NEW Tour v246
TSM
TAIWAN SEMICONDUCTOR ADR
$477.57 +4.94%
$476.15 (-0.30%)🌙
as of 06/30 06:04 PM
6/30 18:04

Option Volume

Detail
Current (06/30) 178,361
Calls: 87,571 (49%)
Puts: 90,790 (51%)
Prior (06/29) 168,695
Calls: 73,913 (44%)
Puts: 94,782 (56%)
Current vs Prior +5.73%
Calls: +18.48% (Calls)
Puts: -4.21% (Puts)
Prior 7-Day Total 1,143,860
Calls: 497,171 (43%)
Puts: 646,689 (57%)
Prior 7-Day Average 163,408
Calls: 71,024 (43%)
Puts: 92,384 (57%)
Current vs Prior 7-Day Avg +9.15%
Calls: +23.30%
Puts: -1.73%
Sentiment BEARISH

Dollar Volume

Detail
Current (06/30) $373.82M
Calls: $299.38M (80%)
Puts: $74.45M (20%)
Prior (06/29) $263.19M
Calls: $205.23M (78%)
Puts: $57.96M (22%)
Current vs Prior +42.03%
Calls: +45.87%
Puts: +28.45%
Prior 7-Day Total $1.76B
Calls: $1.21B (69%)
Puts: $546.60M (31%)
Prior 7-Day Average $250.86M
Calls: $172.77M (69%)
Puts: $78.09M (31%)
Current vs Prior 7-Day Avg +49.02%
Calls: +73.28%
Puts: -4.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 1.04
Prior (06/29) 1.28
Current vs Prior -19.15%
Prior 7-Day Average 1.38
Current vs Prior 7-Day Avg -25.06%
Sentiment BEARISH

Open Interest

Detail
Current (06/30) 1,842,128
Calls: 817,545 (44%)
Puts: 1,024,583 (56%)
Prior (06/29) 1,764,213
Calls: 783,990 (44%)
Puts: 980,223 (56%)
Current vs Prior +4.42%
Prior 7-Day Total 12,142,702
Calls: 5,399,103 (44%)
Puts: 6,743,599 (56%)
Prior 7-Day Average 1,734,671
Calls: 771,300 (44%)
Puts: 963,371 (56%)
Current vs Prior 7-Day Avg +6.19%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 6.82% | 10.00%6.82% | 10.00%10.00% | 16.95%
Prior 4.22% | 7.08%-- | ---- | --
Current vs Prior -18.00% | -3.76%-- | ---- | --
Prior 7-Day Avg 4.44% | 6.95%-- | ---- | --
Current vs 7-Day Avg -21.97% | -1.87%-- | ---- | --
Prior 7-Day Eod 4.22% | 7.08%-- | ---- | --
Current vs 7-Day Eod -18.00% | -3.76%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 13.36% | 7.94%
Calls: 13.04% | 7.82%
Puts: 13.67% | 8.05%
Prior 17.73% | 8.88%
Calls: 17.17% | 5.42%
Puts: 18.29% | 12.34%
Current vs Prior -24.65% | -10.59%
Prior 7-Day Avg 16.40% | 11.28%
Calls: 15.76% | 10.34%
Puts: 17.03% | 12.22%
Current vs 7-Day Avg -18.52% | -29.64%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($299.38M) vs puts ($74.45M). Slightly bearish P/C ratio of 1.04.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 207 of results (avg 6.3%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$395.00Jul 3187.5090.25$88.883.1%--0.8942
$400.00Jul 1078.0080.50$79.253.2%290.93156
$402.50Jul 1075.5077.95$76.723.2%30.933
$385.00Jul 1793.7096.80$95.253.3%60.94178
$390.00Jul 1789.0092.00$90.503.3%350.931.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Jul 1756.5058.70$57.603.8%--0.7816
$570.00Jul 1792.0595.70$93.883.9%20.90--
$520.00Jul 1748.6550.65$49.654.0%20.7433
$500.00Jul 1734.4035.95$35.174.4%1070.62147
$495.00Jul 1731.2032.65$31.924.5%720.5919

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.88, cheapest $0.85)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$447.50Jul 20.770.92$0.8517.6%860.0864
$387.50Jul 100.780.92$0.8516.5%1180.0459
$395.00Jul 100.851.02$0.9418.1%2090.04435

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 193 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Jul 290.9594.20$92.583.5%--1.0023
$390.00Jul 285.8089.20$87.503.9%11.00100
$395.00Jul 280.9584.20$82.583.9%21.0067
$400.00Jul 275.8079.30$77.554.5%181.00158
$402.50Jul 273.9076.80$75.353.8%211.0026
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$537.50Jul 258.6062.00$60.305.6%10.99--
$570.00Jul 1792.0595.70$93.883.9%20.90--
$520.00Jul 1043.6047.00$45.307.5%--0.8434
$540.00Jul 1764.8568.00$66.434.7%--0.8328
$495.00Jul 218.0020.65$19.3313.7%380.811

Most actively traded options today. High liquidity = easy entry/exit. 445 active (total vol 91.4K, top 4.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Jul 176.157.10$6.6314.3%4.4K0.213.9K
$470.00Jul 211.4512.70$12.0810.3%2.7K0.665.7K
$500.00Jul 21.051.22$1.1414.9%2.7K0.123.5K
$485.00Jul 23.954.90$4.4321.4%2.6K0.35424
$500.00Jul 106.507.40$6.9512.9%1.8K0.30583
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Jul 101.181.54$1.3626.5%1.9K0.062.4K
$402.50Jul 100.951.33$1.1433.3%1.0K0.051.0K
$465.00Jul 22.743.50$3.1224.4%1.0K0.261.0K
$430.00Jul 175.756.45$6.1011.5%9300.1814.7K
$390.00Jul 171.912.26$2.0916.7%9090.078.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 103 strikes (avg 37.9%, max 127.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$385.00Jul 2Jul 31127.6%58.7%117.5%120260
$395.00Jul 2Jul 31119.0%57.0%108.7%2109
$390.00Jul 2Jul 31120.8%58.0%108.2%6122
$400.00Jul 2Jul 31112.5%56.8%98.0%19352
$570.00Jul 2Aug 7104.5%54.6%91.2%893
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$385.00Jul 2Aug 7127.6%56.0%127.7%1251.0K
$395.00Jul 2Aug 7119.0%55.5%114.5%50587
$390.00Jul 2Aug 7120.8%57.3%111.0%901.2K
$400.00Jul 2Aug 7112.5%55.6%102.4%5781.8K
$405.00Jul 2Aug 7105.6%54.2%94.7%1531.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 276 found (best R:R 57.82, avg 4.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$560.00$570.00Jul 10$0.17$9.83$0.1757.82$560.17
$545.00$550.00Jul 10$0.15$4.85$0.1532.33$545.15
$552.50$560.00Jul 10$0.31$7.19$0.3123.19$552.81
$507.50$510.00Jul 2$0.12$2.38$0.1219.83$507.62
$512.50$515.00Jul 2$0.14$2.36$0.1416.86$512.64
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$390.00$385.00Jul 24$0.18$4.82$0.1826.78$389.82
$400.00$397.50Jul 10$0.10$2.40$0.1024.00$399.90
$400.00$395.00Jul 17$0.23$4.77$0.2320.74$399.77
$395.00$390.00Aug 7$0.25$4.75$0.2519.00$394.75
$437.50$435.00Jul 10$0.13$2.37$0.1318.23$437.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 380 found (best R:R 37.46, avg 2.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$405.00$410.00Jul 10$4.87$4.87$0.1337.46$409.87
$385.00$390.00Jul 10$4.83$4.83$0.1728.41$389.83
$395.00$400.00Jul 24$4.83$4.83$0.1728.41$399.83
$435.00$437.50Jul 2$2.40$2.40$0.1024.00$437.40
$405.00$410.00Jul 17$4.80$4.80$0.2024.00$409.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$537.50$495.00Jul 2$40.97$40.97$1.5326.78$496.53
$570.00$540.00Jul 17$27.45$27.45$2.5510.76$542.55
$540.00$530.00Jul 17$8.83$8.83$1.177.55$531.17
$520.00$505.00Jul 10$12.13$12.13$2.874.23$507.87
$530.00$520.00Jul 17$7.95$7.95$2.053.88$522.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 112 found (avg debit $3.90, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$570.00Jul 2Jul 10$0.09104.5%49.4%
$560.00Jul 2Jul 10$0.3288.5%49.2%
$550.00Jul 2Jul 10$0.6385.6%50.2%
$395.00Jul 2Jul 10$1.02119.0%68.4%
$385.00Jul 2Jul 10$1.05127.6%75.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$382.50Jul 2Jul 10$0.62131.0%74.8%
$387.50Jul 2Jul 10$0.73121.7%72.7%
$392.50Jul 2Jul 10$0.74116.3%69.3%
$395.00Jul 2Jul 10$0.75119.0%68.4%
$385.00Jul 2Jul 10$0.76127.6%75.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 191 found (cheapest 3.20% of stock, avg 11.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$477.50Jul 2$7.68$7.60$15.28$462.22$492.783.20%
$475.00Jul 2$8.90$6.45$15.35$459.65$490.353.21%
$480.00Jul 2$6.48$8.85$15.33$464.67$495.333.21%
$472.50Jul 2$10.50$5.28$15.78$456.72$488.283.30%
$482.50Jul 2$5.53$10.43$15.96$466.54$498.463.34%
$470.00Jul 2$12.08$4.63$16.71$453.29$486.713.50%
$487.50Jul 2$3.63$13.68$17.31$470.19$504.813.62%
$467.50Jul 2$13.63$3.70$17.33$450.17$484.833.63%
$465.00Jul 2$15.43$3.12$18.55$446.45$483.553.88%
$490.00Jul 2$2.99$15.58$18.57$471.43$508.573.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.40% of stock, avg 7.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$490.00$467.50Jul 2$2.99$3.70$6.69$460.81$496.69
$487.50$467.50Jul 2$3.63$3.70$7.33$460.17$494.83
$490.00$470.00Jul 2$2.99$4.63$7.62$462.38$497.62
$485.00$467.50Jul 2$4.43$3.70$8.13$459.37$493.13
$487.50$470.00Jul 2$3.63$4.63$8.26$461.74$495.76
$490.00$472.50Jul 2$2.99$5.28$8.27$464.23$498.27
$487.50$472.50Jul 2$3.63$5.28$8.91$463.59$496.41
$485.00$470.00Jul 2$4.43$4.63$9.06$460.94$494.06
$482.50$467.50Jul 2$5.53$3.70$9.23$458.27$491.73
$490.00$475.00Jul 2$2.99$6.45$9.44$465.56$499.44

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 173 found (best R:R 49.00, avg credit $4.05)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
385/390400/405Jul 17$4.90$0.1049.00$385.10$404.90
400/405410/415Jul 17$4.87$0.1337.46$400.13$414.87
395/400425/430Jul 24$4.83$0.1728.41$395.17$429.83
405/410415/420Jul 24$4.82$0.1826.78$405.18$419.82
395/400410/415Jul 24$4.81$0.1925.32$395.19$414.81
398/400418/420Jul 10$2.40$0.1024.00$397.60$419.90
390/395410/415Jul 17$4.80$0.2024.00$390.20$414.80
395/400425/430Jul 31$4.79$0.2122.81$395.21$429.79
405/410430/435Aug 7$4.79$0.2122.81$405.21$434.79
425/430440/445Aug 7$4.78$0.2221.73$425.22$444.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 226 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$550.00$560.00$570.00Jul 2$0.12$9.8882.33
$540.00$550.00$560.00Jul 17$0.13$9.8775.92
$550.00$560.00$570.00Jul 31$0.13$9.8775.92
$430.00$435.00$440.00Aug 7$0.07$4.9370.43
$455.00$460.00$465.00Aug 7$0.07$4.9370.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$500.00$510.00$520.00Jul 31$0.07$9.93141.86
$385.00$390.00$395.00Jul 17$0.07$4.9370.43
$420.00$425.00$430.00Jul 24$0.08$4.9261.50
$410.00$412.50$415.00Jul 2$0.05$2.4549.00
$427.50$430.00$432.50Jul 17$0.05$2.4549.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 135 found (best net $-0.01, 132 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$550.00$560.001:2Jul 2-$0.01$9.99
$560.00$570.001:2Jul 10-$0.05$9.95
$560.00$570.001:2Jul 2-$0.19$9.81
$560.00$570.001:2Jul 17-$1.52$8.48
$550.00$560.001:2Jul 17-$1.70$8.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$390.00$385.001:2Jul 17-$1.53$3.47
$395.00$390.001:2Jul 17-$1.74$3.26
$400.00$395.001:2Jul 17-$2.21$2.79
$405.00$400.001:2Jul 17-$2.25$2.75
$395.00$390.001:2Jul 24-$2.37$2.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 91 found (best yield 6.54%, avg 2.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$480.00Aug 7$31.250.530.5%6.54%7.05%19172
$485.00Aug 7$28.950.501.6%6.06%7.62%335
$480.00Jul 31$27.850.520.5%5.83%6.34%45195
$490.00Aug 7$26.550.482.6%5.56%8.16%738
$485.00Jul 31$25.500.491.6%5.34%6.90%3554
$480.00Jul 24$25.050.520.5%5.25%5.75%269503
$495.00Aug 7$24.800.453.6%5.19%8.84%528
$490.00Jul 31$23.300.472.6%4.88%7.48%4678
$500.00Aug 7$22.800.434.7%4.77%9.47%20990
$485.00Jul 24$22.250.491.6%4.66%6.21%29415

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 87,571
Total Puts 90,790
Put/Call Ratio 1.04
Net Difference -3,219

Prior's Put/Call Breakdown

Total Calls 73,913
Total Puts 94,782
Put/Call Ratio 1.28
Net Difference -20,869

Prior 7-Day Put/Call Summary

Total Calls 497,171
Total Puts 646,689
Average Put/Call Ratio 1.38
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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