1,529 (35%)
Current vs Prior +220.86%
Calls: +319.05% (Calls)
Puts: +36.49% (Puts)
Prior 7-Day Total 33,747
Calls: 19,275 (57%)
Puts: 14,472 (43%)
Prior 7-Day Average 4,821
Calls: 2,753 (57%)
Puts: 2,067 (43%)
Current vs Prior 7-Day Avg +192.84%
Calls: +336.92%
Puts: +0.95%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/17) $7.39M
Calls: $4.70M (64%)
Puts: $2.69M (36%)
Prior (10/14) $4.02M
Calls: $2.05M (51%)
Puts: $1.97M (49%)
Current vs Prior +83.86%
Calls: +129.48%
Puts: +36.42%
Prior 7-Day Total $47.72M
Calls: $22.73M (48%)
Puts: $25.00M (52%)
Prior 7-Day Average $6.82M
Calls: $3.25M (48%)
Puts: $3.57M (52%)
Current vs Prior 7-Day Avg +8.35%
Calls: +44.77%
Puts: -24.77%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/17) 0.17
Prior (10/14) 0.53
Current vs Prior -67.43%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg -82.61%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/17) 41,113
Calls: 31,764 (77%)
Puts: 9,349 (23%)
Prior (10/14) 35,938
Calls: 27,927 (78%)
Puts: 8,011 (22%)
Current vs Prior +14.40%
Prior 7-Day Total 227,533
Calls: 183,681 (81%)
Puts: 43,852 (19%)
Prior 7-Day Average 32,504
Calls: 26,240 (81%)
Puts: 6,264 (19%)
Current vs Prior 7-Day Avg +26.48%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 9.76% | 14.77%20.73% | 28.34%
Prior 9.70% | 12.85%9.70% | 21.56%
Current vs Prior +0.63% | +14.93%+113.69% | +31.46%
Prior 7-Day Avg 7.41% | 11.55%10.33% | 21.79%
Current vs 7-Day Avg +31.82% | +27.89%+100.70% | +30.04%
Prior 7-Day Eod 9.70% | 12.85%9.70% | 21.56%
Current vs 7-Day Eod +0.63% | +14.93%+113.69% | +31.46%
Sentiment BEARISHBEARISH

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 64% call dollar volume ($4.70M). Elevated premium activity with dollar volume up 84% vs prior. Unusually high activity with volume up 221% vs prior - elevated interest. Volume explosion - 193% above 7-day average (14,118 vs avg 4,821).

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 BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 7 of results (avg 8.2%, best 5.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Nov 2011.2012.10$11.657.7%250.52590
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Nov 2020.2021.40$20.805.8%390.61130
$145.00Nov 2017.0018.40$17.707.9%1390.56160
$160.00Nov 2026.7029.00$27.858.3%60.7356
$145.00Oct 3012.7013.90$13.309.0%70.648
$155.00Nov 2022.9025.10$24.009.2%40.67--

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. 67 found (avg delta 388.07, highest 999.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Oct 1610.5012.80$11.6519.7%1999.001.7K
$135.00Oct 160.903.60$2.25120.0%1999.00--
$140.00Oct 160.000.60$0.30200.0%90999.00463
$141.00Oct 160.000.50$0.25200.0%2999.008
$142.00Oct 160.001.40$0.70200.0%123999.0033
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Oct 160.000.75$0.38197.4%90999.00271
$135.00Oct 160.150.85$0.50140.0%96999.00318
$140.00Oct 162.804.20$3.5040.0%352999.00612
$141.00Oct 163.105.30$4.2052.4%5999.00129
$142.00Oct 163.906.20$5.0545.5%1999.00--

Most actively traded options today. High liquidity = easy entry/exit. 125 active (total vol 4.5K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Nov 612.7015.10$13.9017.3%1.5K0.66--
$150.00Oct 160.000.85$0.43197.7%204999.002.1K
$150.00Nov 207.608.90$8.2515.8%1830.40235
$142.00Oct 160.001.40$0.70200.0%123999.0033
$140.00Oct 234.205.30$4.7523.2%1050.4510
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Oct 162.804.20$3.5040.0%352999.00612
$145.00Nov 2017.0018.40$17.707.9%1390.56160
$135.00Oct 160.150.85$0.50140.0%96999.00318
$150.00Oct 1611.6014.90$13.2524.9%95999.00386
$130.00Oct 160.000.75$0.38197.4%90999.00271

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 7.0%, max 8.9%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Nov 6Nov 2079.1%75.3%5.0%1.5K1.3K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$148.00Oct 23Oct 3091.4%83.9%8.9%425

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 72 found (best R:R 40.67, avg 3.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$135.00$140.00Oct 16$1.95$3.05$1.95100%1.56$136.95
$145.00$148.00Oct 16$0.38$2.62$0.38100%6.89$145.38
$152.50$155.00Oct 16$0.30$2.20$0.30100%7.33$152.80
$130.00$135.00Nov 6$2.15$2.85$2.1566%1.33$132.15
$145.00$148.00Oct 30$0.40$2.60$0.4039%6.50$145.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$135.00$130.00Oct 16$0.12$4.88$0.12100%40.67$134.88
$140.00$135.00Oct 16$3.00$2.00$3.00100%0.67$137.00
$135.00$134.00Oct 23$0.15$0.85$0.1544%5.67$134.85
$143.00$141.00Oct 23$1.10$0.90$1.1064%0.82$141.90
$148.00$145.00Oct 30$1.85$1.15$1.8567%0.62$146.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 0.56, avg 0.64)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$149.00$150.00Oct 23$0.75$0.75$0.2573%3.00$149.75
$144.00$145.00Oct 23$0.65$0.65$0.3563%1.86$144.65
$140.00$145.00Oct 30$2.35$2.35$2.6552%0.89$142.35
$141.00$142.00Oct 23$0.60$0.60$0.4057%1.50$141.60
$155.00$160.00Nov 20$1.65$1.65$3.3565%0.49$156.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$130.00$120.00Nov 6$3.57$3.57$6.4364%0.56$126.43
$134.00$132.00Oct 23$1.30$1.30$0.7059%1.86$132.70
$131.00$130.00Oct 23$0.85$0.85$0.1566%5.67$130.15
$120.00$115.00Nov 20$1.55$1.55$3.4575%0.45$118.45
$125.00$120.00Nov 20$1.85$1.85$3.1569%0.59$123.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $2.80, cheapest $2.80)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$130.00Nov 6Nov 20$2.8079.1%75.3%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 2.01% of stock, avg 12.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Oct 16$2.25$0.50$2.75$132.25$137.752.01%
$140.00Oct 16$0.30$3.50$3.80$136.20$143.802.78%
$141.00Oct 16$0.25$4.20$4.45$136.55$145.453.25%
$142.00Oct 16$0.70$5.05$5.75$136.25$147.754.21%
$143.00Oct 16$0.60$6.40$7.00$136.00$150.005.12%
$145.00Oct 16$0.63$8.35$8.98$136.02$153.986.57%
$138.00Oct 23$5.70$6.75$12.45$125.55$150.459.11%
$140.00Oct 23$4.75$7.85$12.60$127.40$152.609.22%
$135.00Oct 23$7.50$5.35$12.85$122.15$147.859.40%
$134.00Oct 23$7.85$5.20$13.05$120.95$147.059.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 86 found (cheapest 4.24% of stock, avg 8.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$150.00$115.00Oct 30$4.25$1.55$5.80$109.20$155.80
$144.00$130.00Oct 23$3.80$3.18$6.98$123.02$150.98
$149.00$115.00Oct 30$4.40$1.55$5.95$109.05$154.95
$150.00$120.00Oct 30$4.25$2.20$6.45$113.55$156.45
$144.00$132.00Oct 23$3.80$3.90$7.70$124.30$151.70
$149.00$120.00Oct 30$4.40$2.20$6.60$113.40$155.60
$143.00$130.00Oct 23$4.05$3.18$7.23$122.77$150.23
$148.00$115.00Oct 30$4.70$1.55$6.25$108.75$154.25
$144.00$131.00Oct 23$3.80$4.03$7.83$123.17$151.83
$142.00$130.00Oct 23$4.15$3.18$7.33$122.67$149.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 1.78, avg credit $1.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
115/120155/160Nov 20$3.20$1.8040%1.78$116.80$158.20
120/125155/160Nov 20$3.50$1.5034%2.33$121.50$158.50
130/131152/155Oct 23$1.30$1.2048%1.08$129.70$153.80
130/131150/152Oct 23$1.25$1.2544%1.00$129.75$151.25
130/131155/158Oct 23$0.98$1.5252%0.64$130.02$155.98
120/125150/155Oct 30$2.68$2.3242%1.16$122.32$152.68
125/129152/155Oct 23$1.65$2.3553%0.70$127.35$154.15
125/129149/150Oct 23$1.95$2.0544%0.95$127.05$150.95
125/130150/155Oct 30$3.03$1.9733%1.54$126.97$153.03
120/125155/160Oct 30$2.20$2.8049%0.79$122.80$157.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 49.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$135.00$140.00$145.00Nov 20$0.25$4.7512%19.00
$142.00$143.00$144.00Oct 16$0.07$0.930%13.29
$143.00$144.00$145.00Oct 16$0.09$0.910%10.11
$150.00$155.00$160.00Oct 30$0.48$4.5213%9.42
$148.00$149.00$150.00Oct 30$0.15$0.853%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$135.00$140.00$145.00Oct 30$0.10$4.9020%49.00
$145.00$150.00$155.00Nov 20$0.10$4.9011%49.00
$120.00$125.00$130.00Nov 20$0.15$4.8512%32.33
$125.00$130.00$135.00Nov 13$0.20$4.8014%24.00
$125.00$130.00$135.00Nov 20$0.20$4.8013%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. 44 found (best net $-0.26, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$160.001:2Oct 16-$1.99$3.01
$150.00$152.501:2Oct 16-$0.27$2.23
$135.00$145.001:2Nov 6-$2.75$7.25
$148.00$150.001:2Oct 16-$0.61$1.39
$140.00$141.001:2Oct 16-$0.20$0.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$130.001:2Oct 16-$0.26$4.74
$150.00$145.001:2Oct 16-$3.45$1.55
$145.00$135.001:2Nov 6-$3.70$6.30
$129.00$125.001:2Oct 23-$0.55$3.45
$125.00$120.001:2Oct 23-$0.51$4.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 7.02%, avg 3.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$145.00Nov 27$9.600.476.0%7.02%13.07%3--
$150.00Nov 27$7.800.419.7%5.70%15.41%51
$155.00Nov 27$6.400.3613.4%4.68%18.04%1--
$150.00Nov 20$7.600.409.7%5.56%15.26%183235
$140.00Nov 20$11.200.522.4%8.19%10.58%25590
$145.00Nov 20$8.600.466.0%6.29%12.34%7773
$160.00Nov 27$4.900.3217.0%3.58%20.60%1--
$155.00Nov 20$5.800.3513.4%4.24%17.60%12343
$160.00Nov 20$4.300.2917.0%3.14%20.16%6239
$150.00Nov 6$5.100.379.7%3.73%13.44%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 12,031
Total Puts 2,087
Put/Call Ratio 0.17
Net Difference 9,944

Prior's Put/Call Breakdown

Total Calls 2,871
Total Puts 1,529
Put/Call Ratio 0.53
Net Difference 1,342

Prior 7-Day Put/Call Summary

Total Calls 19,275
Total Puts 14,472
Average Put/Call Ratio 1.00
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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