Tour v528
TSM
TAIWAN SEMICONDUCTOR ADR
$451.15 +1.03%
$451.00 (-0.03%)🌙
as of 09/24 06:04 PM
◀ 9/24 18:04 ▶

Option Volume

Detail
ℹ
Current (09/24) 94,925
Calls: 55,257 (58%)
Puts: 39,668 (42%)
Prior (09/21) 132,203
Calls: 66,416 (50%)
Puts: 65,787 (50%)
Current vs Prior -28.20%
Calls: -16.80% (Calls)
Puts: -39.70% (Puts)
Prior 7-Day Total 927,416
Calls: 543,659 (59%)
Puts: 383,757 (41%)
Prior 7-Day Average 132,488
Calls: 77,665 (59%)
Puts: 54,822 (41%)
Current vs Prior 7-Day Avg -28.35%
Calls: -28.85%
Puts: -27.64%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $119.22M
Calls: $78.72M (66%)
Puts: $40.50M (34%)
Prior (09/21) $186.56M
Calls: $118.88M (64%)
Puts: $67.68M (36%)
Current vs Prior -36.10%
Calls: -33.79%
Puts: -40.16%
Prior 7-Day Total $2.06B
Calls: $1.77B (86%)
Puts: $284.09M (14%)
Prior 7-Day Average $294.00M
Calls: $253.42M (86%)
Puts: $40.58M (14%)
Current vs Prior 7-Day Avg -59.45%
Calls: -68.94%
Puts: -0.21%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.72
Prior (09/21) 0.99
Current vs Prior -27.53%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg -16.56%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/24) 1,737,526
Calls: 842,629 (48%)
Puts: 894,897 (52%)
Prior (09/21) 1,659,177
Calls: 812,586 (49%)
Puts: 846,591 (51%)
Current vs Prior +4.72%
Prior 7-Day Total 13,351,141
Calls: 6,202,115 (46%)
Puts: 7,149,026 (54%)
Prior 7-Day Average 1,907,305
Calls: 886,016 (46%)
Puts: 1,021,289 (54%)
Current vs Prior 7-Day Avg -8.90%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 1.47% | 3.82%7.02% | 11.90%
Prior 2.99% | 4.53%7.30% | 12.22%
Current vs Prior -50.85% | -15.76%-3.82% | -2.66%
Prior 7-Day Avg 2.87% | 4.47%3.13% | 9.40%
Current vs 7-Day Avg -48.67% | -14.51%+124.41% | +26.59%
Prior 7-Day Eod 2.99% | 4.53%7.30% | 12.22%
Current vs 7-Day Eod -50.85% | -15.76%-3.82% | -2.66%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 6.55% | 2.08%
Calls: 8.79% | 2.29%
Puts: 4.32% | 1.87%
Prior 24.37% | 3.85%
Calls: 10.48% | 2.15%
Puts: 38.26% | 5.56%
Current vs Prior -73.12% | -45.97%
Prior 7-Day Avg 10.66% | 3.60%
Calls: 7.09% | 3.11%
Puts: 14.24% | 4.10%
Current vs 7-Day Avg -38.57% | -42.22%
Liquidity Good
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($78.72M). P/C ratio dropping 28% - 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 BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 193 of results (avg 6.8%, best 2.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Oct 1672.1073.55$72.822.0%70.94729
$430.00Oct 1628.0528.75$28.402.5%1500.7312.2K
$390.00Oct 1662.3063.90$63.102.5%10.941.3K
$440.00Oct 1621.3521.90$21.632.5%2390.637.5K
$450.00Oct 1615.7516.20$15.982.8%1.0K0.539.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Oct 2368.2071.50$69.854.7%--0.9210
$470.00Oct 2326.2027.50$26.854.8%10.6531
$465.00Oct 216.0016.85$16.435.2%40.7529
$440.00Oct 169.209.70$9.455.3%7250.375.1K
$510.00Oct 1658.3061.60$59.955.5%--0.9110

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 17 found (avg $0.65, cheapest $0.22)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Sep 250.390.45$0.4214.3%1.9K0.121.5K
$457.50Sep 250.690.78$0.7412.2%1.1K0.191.1K
$482.50Oct 20.660.75$0.7112.7%660.084
$495.00Oct 90.890.98$0.949.6%300.07144
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Sep 250.210.24$0.2213.6%2.0K0.071.1K
$442.50Sep 250.370.44$0.4117.1%6920.12348
$412.50Oct 20.330.38$0.3613.9%950.04252
$410.00Oct 90.901.02$0.9612.5%250.07466
$385.00Oct 90.300.34$0.3212.5%70.02615

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 172 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Sep 2574.1577.55$75.854.5%--1.0032
$380.00Sep 2569.1572.55$70.854.8%51.0022
$387.50Sep 2561.6564.75$63.204.9%--1.0030
$390.00Sep 2559.1562.60$60.885.7%--1.0053
$392.50Sep 2556.6560.10$58.385.9%21.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$472.50Sep 2520.9023.50$22.2011.7%--0.9815
$467.50Sep 2515.2018.50$16.8519.6%--0.9710
$490.00Oct 237.9541.05$39.507.8%--0.9610
$465.00Sep 2512.9515.60$14.2718.6%--0.9412
$500.00Oct 947.8051.15$49.476.8%470.9478

Most actively traded options today. High liquidity = easy entry/exit. 417 active (total vol 65.0K, top 3.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 233.203.45$3.337.5%3.1K0.15207
$480.00Oct 236.607.10$6.857.3%3.0K0.273.7K
$455.00Sep 251.201.33$1.2710.2%2.6K0.291.6K
$450.00Sep 253.053.55$3.3015.2%2.4K0.562.4K
$462.50Oct 23.603.75$3.684.1%2.3K0.30265
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Sep 250.210.24$0.2213.6%2.0K0.071.1K
$447.50Sep 251.271.40$1.349.7%1.8K0.30193
$445.00Sep 250.620.79$0.7123.9%1.3K0.19756
$430.00Oct 21.331.68$1.5123.2%1.0K0.141.7K
$450.00Sep 252.162.33$2.257.6%7560.44823

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 244 found (best R:R 9.42, avg 7.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$435.00$437.50Sep 25$1.65$0.85$1.65100%0.52$436.65
$450.00$452.50Oct 16$0.63$1.87$0.6352%2.97$450.63
$437.50$440.00Oct 9$1.10$1.40$1.1071%1.27$438.60
$445.00$450.00Oct 30$2.15$2.85$2.1558%1.33$447.15
$460.00$470.00Nov 6$3.52$6.48$3.5245%1.84$463.52
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$430.00$425.00Oct 30$0.48$4.52$0.4830%9.42$429.52
$465.00$460.00Oct 23$2.15$2.85$2.1561%1.33$462.85
$455.00$452.50Oct 2$0.60$1.90$0.6056%3.17$454.40
$457.50$455.00Oct 16$0.80$1.70$0.8055%2.12$456.70
$462.50$460.00Oct 9$1.05$1.45$1.0565%1.38$461.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 195 found (best R:R 1.11, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$465.00$470.00Oct 30$2.53$2.53$2.4759%1.02$467.53
$452.50$455.00Oct 16$1.70$1.70$0.8050%2.12$454.20
$485.00$490.00Oct 16$1.27$1.27$3.7379%0.34$486.27
$462.50$465.00Oct 16$1.32$1.32$1.1860%1.12$463.82
$457.50$460.00Oct 2$1.22$1.22$1.2861%0.95$458.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$440.00$435.00Oct 23$2.63$2.63$2.3763%1.11$437.37
$395.00$380.00Nov 6$1.84$1.84$13.1688%0.14$393.16
$440.00$435.00Oct 30$2.45$2.45$2.5562%0.96$437.55
$425.00$420.00Oct 30$1.82$1.82$3.1873%0.57$423.18
$432.50$430.00Oct 16$1.25$1.25$1.2570%1.00$431.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $4.97, cheapest $5.12)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$452.50Sep 25Oct 2$5.1231.4%29.3%
$450.00Sep 25Oct 2$5.3030.1%28.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$452.50Sep 25Oct 2$5.2931.4%29.3%
$450.00Sep 25Oct 2$4.5030.1%28.1%
$447.50Sep 25Oct 2$4.6430.4%29.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 132 found (cheapest 1.22% of stock, avg 6.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$452.50Sep 25$2.16$3.34$5.50$447.00$458.001.22%
$450.00Sep 25$3.30$2.25$5.55$444.45$455.551.23%
$447.50Sep 25$4.95$1.34$6.29$441.21$453.791.39%
$455.00Sep 25$1.27$5.10$6.37$448.63$461.371.41%
$445.00Sep 25$6.98$0.71$7.69$437.31$452.691.70%
$457.50Sep 25$0.74$7.65$8.39$449.11$465.891.86%
$442.50Sep 25$9.25$0.41$9.66$432.84$452.162.14%
$460.00Sep 25$0.42$9.65$10.07$449.93$470.072.23%
$440.00Sep 25$11.48$0.22$11.70$428.30$451.702.59%
$462.50Sep 25$0.24$12.02$12.26$450.24$474.762.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.10% of stock, avg 4.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$462.50$440.00Sep 25$0.24$0.22$0.46$439.54$462.96
$462.50$442.50Sep 25$0.24$0.41$0.65$441.85$463.15
$460.00$440.00Sep 25$0.42$0.22$0.64$439.36$460.64
$460.00$442.50Sep 25$0.42$0.41$0.83$441.67$460.83
$462.50$445.00Sep 25$0.24$0.71$0.95$444.05$463.45
$457.50$440.00Sep 25$0.74$0.22$0.96$439.04$458.46
$460.00$445.00Sep 25$0.42$0.71$1.13$443.87$461.13
$457.50$442.50Sep 25$0.74$0.41$1.15$441.35$458.65
$457.50$445.00Sep 25$0.74$0.71$1.45$443.55$458.95
$455.00$440.00Sep 25$1.27$0.22$1.49$438.51$456.49

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 363 found (best R:R 2.36, avg credit $1.22)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
420/425475/480Nov 6$3.51$1.4937%2.36$421.49$478.51
420/425495/500Nov 6$2.86$2.1449%1.34$422.14$497.86
405/410475/480Nov 6$2.98$2.0246%1.48$407.02$477.98
390/392498/500Sep 25$0.34$2.1696%0.16$392.16$497.84
405/410495/500Nov 6$2.33$2.6758%0.87$407.67$497.33
390/392482/485Sep 25$0.35$2.1595%0.16$392.15$482.85
420/425485/490Nov 6$3.03$1.9744%1.54$421.97$488.03
425/428470/472Oct 2$0.96$1.5469%0.62$426.54$470.96
382/385470/472Oct 2$0.70$1.8080%0.39$384.30$470.70
385/390490/495Oct 30$1.84$3.1667%0.58$388.16$491.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 209 found (best R:R 12.89, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$435.00$440.00$445.00Oct 23$0.09$4.9110%54.56
$440.00$445.00$450.00Oct 23$0.08$4.9210%61.50
$450.00$452.50$455.00Sep 25$0.25$2.2527%9.00
$440.00$445.00$450.00Nov 6$0.08$4.928%61.50
$475.00$480.00$485.00Oct 9$0.08$4.928%61.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$447.50$450.00$452.50Sep 25$0.18$2.3228%12.89
$445.00$447.50$450.00Sep 25$0.28$2.2225%7.93
$440.00$442.50$445.00Sep 25$0.11$2.3912%21.73
$395.00$400.00$405.00Oct 30$0.07$4.934%70.43
$390.00$395.00$400.00Oct 23$0.06$4.943%82.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 217 found (best net $-12.59, 194 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$452.50$455.001:2Sep 25-$0.38$2.12
$510.00$520.001:2Oct 16-$0.25$9.75
$455.00$457.501:2Sep 25-$0.21$2.29
$457.50$460.001:2Sep 25-$0.10$2.40
$450.00$452.501:2Sep 25-$1.02$1.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$480.001:2Oct 9-$12.59$7.41
$480.00$465.001:2Oct 9-$7.77$7.23
$447.50$445.001:2Sep 25-$0.08$2.42
$450.00$447.501:2Sep 25-$0.43$2.07
$445.00$442.501:2Sep 25-$0.11$2.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 91 found (best yield 3.47%, avg 1.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$460.00Nov 6$15.650.452.0%3.47%5.43%4--
$455.00Nov 6$17.700.490.8%3.92%4.78%1--
$470.00Nov 6$12.100.394.2%2.68%6.86%23--
$460.00Oct 30$15.250.452.0%3.38%5.34%80181
$465.00Oct 30$13.300.413.1%2.95%6.02%5059
$475.00Nov 6$10.450.355.3%2.32%7.60%4--
$455.00Oct 30$16.300.490.8%3.61%4.47%108106
$480.00Nov 6$8.700.316.4%1.93%8.32%3--
$470.00Oct 30$10.300.374.2%2.28%6.46%91167
$480.00Oct 30$8.500.306.4%1.88%8.28%70249

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 55,257
Total Puts 39,668
Put/Call Ratio 0.72
Net Difference 15,589

Prior's Put/Call Breakdown

Total Calls 66,416
Total Puts 65,787
Put/Call Ratio 0.99
Net Difference 629

Prior 7-Day Put/Call Summary

Total Calls 543,659
Total Puts 383,757
Average Put/Call Ratio 0.86
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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