Tour v290
TSM
TAIWAN SEMICONDUCTOR ADR
$434.16 -2.27%
$435.50 (+0.31%)🌙
as of 07/02 06:04 PM
7/2 18:04

Option Volume

Detail
Current (07/02) 232,884
Calls: 110,430 (47%)
Puts: 122,454 (53%)
Prior (07/01) 171,821
Calls: 68,915 (40%)
Puts: 102,906 (60%)
Current vs Prior +35.54%
Calls: +60.24% (Calls)
Puts: +19.00% (Puts)
Prior 7-Day Total 1,123,189
Calls: 463,013 (41%)
Puts: 660,176 (59%)
Prior 7-Day Average 160,455
Calls: 66,144 (41%)
Puts: 94,310 (59%)
Current vs Prior 7-Day Avg +45.14%
Calls: +66.95%
Puts: +29.84%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/02) $275.98M
Calls: $169.47M (61%)
Puts: $106.50M (39%)
Prior (07/01) $205.49M
Calls: $127.07M (62%)
Puts: $78.42M (38%)
Current vs Prior +34.30%
Calls: +33.37%
Puts: +35.81%
Prior 7-Day Total $1.66B
Calls: $1.11B (67%)
Puts: $554.59M (33%)
Prior 7-Day Average $237.60M
Calls: $158.37M (67%)
Puts: $79.23M (33%)
Current vs Prior 7-Day Avg +16.15%
Calls: +7.01%
Puts: +34.43%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 1.11
Prior (07/01) 1.49
Current vs Prior -25.74%
Prior 7-Day Average 1.45
Current vs Prior 7-Day Avg -23.61%
Sentiment BEARISH

Open Interest

Detail
Current (07/02) 1,944,169
Calls: 853,289 (44%)
Puts: 1,090,880 (56%)
Prior (07/01) 1,882,589
Calls: 833,506 (44%)
Puts: 1,049,083 (56%)
Current vs Prior +3.27%
Prior 7-Day Total 12,110,232
Calls: 4,679,240 (44%)
Puts: 5,868,826 (56%)
Prior 7-Day Average 1,730,033
Calls: 779,873 (44%)
Puts: 978,137 (56%)
Current vs Prior 7-Day Avg +12.38%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 0.92% | 6.59%9.84% | 17.07%
Prior 2.51% | 6.37%-- | --
Current vs Prior +162.54% | +54.49%-- | --
Prior 7-Day Avg 3.77% | 6.73%-- | --
Current vs 7-Day Avg +74.77% | +46.24%-- | --
Prior 7-Day Eod 2.51% | 6.37%-- | --
Current vs 7-Day Eod +162.54% | +54.49%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 49.47% | 9.30%
Calls: 60.05% | 9.58%
Puts: 38.89% | 9.02%
Prior 22.05% | 7.23%
Calls: 16.82% | 4.90%
Puts: 27.27% | 9.55%
Current vs Prior +124.35% | +28.63%
Prior 7-Day Avg 23.73% | 10.17%
Calls: 16.94% | 8.50%
Puts: 20.22% | 12.17%
Current vs 7-Day Avg +108.48% | -8.51%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($169.47M). Slightly bearish P/C ratio of 1.11. P/C ratio dropping 26% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
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 BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 228 of results (avg 6.6%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 283.1585.75$84.453.1%221.00174
$350.00Jul 1786.1088.90$87.503.2%10.932.7K
$355.00Jul 278.1580.75$79.453.3%--0.9972
$360.00Jul 273.1575.65$74.403.4%3010.9976
$360.00Jul 1776.5579.45$78.003.7%30.911.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 790.2093.15$91.683.2%--0.8120
$510.00Aug 781.4084.35$82.883.6%--0.78147
$507.50Jul 271.7574.40$73.083.6%81.00--
$505.00Jul 269.2071.90$70.553.8%31.00--
$520.00Jul 1785.9589.45$87.704.0%20.9033

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. 235 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Jul 253.1555.70$54.434.7%11.00153
$385.00Jul 248.1550.75$49.455.3%91.0023
$350.00Jul 283.1585.75$84.453.1%221.00174
$395.00Jul 238.1540.65$39.406.3%81.0067
$400.00Jul 233.1535.75$34.457.5%211.00155
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Jul 24.456.85$5.6542.5%1.8K1.003.7K
$442.50Jul 26.859.35$8.1030.9%5331.00307
$445.00Jul 29.2511.85$10.5524.6%8221.00763
$447.50Jul 211.9014.35$13.1318.7%5751.00261
$450.00Jul 214.2516.85$15.5516.7%1.4K1.00813

Most actively traded options today. High liquidity = easy entry/exit. 504 active (total vol 163.1K, top 27.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$455.00Jul 105.756.40$6.0810.7%5.4K0.29678
$475.00Jul 176.658.55$7.6025.0%4.3K0.25840
$480.00Jul 102.203.05$2.6332.3%3.4K0.145.3K
$460.00Jul 20.000.05$0.03166.7%2.6K0.011.4K
$450.00Jul 106.958.25$7.6017.1%2.5K0.342.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Jul 101.361.76$1.5625.6%27.0K0.06148
$350.00Jul 172.132.56$2.3418.4%5.3K0.0724.0K
$350.00Jul 101.551.84$1.7017.1%4.0K0.06497
$410.00Jul 1710.2011.65$10.9313.3%3.5K0.308.1K
$370.00Jul 101.541.89$1.7220.3%2.6K0.07591

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 121 strikes (avg 668.8%, max 1875.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Jul 2Aug 71113.0%60.0%1755.0%30277
$355.00Jul 2Jul 311185.0%64.0%1751.6%--97
$350.00Jul 2Jul 311108.0%66.0%1578.8%22200
$365.00Jul 2Jul 311041.0%63.0%1552.4%37120
$370.00Jul 2Jul 31970.0%61.0%1490.2%8164
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Jul 2Aug 71185.0%60.0%1875.0%11332
$350.00Jul 2Aug 71108.0%59.0%1778.0%872.2K
$360.00Jul 2Aug 71113.0%60.0%1755.0%70699
$365.00Jul 2Aug 71041.0%59.0%1664.4%50622
$370.00Jul 2Aug 7970.0%58.0%1572.4%89960

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 284 found (best R:R 24.00, avg 4.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$440.00$442.50Jul 2$0.10$2.40$0.1024.00$440.10
$502.50$505.00Jul 10$0.10$2.40$0.1024.00$502.60
$495.00$497.50Jul 10$0.11$2.39$0.1121.73$495.11
$515.00$520.00Jul 31$0.25$4.75$0.2519.00$515.25
$512.50$515.00Jul 2$0.13$2.37$0.1318.23$512.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$392.50$390.00Jul 2$0.10$2.40$0.1024.00$392.40
$360.00$357.50Jul 10$0.10$2.40$0.1024.00$359.90
$400.00$397.50Jul 10$0.10$2.40$0.1024.00$399.90
$372.50$370.00Jul 10$0.11$2.39$0.1121.73$372.39
$380.00$377.50Jul 10$0.12$2.38$0.1219.83$379.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 401 found (best R:R 24.00, avg 2.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$355.00$360.00Jul 24$4.80$4.80$0.2024.00$359.80
$365.00$370.00Jul 10$4.75$4.75$0.2519.00$369.75
$350.00$360.00Jul 17$9.50$9.50$0.5019.00$359.50
$360.00$365.00Jul 17$4.75$4.75$0.2519.00$364.75
$350.00$360.00Jul 10$9.45$9.45$0.5517.18$359.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$497.50$495.00Jul 10$2.40$2.40$0.1024.00$495.10
$500.00$497.50Jul 10$2.39$2.39$0.1121.73$497.61
$485.00$480.00Jul 10$4.75$4.75$0.2519.00$480.25
$520.00$510.00Jul 17$9.50$9.50$0.5019.00$510.50
$460.00$457.50Jul 10$2.33$2.33$0.1713.71$457.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 122 found (avg debit $4.59, cheapest $0.80)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Jul 2Jul 10$0.80743.0%69.0%
$517.50Jul 2Jul 10$0.83835.0%69.0%
$512.50Jul 2Jul 10$0.91969.0%68.0%
$510.00Jul 2Jul 10$0.98669.0%66.0%
$515.00Jul 2Jul 10$1.00706.0%69.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$347.50Jul 2Jul 10$1.281115.0%95.0%
$352.50Jul 2Jul 10$1.411107.0%93.0%
$355.00Jul 2Jul 10$1.421185.0%91.0%
$362.50Jul 2Jul 10$1.431077.0%84.0%
$365.00Jul 2Jul 10$1.491041.0%82.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 232 found (cheapest 0.57% of stock, avg 12.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$435.00Jul 2$1.02$1.45$2.47$432.53$437.470.57%
$432.50Jul 2$2.54$0.49$3.03$429.47$435.530.70%
$437.50Jul 2$0.27$3.38$3.65$433.85$441.150.84%
$430.00Jul 2$4.70$0.28$4.98$425.02$434.981.15%
$440.00Jul 2$0.11$5.65$5.76$434.24$445.761.33%
$427.50Jul 2$7.15$0.08$7.23$420.27$434.731.67%
$442.50Jul 2$0.01$8.10$8.11$434.39$450.611.87%
$425.00Jul 2$9.45$0.04$9.49$415.51$434.492.19%
$445.00Jul 2$0.06$10.55$10.61$434.39$455.612.44%
$422.50Jul 2$11.98$0.03$12.01$410.49$434.512.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 156 found (cheapest 0.09% of stock, avg 8.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$440.00$430.00Jul 2$0.11$0.28$0.39$429.61$440.39
$437.50$430.00Jul 2$0.27$0.28$0.55$429.45$438.05
$440.00$432.50Jul 2$0.11$0.49$0.60$431.90$440.60
$437.50$432.50Jul 2$0.27$0.49$0.76$431.74$438.26
$435.00$430.00Jul 2$1.02$0.28$1.30$428.70$436.30
$435.00$432.50Jul 2$1.02$0.49$1.51$430.99$436.51
$447.50$425.00Jul 10$8.38$9.50$17.88$407.12$465.38
$447.50$427.50Jul 10$8.38$10.50$18.88$408.62$466.38
$445.00$425.00Jul 10$9.55$9.50$19.05$405.95$464.05
$447.50$430.00Jul 10$8.38$11.27$19.65$410.35$467.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 286 found (best R:R 49.00, avg credit $4.68)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
360/365370/375Jul 17$4.90$0.1049.00$360.10$374.90
365/370380/385Jul 17$4.87$0.1337.46$365.13$384.87
350/355365/370Jul 24$4.86$0.1434.71$350.14$369.86
358/360365/370Jul 10$4.85$0.1532.33$355.15$369.85
360/365375/380Jul 17$4.85$0.1532.33$360.15$379.85
390/395400/405Jul 17$4.85$0.1532.33$390.15$404.85
360/365375/380Jul 24$4.85$0.1532.33$360.15$379.85
370/375390/395Jul 24$4.85$0.1532.33$370.15$394.85
358/360370/375Jul 10$4.82$0.1826.78$355.18$374.82
370/375380/385Jul 31$4.82$0.1826.78$370.18$384.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 227 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$435.00$440.00$445.00Jul 31$0.06$4.9482.33
$430.00$435.00$440.00Aug 7$0.06$4.9482.33
$385.00$390.00$395.00Jul 24$0.08$4.9261.50
$445.00$450.00$455.00Jul 24$0.08$4.9261.50
$445.00$450.00$455.00Jul 31$0.08$4.9261.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$475.00$480.00$485.00Jul 24$0.06$4.9482.33
$375.00$380.00$385.00Jul 17$0.07$4.9370.43
$350.00$355.00$360.00Aug 7$0.07$4.9370.43
$500.00$505.00$510.00Jul 24$0.08$4.9261.50
$420.00$425.00$430.00Aug 14$0.08$4.9261.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 141 found (best net $-1.47, 125 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$520.001:2Jul 17-$1.47$8.53
$480.00$495.001:2Aug 14-$9.41$5.59
$510.00$520.001:2Aug 7-$6.35$3.65
$505.00$515.001:2Aug 14-$7.36$2.64
$447.50$450.001:2Jul 2$0.00$2.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$350.001:2Jul 17-$1.81$8.19
$355.00$352.501:2Jul 2$0.00$2.50
$427.50$425.001:2Jul 2$0.00$2.50
$420.00$417.501:2Jul 2-$0.01$2.49
$402.50$400.001:2Jul 2-$0.02$2.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 122 found (best yield 7.14%, avg 2.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$435.00Aug 14$31.000.540.2%7.14%7.33%7--
$435.00Aug 7$28.700.530.2%6.61%6.80%407
$440.00Aug 7$26.600.511.4%6.13%7.47%37102
$435.00Jul 31$26.250.530.2%6.05%6.24%108159
$440.00Jul 31$24.550.501.4%5.65%7.00%122582
$445.00Aug 7$24.500.482.5%5.64%8.14%1537
$450.00Aug 14$24.500.473.6%5.64%9.29%46--
$435.00Jul 24$24.000.530.2%5.53%5.72%88173
$445.00Jul 31$22.550.472.5%5.19%7.69%129115
$455.00Aug 14$22.500.454.8%5.18%9.98%7--

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 110,430
Total Puts 122,454
Put/Call Ratio 1.11
Net Difference -12,024

Prior's Put/Call Breakdown

Total Calls 68,915
Total Puts 102,906
Put/Call Ratio 1.49
Net Difference -33,991

Prior 7-Day Put/Call Summary

Total Calls 463,013
Total Puts 660,176
Average Put/Call Ratio 1.45
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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