Tour v292
TSM
TAIWAN SEMICONDUCTOR ADR
$451.79 +4.06%
$453.32 (+0.34%)🌙
as of 07/06 06:04 PM
7/6 18:04

Option Volume

Detail
Current (07/06) 147,070
Calls: 60,029 (41%)
Puts: 87,041 (59%)
Prior (07/02) 232,884
Calls: 110,430 (47%)
Puts: 122,454 (53%)
Current vs Prior -36.85%
Calls: -45.64% (Calls)
Puts: -28.92% (Puts)
Prior 7-Day Total 1,127,580
Calls: 466,901 (41%)
Puts: 660,679 (59%)
Prior 7-Day Average 187,930
Calls: 66,700 (41%)
Puts: 94,382 (59%)
Current vs Prior 7-Day Avg -21.74%
Calls: -10.00%
Puts: -7.78%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/06) $176.91M
Calls: $110.60M (63%)
Puts: $66.31M (37%)
Prior (07/02) $275.98M
Calls: $169.47M (61%)
Puts: $106.50M (39%)
Current vs Prior -35.90%
Calls: -34.74%
Puts: -37.74%
Prior 7-Day Total $1.60B
Calls: $1.07B (67%)
Puts: $536.60M (33%)
Prior 7-Day Average $267.35M
Calls: $152.50M (67%)
Puts: $76.66M (33%)
Current vs Prior 7-Day Avg -33.83%
Calls: -27.48%
Puts: -13.49%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 1.45
Prior (07/02) 1.11
Current vs Prior +30.76%
Prior 7-Day Average 1.49
Current vs Prior 7-Day Avg -2.67%
Sentiment BEARISH

Open Interest

Detail
Current (07/06) 1,896,482
Calls: 834,110 (44%)
Puts: 1,062,372 (56%)
Prior (07/02) 1,944,169
Calls: 853,289 (44%)
Puts: 1,090,880 (56%)
Current vs Prior -2.45%
Prior 7-Day Total 10,548,066
Calls: 4,679,240 (44%)
Puts: 5,868,826 (56%)
Prior 7-Day Average 1,758,011
Calls: 779,873 (44%)
Puts: 978,137 (56%)
Current vs Prior 7-Day Avg +7.88%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.19% | 9.03%9.03% | 16.62%
Prior 6.59% | 9.84%-- | --
Current vs Prior -21.20% | -8.24%-- | --
Prior 7-Day Avg 4.07% | 7.22%-- | --
Current vs 7-Day Avg +27.48% | +25.15%-- | --
Prior 7-Day Eod 6.59% | 9.84%-- | --
Current vs 7-Day Eod -21.20% | -8.24%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 8.06% | 5.21%
Calls: 6.93% | 5.66%
Puts: 9.19% | 4.76%
Prior 49.47% | 9.30%
Calls: 60.05% | 9.58%
Puts: 38.89% | 9.02%
Current vs Prior -83.71% | -43.98%
Prior 7-Day Avg 23.73% | 10.17%
Calls: 24.12% | 8.68%
Puts: 23.33% | 11.65%
Current vs 7-Day Avg -66.03% | -48.75%
Liquidity Pricy
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($110.60M). Bearish P/C ratio of 1.45 indicates protective positioning. P/C ratio rising 31% - increased hedging/bearish positioning.

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 BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 280 of results (avg 5.9%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Jul 1086.7089.00$87.852.6%--0.9817
$367.50Jul 1084.2586.50$85.382.6%10.981
$390.00Jul 1062.6064.30$63.452.7%100.96114
$372.50Jul 1079.3581.55$80.452.7%80.97--
$370.00Jul 1783.6586.00$84.832.8%40.942.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Jul 1787.5090.10$88.802.9%--0.9248
$530.00Jul 1778.0580.45$79.253.0%20.9016
$520.00Jul 1768.8071.10$69.953.3%210.8835
$520.00Jul 3172.5075.10$73.803.5%--0.8045
$510.00Jul 1759.9062.05$60.973.5%--0.8439

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.76, cheapest $0.43)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 100.750.90$0.8318.1%1.2K0.071.3K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Jul 100.400.45$0.4311.6%2290.02695
$395.00Jul 100.730.88$0.8118.5%3010.05527
$400.00Jul 100.881.01$0.9513.7%1.1K0.062.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 215 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Jul 1086.7089.00$87.852.6%--0.9817
$367.50Jul 1084.2586.50$85.382.6%10.981
$370.00Jul 1081.5584.05$82.803.0%70.98100
$372.50Jul 1079.3581.55$80.452.7%80.97--
$375.00Jul 1076.8079.10$77.953.0%40.9721
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 1047.3049.95$48.635.4%--0.9440
$497.50Jul 1044.9547.50$46.235.5%--0.9284
$540.00Jul 1787.5090.10$88.802.9%--0.9248
$495.00Jul 1042.6044.75$43.684.9%--0.9118
$492.50Jul 1040.3042.55$41.435.4%--0.9014

Most actively traded options today. High liquidity = easy entry/exit. 447 active (total vol 64.6K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Jul 1712.5013.00$12.753.9%2.7K0.396.9K
$505.00Jul 100.550.75$0.6530.8%2.2K0.05183
$515.00Jul 100.250.52$0.3969.2%2.0K0.03160
$470.00Jul 104.505.10$4.8012.5%1.9K0.282.9K
$480.00Jul 102.442.99$2.7220.2%1.7K0.187.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Jul 172.002.30$2.1514.0%1.7K0.07589
$440.00Jul 1713.3514.65$14.009.3%1.3K0.388.9K
$400.00Jul 100.881.01$0.9513.7%1.1K0.062.5K
$420.00Jul 177.157.95$7.5510.6%9440.2417.2K
$390.00Jul 172.853.25$3.0513.1%8580.117.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 99 strikes (avg 19.6%, max 78.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$365.00Jul 10Aug 14105.8%59.2%78.7%4417
$370.00Jul 10Aug 14101.2%59.9%68.9%53100
$375.00Jul 10Aug 1497.3%59.5%63.4%1321
$380.00Jul 10Aug 1494.3%57.8%63.2%37140
$385.00Jul 10Aug 1489.8%56.1%60.2%1429
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$365.00Jul 10Aug 14105.8%59.2%78.7%236695
$370.00Jul 10Aug 14101.2%59.9%68.9%3632.6K
$375.00Jul 10Aug 1497.3%59.5%63.4%1751.2K
$380.00Jul 10Aug 1494.3%57.8%63.2%154966
$385.00Jul 10Aug 1489.8%56.1%60.2%6541.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 299 found (best R:R 21.73, avg 3.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$527.50$530.00Jul 10$0.11$2.39$0.1121.73$527.61
$502.50$505.00Jul 10$0.13$2.37$0.1318.23$502.63
$530.00$540.00Jul 17$0.62$9.38$0.6215.13$530.62
$495.00$497.50Jul 10$0.16$2.34$0.1614.63$495.16
$492.50$495.00Jul 10$0.18$2.32$0.1812.89$492.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$382.50$380.00Jul 17$0.11$2.39$0.1121.73$382.39
$372.50$370.00Jul 17$0.12$2.38$0.1219.83$372.38
$407.50$405.00Jul 10$0.13$2.37$0.1318.23$407.37
$410.00$407.50Jul 10$0.13$2.37$0.1318.23$409.87
$412.50$410.00Jul 10$0.13$2.37$0.1318.23$412.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 421 found (best R:R 40.67, avg 2.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$370.00$375.00Jul 17$4.88$4.88$0.1240.67$374.88
$380.00$382.50Jul 17$2.38$2.38$0.1219.83$382.38
$375.00$380.00Jul 17$4.75$4.75$0.2519.00$379.75
$370.00$375.00Jul 24$4.75$4.75$0.2519.00$374.75
$370.00$372.50Jul 10$2.35$2.35$0.1515.67$372.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$540.00$530.00Jul 17$9.55$9.55$0.4521.22$530.45
$530.00$520.00Jul 17$9.30$9.30$0.7013.29$520.70
$480.00$477.50Jul 10$2.25$2.25$0.259.00$477.75
$485.00$482.50Jul 10$2.25$2.25$0.259.00$482.75
$495.00$492.50Jul 10$2.25$2.25$0.259.00$492.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 106 found (avg debit $5.28, cheapest $1.42)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$540.00Jul 10Jul 17$1.4670.9%66.9%
$365.00Jul 10Jul 17$1.68105.8%84.5%
$375.00Jul 10Jul 17$2.0097.3%78.7%
$370.00Jul 10Jul 17$2.03101.2%81.2%
$530.00Jul 10Jul 17$2.0566.6%66.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$362.50Jul 10Jul 17$1.42107.8%86.2%
$365.00Jul 10Jul 17$1.44105.8%84.5%
$367.50Jul 10Jul 17$1.47104.1%82.9%
$370.00Jul 10Jul 17$1.51101.2%81.2%
$372.50Jul 10Jul 17$1.57100.0%80.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 211 found (cheapest 4.90% of stock, avg 12.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$450.00Jul 10$12.23$9.93$22.16$427.84$472.164.90%
$452.50Jul 10$11.18$11.23$22.41$430.09$474.914.96%
$455.00Jul 10$10.02$12.53$22.55$432.45$477.554.99%
$447.50Jul 10$13.83$8.90$22.73$424.77$470.235.03%
$457.50Jul 10$8.90$14.00$22.90$434.60$480.405.07%
$445.00Jul 10$15.28$7.75$23.03$421.97$468.035.10%
$460.00Jul 10$7.95$15.40$23.35$436.65$483.355.17%
$442.50Jul 10$16.93$6.85$23.78$418.72$466.285.26%
$462.50Jul 10$7.05$16.98$24.03$438.47$486.535.32%
$440.00Jul 10$18.50$6.03$24.53$415.47$464.535.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.90% of stock, avg 8.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$465.00$442.50Jul 10$6.25$6.85$13.10$429.40$478.10
$462.50$442.50Jul 10$7.05$6.85$13.90$428.60$476.40
$465.00$445.00Jul 10$6.25$7.75$14.00$431.00$479.00
$460.00$442.50Jul 10$7.95$6.85$14.80$427.70$474.80
$462.50$445.00Jul 10$7.05$7.75$14.80$430.20$477.30
$465.00$447.50Jul 10$6.25$8.90$15.15$432.35$480.15
$460.00$445.00Jul 10$7.95$7.75$15.70$429.30$475.70
$457.50$442.50Jul 10$8.90$6.85$15.75$426.75$473.25
$462.50$447.50Jul 10$7.05$8.90$15.95$431.55$478.45
$465.00$450.00Jul 10$6.25$9.93$16.18$433.82$481.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 150 found (best R:R 40.67, avg credit $4.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
365/370380/385Aug 7$4.88$0.1240.67$365.12$384.88
385/390395/400Aug 14$4.88$0.1240.67$385.12$399.88
370/372375/380Jul 17$4.87$0.1337.46$367.63$379.87
365/370390/395Jul 31$4.87$0.1337.46$365.13$394.87
370/375390/395Jul 31$4.87$0.1337.46$370.13$394.87
370/375390/395Aug 14$4.87$0.1337.46$370.13$394.87
385/390400/405Jul 24$4.84$0.1630.25$385.16$404.84
390/395400/405Jul 24$4.83$0.1728.41$390.17$404.83
365/370380/385Jul 31$4.83$0.1728.41$365.17$384.83
370/375380/385Jul 31$4.83$0.1728.41$370.17$384.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 229 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$485.00$490.00$495.00Jul 17$0.05$4.9599.00
$505.00$510.00$515.00Jul 31$0.05$4.9599.00
$435.00$440.00$445.00Aug 7$0.06$4.9482.33
$520.00$530.00$540.00Jul 17$0.13$9.8775.92
$475.00$480.00$485.00Jul 31$0.07$4.9370.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$375.00$380.00$385.00Jul 31$0.05$4.9599.00
$385.00$390.00$395.00Jul 31$0.08$4.9261.50
$390.00$395.00$400.00Jul 31$0.08$4.9261.50
$372.50$375.00$377.50Jul 10$0.05$2.4549.00
$387.50$390.00$392.50Jul 10$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. 95 found (best net $-5.80, 95 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$530.001:2Aug 14-$5.80$14.20
$530.00$540.001:2Jul 17-$0.94$9.06
$520.00$530.001:2Jul 17-$1.43$8.57
$510.00$520.001:2Jul 17-$1.89$8.11
$530.00$540.001:2Jul 24-$2.35$7.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$485.00$460.001:2Aug 14-$19.43$5.57
$370.00$365.001:2Jul 24-$2.04$2.96
$375.00$370.001:2Jul 24-$2.46$2.54
$380.00$375.001:2Jul 24-$2.78$2.22
$365.00$362.501:2Jul 10-$0.39$2.11

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 107 found (best yield 6.86%, avg 2.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$455.00Aug 14$31.000.530.7%6.86%7.57%285
$460.00Aug 14$29.100.511.8%6.44%8.26%28--
$455.00Aug 7$28.050.520.7%6.21%6.92%3662
$465.00Aug 14$26.500.482.9%5.87%8.79%30--
$460.00Aug 7$25.850.501.8%5.72%7.54%9959
$455.00Jul 31$25.600.520.7%5.67%6.38%386608
$470.00Aug 14$24.500.464.0%5.42%9.45%314
$465.00Aug 7$23.650.472.9%5.23%8.16%1522
$460.00Jul 31$23.400.491.8%5.18%7.00%79243
$452.50Jul 24$23.000.530.2%5.09%5.25%16--

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 60,029
Total Puts 87,041
Put/Call Ratio 1.45
Net Difference -27,012

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 466,901
Total Puts 660,679
Average Put/Call Ratio 1.49
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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