Tour v344
TSM
TAIWAN SEMICONDUCTOR ADR
$409.74 -2.32%
$410.68 (+0.23%)🌙
as of 07/16 06:00 PM
7/16 18:00

Option Volume

Detail
Current (07/16) 408,409
Calls: 221,885 (54%)
Puts: 186,524 (46%)
Prior (07/15) 311,979
Calls: 145,623 (47%)
Puts: 166,356 (53%)
Current vs Prior +30.91%
Calls: +52.37% (Calls)
Puts: +12.12% (Puts)
Prior 7-Day Total 1,406,667
Calls: 667,704 (47%)
Puts: 738,963 (53%)
Prior 7-Day Average 200,952
Calls: 95,386 (47%)
Puts: 105,566 (53%)
Current vs Prior 7-Day Avg +103.24%
Calls: +132.62%
Puts: +76.69%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $508.63M
Calls: $243.63M (48%)
Puts: $265.00M (52%)
Prior (07/15) $296.29M
Calls: $179.58M (61%)
Puts: $116.72M (39%)
Current vs Prior +71.66%
Calls: +35.67%
Puts: +127.04%
Prior 7-Day Total $1.61B
Calls: $1.04B (65%)
Puts: $563.44M (35%)
Prior 7-Day Average $229.58M
Calls: $149.09M (65%)
Puts: $80.49M (35%)
Current vs Prior 7-Day Avg +121.55%
Calls: +63.42%
Puts: +229.22%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 0.84
Prior (07/15) 1.14
Current vs Prior -26.41%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -27.90%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/16) 2,186,399
Calls: 964,498 (44%)
Puts: 1,221,901 (56%)
Prior (07/15) 2,081,682
Calls: 922,896 (44%)
Puts: 1,158,786 (56%)
Current vs Prior +5.03%
Prior 7-Day Total 13,607,847
Calls: 5,959,357 (44%)
Puts: 7,648,490 (56%)
Prior 7-Day Average 1,943,978
Calls: 851,336 (44%)
Puts: 1,092,641 (56%)
Current vs Prior 7-Day Avg +12.47%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.62% | 6.52%2.62% | 13.81%
Prior 4.48% | 7.03%4.48% | 14.37%
Current vs Prior -41.56% | -7.24%-41.56% | -3.89%
Prior 7-Day Avg 4.87% | 8.09%6.80% | 15.28%
Current vs 7-Day Avg -46.22% | -19.40%-61.55% | -9.63%
Prior 7-Day Eod 4.48% | 7.03%4.48% | 14.37%
Current vs 7-Day Eod -41.56% | -7.24%-41.56% | -3.89%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.90% | 6.53%
Calls: 6.50% | 5.42%
Puts: 17.31% | 7.64%
Prior 8.41% | 6.70%
Calls: 9.24% | 6.33%
Puts: 7.57% | 7.07%
Current vs Prior +41.50% | -2.54%
Prior 7-Day Avg 11.67% | 5.76%
Calls: 10.14% | 5.50%
Puts: 13.19% | 6.02%
Current vs 7-Day Avg +2.00% | +13.40%
Liquidity Pricy
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 72% vs prior. Dollar volume significantly above 7-day average (122% higher). Volume explosion - 103% above 7-day average (408,409 vs avg 200,952). P/C ratio dropping 26% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 271 of results (avg 6.1%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Jul 2479.9082.00$80.952.6%--0.9732
$340.00Jul 2470.1072.00$71.052.7%--0.9643
$335.00Jul 2475.0077.10$76.052.8%--0.9640
$345.00Jul 2465.2567.35$66.303.2%--0.9531
$330.00Jul 3180.6583.35$82.003.3%10.9583
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Jul 2479.2081.20$80.202.5%741.0049
$485.00Jul 2474.2576.20$75.222.6%721.0040
$480.00Jul 2469.2071.20$70.202.8%11.0024
$485.00Aug 775.7578.00$76.882.9%10.8911
$490.00Aug 2182.1084.65$83.383.1%60.84130

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.94, cheapest $0.94)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Jul 240.851.03$0.9419.1%1.0K0.071.1K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 241 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Jul 1778.1581.30$79.724.0%11.00801
$335.00Jul 1773.1576.20$74.684.1%--1.0010
$340.00Jul 1768.1571.35$69.754.6%81.00956
$350.00Jul 1758.1561.30$59.725.3%5201.002.9K
$352.50Jul 1755.6558.55$57.105.1%71.007
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 2464.0566.30$65.183.5%11.0054
$477.50Jul 2466.5568.70$67.633.2%11.001
$480.00Jul 2469.2071.20$70.202.8%11.0024
$485.00Jul 2474.2576.20$75.222.6%721.0040
$490.00Jul 2479.2081.20$80.202.5%741.0049

Most actively traded options today. High liquidity = easy entry/exit. 502 active (total vol 297.9K, top 25.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2111.1012.20$11.659.4%25.8K0.314.8K
$440.00Jul 170.050.10$0.0862.5%10.9K0.0210.0K
$430.00Jul 170.240.37$0.3141.9%10.3K0.066.9K
$420.00Jul 171.181.48$1.3322.6%8.4K0.2012.1K
$425.00Jul 170.550.74$0.6529.2%8.0K0.112.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Jul 170.110.19$0.1553.3%13.1K0.0313.5K
$440.00Jul 1728.8031.65$30.239.4%8.9K0.9810.1K
$420.00Jul 1710.4012.90$11.6521.5%6.1K0.8022.3K
$400.00Jul 171.301.68$1.4925.5%5.9K0.2115.2K
$410.00Jul 174.305.50$4.9024.5%5.2K0.5011.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 117 strikes (avg 56.8%, max 188.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$335.00Jul 17Aug 28158.4%54.9%188.5%111
$330.00Jul 17Aug 21155.7%55.9%178.4%31.5K
$340.00Jul 17Aug 21136.0%54.6%149.0%122.2K
$350.00Jul 17Aug 28118.9%52.8%125.3%5202.9K
$490.00Jul 17Aug 28111.7%50.3%121.9%2413.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$335.00Jul 17Aug 28158.4%54.9%188.5%43218
$330.00Jul 17Aug 28155.7%55.7%179.6%4965.6K
$345.00Jul 17Aug 28140.2%53.3%163.1%229528
$340.00Jul 17Aug 28136.0%54.6%148.9%3703.5K
$350.00Jul 17Aug 28118.9%52.8%125.3%53523.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 283 found (best R:R 24.00, avg 4.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$462.50$465.00Jul 24$0.10$2.40$0.1024.00$462.60
$430.00$432.50Jul 17$0.11$2.39$0.1121.73$430.11
$465.00$467.50Jul 24$0.11$2.39$0.1121.73$465.11
$467.50$470.00Jul 24$0.11$2.39$0.1121.73$467.61
$472.50$475.00Jul 24$0.11$2.39$0.1121.73$472.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$335.00Jul 31$0.21$4.79$0.2122.81$339.79
$390.00$387.50Jul 17$0.13$2.37$0.1318.23$389.87
$362.50$360.00Jul 24$0.13$2.37$0.1318.23$362.37
$335.00$330.00Jul 31$0.27$4.73$0.2717.52$334.73
$335.00$330.00Aug 7$0.27$4.73$0.2717.52$334.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 411 found (best R:R 40.67, avg 2.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$345.00$350.00Jul 31$4.85$4.85$0.1532.33$349.85
$352.50$357.50Jul 17$4.82$4.82$0.1826.78$357.32
$345.00$350.00Jul 24$4.82$4.82$0.1826.78$349.82
$330.00$335.00Jul 31$4.80$4.80$0.2024.00$334.80
$380.00$385.00Jul 17$4.77$4.77$0.2320.74$384.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$485.00$480.00Jul 17$4.88$4.88$0.1240.67$480.12
$470.00$465.00Jul 24$4.83$4.83$0.1728.41$465.17
$462.50$460.00Jul 17$2.38$2.38$0.1219.83$460.12
$460.00$457.50Jul 17$2.37$2.37$0.1318.23$457.63
$490.00$485.00Jul 17$4.74$4.74$0.2618.23$485.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 112 found (avg debit $3.25, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$487.50Jul 17Jul 24$0.15108.8%52.6%
$490.00Jul 17Jul 24$0.15111.7%54.4%
$485.00Jul 17Jul 24$0.17105.8%52.1%
$482.50Jul 17Jul 24$0.21102.9%52.6%
$480.00Jul 17Jul 24$0.2999.9%53.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$470.00Jul 17Jul 24$0.1087.7%51.5%
$490.00Jul 17Jul 24$0.13111.7%54.4%
$457.50Jul 17Jul 24$0.3286.7%51.7%
$460.00Jul 17Jul 24$0.4083.0%51.5%
$452.50Jul 17Jul 24$0.5274.3%51.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 241 found (cheapest 2.33% of stock, avg 12.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$410.00Jul 17$4.65$4.90$9.55$400.45$419.552.33%
$407.50Jul 17$5.82$3.75$9.57$397.93$417.072.34%
$412.50Jul 17$3.60$6.03$9.63$402.87$422.132.35%
$405.00Jul 17$7.45$2.69$10.14$394.86$415.142.47%
$415.00Jul 17$2.72$7.78$10.50$404.50$425.502.56%
$402.50Jul 17$9.05$2.12$11.17$391.33$413.672.73%
$417.50Jul 17$1.84$9.60$11.44$406.06$428.942.79%
$420.00Jul 17$1.33$11.65$12.98$407.02$432.983.17%
$400.00Jul 17$11.65$1.49$13.14$386.86$413.143.21%
$397.50Jul 17$13.10$1.09$14.19$383.31$411.693.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.59% of stock, avg 6.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$420.00$397.50Jul 17$1.33$1.09$2.42$395.08$422.42
$420.00$400.00Jul 17$1.33$1.49$2.82$397.18$422.82
$417.50$397.50Jul 17$1.84$1.09$2.93$394.57$420.43
$417.50$400.00Jul 17$1.84$1.49$3.33$396.67$420.83
$420.00$402.50Jul 17$1.33$2.12$3.45$399.05$423.45
$415.00$397.50Jul 17$2.72$1.09$3.81$393.69$418.81
$417.50$402.50Jul 17$1.84$2.12$3.96$398.54$421.46
$420.00$405.00Jul 17$1.33$2.69$4.02$400.98$424.02
$415.00$400.00Jul 17$2.72$1.49$4.21$395.79$419.21
$417.50$405.00Jul 17$1.84$2.69$4.53$400.47$422.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 271 found (best R:R 44.45, avg credit $5.14)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
360/365370/375Aug 14$4.89$0.1144.45$360.11$374.89
365/370375/380Aug 14$4.88$0.1240.67$365.12$379.88
335/340350/355Aug 28$4.86$0.1434.71$335.14$354.86
340/345355/360Jul 31$4.85$0.1532.33$340.15$359.85
350/355365/370Aug 28$4.85$0.1532.33$350.15$369.85
370/375385/390Aug 28$4.85$0.1532.33$370.15$389.85
345/350355/360Jul 31$4.84$0.1630.25$345.16$359.84
340/345350/355Jul 31$4.83$0.1728.41$340.17$354.83
335/340345/350Aug 14$4.83$0.1728.41$335.17$349.83
330/335355/360Jul 31$4.82$0.1826.78$330.18$359.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 262 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$380.00$385.00$390.00Aug 7$0.05$4.9599.00
$380.00$385.00$390.00Jul 31$0.06$4.9482.33
$365.00$370.00$375.00Jul 24$0.07$4.9370.43
$330.00$335.00$340.00Jul 31$0.07$4.9370.43
$475.00$480.00$485.00Aug 7$0.07$4.9370.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$385.00$390.00$395.00Aug 7$0.05$4.9599.00
$385.00$390.00$395.00Aug 28$0.06$4.9482.33
$390.00$395.00$400.00Aug 28$0.06$4.9482.33
$465.00$470.00$475.00Jul 24$0.07$4.9370.43
$380.00$385.00$390.00Aug 7$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. 157 found (best net $-2.23, 155 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$490.001:2Aug 21-$3.45$6.55
$470.00$480.001:2Aug 21-$4.40$5.60
$485.00$490.001:2Jul 31-$0.67$4.33
$460.00$470.001:2Aug 21-$5.73$4.27
$480.00$485.001:2Jul 31-$0.95$4.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$330.001:2Aug 21-$2.23$7.77
$350.00$340.001:2Aug 21-$2.98$7.02
$360.00$350.001:2Aug 21-$4.23$5.77
$370.00$360.001:2Aug 21-$5.26$4.74
$335.00$330.001:2Jul 31-$0.95$4.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 118 found (best yield 6.78%, avg 2.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Aug 28$27.800.530.1%6.78%6.85%4230
$410.00Aug 21$25.800.530.1%6.30%6.36%3781.5K
$415.00Aug 28$25.450.511.3%6.21%7.49%178
$410.00Aug 14$23.300.530.1%5.69%5.75%9396
$420.00Aug 28$23.200.482.5%5.66%8.17%1966
$420.00Aug 21$21.200.472.5%5.17%7.68%3263.8K
$425.00Aug 28$21.150.453.7%5.16%8.89%1337
$410.00Aug 7$20.500.530.1%5.00%5.07%102102
$415.00Aug 14$20.450.501.3%4.99%6.27%2955
$430.00Aug 28$19.200.434.9%4.69%9.63%1149

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 221,885
Total Puts 186,524
Put/Call Ratio 0.84
Net Difference 35,361

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 667,704
Total Puts 738,963
Average Put/Call Ratio 1.17
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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