Tour v334
TSM
TAIWAN SEMICONDUCTOR ADR
$420.39 -0.28%
$422.16 (+0.42%)🌙
as of 07/14 06:11 PM
7/14 18:11

Option Volume

Detail
Current (07/14) 310,113
Calls: 168,610 (54%)
Puts: 141,503 (46%)
Prior (07/13) 239,657
Calls: 114,225 (48%)
Puts: 125,432 (52%)
Current vs Prior +29.40%
Calls: +47.61% (Calls)
Puts: +12.81% (Puts)
Prior 7-Day Total 1,164,529
Calls: 523,930 (45%)
Puts: 640,599 (55%)
Prior 7-Day Average 166,361
Calls: 74,847 (45%)
Puts: 91,514 (55%)
Current vs Prior 7-Day Avg +86.41%
Calls: +125.27%
Puts: +54.62%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $391.26M
Calls: $288.49M (74%)
Puts: $102.78M (26%)
Prior (07/13) $319.07M
Calls: $200.38M (63%)
Puts: $118.69M (37%)
Current vs Prior +22.63%
Calls: +43.97%
Puts: -13.41%
Prior 7-Day Total $1.37B
Calls: $855.60M (62%)
Puts: $516.77M (38%)
Prior 7-Day Average $196.05M
Calls: $122.23M (62%)
Puts: $73.82M (38%)
Current vs Prior 7-Day Avg +99.57%
Calls: +136.02%
Puts: +39.22%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.84
Prior (07/13) 1.10
Current vs Prior -23.58%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -32.77%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/14) 1,582,771
Calls: 699,148 (44%)
Puts: 883,623 (56%)
Prior (07/13) 1,938,207
Calls: 850,673 (44%)
Puts: 1,087,534 (56%)
Current vs Prior -18.34%
Prior 7-Day Total 13,784,045
Calls: 6,024,712 (44%)
Puts: 7,759,333 (56%)
Prior 7-Day Average 1,969,149
Calls: 860,673 (44%)
Puts: 1,108,476 (56%)
Current vs Prior 7-Day Avg -19.62%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 5.51% | 7.80%5.51% | 14.62%
Prior 6.23% | 8.38%6.23% | 14.77%
Current vs Prior -11.45% | -6.90%-11.45% | -1.01%
Prior 7-Day Avg 5.12% | 8.67%7.78% | 15.76%
Current vs 7-Day Avg +7.67% | -10.07%-29.11% | -7.23%
Prior 7-Day Eod 6.23% | 8.38%6.23% | 14.77%
Current vs 7-Day Eod -11.45% | -6.90%-11.45% | -1.01%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 4.69% | 5.86%
Calls: 5.38% | 4.93%
Puts: 3.99% | 6.79%
Prior 6.01% | 7.14%
Calls: 8.99% | 7.10%
Puts: 3.03% | 7.19%
Current vs Prior -21.96% | -17.93%
Prior 7-Day Avg 18.01% | 6.04%
Calls: 17.62% | 6.07%
Puts: 18.41% | 6.01%
Current vs 7-Day Avg -73.97% | -2.93%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($288.49M). Dollar volume significantly above 7-day average (100% higher). Volume explosion - 86% above 7-day average (310,113 vs avg 166,361). P/C ratio dropping 24% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 289 of results (avg 5.7%, best 2.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 1780.1082.00$81.052.3%51.00916
$340.00Aug 2185.6087.75$86.682.5%20.90--
$350.00Jul 2471.7073.55$72.632.5%5270.9436
$350.00Jul 1770.1572.00$71.082.6%6551.002.5K
$400.00Aug 2140.0041.10$40.552.7%6.5K0.667.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Aug 2182.5084.50$83.502.4%60.82113
$500.00Jul 1778.3080.25$79.282.5%191.00168
$500.00Jul 2478.5080.70$79.602.8%10.94--
$500.00Aug 780.2082.60$81.402.9%10.87--
$440.00Aug 2137.4538.60$38.033.0%440.577.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.58, cheapest $0.14)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 170.130.14$0.147.1%8870.015.5K
$490.00Jul 170.200.23$0.2213.6%3340.023.6K
$480.00Jul 170.350.40$0.3813.2%7750.033.5K
$472.50Jul 170.570.64$0.6111.5%1.2K0.05913
$470.00Jul 170.680.76$0.7211.1%3.9K0.0611.6K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$372.50Jul 170.340.41$0.3818.4%540.03241
$375.00Jul 170.400.46$0.4314.0%3.9K0.044.5K
$380.00Jul 170.640.72$0.6811.8%4.3K0.0617.8K
$382.50Jul 170.740.86$0.8015.0%5190.07435

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 164 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 1780.1082.00$81.052.3%51.00916
$350.00Jul 1770.1572.00$71.082.6%6551.002.5K
$357.50Jul 1762.7064.55$63.632.9%1100.99--
$360.00Jul 1760.2062.05$61.133.0%170.991.2K
$362.50Jul 1757.7559.60$58.683.2%10.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Jul 1758.5060.50$59.503.4%161.00379
$500.00Jul 1778.3080.25$79.282.5%191.00168
$475.00Jul 1753.6055.65$54.633.8%20.95165
$472.50Jul 1751.2053.15$52.183.7%40.9570
$470.00Jul 1748.8050.80$49.804.0%840.94974

Most actively traded options today. High liquidity = easy entry/exit. 450 active (total vol 182.9K, top 17.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Aug 219.359.80$9.574.7%17.4K0.2519.2K
$400.00Aug 2140.0041.10$40.552.7%6.5K0.667.5K
$400.00Jul 1723.6524.80$24.234.7%6.1K0.8017.4K
$450.00Jul 245.606.00$5.806.9%4.8K0.26996
$470.00Jul 170.680.76$0.7211.1%3.9K0.0611.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 170.040.05$0.0520.0%13.1K0.0126.8K
$350.00Aug 215.205.45$5.334.7%12.6K0.1310.4K
$420.00Jul 1710.1010.90$10.507.6%5.6K0.4819.2K
$370.00Jul 170.210.36$0.2853.6%5.3K0.037.8K
$370.00Aug 218.458.95$8.705.7%4.6K0.203.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 104 strikes (avg 37.9%, max 66.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Jul 17Aug 2190.5%56.8%59.4%7916
$500.00Jul 17Aug 2884.6%53.2%59.0%9075.5K
$495.00Jul 17Aug 2883.6%53.2%57.1%2291.6K
$490.00Jul 17Aug 2881.2%53.1%52.8%3413.6K
$475.00Jul 17Aug 2879.7%52.9%50.7%6956.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Jul 17Aug 2890.5%54.4%66.6%4183.9K
$500.00Jul 17Aug 2184.6%52.9%59.8%25281
$355.00Jul 17Aug 1486.0%55.9%53.8%3.6K12.5K
$345.00Jul 17Aug 2883.7%54.6%53.4%57396
$360.00Jul 17Aug 2880.6%53.6%50.4%2.4K8.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 308 found (best R:R 26.78, avg 4.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$470.00$472.50Jul 17$0.11$2.39$0.1121.73$470.11
$490.00$492.50Jul 24$0.11$2.39$0.1121.73$490.11
$500.00$502.50Jul 24$0.11$2.39$0.1121.73$500.11
$475.00$477.50Jul 17$0.12$2.38$0.1219.83$475.12
$495.00$497.50Jul 24$0.12$2.38$0.1219.83$495.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$340.00Jul 31$0.18$4.82$0.1826.78$344.82
$380.00$377.50Jul 17$0.10$2.40$0.1024.00$379.90
$372.50$370.00Jul 24$0.11$2.39$0.1121.73$372.39
$382.50$380.00Jul 17$0.12$2.38$0.1219.83$382.38
$352.50$350.00Jul 24$0.13$2.37$0.1318.23$352.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 394 found (best R:R 89.91, avg 2.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$362.50$370.00Jul 17$7.35$7.35$0.1549.00$369.85
$370.00$375.00Jul 17$4.88$4.88$0.1240.67$374.88
$375.00$380.00Jul 17$4.77$4.77$0.2320.74$379.77
$350.00$370.00Jul 24$18.93$18.93$1.0717.69$368.93
$380.00$382.50Jul 17$2.35$2.35$0.1515.67$382.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$500.00$480.00Jul 17$19.78$19.78$0.2289.91$480.22
$480.00$475.00Jul 17$4.87$4.87$0.1337.46$475.13
$455.00$452.50Jul 17$2.38$2.38$0.1219.83$452.62
$472.50$470.00Jul 17$2.38$2.38$0.1219.83$470.12
$500.00$475.00Jul 24$23.77$23.77$1.2319.33$476.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 104 found (avg debit $3.06, cheapest $0.32)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$502.50Jul 17Jul 24$0.5684.4%60.0%
$497.50Jul 17Jul 24$0.6285.7%59.2%
$500.00Jul 17Jul 24$0.6484.6%60.5%
$495.00Jul 17Jul 24$0.7483.6%59.4%
$492.50Jul 17Jul 24$0.7983.4%59.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$500.00Jul 17Jul 24$0.3284.6%60.5%
$337.50Jul 17Jul 24$0.80100.9%78.6%
$342.50Jul 17Jul 24$0.9297.4%76.5%
$340.00Jul 17Jul 24$0.9990.5%78.9%
$345.00Jul 17Jul 24$1.1383.7%76.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 161 found (cheapest 5.23% of stock, avg 11.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$420.00Jul 17$11.48$10.50$21.98$398.02$441.985.23%
$417.50Jul 17$12.83$9.23$22.06$395.44$439.565.25%
$422.50Jul 17$10.35$11.70$22.05$400.45$444.555.25%
$415.00Jul 17$14.13$8.07$22.20$392.80$437.205.28%
$425.00Jul 17$9.27$13.20$22.47$402.53$447.475.35%
$412.50Jul 17$15.58$7.10$22.68$389.82$435.185.39%
$427.50Jul 17$8.20$14.65$22.85$404.65$450.355.44%
$410.00Jul 17$17.18$6.15$23.33$386.67$433.335.55%
$430.00Jul 17$7.35$16.10$23.45$406.55$453.455.58%
$407.50Jul 17$18.80$5.45$24.25$383.25$431.755.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 3.00% of stock, avg 7.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$432.50$410.00Jul 17$6.45$6.15$12.60$397.40$445.10
$430.00$410.00Jul 17$7.35$6.15$13.50$396.50$443.50
$432.50$412.50Jul 17$6.45$7.10$13.55$398.95$446.05
$427.50$410.00Jul 17$8.20$6.15$14.35$395.65$441.85
$430.00$412.50Jul 17$7.35$7.10$14.45$398.05$444.45
$432.50$415.00Jul 17$6.45$8.07$14.52$400.48$447.02
$427.50$412.50Jul 17$8.20$7.10$15.30$397.20$442.80
$425.00$410.00Jul 17$9.27$6.15$15.42$394.58$440.42
$430.00$415.00Jul 17$7.35$8.07$15.42$399.58$445.42
$432.50$417.50Jul 17$6.45$9.23$15.68$401.82$448.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 431 found (best R:R 32.33, avg credit $4.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
345/350355/360Jul 31$4.85$0.1532.33$345.15$359.85
350/355370/375Jul 31$4.82$0.1826.78$350.18$374.82
350/355360/365Jul 31$4.81$0.1925.32$350.19$364.81
378/380382/385Jul 17$2.40$0.1024.00$377.60$384.90
345/350370/375Jul 31$4.79$0.2122.81$345.21$374.79
345/350360/365Jul 31$4.78$0.2221.73$345.22$364.78
370/375380/385Aug 7$4.78$0.2221.73$370.22$384.78
338/340350/370Jul 24$19.08$0.9220.74$320.92$369.08
380/385390/395Aug 28$4.77$0.2320.74$380.23$394.77
342/345350/370Jul 24$19.07$0.9320.51$325.93$369.07

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 215 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$480.00$490.00$500.00Aug 21$0.05$9.95199.00
$420.00$425.00$430.00Aug 14$0.05$4.9599.00
$490.00$495.00$500.00Aug 28$0.05$4.9599.00
$355.00$360.00$365.00Jul 31$0.07$4.9370.43
$455.00$460.00$465.00Aug 7$0.07$4.9370.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$405.00$410.00$415.00Aug 14$0.05$4.9599.00
$385.00$390.00$395.00Aug 28$0.05$4.9599.00
$420.00$430.00$440.00Aug 21$0.15$9.8565.67
$420.00$425.00$430.00Aug 7$0.08$4.9261.50
$345.00$350.00$355.00Aug 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. 126 found (best net $-18.51, 124 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$390.001:2Aug 28-$18.51$21.49
$490.00$500.001:2Aug 21-$4.96$5.04
$480.00$485.001:2Jul 24-$0.88$4.12
$480.00$490.001:2Aug 21-$6.43$3.57
$495.00$500.001:2Jul 31-$1.79$3.21
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$440.001:2Aug 28-$20.07$9.93
$350.00$340.001:2Aug 21-$2.87$7.13
$360.00$350.001:2Aug 21-$3.76$6.24
$360.00$350.001:2Aug 28-$4.03$5.97
$370.00$360.001:2Aug 21-$5.10$4.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 126 found (best yield 6.89%, avg 2.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$425.00Aug 28$28.950.521.1%6.89%7.98%389
$430.00Aug 28$26.650.492.3%6.34%8.63%1436
$435.00Aug 28$24.250.473.5%5.77%9.24%3--
$430.00Aug 21$24.200.492.3%5.76%8.04%4352.2K
$425.00Aug 14$23.550.511.1%5.60%6.70%1412
$440.00Aug 28$22.700.454.7%5.40%10.06%370
$430.00Aug 14$21.350.482.3%5.08%7.36%1562
$425.00Aug 7$20.800.501.1%4.95%6.04%41137
$445.00Aug 28$20.450.425.8%4.86%10.72%1--
$440.00Aug 21$20.300.434.7%4.83%9.49%3603.8K

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 168,610
Total Puts 141,503
Put/Call Ratio 0.84
Net Difference 27,107

Prior's Put/Call Breakdown

Total Calls 114,225
Total Puts 125,432
Put/Call Ratio 1.10
Net Difference -11,207

Prior 7-Day Put/Call Summary

Total Calls 523,930
Total Puts 640,599
Average Put/Call Ratio 1.25
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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