Tour v529
TSM
TAIWAN SEMICONDUCTOR ADR
$456.19 -0.16%
$457.33 (+0.25%)🌙
as of 09/30 11:35 PM
◀ 9/30 23:35

Option Volume

Detail
ℹ
Current (09/30) 95,235
Calls: 57,603 (60%)
Puts: 37,632 (40%)
Prior (09/29) 108,958
Calls: 58,733 (54%)
Puts: 50,225 (46%)
Current vs Prior -12.59%
Calls: -1.92% (Calls)
Puts: -25.07% (Puts)
Prior 7-Day Total 829,166
Calls: 436,303 (53%)
Puts: 392,863 (47%)
Prior 7-Day Average 118,452
Calls: 62,329 (53%)
Puts: 56,123 (47%)
Current vs Prior 7-Day Avg -19.60%
Calls: -7.58%
Puts: -32.95%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/30) $178.14M
Calls: $133.59M (75%)
Puts: $44.55M (25%)
Prior (09/29) $199.44M
Calls: $139.59M (70%)
Puts: $59.85M (30%)
Current vs Prior -10.68%
Calls: -4.30%
Puts: -25.55%
Prior 7-Day Total $999.37M
Calls: $688.72M (69%)
Puts: $310.64M (31%)
Prior 7-Day Average $142.77M
Calls: $98.39M (69%)
Puts: $44.38M (31%)
Current vs Prior 7-Day Avg +24.78%
Calls: +35.77%
Puts: +0.40%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/30) 0.65
Prior (09/29) 0.86
Current vs Prior -23.60%
Prior 7-Day Average 0.90
Current vs Prior 7-Day Avg -27.81%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/30) 1,253,417
Calls: 664,153 (53%)
Puts: 589,264 (47%)
Prior (09/29) 1,760,377
Calls: 855,967 (49%)
Puts: 904,410 (51%)
Current vs Prior -28.80%
Prior 7-Day Total 12,133,129
Calls: 5,800,181 (48%)
Puts: 6,332,948 (52%)
Prior 7-Day Average 1,733,304
Calls: 828,597 (48%)
Puts: 904,706 (52%)
Current vs Prior 7-Day Avg -27.69%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 2.42% | 4.25%6.35% | 11.35%
Prior 2.73% | 4.32%6.40% | 11.59%
Current vs Prior -11.23% | -1.76%-0.76% | -2.14%
Prior 7-Day Avg 2.64% | 4.38%5.18% | 10.81%
Current vs 7-Day Avg -8.33% | -3.03%+22.57% | +4.94%
Prior 7-Day Eod 2.73% | 4.32%6.40% | 11.59%
Current vs 7-Day Eod -11.23% | -1.76%-0.76% | -2.14%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 3.71% | 4.12%
Calls: 3.31% | 2.42%
Puts: 4.12% | 5.81%
Prior 3.60% | 1.99%
Calls: 3.15% | 1.43%
Puts: 4.05% | 2.55%
Current vs Prior +3.06% | +107.04%
Prior 7-Day Avg 10.97% | 3.32%
Calls: 6.49% | 2.63%
Puts: 15.45% | 4.02%
Current vs 7-Day Avg -66.18% | +24.04%
Liquidity Acceptable
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($133.59M). Bullish P/C ratio of 0.65. P/C ratio dropping 24% - sentiment shifting bullish. Declining open interest (down 29%) indicates positions being closed.

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 BULLISH
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 163 of results (avg 6.7%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Oct 1686.7089.20$87.952.8%50.98565
$460.00Nov 618.5519.10$18.832.9%12.5K0.4922
$365.00Oct 990.8593.60$92.233.0%11.00--
$370.00Oct 285.6088.20$86.903.0%10.98--
$375.00Oct 2382.2084.70$83.453.0%50.9713
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Nov 632.6033.40$33.002.4%10.651
$455.00Nov 617.7018.30$18.003.3%530.4716
$475.00Oct 1624.5025.40$24.953.6%610.6858
$462.50Oct 1616.4017.15$16.774.5%960.5570
$435.00Nov 69.5510.00$9.784.6%260.3030

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 18 found (avg $0.59, cheapest $0.21)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Oct 20.190.22$0.2114.3%1580.041.6K
$490.00Oct 20.050.06$0.0616.7%1120.011.6K
$475.00Oct 20.410.49$0.4517.8%2940.081.0K
$472.50Oct 20.610.70$0.6613.6%6490.112.2K
$470.00Oct 20.880.97$0.939.7%1.4K0.142.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$435.00Oct 20.330.39$0.3616.7%3370.061.6K
$437.50Oct 20.460.51$0.4910.2%1910.08930
$440.00Oct 20.630.69$0.669.1%3850.102.2K
$442.50Oct 20.860.97$0.9212.0%1310.14663
$410.00Oct 90.350.41$0.3815.8%350.03794

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 120 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Oct 265.7568.25$67.003.7%21.0050
$365.00Oct 990.8593.60$92.233.0%11.00--
$400.00Oct 255.6058.40$57.004.9%540.99205
$410.00Oct 245.6048.45$47.036.1%720.99159
$417.50Oct 238.2040.80$39.506.6%110.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$495.00Oct 237.0039.70$38.357.0%11.00--
$472.50Oct 215.6518.25$16.9515.3%10.90--
$500.00Oct 1643.3047.25$45.288.7%10.86--
$470.00Oct 213.6015.50$14.5513.1%1110.86178
$467.50Oct 211.2013.35$12.2717.5%1120.8112

Most actively traded options today. High liquidity = easy entry/exit. 373 active (total vol 62.1K, top 12.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Nov 618.5519.10$18.832.9%12.5K0.4922
$460.00Oct 23.153.40$3.287.6%1.5K0.393.4K
$470.00Oct 20.880.97$0.939.7%1.4K0.142.4K
$480.00Oct 92.002.15$2.087.2%1.2K0.171.4K
$465.00Oct 21.711.87$1.798.9%8790.251.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Oct 20.170.38$0.2875.0%1.3K0.042.0K
$390.00Oct 160.660.74$0.7011.4%1.1K0.045.9K
$420.00Oct 162.482.69$2.598.1%9320.1415.3K
$410.00Oct 161.401.65$1.5316.3%7330.092.7K
$400.00Oct 160.971.10$1.0412.5%7140.065.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 7.8%, max 17.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$445.00Oct 2Nov 638.2%32.5%17.8%79663
$450.00Oct 2Nov 636.7%32.1%14.4%4771.4K
$455.00Oct 2Nov 636.6%32.3%13.1%4382.2K
$465.00Oct 2Nov 637.2%35.2%5.6%9251.1K
$452.50Oct 2Oct 1636.5%34.8%4.8%2341.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$445.00Oct 2Oct 3038.2%33.4%14.4%4521.4K
$450.00Oct 2Nov 636.7%32.1%14.4%9331.0K
$455.00Oct 2Nov 636.6%32.3%13.1%310293
$480.00Oct 16Nov 637.5%35.1%6.8%118150
$465.00Oct 2Nov 637.2%35.2%5.6%11763

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 221 found (best R:R 10.63, avg 7.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$490.00$495.00Oct 30$0.43$4.57$0.4326%10.63$490.43
$460.00$465.00Oct 30$1.70$3.30$1.7049%1.94$461.70
$447.50$450.00Oct 9$1.03$1.47$1.0367%1.43$448.53
$445.00$447.50Oct 16$1.00$1.50$1.0065%1.50$446.00
$450.00$455.00Oct 30$2.23$2.77$2.2358%1.24$452.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$480.00$475.00Oct 16$2.90$2.10$2.9073%0.72$477.10
$457.50$455.00Oct 16$0.60$1.90$0.6050%3.17$456.90
$442.50$440.00Oct 16$0.23$2.27$0.2332%9.87$442.27
$455.00$452.50Oct 9$0.55$1.95$0.5545%3.55$454.45
$455.00$450.00Oct 23$1.75$3.25$1.7546%1.86$453.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 176 found (best R:R 1.05, avg 0.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$505.00$510.00Nov 6$1.55$1.55$3.4580%0.45$506.55
$465.00$470.00Oct 30$2.48$2.48$2.5255%0.98$467.48
$495.00$500.00Oct 30$1.30$1.30$3.7077%0.35$496.30
$515.00$520.00Oct 23$0.62$0.62$4.3889%0.14$515.62
$485.00$490.00Oct 23$1.38$1.38$3.6273%0.38$486.38
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$445.00$440.00Oct 30$2.56$2.56$2.4463%1.05$442.44
$445.00$442.50Oct 16$1.52$1.52$0.9865%1.55$443.48
$455.00$452.50Oct 16$1.78$1.78$0.7253%2.47$453.22
$430.00$427.50Oct 16$0.90$0.90$1.6079%0.56$429.10
$450.00$445.00Oct 23$2.35$2.35$2.6559%0.89$447.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $4.05, cheapest $3.52)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$455.00Oct 2Oct 9$4.6536.6%30.6%
$457.50Oct 2Oct 9$4.4737.1%31.2%
$462.50Oct 2Oct 9$4.3337.2%32.2%
$460.00Oct 2Oct 9$4.5236.8%32.1%
$452.50Oct 2Oct 9$4.7236.5%32.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$455.00Oct 2Oct 9$3.5236.6%30.6%
$457.50Oct 2Oct 9$3.6737.1%31.2%
$462.50Oct 2Oct 9$3.2037.2%32.2%
$460.00Oct 2Oct 9$3.4236.8%32.1%
$452.50Oct 2Oct 9$4.0336.5%32.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 101 found (cheapest 2.14% of stock, avg 6.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$457.50Oct 2$4.35$5.43$9.78$447.72$467.282.14%
$455.00Oct 2$5.63$4.18$9.81$445.19$464.812.15%
$452.50Oct 2$7.03$3.12$10.15$442.35$462.652.22%
$460.00Oct 2$3.28$6.93$10.21$449.79$470.212.24%
$462.50Oct 2$2.47$8.50$10.97$451.53$473.472.40%
$450.00Oct 2$8.90$2.29$11.19$438.81$461.192.45%
$465.00Oct 2$1.79$10.23$12.02$452.98$477.022.63%
$447.50Oct 2$10.70$1.69$12.39$435.11$459.892.72%
$467.50Oct 2$1.30$12.27$13.57$453.93$481.072.97%
$445.00Oct 2$12.65$1.23$13.88$431.12$458.883.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.55% of stock, avg 4.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$467.50$445.00Oct 2$1.30$1.23$2.53$442.47$470.03
$467.50$447.50Oct 2$1.30$1.69$2.99$444.51$470.49
$465.00$445.00Oct 2$1.79$1.23$3.02$441.98$468.02
$465.00$447.50Oct 2$1.79$1.69$3.48$444.02$468.48
$467.50$450.00Oct 2$1.30$2.29$3.59$446.41$471.09
$465.00$450.00Oct 2$1.79$2.29$4.08$445.92$469.08
$462.50$445.00Oct 2$2.47$1.23$3.70$441.30$466.20
$462.50$447.50Oct 2$2.47$1.69$4.16$443.34$466.66
$462.50$450.00Oct 2$2.47$2.29$4.76$445.24$467.26
$467.50$452.50Oct 2$1.30$3.12$4.42$448.08$471.92

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 346 found (best R:R 0.65, avg credit $1.21)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
385/390505/510Nov 6$1.97$3.0372%0.65$388.03$506.97
375/380505/510Nov 6$1.82$3.1874%0.57$378.18$506.82
410/415505/510Nov 6$2.40$2.6062%0.92$412.60$507.40
415/420505/510Nov 6$2.52$2.4859%1.02$417.48$507.52
390/395505/510Nov 6$1.95$3.0570%0.64$393.05$506.95
370/375505/510Nov 6$1.70$3.3075%0.52$373.30$506.70
380/385505/510Nov 6$1.80$3.2073%0.56$383.20$506.80
395/400505/510Nov 6$2.02$2.9869%0.68$397.98$507.02
400/405505/510Nov 6$2.09$2.9167%0.72$402.91$507.09
405/410505/510Nov 6$2.18$2.8265%0.77$407.82$507.18

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 170 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$470.00$475.00$480.00Oct 30$0.07$4.938%70.43
$480.00$485.00$490.00Oct 30$0.06$4.947%82.33
$520.00$530.00$540.00Oct 30$0.19$9.816%51.63
$452.50$455.00$457.50Oct 2$0.12$2.3816%19.83
$450.00$455.00$460.00Oct 23$0.17$4.8310%28.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$445.00$450.00$455.00Oct 30$0.10$4.909%49.00
$457.50$460.00$462.50Oct 2$0.07$2.4315%34.71
$435.00$440.00$445.00Oct 23$0.12$4.889%40.67
$430.00$435.00$440.00Oct 23$0.13$4.879%37.46
$440.00$442.50$445.00Oct 2$0.05$2.458%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 183 found (best net $-22.97, 179 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$365.00$400.001:2Oct 9-$22.97$12.03
$510.00$520.001:2Oct 16-$0.38$9.62
$530.00$540.001:2Oct 16-$0.19$9.81
$520.00$530.001:2Oct 16-$0.34$9.66
$500.00$505.001:2Oct 9-$0.09$4.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$470.001:2Oct 23-$7.55$12.45
$500.00$480.001:2Oct 16-$10.42$9.58
$390.00$385.001:2Oct 9-$0.02$4.98
$392.50$390.001:2Oct 2$0.00$2.50
$397.50$395.001:2Oct 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. 84 found (best yield 4.07%, avg 1.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$460.00Nov 6$18.550.490.8%4.07%4.90%12.5K22
$465.00Nov 6$16.250.461.9%3.56%5.49%4624
$470.00Nov 6$14.250.423.0%3.12%6.15%57685
$475.00Nov 6$12.450.384.1%2.73%6.85%24100
$480.00Nov 6$10.850.355.2%2.38%7.60%20418
$485.00Nov 6$9.450.316.3%2.07%8.39%3714
$460.00Oct 30$16.250.490.8%3.56%4.40%131204
$465.00Oct 30$14.100.451.9%3.09%5.02%137157
$470.00Oct 30$12.200.413.0%2.67%5.70%189440
$490.00Nov 6$8.100.287.4%1.78%9.19%3110

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 57,603
Total Puts 37,632
Put/Call Ratio 0.65
Net Difference 19,971

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 436,303
Total Puts 392,863
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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