Tour v340
TSM
TAIWAN SEMICONDUCTOR ADR
$419.48 -0.22%
$422.10 (+0.62%)🌙
as of 07/15 06:03 PM
7/15 18:03

Option Volume

Detail
Current (07/15) 311,979
Calls: 145,623 (47%)
Puts: 166,356 (53%)
Prior (07/14) 310,113
Calls: 168,610 (54%)
Puts: 141,503 (46%)
Current vs Prior +0.60%
Calls: -13.63% (Calls)
Puts: +17.56% (Puts)
Prior 7-Day Total 1,241,758
Calls: 582,110 (47%)
Puts: 659,648 (53%)
Prior 7-Day Average 177,394
Calls: 83,158 (47%)
Puts: 94,235 (53%)
Current vs Prior 7-Day Avg +75.87%
Calls: +75.11%
Puts: +76.53%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/15) $296.29M
Calls: $179.58M (61%)
Puts: $116.72M (39%)
Prior (07/14) $391.26M
Calls: $288.49M (74%)
Puts: $102.78M (26%)
Current vs Prior -24.27%
Calls: -37.75%
Puts: +13.57%
Prior 7-Day Total $1.49B
Calls: $974.62M (66%)
Puts: $513.04M (34%)
Prior 7-Day Average $212.52M
Calls: $139.23M (66%)
Puts: $73.29M (34%)
Current vs Prior 7-Day Avg +39.42%
Calls: +28.98%
Puts: +59.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 1.14
Prior (07/14) 0.84
Current vs Prior +36.12%
Prior 7-Day Average 1.21
Current vs Prior 7-Day Avg -5.57%
Sentiment BEARISH

Open Interest

Detail
Current (07/15) 2,081,682
Calls: 922,896 (44%)
Puts: 1,158,786 (56%)
Prior (07/14) 1,582,771
Calls: 699,148 (44%)
Puts: 883,623 (56%)
Current vs Prior +31.52%
Prior 7-Day Total 13,422,647
Calls: 5,870,571 (44%)
Puts: 7,552,076 (56%)
Prior 7-Day Average 1,917,521
Calls: 838,653 (44%)
Puts: 1,078,868 (56%)
Current vs Prior 7-Day Avg +8.56%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.48% | 7.03%4.48% | 14.37%
Prior 5.51% | 7.80%5.51% | 14.62%
Current vs Prior -18.81% | -9.81%-18.81% | -1.76%
Prior 7-Day Avg 4.97% | 8.38%7.45% | 15.60%
Current vs 7-Day Avg -9.87% | -16.07%-39.95% | -7.91%
Prior 7-Day Eod 5.51% | 7.80%5.51% | 14.62%
Current vs 7-Day Eod -18.81% | -9.81%-18.81% | -1.76%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 8.41% | 6.70%
Calls: 9.24% | 6.33%
Puts: 7.57% | 7.07%
Prior 4.69% | 5.86%
Calls: 5.38% | 4.93%
Puts: 3.99% | 6.79%
Current vs Prior +79.32% | +14.33%
Prior 7-Day Avg 11.62% | 5.55%
Calls: 9.81% | 5.41%
Puts: 13.42% | 5.69%
Current vs 7-Day Avg -27.61% | +20.81%
Liquidity Pricy
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($179.58M). Volume explosion - 76% above 7-day average (311,979 vs avg 177,394). Slightly bearish P/C ratio of 1.14. P/C ratio rising 36% - 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 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 276 of results (avg 6.6%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2138.8039.85$39.332.7%5.2K0.6511.4K
$360.00Aug 2167.1569.15$68.152.9%320.841.1K
$340.00Aug 2184.1086.80$85.453.2%20.901.2K
$370.00Aug 2159.2561.20$60.233.2%130.80810
$350.00Aug 2175.4578.05$76.753.4%1260.87909
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Aug 2183.3585.95$84.653.1%100.83113
$500.00Aug 1482.1585.05$83.603.5%--0.8535
$480.00Aug 2166.4568.90$67.683.6%20.7685
$460.00Aug 2150.9552.85$51.903.7%530.681.8K
$500.00Jul 2479.1082.15$80.633.8%--1.0016

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.46, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 170.070.08$0.0812.5%3.3K0.015.5K
$475.00Jul 170.250.30$0.2817.9%6220.036.0K
$470.00Jul 170.320.39$0.3619.4%5.3K0.0412.9K
$465.00Jul 170.500.56$0.5311.3%1.1K0.051.0K
$460.00Jul 170.660.75$0.7112.7%6.7K0.0710.4K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 170.080.09$0.0911.1%9610.017.6K
$375.00Jul 170.160.17$0.175.9%1.6K0.026.0K
$380.00Jul 170.250.30$0.2817.9%5.6K0.0312.0K
$390.00Jul 170.730.80$0.779.1%4.5K0.088.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 223 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 1778.0081.10$79.553.9%1310.99912
$350.00Jul 1768.0071.10$69.554.5%290.992.9K
$357.50Jul 1760.6563.60$62.134.7%--0.99110
$360.00Jul 1758.1561.10$59.634.9%30.991.2K
$365.00Jul 1753.0556.20$54.635.8%--0.9919
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$472.50Jul 1750.9554.40$52.686.5%11.0066
$475.00Jul 1753.4056.90$55.156.3%--1.00165
$477.50Jul 1756.1059.35$57.735.6%--1.0012
$480.00Jul 1758.7561.75$60.255.0%51.00369
$485.00Jul 1763.7566.80$65.284.7%--1.0040

Most actively traded options today. High liquidity = easy entry/exit. 463 active (total vol 245.1K, top 11.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Jul 172.702.84$2.775.1%10.4K0.216.7K
$420.00Jul 178.309.15$8.739.7%8.3K0.517.7K
$450.00Jul 171.401.50$1.456.9%7.9K0.1210.3K
$460.00Jul 170.660.75$0.7112.7%6.7K0.0710.4K
$440.00Aug 2119.0520.45$19.757.1%6.2K0.423.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$405.00Jul 172.993.20$3.106.8%11.2K0.248.0K
$370.00Jul 170.080.11$0.1030.0%9.5K0.016.8K
$380.00Jul 242.382.77$2.5815.1%8.9K0.131.3K
$370.00Aug 218.409.15$8.788.5%8.7K0.204.8K
$380.00Jul 170.250.30$0.2817.9%5.6K0.0312.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 112 strikes (avg 50.9%, max 118.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Jul 17Aug 21119.4%56.2%112.3%1332.1K
$350.00Jul 17Aug 28103.8%53.6%93.6%412.9K
$495.00Jul 17Aug 2899.7%52.7%89.1%4091.6K
$500.00Jul 17Aug 2898.0%52.5%86.9%3.3K5.5K
$490.00Jul 17Aug 2892.9%52.5%77.1%1.1K3.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Jul 17Aug 28119.4%54.7%118.2%6813.6K
$345.00Jul 17Aug 28116.5%54.1%115.4%178383
$350.00Jul 17Aug 28103.8%53.6%93.6%2.9K24.0K
$495.00Jul 17Aug 2899.7%52.7%89.1%--58
$500.00Jul 17Aug 2898.0%52.5%86.9%--81

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 300 found (best R:R 40.67, avg 4.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$457.50$460.00Jul 17$0.10$2.40$0.1024.00$457.60
$460.00$462.50Jul 17$0.11$2.39$0.1121.73$460.11
$490.00$495.00Jul 31$0.22$4.78$0.2221.73$490.22
$465.00$467.50Jul 17$0.12$2.38$0.1219.83$465.12
$475.00$477.50Jul 24$0.12$2.38$0.1219.83$475.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$340.00Jul 31$0.12$4.88$0.1240.67$344.88
$350.00$345.00Jul 31$0.24$4.76$0.2419.83$349.76
$380.00$377.50Jul 17$0.13$2.37$0.1318.23$379.87
$385.00$382.50Jul 17$0.13$2.37$0.1318.23$384.87
$357.50$355.00Jul 24$0.14$2.36$0.1416.86$357.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 431 found (best R:R 32.33, avg 2.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$345.00Jul 24$4.85$4.85$0.1532.33$344.85
$370.00$375.00Jul 17$4.83$4.83$0.1728.41$374.83
$387.50$390.00Jul 17$2.40$2.40$0.1024.00$389.90
$370.00$375.00Jul 24$4.80$4.80$0.2024.00$374.80
$380.00$385.00Jul 17$4.75$4.75$0.2519.00$384.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$500.00$495.00Jul 24$4.85$4.85$0.1532.33$495.15
$480.00$475.00Jul 24$4.82$4.82$0.1826.78$475.18
$500.00$495.00Aug 14$4.82$4.82$0.1826.78$495.18
$490.00$485.00Jul 24$4.81$4.81$0.1925.32$485.19
$460.00$457.50Jul 17$2.40$2.40$0.1024.00$457.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 112 found (avg debit $2.78, cheapest $0.38)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$502.50Jul 17Jul 24$0.38106.4%60.9%
$500.00Jul 17Jul 24$0.5298.0%61.4%
$495.00Jul 17Jul 24$0.5799.7%60.3%
$492.50Jul 17Jul 24$0.5997.6%59.2%
$497.50Jul 17Jul 24$0.5991.3%60.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$500.00Jul 17Jul 24$0.4598.0%61.4%
$340.00Jul 17Jul 24$0.52119.4%74.2%
$337.50Jul 17Jul 24$0.53122.2%76.8%
$490.00Jul 17Jul 24$0.5392.9%58.6%
$342.50Jul 17Jul 24$0.61115.7%74.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 221 found (cheapest 4.14% of stock, avg 12.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$417.50Jul 17$9.98$7.38$17.36$400.14$434.864.14%
$415.00Jul 17$11.23$6.25$17.48$397.52$432.484.17%
$420.00Jul 17$8.73$8.80$17.53$402.47$437.534.18%
$422.50Jul 17$7.68$10.02$17.70$404.80$440.204.22%
$412.50Jul 17$12.48$5.35$17.83$394.67$430.334.25%
$425.00Jul 17$6.75$11.50$18.25$406.75$443.254.35%
$410.00Jul 17$14.38$4.50$18.88$391.12$428.884.50%
$427.50Jul 17$5.82$13.33$19.15$408.35$446.654.57%
$407.50Jul 17$16.00$3.58$19.58$387.92$427.084.67%
$430.00Jul 17$5.03$14.75$19.78$410.22$449.784.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.11% of stock, avg 7.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$432.50$410.00Jul 17$4.35$4.50$8.85$401.15$441.35
$430.00$410.00Jul 17$5.03$4.50$9.53$400.47$439.53
$432.50$412.50Jul 17$4.35$5.35$9.70$402.80$442.20
$427.50$410.00Jul 17$5.82$4.50$10.32$399.68$437.82
$430.00$412.50Jul 17$5.03$5.35$10.38$402.12$440.38
$432.50$415.00Jul 17$4.35$6.25$10.60$404.40$443.10
$427.50$412.50Jul 17$5.82$5.35$11.17$401.33$438.67
$425.00$410.00Jul 17$6.75$4.50$11.25$398.75$436.25
$430.00$415.00Jul 17$5.03$6.25$11.28$403.72$441.28
$432.50$417.50Jul 17$4.35$7.38$11.73$405.77$444.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 254 found (best R:R 37.46, avg credit $5.11)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
350/355360/365Jul 31$4.87$0.1337.46$350.13$364.87
360/365375/380Jul 31$4.87$0.1337.46$360.13$379.87
360/365370/375Aug 28$4.87$0.1337.46$360.13$374.87
380/385390/395Aug 28$4.85$0.1532.33$380.15$394.85
345/350355/360Jul 31$4.84$0.1630.25$345.16$359.84
370/375380/385Jul 31$4.83$0.1728.41$370.17$384.83
380/385390/395Aug 14$4.83$0.1728.41$380.17$394.83
355/360370/375Aug 28$4.83$0.1728.41$355.17$374.83
360/362365/370Jul 24$4.82$0.1826.78$357.68$369.82
355/360365/370Aug 7$4.82$0.1826.78$355.18$369.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 264 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$435.00$440.00$445.00Aug 7$0.05$4.9599.00
$420.00$425.00$430.00Aug 14$0.05$4.9599.00
$340.00$350.00$360.00Aug 21$0.10$9.9099.00
$370.00$380.00$390.00Aug 21$0.10$9.9099.00
$345.00$350.00$355.00Jul 31$0.06$4.9482.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$465.00$470.00$475.00Jul 31$0.05$4.9599.00
$430.00$440.00$450.00Aug 21$0.12$9.8882.33
$390.00$395.00$400.00Aug 7$0.07$4.9370.43
$360.00$365.00$370.00Aug 7$0.08$4.9261.50
$480.00$485.00$490.00Jul 24$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. 142 found (best net $-2.68, 141 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$500.001:2Aug 21-$4.72$5.28
$480.00$490.001:2Aug 21-$5.26$4.74
$495.00$500.001:2Jul 31-$1.23$3.77
$485.00$490.001:2Jul 31-$1.71$3.29
$490.00$495.001:2Jul 31-$1.71$3.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$340.001:2Aug 21-$2.68$7.32
$360.00$350.001:2Aug 21-$3.56$6.44
$370.00$360.001:2Aug 21-$4.82$5.18
$345.00$340.001:2Jul 31-$1.15$3.85
$350.00$345.001:2Jul 31-$1.15$3.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 131 found (best yield 7.08%, avg 2.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$420.00Aug 28$29.700.530.1%7.08%7.20%6532
$420.00Aug 21$27.750.530.1%6.62%6.74%3623.7K
$425.00Aug 28$27.350.511.3%6.52%7.84%1934
$430.00Aug 28$25.100.482.5%5.98%8.49%2639
$420.00Aug 14$24.600.530.1%5.86%5.99%74290
$430.00Aug 21$23.050.482.5%5.49%8.00%5552.5K
$435.00Aug 28$23.050.463.7%5.49%9.19%143
$425.00Aug 14$22.200.501.3%5.29%6.61%3126
$420.00Aug 7$21.650.530.1%5.16%5.29%57414
$440.00Aug 28$21.150.434.9%5.04%9.93%671

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 145,623
Total Puts 166,356
Put/Call Ratio 1.14
Net Difference -20,733

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 582,110
Total Puts 659,648
Average Put/Call Ratio 1.21
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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