Tour v308
TSM
TAIWAN SEMICONDUCTOR ADR
$436.96 +0.00%
$438.80 (+0.42%)🌙
as of 07/09 06:04 PM
7/9 18:04

Option Volume

Detail
Current (07/09) 138,923
Calls: 59,776 (43%)
Puts: 79,147 (57%)
Prior (07/08) 88,995
Calls: 41,560 (47%)
Puts: 47,435 (53%)
Current vs Prior +56.10%
Calls: +43.83% (Calls)
Puts: +66.85% (Puts)
Prior 7-Day Total 1,131,689
Calls: 502,792 (44%)
Puts: 628,897 (56%)
Prior 7-Day Average 161,669
Calls: 71,827 (44%)
Puts: 89,842 (56%)
Current vs Prior 7-Day Avg -14.07%
Calls: -16.78%
Puts: -11.90%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/09) $183.42M
Calls: $116.84M (64%)
Puts: $66.58M (36%)
Prior (07/08) $99.93M
Calls: $65.18M (65%)
Puts: $34.75M (35%)
Current vs Prior +83.54%
Calls: +79.25%
Puts: +91.60%
Prior 7-Day Total $1.58B
Calls: $1.08B (69%)
Puts: $496.25M (31%)
Prior 7-Day Average $225.88M
Calls: $154.98M (69%)
Puts: $70.89M (31%)
Current vs Prior 7-Day Avg -18.80%
Calls: -24.61%
Puts: -6.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 1.32
Prior (07/08) 1.14
Current vs Prior +16.01%
Prior 7-Day Average 1.27
Current vs Prior 7-Day Avg +4.20%
Sentiment BEARISH

Open Interest

Detail
Current (07/09) 2,013,661
Calls: 878,030 (44%)
Puts: 1,135,631 (56%)
Prior (07/08) 1,984,442
Calls: 864,229 (44%)
Puts: 1,120,213 (56%)
Current vs Prior +1.47%
Prior 7-Day Total 13,258,834
Calls: 5,837,905 (44%)
Puts: 7,420,929 (56%)
Prior 7-Day Average 1,894,119
Calls: 833,986 (44%)
Puts: 1,060,132 (56%)
Current vs Prior 7-Day Avg +6.31%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.60% | 7.80%7.80% | 15.68%
Prior 3.90% | 8.22%8.22% | 16.15%
Current vs Prior -33.35% | -5.09%-5.09% | -2.91%
Prior 7-Day Avg 4.36% | 8.01%8.64% | 16.33%
Current vs 7-Day Avg -40.38% | -2.61%-9.79% | -3.96%
Prior 7-Day Eod 3.90% | 8.22%-- | --
Current vs 7-Day Eod -33.35% | -5.09%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 7.29% | 5.01%
Calls: 9.20% | 5.52%
Puts: 5.37% | 4.51%
Prior 7.29% | 5.01%
Calls: 9.20% | 5.52%
Puts: 5.37% | 4.51%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 18.68% | 7.02%
Calls: 19.76% | 6.01%
Puts: 17.61% | 8.02%
Current vs 7-Day Avg -60.98% | -28.59%
Liquidity Pricy
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($116.84M). Elevated premium activity with dollar volume up 84% vs prior. Above-average activity with volume up 56% vs prior. Bearish P/C ratio of 1.32 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 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 279 of results (avg 6.2%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 1787.3589.70$88.532.7%20.962.5K
$360.00Jul 1777.6079.95$78.783.0%370.941.3K
$350.00Jul 1085.9088.55$87.233.0%--0.9926
$400.00Aug 2152.7054.40$53.553.2%1840.724.4K
$370.00Jul 1768.1070.30$69.203.2%1080.932.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$472.50Jul 1739.8041.05$40.423.1%30.7771
$490.00Aug 2164.0066.30$65.153.5%--0.69143
$520.00Jul 1782.0585.00$83.533.5%--0.9215
$520.00Jul 2483.1586.20$84.683.6%40.892
$515.00Jul 2478.5081.50$80.003.8%40.89--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.06, cheapest $0.06)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Jul 100.050.06$0.0616.7%9700.013.2K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 226 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Jul 1071.0573.60$72.323.5%--0.9917
$350.00Jul 1085.9088.55$87.233.0%--0.9926
$360.00Jul 1075.7578.50$77.133.6%--0.99152
$370.00Jul 1066.0068.60$67.303.9%60.99100
$385.00Jul 1050.8053.65$52.225.5%--0.9929
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$465.00Jul 1027.0529.20$28.137.6%61.00118
$467.50Jul 1029.1031.95$30.539.3%311.00176
$470.00Jul 1031.9534.45$33.207.5%1851.001.2K
$472.50Jul 1034.1036.95$35.538.0%--1.0090
$475.00Jul 1036.9039.45$38.176.7%--1.0076

Most actively traded options today. High liquidity = easy entry/exit. 447 active (total vol 94.1K, top 12.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 218.509.40$8.9510.1%4.4K0.213.7K
$500.00Jul 171.732.10$1.9219.3%2.1K0.105.7K
$450.00Jul 1710.7511.65$11.208.0%1.9K0.404.2K
$450.00Jul 101.001.16$1.0814.8%1.9K0.163.5K
$455.00Jul 100.420.59$0.5133.3%1.8K0.094.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$405.00Jul 175.105.40$5.255.7%12.5K0.21623
$355.00Jul 100.010.10$0.06150.0%5.0K0.0115.7K
$365.00Jul 171.351.60$1.4816.9%4.5K0.061.0K
$420.00Jul 178.609.30$8.957.8%1.3K0.3218.5K
$420.00Jul 100.630.94$0.7839.7%1.3K0.112.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 110 strikes (avg 53.0%, max 227.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Jul 10Aug 21182.1%55.6%227.3%--925
$360.00Jul 10Aug 21163.4%54.8%198.4%111.1K
$370.00Jul 10Aug 21141.9%53.1%167.2%8907
$365.00Jul 10Aug 14145.3%56.5%157.1%--36
$520.00Jul 10Aug 21137.9%55.7%147.8%4.5K4.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Jul 10Aug 21182.1%55.6%227.3%39612.9K
$360.00Jul 10Aug 21163.4%54.8%198.4%18410.3K
$355.00Jul 10Aug 14162.2%57.0%184.9%5.0K15.7K
$370.00Jul 10Aug 21141.9%53.1%167.2%2125.4K
$365.00Jul 10Aug 14145.3%56.5%157.1%5481.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 311 found (best R:R 28.41, avg 4.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$515.00$517.50Jul 17$0.10$2.40$0.1024.00$515.10
$492.50$495.00Jul 17$0.11$2.39$0.1121.73$492.61
$512.50$515.00Jul 17$0.11$2.39$0.1121.73$512.61
$515.00$520.00Jul 24$0.22$4.78$0.2221.73$515.22
$500.00$502.50Jul 17$0.12$2.38$0.1219.83$500.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$355.00Jul 24$0.17$4.83$0.1728.41$359.83
$370.00$365.00Jul 24$0.18$4.82$0.1826.78$369.82
$355.00$350.00Jul 24$0.21$4.79$0.2122.81$354.79
$410.00$407.50Jul 10$0.11$2.39$0.1121.73$409.89
$420.00$417.50Jul 10$0.12$2.38$0.1219.83$419.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 443 found (best R:R 49.00, avg 3.01)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$375.00$380.00Jul 10$4.90$4.90$0.1049.00$379.90
$365.00$370.00Jul 17$4.90$4.90$0.1049.00$369.90
$355.00$360.00Jul 24$4.88$4.88$0.1240.67$359.88
$350.00$360.00Jul 17$9.75$9.75$0.2539.00$359.75
$355.00$360.00Jul 31$4.87$4.87$0.1337.46$359.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$520.00$510.00Jul 17$9.65$9.65$0.3527.57$510.35
$457.50$455.00Jul 10$2.40$2.40$0.1024.00$455.10
$510.00$505.00Jul 24$4.78$4.78$0.2221.73$505.22
$495.00$490.00Jul 17$4.75$4.75$0.2519.00$490.25
$477.50$475.00Jul 10$2.36$2.36$0.1416.86$475.14

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 120 found (avg debit $5.25, cheapest $0.77)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$522.50Jul 10Jul 17$0.77128.0%69.4%
$520.00Jul 10Jul 17$0.82137.9%69.3%
$517.50Jul 10Jul 17$0.90134.6%69.1%
$515.00Jul 10Jul 17$1.00132.3%68.8%
$512.50Jul 10Jul 17$1.11127.8%68.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Jul 10Jul 17$1.04182.1%92.1%
$352.50Jul 10Jul 17$1.12175.7%91.1%
$520.00Jul 17Jul 24$1.1569.3%62.1%
$355.00Jul 10Jul 17$1.23162.2%89.8%
$360.00Jul 10Jul 17$1.32163.4%86.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 226 found (cheapest 2.31% of stock, avg 12.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$437.50Jul 10$4.83$5.25$10.08$427.42$447.582.31%
$435.00Jul 10$6.10$4.03$10.13$424.87$445.132.32%
$440.00Jul 10$3.70$6.63$10.33$429.67$450.332.36%
$432.50Jul 10$7.70$3.12$10.82$421.68$443.322.48%
$442.50Jul 10$2.81$8.30$11.11$431.39$453.612.54%
$430.00Jul 10$9.40$2.33$11.73$418.27$441.732.68%
$445.00Jul 10$2.05$10.00$12.05$432.95$457.052.76%
$427.50Jul 10$11.33$1.80$13.13$414.37$440.633.00%
$447.50Jul 10$1.51$11.98$13.49$434.01$460.993.09%
$425.00Jul 10$13.55$1.36$14.91$410.09$439.913.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.66% of stock, avg 7.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$447.50$425.00Jul 10$1.51$1.36$2.87$422.13$450.37
$447.50$427.50Jul 10$1.51$1.80$3.31$424.19$450.81
$445.00$425.00Jul 10$2.05$1.36$3.41$421.59$448.41
$445.00$427.50Jul 10$2.05$1.80$3.85$423.65$448.85
$447.50$430.00Jul 10$1.51$2.33$3.84$426.16$451.34
$442.50$425.00Jul 10$2.81$1.36$4.17$420.83$446.67
$445.00$430.00Jul 10$2.05$2.33$4.38$425.62$449.38
$442.50$427.50Jul 10$2.81$1.80$4.61$422.89$447.11
$447.50$432.50Jul 10$1.51$3.12$4.63$427.87$452.13
$440.00$425.00Jul 10$3.70$1.36$5.06$419.94$445.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 275 found (best R:R 89.91, avg credit $4.99)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
370/380390/400Aug 21$9.89$0.1189.91$370.11$399.89
370/375390/395Jul 24$4.89$0.1144.45$370.11$394.89
350/355370/375Jul 24$4.88$0.1240.67$350.12$374.88
380/385390/395Jul 31$4.88$0.1240.67$380.12$394.88
380/382385/390Jul 17$4.87$0.1337.46$377.63$389.87
385/390395/400Jul 31$4.87$0.1337.46$385.13$399.87
365/368370/375Jul 17$4.86$0.1434.71$362.64$374.86
365/370380/385Aug 7$4.86$0.1434.71$365.14$384.86
380/385405/410Aug 14$4.86$0.1434.71$380.14$409.86
350/355360/365Jul 24$4.85$0.1532.33$350.15$364.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 255 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$470.00$480.00$490.00Aug 21$0.07$9.93141.86
$350.00$360.00$370.00Aug 21$0.08$9.92124.00
$370.00$375.00$380.00Jul 17$0.05$4.9599.00
$485.00$490.00$495.00Jul 24$0.05$4.9599.00
$455.00$460.00$465.00Jul 31$0.05$4.9599.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$375.00$380.00$385.00Jul 24$0.06$4.9482.33
$510.00$515.00$520.00Jul 24$0.06$4.9482.33
$355.00$360.00$365.00Jul 31$0.06$4.9482.33
$370.00$375.00$380.00Jul 24$0.07$4.9370.43
$430.00$435.00$440.00Jul 31$0.09$4.9154.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 144 found (best net $-22.17, 141 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$520.001:2Aug 14-$5.70$4.30
$510.00$515.001:2Jul 24-$2.05$2.95
$515.00$520.001:2Jul 24-$2.05$2.95
$510.00$520.001:2Aug 21-$7.32$2.68
$505.00$510.001:2Jul 24-$2.49$2.51
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$475.001:2Aug 7-$22.17$12.83
$360.00$350.001:2Aug 21-$3.14$6.86
$370.00$360.001:2Aug 21-$4.47$5.53
$380.00$370.001:2Aug 21-$4.94$5.06
$510.00$480.001:2Jul 31-$25.93$4.07

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 125 found (best yield 7.00%, avg 2.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$440.00Aug 21$30.600.520.7%7.00%7.70%3222.5K
$440.00Aug 14$27.300.520.7%6.25%6.94%1611
$450.00Aug 21$26.350.483.0%6.03%9.01%4014.2K
$440.00Aug 7$25.200.520.7%5.77%6.46%70124
$445.00Aug 14$25.200.491.8%5.77%7.61%1218
$450.00Aug 14$23.100.473.0%5.29%8.27%2047
$460.00Aug 21$23.000.435.3%5.26%10.54%3464.0K
$440.00Jul 31$22.800.510.7%5.22%5.91%42959
$445.00Aug 7$22.350.491.8%5.11%6.95%11251
$455.00Aug 14$21.200.444.1%4.85%8.98%3120

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 59,776
Total Puts 79,147
Put/Call Ratio 1.32
Net Difference -19,371

Prior's Put/Call Breakdown

Total Calls 41,560
Total Puts 47,435
Put/Call Ratio 1.14
Net Difference -5,875

Prior 7-Day Put/Call Summary

Total Calls 502,792
Total Puts 628,897
Average Put/Call Ratio 1.27
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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