Tour v528
TSM
TAIWAN SEMICONDUCTOR ADR
$452.88 +0.50%
$452.40 (-0.11%)🌙
as of 09/29 02:44 AM
◀ 9/28 02:44 ▶

Option Volume

Detail
ℹ
Current (09/29) 115,775
Calls: 55,224 (48%)
Puts: 60,551 (52%)
Prior (09/25) 105,215
Calls: 58,369 (55%)
Puts: 46,846 (45%)
Current vs Prior +10.04%
Calls: -5.39% (Calls)
Puts: +29.26% (Puts)
Prior 7-Day Total 687,366
Calls: 367,402 (53%)
Puts: 319,964 (47%)
Prior 7-Day Average 114,561
Calls: 52,486 (53%)
Puts: 45,709 (47%)
Current vs Prior 7-Day Avg +1.06%
Calls: +5.22%
Puts: +32.47%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/29) $151.00M
Calls: $99.27M (66%)
Puts: $51.74M (34%)
Prior (09/25) $96.35M
Calls: $70.14M (73%)
Puts: $26.20M (27%)
Current vs Prior +56.73%
Calls: +41.52%
Puts: +97.44%
Prior 7-Day Total $760.34M
Calls: $533.64M (70%)
Puts: $226.71M (30%)
Prior 7-Day Average $126.72M
Calls: $76.23M (70%)
Puts: $32.39M (30%)
Current vs Prior 7-Day Avg +19.16%
Calls: +30.21%
Puts: +59.75%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 1.10
Prior (09/25) 0.80
Current vs Prior +36.62%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg +25.95%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/29) 1,239,538
Calls: 610,394 (49%)
Puts: 629,144 (51%)
Prior (09/25) 1,768,900
Calls: 861,874 (49%)
Puts: 907,026 (51%)
Current vs Prior -29.93%
Prior 7-Day Total 11,077,486
Calls: 5,218,432 (47%)
Puts: 5,859,054 (53%)
Prior 7-Day Average 1,846,247
Calls: 869,738 (47%)
Puts: 976,509 (53%)
Current vs Prior 7-Day Avg -32.86%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 3.08% | 4.78%6.72% | 11.52%
Prior 3.36% | 4.72%6.45% | 11.59%
Current vs Prior -8.51% | +1.28%+4.19% | -0.60%
Prior 7-Day Avg 2.53% | 4.30%4.27% | 10.25%
Current vs 7-Day Avg +21.73% | +11.05%+57.40% | +12.36%
Prior 7-Day Eod 3.36% | 4.72%6.45% | 11.59%
Current vs 7-Day Eod -8.51% | +1.28%+4.19% | -0.60%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 4.63% | 5.05%
Calls: 2.72% | 3.62%
Puts: 6.54% | 6.49%
Prior 8.65% | 3.95%
Calls: 3.70% | 3.85%
Puts: 13.61% | 4.05%
Current vs Prior -46.47% | +27.85%
Prior 7-Day Avg 11.85% | 2.98%
Calls: 7.02% | 2.50%
Puts: 16.69% | 3.46%
Current vs 7-Day Avg -60.93% | +69.46%
Liquidity Acceptable
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($99.27M). Elevated premium activity with dollar volume up 57% vs prior. Slightly bearish P/C ratio of 1.10. P/C ratio rising 37% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
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 86 of results (avg 7.3%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 1682.7085.10$83.902.9%30.98--
$370.00Oct 281.6584.65$83.153.6%21.006
$380.00Oct 1672.7075.55$74.133.8%70.97728
$380.00Oct 271.6574.65$73.154.1%11.00--
$450.00Oct 1616.0016.70$16.354.3%6630.569.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Oct 985.7089.05$87.383.8%211.00--
$485.00Nov 638.4540.40$39.424.9%50.70--
$520.00Oct 265.7069.35$67.535.4%10.99--
$475.00Oct 1626.8528.45$27.655.8%180.71--
$500.00Oct 3048.8551.90$50.386.1%10.81--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.62, cheapest $0.15)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Oct 20.420.49$0.4515.6%8030.06715
$477.50Oct 20.560.64$0.6013.3%4130.08108
$475.00Oct 20.750.82$0.789.0%4980.10640
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$415.00Oct 20.140.16$0.1513.3%3230.02399
$425.00Oct 20.350.41$0.3815.8%4040.05610
$427.50Oct 20.460.53$0.5014.0%5200.07263
$430.00Oct 20.610.69$0.6512.3%1.1K0.082.1K
$432.50Oct 20.780.90$0.8414.3%4510.10463

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 131 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 281.6584.65$83.153.6%21.006
$380.00Oct 271.6574.65$73.154.1%11.00--
$392.50Oct 258.5562.20$60.386.0%11.00--
$397.50Oct 254.3057.85$56.086.3%21.00--
$400.00Oct 252.1554.95$53.555.2%211.00222
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Oct 985.7089.05$87.383.8%211.00--
$520.00Oct 265.7069.35$67.535.4%10.99--
$500.00Oct 945.8049.20$47.507.2%10.96--
$495.00Oct 940.9044.50$42.708.4%100.9415
$520.00Oct 1665.2569.45$67.356.2%60.94--

Most actively traded options today. High liquidity = easy entry/exit. 384 active (total vol 77.5K, top 2.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 1611.1512.15$11.658.6%2.6K0.454.7K
$460.00Oct 23.203.95$3.5820.9%2.5K0.342.2K
$505.00Oct 161.642.03$1.8421.2%2.4K0.11135
$467.50Oct 21.631.83$1.7311.6%2.2K0.19401
$472.50Oct 21.001.07$1.046.7%2.2K0.13258
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$405.00Oct 161.361.84$1.6030.0%2.8K0.09419
$440.00Oct 21.751.95$1.8510.8%2.6K0.202.5K
$435.00Oct 165.808.05$6.9332.5%2.2K0.29197
$405.00Oct 90.340.65$0.5062.0%1.4K0.04267
$435.00Oct 21.061.16$1.119.0%1.3K0.13801

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 2.6%, max 4.9%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Oct 2Nov 633.1%32.3%2.4%9951.5K
$445.00Oct 2Nov 633.4%32.9%1.7%450437
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$480.00Oct 16Oct 3036.0%34.3%4.9%17139
$485.00Oct 16Nov 636.7%35.2%4.1%2030
$450.00Oct 2Nov 633.1%32.3%2.4%657578
$440.00Oct 2Nov 633.8%33.0%2.1%2.7K2.5K
$445.00Oct 2Nov 633.4%32.9%1.7%5941.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 234 found (best R:R 3.03, avg 7.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$445.00$447.50Oct 16$0.62$1.88$0.6261%3.03$445.62
$435.00$440.00Oct 23$2.67$2.33$2.6770%0.87$437.67
$450.00$455.00Oct 23$1.97$3.03$1.9756%1.54$451.97
$460.00$462.50Oct 9$0.32$2.18$0.3240%6.81$460.32
$495.00$500.00Oct 30$0.37$4.63$0.3721%12.51$495.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$452.50$450.00Oct 9$0.52$1.98$0.5248%3.81$451.98
$445.00$440.00Oct 30$1.30$3.70$1.3041%2.85$443.70
$440.00$437.50Oct 16$0.23$2.27$0.2333%9.87$439.77
$460.00$455.00Nov 6$2.02$2.98$2.0253%1.48$457.98
$470.00$467.50Oct 16$1.20$1.30$1.2066%1.08$468.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 188 found (best R:R 3.39, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$457.50$460.00Oct 9$1.93$1.93$0.5755%3.39$459.43
$455.00$460.00Oct 23$2.90$2.90$2.1049%1.38$457.90
$462.50$465.00Oct 16$1.43$1.43$1.0758%1.34$463.93
$465.00$470.00Oct 30$2.30$2.30$2.7058%0.85$467.30
$462.50$465.00Oct 9$1.10$1.10$1.4063%0.79$463.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$440.00$435.00Oct 30$2.30$2.30$2.7064%0.85$437.70
$410.00$405.00Nov 6$1.30$1.30$3.7083%0.35$408.70
$427.50$425.00Oct 16$1.08$1.08$1.4277%0.76$426.42
$430.00$425.00Nov 6$1.92$1.92$3.0870%0.62$428.08
$450.00$447.50Oct 9$1.58$1.58$0.9256%1.72$448.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.65, cheapest $3.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$460.00Oct 2Oct 9$3.1735.1%30.8%
$455.00Oct 2Oct 9$3.8035.2%32.1%
$452.50Oct 2Oct 9$4.0533.2%30.4%
$447.50Oct 2Oct 9$4.2633.0%30.9%
$445.00Oct 2Oct 9$3.6533.4%32.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$460.00Oct 2Oct 9$3.8235.1%30.8%
$455.00Oct 2Oct 9$3.6535.2%32.1%
$452.50Oct 2Oct 9$2.9033.2%30.4%
$447.50Oct 2Oct 9$3.0233.0%30.9%
$445.00Oct 2Oct 9$3.1733.4%32.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 107 found (cheapest 2.78% of stock, avg 6.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$452.50Oct 2$6.45$6.15$12.60$439.90$465.102.78%
$450.00Oct 2$7.98$4.95$12.93$437.07$462.932.86%
$455.00Oct 2$5.48$7.48$12.96$442.04$467.962.86%
$457.50Oct 2$4.40$8.78$13.18$444.32$470.682.91%
$447.50Oct 2$9.32$3.93$13.25$434.25$460.752.93%
$460.00Oct 2$3.58$10.03$13.61$446.39$473.613.01%
$445.00Oct 2$11.30$3.13$14.43$430.57$459.433.19%
$462.50Oct 2$2.84$11.83$14.67$447.83$477.173.24%
$442.50Oct 2$12.70$2.35$15.05$427.45$457.553.32%
$465.00Oct 2$2.21$14.05$16.26$448.74$481.263.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.01% of stock, avg 4.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$465.00$442.50Oct 2$2.21$2.35$4.56$437.94$469.56
$462.50$442.50Oct 2$2.84$2.35$5.19$437.31$467.69
$465.00$445.00Oct 2$2.21$3.13$5.34$439.66$470.34
$462.50$445.00Oct 2$2.84$3.13$5.97$439.03$468.47
$460.00$442.50Oct 2$3.58$2.35$5.93$436.57$465.93
$460.00$445.00Oct 2$3.58$3.13$6.71$438.29$466.71
$465.00$447.50Oct 2$2.21$3.93$6.14$441.36$471.14
$462.50$447.50Oct 2$2.84$3.93$6.77$440.73$469.27
$460.00$447.50Oct 2$3.58$3.93$7.51$439.99$467.51
$457.50$442.50Oct 2$4.40$2.35$6.75$435.75$464.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 334 found (best R:R 1.40, avg credit $1.23)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
405/410480/485Nov 6$2.92$2.0850%1.40$407.08$482.92
405/410495/500Nov 6$2.30$2.7059%0.85$407.70$497.30
405/410485/490Nov 6$2.50$2.5053%1.00$407.50$487.50
410/415480/485Nov 6$2.82$2.1847%1.29$412.18$482.82
405/410490/495Nov 6$2.33$2.6756%0.87$407.67$492.33
395/400480/485Nov 6$2.30$2.7055%0.85$397.70$482.30
380/385485/490Oct 9$0.76$4.2485%0.18$384.24$485.76
385/390485/490Oct 9$0.80$4.2084%0.19$389.20$485.80
410/415495/500Nov 6$2.20$2.8056%0.79$412.80$497.20
385/390495/500Oct 23$1.24$3.7675%0.33$388.76$496.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 173 found (best R:R 16.65, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$400.00$415.00$430.00Oct 30$0.85$14.1517%16.65
$510.00$520.00$530.00Nov 6$0.10$9.907%99.00
$465.00$470.00$475.00Nov 6$0.05$4.957%99.00
$455.00$460.00$465.00Oct 30$0.10$4.908%49.00
$510.00$520.00$530.00Oct 16$0.21$9.796%46.62
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$462.50$465.00$467.50Oct 2$0.06$2.449%40.67
$400.00$405.00$410.00Oct 30$0.07$4.934%70.43
$435.00$437.50$440.00Oct 2$0.06$2.447%40.67
$450.00$452.50$455.00Oct 2$0.13$2.3712%18.23
$490.00$495.00$500.00Oct 9$0.07$4.934%70.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 175 found (best net $-7.62, 168 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$425.001:2Oct 23-$13.43$11.57
$510.00$520.001:2Oct 16-$0.32$9.68
$520.00$530.001:2Oct 16-$0.09$9.91
$485.00$490.001:2Oct 9-$0.36$4.64
$520.00$530.001:2Oct 23-$0.49$9.51
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$540.00$500.001:2Oct 9-$7.62$32.38
$490.00$470.001:2Oct 9-$3.43$16.57
$485.00$460.001:2Nov 6-$5.42$19.58
$370.00$365.001:2Oct 9$0.00$5.00
$405.00$402.501:2Oct 2$0.00$2.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 86 found (best yield 3.73%, avg 1.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$460.00Nov 6$16.900.471.6%3.73%5.30%48
$455.00Nov 6$19.100.510.5%4.22%4.69%35
$465.00Nov 6$14.500.432.7%3.20%5.88%122
$470.00Nov 6$12.700.403.8%2.80%6.58%374
$475.00Nov 6$10.900.364.9%2.41%7.29%992
$460.00Oct 30$15.000.471.6%3.31%4.88%73175
$465.00Oct 30$13.100.422.7%2.89%5.57%69125
$480.00Nov 6$9.250.336.0%2.04%8.03%97
$455.00Oct 30$16.800.510.5%3.71%4.18%69178
$485.00Nov 6$8.150.297.1%1.80%8.89%111

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 55,224
Total Puts 60,551
Put/Call Ratio 1.10
Net Difference -5,327

Prior's Put/Call Breakdown

Total Calls 58,369
Total Puts 46,846
Put/Call Ratio 0.80
Net Difference 11,523

Prior 7-Day Put/Call Summary

Total Calls 367,402
Total Puts 319,964
Average Put/Call Ratio 0.87
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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