Tour v309
TSM
TAIWAN SEMICONDUCTOR ADR
$434.11 -0.65%
$435.10 (+0.23%)🌙
as of 07/10 06:04 PM
7/10 18:04

Option Volume

Detail
Current (07/10) 173,137
Calls: 77,536 (45%)
Puts: 95,601 (55%)
Prior (07/09) 138,923
Calls: 59,776 (43%)
Puts: 79,147 (57%)
Current vs Prior +24.63%
Calls: +29.71% (Calls)
Puts: +20.79% (Puts)
Prior 7-Day Total 1,101,917
Calls: 488,655 (44%)
Puts: 613,262 (56%)
Prior 7-Day Average 157,416
Calls: 69,807 (44%)
Puts: 87,608 (56%)
Current vs Prior 7-Day Avg +9.99%
Calls: +11.07%
Puts: +9.12%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/10) $131.24M
Calls: $85.16M (65%)
Puts: $46.08M (35%)
Prior (07/09) $183.42M
Calls: $116.84M (64%)
Puts: $66.58M (36%)
Current vs Prior -28.45%
Calls: -27.11%
Puts: -30.79%
Prior 7-Day Total $1.50B
Calls: $996.50M (66%)
Puts: $504.87M (34%)
Prior 7-Day Average $214.48M
Calls: $142.36M (66%)
Puts: $72.12M (34%)
Current vs Prior 7-Day Avg -38.81%
Calls: -40.18%
Puts: -36.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 1.23
Prior (07/09) 1.32
Current vs Prior -6.88%
Prior 7-Day Average 1.28
Current vs Prior 7-Day Avg -3.43%
Sentiment BEARISH

Open Interest

Detail
Current (07/10) 2,062,273
Calls: 893,145 (43%)
Puts: 1,169,128 (57%)
Prior (07/09) 2,013,661
Calls: 878,030 (44%)
Puts: 1,135,631 (56%)
Current vs Prior +2.41%
Prior 7-Day Total 13,508,282
Calls: 5,931,945 (44%)
Puts: 7,576,337 (56%)
Prior 7-Day Average 1,929,754
Calls: 847,420 (44%)
Puts: 1,082,333 (56%)
Current vs Prior 7-Day Avg +6.87%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 0.73% | 6.72%6.72% | 15.14%
Prior 2.60% | 7.80%7.80% | 15.68%
Current vs Prior +158.60% | +12.27%-13.85% | -3.46%
Prior 7-Day Avg 4.12% | 8.11%8.43% | 16.17%
Current vs 7-Day Avg +62.85% | +7.96%-20.33% | -6.35%
Prior 7-Day Eod 2.60% | 7.80%-- | --
Current vs 7-Day Eod +158.60% | +12.27%-- | --
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 35.16% | 5.05%
Calls: 13.88% | 5.93%
Puts: 56.44% | 4.17%
Prior 7.29% | 5.01%
Calls: 9.20% | 5.52%
Puts: 5.37% | 4.51%
Current vs Prior +382.30% | +0.80%
Prior 7-Day Avg 17.19% | 6.46%
Calls: 18.62% | 6.03%
Puts: 15.76% | 6.90%
Current vs 7-Day Avg +104.52% | -21.86%
Liquidity Pricy
+
Add Card

🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($85.16M). Bearish P/C ratio of 1.23 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 267 of results (avg 6.5%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2180.9083.00$81.952.6%200.87928
$350.00Jul 1083.6085.90$84.752.7%211.0026
$460.00Aug 2120.5021.15$20.833.1%2160.414.1K
$440.00Aug 2128.3529.25$28.803.1%1.0K0.512.6K
$350.00Jul 3186.2089.05$87.633.3%--0.9329
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Aug 2165.1567.50$66.333.5%50.71143
$510.00Aug 2180.8584.00$82.433.8%90.7738
$440.00Aug 2131.6032.85$32.233.9%2800.496.8K
$500.00Aug 2172.5075.70$74.104.3%10.74113
$520.00Aug 2189.5593.60$91.574.4%--0.8034

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.78, cheapest $0.70)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 170.630.76$0.7018.6%9320.0327.6K
$360.00Jul 170.810.91$0.8611.6%1.1K0.048.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 233 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 1083.6085.90$84.752.7%211.0026
$360.00Jul 1073.4575.90$74.683.3%--1.00152
$365.00Jul 1067.5070.90$69.204.9%11.0017
$370.00Jul 1062.7565.90$64.334.9%121.00101
$380.00Jul 1053.3055.85$54.584.7%41.00141
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$437.50Jul 102.044.05$3.0565.9%7261.00576
$440.00Jul 104.106.50$5.3045.3%8611.001.6K
$442.50Jul 106.609.05$7.8331.3%3011.00459
$445.00Jul 109.3511.35$10.3519.3%1821.001.2K
$447.50Jul 1011.6014.05$12.8319.1%491.00467

Most actively traded options today. High liquidity = easy entry/exit. 497 active (total vol 129.7K, top 10.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Jul 175.255.75$5.509.1%9.7K0.266.7K
$470.00Jul 173.453.95$3.7013.5%5.7K0.197.9K
$440.00Jul 100.000.11$0.06183.3%5.0K0.043.0K
$460.00Jul 3113.0013.70$13.355.2%2.8K0.36867
$450.00Jul 177.858.65$8.259.7%2.8K0.354.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Jul 171.731.94$1.8411.4%10.2K0.091.2K
$405.00Jul 173.504.20$3.8518.2%5.7K0.1912.3K
$355.00Jul 100.000.01$0.01100.0%5.0K0.0013.1K
$390.00Jul 172.062.20$2.136.6%2.5K0.118.2K
$410.00Jul 100.000.01$0.01100.0%1.7K0.002.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 114 strikes (avg 593.7%, max 1551.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Jul 10Aug 21896.4%54.3%1551.9%34925
$360.00Jul 10Aug 21787.3%52.9%1387.8%201.1K
$375.00Jul 10Aug 7783.2%54.2%1345.2%330
$520.00Jul 10Aug 21744.3%55.3%1247.0%1.2K3.6K
$365.00Jul 10Aug 14733.6%55.6%1218.8%136
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Jul 10Aug 21896.4%54.3%1551.9%43012.9K
$355.00Jul 10Aug 14841.6%55.6%1414.7%5.0K13.2K
$360.00Jul 10Aug 21787.3%52.9%1387.8%29010.3K
$375.00Jul 10Aug 14783.2%53.2%1372.9%691.2K
$365.00Jul 10Aug 14733.6%55.6%1218.8%341.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 290 found (best R:R 21.73, avg 4.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$500.00$502.50Jul 17$0.11$2.39$0.1121.73$500.11
$510.00$512.50Jul 17$0.11$2.39$0.1121.73$510.11
$510.00$512.50Jul 24$0.11$2.39$0.1121.73$510.11
$507.50$510.00Jul 24$0.12$2.38$0.1219.83$507.62
$505.00$507.50Jul 17$0.13$2.37$0.1318.23$505.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$390.00$387.50Jul 17$0.11$2.39$0.1121.73$389.89
$355.00$352.50Jul 24$0.11$2.39$0.1121.73$354.89
$355.00$350.00Jul 31$0.22$4.78$0.2221.73$354.78
$370.00$365.00Aug 14$0.23$4.77$0.2320.74$369.77
$362.50$360.00Jul 24$0.13$2.37$0.1318.23$362.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 420 found (best R:R 49.00, avg 2.99)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$370.00$375.00Jul 17$4.90$4.90$0.1049.00$374.90
$365.00$370.00Jul 10$4.87$4.87$0.1337.46$369.87
$355.00$360.00Jul 24$4.82$4.82$0.1826.78$359.82
$365.00$370.00Jul 17$4.80$4.80$0.2024.00$369.80
$350.00$355.00Jul 24$4.78$4.78$0.2221.73$354.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$495.00$490.00Jul 17$4.88$4.88$0.1240.67$490.12
$520.00$510.00Jul 17$9.75$9.75$0.2539.00$510.25
$490.00$485.00Jul 17$4.87$4.87$0.1337.46$485.13
$500.00$495.00Jul 17$4.87$4.87$0.1337.46$495.13
$490.00$485.00Jul 24$4.77$4.77$0.2320.74$485.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 120 found (avg debit $4.45, cheapest $0.58)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Jul 10Jul 17$0.58896.4%87.9%
$520.00Jul 10Jul 17$0.58744.3%70.7%
$517.50Jul 10Jul 17$0.62726.0%70.0%
$515.00Jul 10Jul 17$0.67707.6%69.3%
$512.50Jul 10Jul 17$0.76689.0%69.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$347.50Jul 10Jul 17$0.66924.1%89.8%
$350.00Jul 10Jul 17$0.69896.4%87.9%
$352.50Jul 10Jul 17$0.74869.0%86.6%
$355.00Jul 10Jul 17$0.75841.6%84.5%
$357.50Jul 10Jul 17$0.83814.4%83.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 231 found (cheapest 0.27% of stock, avg 11.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$435.00Jul 10$0.32$0.84$1.16$433.84$436.160.27%
$432.50Jul 10$2.35$0.08$2.43$430.07$434.930.56%
$437.50Jul 10$0.03$3.05$3.08$434.42$440.580.71%
$430.00Jul 10$4.35$0.03$4.38$425.62$434.381.01%
$440.00Jul 10$0.06$5.30$5.36$434.64$445.361.23%
$427.50Jul 10$7.25$0.05$7.30$420.20$434.801.68%
$442.50Jul 10$0.06$7.83$7.89$434.61$450.391.82%
$425.00Jul 10$9.70$0.01$9.71$415.29$434.712.24%
$445.00Jul 10$0.01$10.35$10.36$434.64$455.362.39%
$422.50Jul 10$12.23$0.02$12.25$410.25$434.752.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 0.09% of stock, avg 8.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$435.00$432.50Jul 10$0.32$0.08$0.40$432.10$435.40
$447.50$425.00Jul 17$9.02$9.32$18.34$406.66$465.84
$445.00$425.00Jul 17$9.82$9.32$19.14$405.86$464.14
$447.50$427.50Jul 17$9.02$10.43$19.45$408.05$466.95
$442.50$425.00Jul 17$10.85$9.32$20.17$404.83$462.67
$445.00$427.50Jul 17$9.82$10.43$20.25$407.25$465.25
$447.50$430.00Jul 17$9.02$11.50$20.52$409.48$468.02
$440.00$425.00Jul 17$11.90$9.32$21.22$403.78$461.22
$442.50$427.50Jul 17$10.85$10.43$21.28$406.22$463.78
$445.00$430.00Jul 17$9.82$11.50$21.32$408.68$466.32

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 247 found (best R:R 49.00, avg credit $5.01)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
360/365395/400Aug 14$4.90$0.1049.00$360.10$399.90
352/355365/370Jul 24$4.88$0.1240.67$350.12$369.88
352/355360/365Jul 24$4.86$0.1434.71$350.14$364.86
358/360370/375Jul 24$4.85$0.1532.33$355.15$374.85
370/375395/400Aug 14$4.85$0.1532.33$370.15$399.85
375/380390/395Aug 14$4.85$0.1532.33$375.15$394.85
355/360365/370Jul 31$4.83$0.1728.41$355.17$369.83
395/400415/420Aug 7$4.83$0.1728.41$395.17$419.83
358/360375/380Jul 24$4.82$0.1826.78$355.18$379.82
350/355360/365Jul 31$4.82$0.1826.78$350.18$364.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 233 found (best R:R 165.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$460.00$470.00$480.00Aug 21$0.06$9.94165.67
$500.00$510.00$520.00Aug 21$0.08$9.92124.00
$370.00$375.00$380.00Jul 31$0.05$4.9599.00
$485.00$490.00$495.00Jul 31$0.05$4.9599.00
$490.00$495.00$500.00Jul 31$0.05$4.9599.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$470.00$475.00$480.00Jul 24$0.06$4.9482.33
$355.00$360.00$365.00Jul 31$0.07$4.9370.43
$410.00$415.00$420.00Jul 31$0.07$4.9370.43
$390.00$395.00$400.00Jul 31$0.08$4.9261.50
$450.00$455.00$460.00Aug 14$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. 168 found (best net $-3.05, 157 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$520.001:2Aug 14-$5.42$4.58
$510.00$520.001:2Aug 21-$6.45$3.55
$515.00$520.001:2Jul 24-$1.47$3.53
$500.00$505.001:2Jul 24-$2.19$2.81
$457.50$460.001:2Jul 10$0.00$2.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$350.001:2Aug 21-$3.05$6.95
$370.00$360.001:2Aug 21-$3.92$6.08
$380.00$370.001:2Aug 21-$4.83$5.17
$390.00$380.001:2Aug 21-$6.21$3.79
$510.00$480.001:2Jul 31-$26.25$3.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 126 found (best yield 6.53%, avg 2.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$440.00Aug 21$28.350.511.4%6.53%7.89%1.0K2.6K
$435.00Aug 14$27.550.540.2%6.35%6.55%3546
$440.00Aug 14$25.150.511.4%5.79%7.15%1217
$435.00Aug 7$25.100.530.2%5.78%5.99%9073
$450.00Aug 21$24.150.463.7%5.56%9.22%2764.3K
$445.00Aug 14$23.100.482.5%5.32%7.83%323
$440.00Aug 7$22.950.501.4%5.29%6.64%163159
$435.00Jul 31$22.050.520.2%5.08%5.28%121237
$450.00Aug 14$21.050.463.7%4.85%8.51%1053
$445.00Aug 7$20.800.472.5%4.79%7.30%2485

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 77,536
Total Puts 95,601
Put/Call Ratio 1.23
Net Difference -18,065

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 488,655
Total Puts 613,262
Average Put/Call Ratio 1.28
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All