Tour v297
TSM
TAIWAN SEMICONDUCTOR ADR
$432.57 -4.25%
$432.46 (-0.03%)🌙
as of 07/07 06:04 PM
7/7 18:04

Option Volume

Detail
Current (07/07) 143,863
Calls: 60,374 (42%)
Puts: 83,489 (58%)
Prior (07/06) 147,070
Calls: 60,029 (41%)
Puts: 87,041 (59%)
Current vs Prior -2.18%
Calls: +0.57% (Calls)
Puts: -4.08% (Puts)
Prior 7-Day Total 1,274,650
Calls: 526,930 (41%)
Puts: 747,720 (59%)
Prior 7-Day Average 182,092
Calls: 75,275 (41%)
Puts: 106,817 (59%)
Current vs Prior 7-Day Avg -20.99%
Calls: -19.80%
Puts: -21.84%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/07) $185.82M
Calls: $107.97M (58%)
Puts: $77.85M (42%)
Prior (07/06) $176.91M
Calls: $110.60M (63%)
Puts: $66.31M (37%)
Current vs Prior +5.03%
Calls: -2.38%
Puts: +17.40%
Prior 7-Day Total $1.78B
Calls: $1.18B (66%)
Puts: $602.91M (34%)
Prior 7-Day Average $254.43M
Calls: $168.30M (66%)
Puts: $86.13M (34%)
Current vs Prior 7-Day Avg -26.97%
Calls: -35.85%
Puts: -9.61%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 1.38
Prior (07/06) 1.45
Current vs Prior -4.63%
Prior 7-Day Average 1.48
Current vs Prior 7-Day Avg -6.82%
Sentiment BEARISH

Open Interest

Detail
Current (07/07) 1,944,811
Calls: 851,236 (44%)
Puts: 1,093,575 (56%)
Prior (07/06) 1,896,482
Calls: 834,110 (44%)
Puts: 1,062,372 (56%)
Current vs Prior +2.55%
Prior 7-Day Total 12,444,548
Calls: 5,513,350 (44%)
Puts: 6,931,198 (56%)
Prior 7-Day Average 1,777,792
Calls: 787,621 (44%)
Puts: 990,171 (56%)
Current vs Prior 7-Day Avg +9.39%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.63% | 8.68%8.68% | 16.21%
Prior 5.19% | 9.03%9.03% | 16.62%
Current vs Prior -10.92% | -3.85%-3.85% | -2.48%
Prior 7-Day Avg 4.23% | 7.48%9.03% | 16.62%
Current vs 7-Day Avg +9.27% | +16.16%-3.85% | -2.48%
Prior 7-Day Eod 5.19% | 9.03%-- | --
Current vs 7-Day Eod -10.92% | -3.85%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 12.82% | 5.54%
Calls: 15.08% | 3.19%
Puts: 10.57% | 7.89%
Prior 8.06% | 5.21%
Calls: 6.93% | 5.66%
Puts: 9.19% | 4.76%
Current vs Prior +59.06% | +6.33%
Prior 7-Day Avg 21.49% | 9.46%
Calls: 21.67% | 8.25%
Puts: 21.31% | 10.66%
Current vs 7-Day Avg -40.34% | -41.42%
Liquidity Pricy
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🤖 AI Insights

Bearish P/C ratio of 1.38 indicates protective 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 307 of results (avg 5.9%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 1784.3086.45$85.382.5%70.942.7K
$360.00Jul 1774.7076.80$75.752.8%460.921.3K
$350.00Jul 1082.1584.50$83.332.8%--0.9826
$355.00Jul 2480.3582.70$81.532.9%--0.9215
$350.00Jul 3186.0588.65$87.353.0%20.9126
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Aug 2167.8569.85$68.852.9%--0.71143
$510.00Jul 1776.7579.25$78.003.2%--0.9239
$480.00Aug 2160.4062.45$61.433.3%310.6793
$500.00Jul 1066.0068.30$67.153.4%--1.0040
$500.00Aug 2176.0078.65$77.333.4%--0.74113

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.71, cheapest $0.48)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Jul 100.440.52$0.4816.7%3310.031.1K
$380.00Jul 100.540.63$0.5915.3%8530.041.0K
$387.50Jul 100.680.79$0.7414.9%930.06238
$390.00Jul 100.750.87$0.8114.8%4310.062.1K
$392.50Jul 100.841.01$0.9318.3%1820.07243

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 232 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 1082.1584.50$83.332.8%--0.9826
$360.00Jul 1072.1074.50$73.303.3%--0.98152
$370.00Jul 1062.3564.60$63.473.5%140.97100
$365.00Jul 1067.3069.60$68.453.4%--0.9717
$375.00Jul 1057.5059.70$58.603.8%--0.9722
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Jul 1046.2548.50$47.384.7%41.00145
$485.00Jul 1051.0053.70$52.355.2%--1.0077
$490.00Jul 1056.0058.55$57.284.5%51.0058
$492.50Jul 1058.5060.80$59.653.9%--1.0014
$495.00Jul 1061.0063.50$62.254.0%--1.0018

Most actively traded options today. High liquidity = easy entry/exit. 460 active (total vol 94.3K, top 7.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$445.00Jul 104.304.95$4.6314.0%1.6K0.32648
$510.00Jul 171.201.54$1.3724.8%1.4K0.071.2K
$450.00Jul 103.003.45$3.2313.9%1.4K0.243.4K
$430.00Jul 1719.4520.55$20.005.5%1.3K0.553.5K
$440.00Aug 2129.7530.95$30.354.0%1.2K0.512.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2116.6017.55$17.085.6%7.4K0.306.3K
$355.00Jul 172.032.32$2.1713.4%5.2K0.075.0K
$355.00Jul 100.170.31$0.2458.3%5.1K0.0222.3K
$350.00Jul 171.872.10$1.9911.6%4.4K0.0723.7K
$350.00Jul 100.140.37$0.2688.5%1.7K0.024.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 100 strikes (avg 21.6%, max 99.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Jul 10Aug 21113.3%56.7%99.8%40898
$360.00Jul 10Aug 21104.5%55.8%87.4%241.1K
$365.00Jul 10Aug 14102.1%57.4%77.9%--36
$370.00Jul 10Aug 2193.5%55.0%69.9%26901
$380.00Jul 10Aug 2186.3%54.0%59.7%59953
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Jul 10Aug 21113.3%56.7%99.8%1.8K13.1K
$360.00Jul 10Aug 21104.5%55.8%87.4%29110.1K
$355.00Jul 10Aug 14105.7%57.9%82.6%5.1K22.3K
$365.00Jul 10Aug 14102.1%57.4%77.9%870799
$370.00Jul 10Aug 2193.5%55.0%69.9%7615.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 314 found (best R:R 21.73, avg 3.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$470.00$472.50Jul 10$0.13$2.37$0.1318.23$470.13
$467.50$470.00Jul 10$0.16$2.34$0.1614.62$467.66
$510.00$515.00Jul 24$0.34$4.66$0.3413.71$510.34
$505.00$510.00Jul 17$0.37$4.63$0.3712.51$505.37
$500.00$505.00Aug 14$0.38$4.62$0.3812.16$500.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$400.00$397.50Jul 10$0.11$2.39$0.1121.73$399.89
$392.50$390.00Jul 10$0.12$2.38$0.1219.83$392.38
$395.00$392.50Jul 10$0.12$2.38$0.1219.83$394.88
$377.50$375.00Jul 17$0.13$2.37$0.1318.23$377.37
$355.00$350.00Jul 24$0.26$4.74$0.2618.23$354.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 451 found (best R:R 49.00, avg 2.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$375.00$380.00Jul 10$4.90$4.90$0.1049.00$379.90
$370.00$375.00Jul 10$4.87$4.87$0.1337.46$374.87
$360.00$365.00Jul 10$4.85$4.85$0.1532.33$364.85
$385.00$390.00Jul 10$4.83$4.83$0.1728.41$389.83
$350.00$360.00Jul 17$9.63$9.63$0.3726.03$359.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$465.00$462.50Jul 10$2.40$2.40$0.1024.00$462.60
$492.50$490.00Jul 10$2.37$2.37$0.1318.23$490.13
$510.00$500.00Jul 17$9.37$9.37$0.6314.87$500.63
$455.00$452.50Jul 10$2.32$2.32$0.1812.89$452.68
$472.50$470.00Jul 10$2.32$2.32$0.1812.89$470.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 109 found (avg debit $5.27, cheapest $1.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$355.00Jul 24Jul 31$1.2570.1%65.4%
$510.00Jul 10Jul 17$1.3466.5%64.8%
$505.00Jul 10Jul 17$1.6671.5%65.4%
$350.00Jul 10Jul 17$2.05113.3%90.3%
$500.00Jul 10Jul 17$2.1156.5%65.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Jul 17Jul 24$1.3064.8%60.0%
$500.00Jul 10Jul 17$1.4856.5%65.4%
$505.00Jul 24Jul 31$1.7059.7%58.2%
$347.50Jul 10Jul 17$1.71113.0%92.0%
$350.00Jul 10Jul 17$1.73113.3%90.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 229 found (cheapest 4.33% of stock, avg 12.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$432.50Jul 10$9.68$9.07$18.75$413.75$451.254.33%
$435.00Jul 10$8.45$10.33$18.78$416.22$453.784.34%
$430.00Jul 10$10.93$7.88$18.81$411.19$448.814.35%
$437.50Jul 10$7.33$11.73$19.06$418.44$456.564.41%
$427.50Jul 10$12.45$6.85$19.30$408.20$446.804.46%
$440.00Jul 10$6.33$13.20$19.53$420.47$459.534.51%
$425.00Jul 10$14.08$5.93$20.01$404.99$445.014.63%
$442.50Jul 10$5.43$14.80$20.23$422.27$462.734.68%
$422.50Jul 10$15.77$5.10$20.87$401.63$443.374.82%
$445.00Jul 10$4.63$16.52$21.15$423.85$466.154.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.25% of stock, avg 8.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$445.00$422.50Jul 10$4.63$5.10$9.73$412.77$454.73
$442.50$422.50Jul 10$5.43$5.10$10.53$411.97$453.03
$445.00$425.00Jul 10$4.63$5.93$10.56$414.44$455.56
$442.50$425.00Jul 10$5.43$5.93$11.36$413.64$453.86
$440.00$422.50Jul 10$6.33$5.10$11.43$411.07$451.43
$445.00$427.50Jul 10$4.63$6.85$11.48$416.02$456.48
$440.00$425.00Jul 10$6.33$5.93$12.26$412.74$452.26
$442.50$427.50Jul 10$5.43$6.85$12.28$415.22$454.78
$437.50$422.50Jul 10$7.33$5.10$12.43$410.07$449.93
$445.00$430.00Jul 10$4.63$7.88$12.51$417.49$457.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 259 found (best R:R 49.00, avg credit $5.00)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
375/380385/390Aug 7$4.90$0.1049.00$375.10$389.90
370/375380/385Jul 24$4.87$0.1337.46$370.13$384.87
350/355360/365Jul 31$4.87$0.1337.46$350.13$364.87
350/355365/370Jul 31$4.85$0.1532.33$350.15$369.85
375/380385/390Jul 31$4.85$0.1532.33$375.15$389.85
390/395400/405Aug 14$4.85$0.1532.33$390.15$404.85
350/355365/370Jul 24$4.83$0.1728.41$350.17$369.83
355/360365/370Jul 31$4.82$0.1826.78$355.18$369.82
370/375385/390Aug 7$4.82$0.1826.78$370.18$389.82
390/395400/405Aug 7$4.82$0.1826.78$390.18$404.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 268 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$475.00$480.00$485.00Jul 17$0.05$4.9599.00
$400.00$405.00$410.00Aug 14$0.05$4.9599.00
$480.00$485.00$490.00Jul 17$0.06$4.9482.33
$490.00$495.00$500.00Jul 17$0.06$4.9482.33
$465.00$470.00$475.00Jul 31$0.06$4.9482.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$500.00$505.00$510.00Jul 24$0.05$4.9599.00
$425.00$430.00$435.00Aug 7$0.05$4.9599.00
$430.00$440.00$450.00Aug 21$0.11$9.8989.91
$360.00$365.00$370.00Jul 31$0.06$4.9482.33
$450.00$455.00$460.00Jul 31$0.07$4.9370.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 104 found (best net $-4.05, 103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$505.00$510.001:2Jul 17-$1.00$4.00
$500.00$505.001:2Jul 17-$1.35$3.65
$495.00$500.001:2Jul 17-$1.72$3.28
$490.00$495.001:2Jul 17-$2.07$2.93
$510.00$515.001:2Jul 24-$2.30$2.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$350.001:2Aug 21-$4.05$5.95
$370.00$360.001:2Aug 21-$5.17$4.83
$380.00$370.001:2Aug 21-$6.81$3.19
$355.00$350.001:2Jul 24-$2.07$2.93
$420.00$405.001:2Aug 14-$12.07$2.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 122 found (best yield 6.88%, avg 2.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$440.00Aug 21$29.750.511.7%6.88%8.60%1.2K2.0K
$435.00Aug 14$28.350.520.6%6.55%7.12%244
$440.00Aug 14$26.050.501.7%6.02%7.74%31
$435.00Aug 7$25.600.520.6%5.92%6.48%3235
$450.00Aug 21$25.600.464.0%5.92%9.95%3864.0K
$435.00Jul 31$23.900.520.6%5.53%6.09%219172
$445.00Aug 14$23.850.472.9%5.51%8.39%--11
$440.00Aug 7$23.350.491.7%5.40%7.12%30110
$450.00Aug 14$23.000.454.0%5.32%9.35%1836
$460.00Aug 21$21.950.426.3%5.07%11.42%7063.2K

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 60,374
Total Puts 83,489
Put/Call Ratio 1.38
Net Difference -23,115

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 526,930
Total Puts 747,720
Average Put/Call Ratio 1.48
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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