Tour v528
TSM
TAIWAN SEMICONDUCTOR ADR
$456.94 +0.90%
$457.00 (+0.01%)🌙
as of 09/29 06:04 PM
◀ 9/29 18:04 ▶

Option Volume

Detail
ℹ
Current (09/29) 108,958
Calls: 58,733 (54%)
Puts: 50,225 (46%)
Prior (09/28) 115,775
Calls: 55,224 (48%)
Puts: 60,551 (52%)
Current vs Prior -5.89%
Calls: +6.35% (Calls)
Puts: -17.05% (Puts)
Prior 7-Day Total 803,141
Calls: 422,626 (53%)
Puts: 380,515 (47%)
Prior 7-Day Average 114,734
Calls: 60,375 (53%)
Puts: 54,359 (47%)
Current vs Prior 7-Day Avg -5.03%
Calls: -2.72%
Puts: -7.61%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $199.44M
Calls: $139.59M (70%)
Puts: $59.85M (30%)
Prior (09/28) $151.00M
Calls: $99.27M (66%)
Puts: $51.74M (34%)
Current vs Prior +32.08%
Calls: +40.63%
Puts: +15.68%
Prior 7-Day Total $911.35M
Calls: $632.91M (69%)
Puts: $278.44M (31%)
Prior 7-Day Average $130.19M
Calls: $90.42M (69%)
Puts: $39.78M (31%)
Current vs Prior 7-Day Avg +53.19%
Calls: +54.39%
Puts: +50.46%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.86
Prior (09/28) 1.10
Current vs Prior -22.01%
Prior 7-Day Average 0.90
Current vs Prior 7-Day Avg -5.29%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/29) 1,760,377
Calls: 855,967 (49%)
Puts: 904,410 (51%)
Prior (09/28) 1,239,538
Calls: 610,394 (49%)
Puts: 629,144 (51%)
Current vs Prior +42.02%
Prior 7-Day Total 12,317,024
Calls: 5,828,826 (47%)
Puts: 6,488,198 (53%)
Prior 7-Day Average 1,759,574
Calls: 832,689 (47%)
Puts: 926,885 (53%)
Current vs Prior 7-Day Avg +0.05%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 2.73% | 4.32%6.40% | 11.59%
Prior 3.08% | 4.78%6.72% | 11.52%
Current vs Prior -11.21% | -9.46%-4.73% | +0.67%
Prior 7-Day Avg 2.61% | 4.37%4.62% | 10.43%
Current vs 7-Day Avg +4.84% | -1.01%+38.59% | +11.15%
Prior 7-Day Eod 3.08% | 4.78%6.72% | 11.52%
Current vs 7-Day Eod -11.21% | -9.46%-4.73% | +0.67%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 3.60% | 1.99%
Calls: 3.15% | 1.43%
Puts: 4.05% | 2.55%
Prior 4.63% | 5.05%
Calls: 2.72% | 3.62%
Puts: 6.54% | 6.49%
Current vs Prior -22.25% | -60.59%
Prior 7-Day Avg 10.82% | 3.28%
Calls: 6.40% | 2.66%
Puts: 15.24% | 3.90%
Current vs 7-Day Avg -66.73% | -39.25%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($139.59M). Dollar volume significantly above 7-day average (53% higher). P/C ratio dropping 22% - sentiment shifting bullish. Rising open interest (up 42%) indicates new positions being established.

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 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 239 of results (avg 6.0%, best 2.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Oct 271.5573.20$72.382.3%71.0032
$370.00Oct 1687.4589.70$88.582.5%150.98573
$380.00Oct 1677.8079.95$78.882.7%10.97724
$390.00Oct 1668.2070.15$69.182.8%--0.961.3K
$450.00Oct 2320.2520.85$20.552.9%2350.59414
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$455.00Oct 2314.3014.65$14.482.4%570.46190
$420.00Nov 65.856.00$5.932.5%40.2071
$470.00Oct 1620.7521.50$21.133.5%250.6270
$467.50Oct 1619.2019.90$19.553.6%310.5940
$475.00Oct 3027.3028.30$27.803.6%630.6312

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 23 found (avg $0.62, cheapest $0.34)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$482.50Oct 20.310.37$0.3417.6%1220.05185
$480.00Oct 20.440.50$0.4712.8%5310.071.3K
$477.50Oct 20.600.65$0.637.9%2030.09426
$475.00Oct 20.830.89$0.867.0%3940.12883
$500.00Oct 90.530.64$0.5918.6%1700.06798
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Oct 20.230.28$0.2619.2%7050.041.8K
$435.00Oct 20.420.48$0.4513.3%5230.071.5K
$437.50Oct 20.570.64$0.6111.5%1170.09967
$440.00Oct 20.780.86$0.829.8%1.3K0.111.9K
$415.00Oct 90.530.58$0.559.1%700.05392

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 160 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$382.50Oct 273.6076.65$75.134.1%61.00--
$380.00Oct 276.5079.00$77.753.2%91.0053
$385.00Oct 271.5573.20$72.382.3%71.0032
$390.00Oct 266.5569.15$67.853.8%141.0051
$400.00Oct 256.5559.05$57.804.3%71.00212
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 231.1034.10$32.609.2%--1.0010
$520.00Oct 961.1064.05$62.584.7%31.00--
$500.00Oct 941.3044.50$42.907.5%--0.96125
$485.00Oct 226.2029.10$27.6510.5%--0.9610
$480.00Oct 221.3523.90$22.6311.3%40.9316

Most actively traded options today. High liquidity = easy entry/exit. 375 active (total vol 55.7K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 24.204.55$4.388.0%2.1K0.433.3K
$457.50Oct 25.355.70$5.536.3%1.2K0.50567
$450.00Oct 29.8010.15$9.983.5%1.1K0.701.5K
$465.00Oct 22.592.72$2.664.9%9600.30884
$490.00Oct 20.100.14$0.1233.3%8470.02844
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Oct 160.700.82$0.7615.8%1.7K0.045.5K
$430.00Oct 164.104.40$4.257.1%1.4K0.205.2K
$440.00Oct 20.780.86$0.829.8%1.3K0.111.9K
$450.00Oct 22.612.74$2.684.9%8090.30712
$400.00Oct 90.240.27$0.2611.5%7900.021.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 4.9%, max 9.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$472.50Oct 2Oct 935.5%32.4%9.7%5812.1K
$450.00Oct 2Nov 634.3%31.7%8.2%1.2K1.6K
$455.00Oct 2Nov 634.1%32.0%6.6%7052.3K
$445.00Oct 2Nov 634.9%32.8%6.3%211555
$457.50Oct 2Oct 1634.8%34.4%1.1%1.3K1.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Oct 2Nov 634.3%31.7%8.2%822734
$455.00Oct 2Nov 634.1%32.0%6.6%373204
$445.00Oct 2Nov 634.9%32.8%6.3%4061.2K
$465.00Oct 2Oct 3034.8%34.1%2.2%10085
$470.00Oct 2Oct 3035.3%34.6%2.0%82238

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 227 found (best R:R 1.30, avg 6.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$440.00$445.00Nov 6$2.17$2.83$2.1766%1.30$442.17
$470.00$475.00Oct 23$0.82$4.18$0.8240%5.10$470.82
$520.00$530.00Nov 6$0.35$9.65$0.3514%27.57$520.35
$505.00$510.00Oct 30$0.12$4.88$0.1217%40.67$505.12
$470.00$475.00Nov 6$1.43$3.57$1.4342%2.50$471.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$457.50$455.00Oct 16$0.45$2.05$0.4549%4.56$457.05
$445.00$440.00Oct 23$1.10$3.90$1.1036%3.55$443.90
$475.00$472.50Oct 9$1.36$1.14$1.3676%0.84$473.64
$455.00$450.00Oct 30$1.70$3.30$1.7046%1.94$453.30
$450.00$445.00Nov 6$1.55$3.45$1.5542%2.23$448.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 180 found (best R:R 1.34, avg 0.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$515.00$520.00Nov 6$1.25$1.25$3.7582%0.33$516.25
$530.00$540.00Nov 6$1.36$1.36$8.6487%0.16$531.36
$500.00$505.00Oct 30$1.33$1.33$3.6779%0.36$501.33
$515.00$520.00Oct 23$0.83$0.83$4.1789%0.20$515.83
$460.00$465.00Oct 30$2.78$2.78$2.2250%1.25$462.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$447.50$445.00Oct 16$1.43$1.43$1.0762%1.34$446.07
$435.00$430.00Oct 30$1.81$1.81$3.1971%0.57$433.19
$455.00$452.50Oct 16$1.57$1.57$0.9354%1.69$453.43
$430.00$425.00Oct 23$1.42$1.42$3.5877%0.40$428.58
$427.50$425.00Oct 16$0.84$0.84$1.6681%0.51$426.66

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $3.61, cheapest $3.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$457.50Oct 2Oct 9$4.0734.8%29.6%
$462.50Oct 2Oct 9$3.5834.8%30.3%
$455.00Oct 2Oct 9$4.1834.1%30.3%
$452.50Oct 2Oct 9$4.0833.9%30.8%
$460.00Oct 2Oct 9$4.0734.6%31.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$457.50Oct 2Oct 9$3.1034.8%29.6%
$462.50Oct 2Oct 9$3.0034.8%30.3%
$455.00Oct 2Oct 9$3.2234.1%30.3%
$452.50Oct 2Oct 9$3.3333.9%30.8%
$460.00Oct 2Oct 9$3.4834.6%31.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 123 found (cheapest 2.45% of stock, avg 6.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$457.50Oct 2$5.53$5.68$11.21$446.29$468.712.45%
$455.00Oct 2$6.80$4.53$11.33$443.67$466.332.48%
$460.00Oct 2$4.38$7.07$11.45$448.55$471.452.51%
$452.50Oct 2$8.30$3.47$11.77$440.73$464.272.58%
$462.50Oct 2$3.45$8.65$12.10$450.40$474.602.65%
$450.00Oct 2$9.98$2.68$12.66$437.34$462.662.77%
$465.00Oct 2$2.66$10.38$13.04$451.96$478.042.85%
$447.50Oct 2$11.83$2.02$13.85$433.65$461.353.03%
$467.50Oct 2$2.03$12.28$14.31$453.19$481.813.13%
$445.00Oct 2$13.98$1.50$15.48$429.52$460.483.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.77% of stock, avg 4.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$467.50$445.00Oct 2$2.03$1.50$3.53$441.47$471.03
$467.50$447.50Oct 2$2.03$2.02$4.05$443.45$471.55
$465.00$445.00Oct 2$2.66$1.50$4.16$440.84$469.16
$465.00$447.50Oct 2$2.66$2.02$4.68$442.82$469.68
$467.50$450.00Oct 2$2.03$2.68$4.71$445.29$472.21
$465.00$450.00Oct 2$2.66$2.68$5.34$444.66$470.34
$462.50$445.00Oct 2$3.45$1.50$4.95$440.05$467.45
$467.50$452.50Oct 2$2.03$3.47$5.50$447.00$473.00
$462.50$447.50Oct 2$3.45$2.02$5.47$442.03$467.97
$465.00$452.50Oct 2$2.66$3.47$6.13$446.37$471.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 333 found (best R:R 0.66, avg credit $1.21)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
385/390500/505Oct 30$1.98$3.0272%0.66$388.02$501.98
420/425500/505Oct 30$2.53$2.4757%1.02$422.47$502.53
375/380500/505Oct 30$1.58$3.4275%0.46$378.42$501.58
415/420500/505Oct 30$2.28$2.7261%0.84$417.72$502.28
422/425480/482Oct 9$1.01$1.4972%0.68$423.99$481.01
422/425472/475Oct 9$1.23$1.2762%0.97$423.77$473.73
380/385500/505Oct 30$1.58$3.4274%0.46$383.42$501.58
395/400500/505Oct 30$1.74$3.2670%0.53$398.26$501.74
400/405500/505Oct 30$1.83$3.1768%0.58$403.17$501.83
410/415500/505Oct 30$2.05$2.9564%0.69$412.95$502.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 194 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$470.00$475.00$480.00Oct 16$0.07$4.939%70.43
$450.00$455.00$460.00Oct 23$0.11$4.8910%44.45
$475.00$480.00$485.00Oct 30$0.10$4.908%49.00
$455.00$460.00$465.00Oct 23$0.17$4.8310%28.41
$455.00$457.50$460.00Oct 2$0.12$2.3814%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$490.00$500.00$510.00Oct 16$0.45$9.5511%21.22
$452.50$455.00$457.50Oct 2$0.09$2.4114%26.78
$445.00$450.00$455.00Oct 23$0.19$4.8110%25.32
$450.00$452.50$455.00Oct 9$0.05$2.458%49.00
$395.00$400.00$405.00Nov 6$0.05$4.954%99.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 177 found (best net $-20.61, 171 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$400.00$425.001:2Nov 6-$20.61$4.39
$510.00$520.001:2Oct 16-$0.14$9.86
$530.00$540.001:2Nov 6-$0.65$9.35
$505.00$510.001:2Oct 9-$0.01$4.99
$500.00$505.001:2Oct 9-$0.19$4.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$480.001:2Oct 23-$14.68$5.32
$422.50$420.001:2Oct 2$0.00$2.50
$390.00$385.001:2Oct 9-$0.03$4.97
$400.00$397.501:2Oct 9-$0.02$2.48
$387.50$385.001:2Oct 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. 90 found (best yield 2.91%, avg 1.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$475.00Nov 6$13.300.394.0%2.91%6.86%13100
$460.00Nov 6$18.600.500.7%4.07%4.74%148
$465.00Nov 6$16.350.461.8%3.58%5.34%1212
$480.00Nov 6$11.600.365.0%2.54%7.59%315
$470.00Nov 6$14.250.422.9%3.12%5.98%1476
$485.00Nov 6$10.100.326.1%2.21%8.35%610
$460.00Oct 30$17.250.500.7%3.78%4.44%75188
$490.00Nov 6$8.800.297.2%1.93%9.16%38
$470.00Oct 30$12.650.422.9%2.77%5.63%225266
$475.00Oct 30$11.050.384.0%2.42%6.37%107279

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 58,733
Total Puts 50,225
Put/Call Ratio 0.86
Net Difference 8,508

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 422,626
Total Puts 380,515
Average Put/Call Ratio 0.90
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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