Tour v290
TSM
TAIWAN SEMICONDUCTOR ADR
$452.68 +4.27%
7/6 09:35

Option Volume

Detail
Current (07/06 9:35am) 12,388
Calls: 3,437 (28%)
Puts: 8,951 (72%)
Prior (06/22) 10,594
Calls: 5,523 (52%)
Puts: 5,071 (48%)
Current vs Prior +16.93%
Calls: -37.77% (Calls)
Puts: +76.51% (Puts)
Prior 7-Day Total 996,320
Calls: 407,927 (41%)
Puts: 588,393 (59%)
Prior 7-Day Average 142,331
Calls: 58,275 (41%)
Puts: 84,056 (59%)
Current vs Prior 7-Day Avg -91.30%
Calls: -94.10%
Puts: -89.35%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/06 9:35am) $10.16M
Calls: $7.70M (76%)
Puts: $2.46M (24%)
Prior (06/22) $21.27M
Calls: $16.48M (77%)
Puts: $4.80M (23%)
Current vs Prior -52.25%
Calls: -53.28%
Puts: -48.73%
Prior 7-Day Total $1.42B
Calls: $926.17M (65%)
Puts: $495.71M (35%)
Prior 7-Day Average $203.13M
Calls: $132.31M (65%)
Puts: $70.82M (35%)
Current vs Prior 7-Day Avg -95.00%
Calls: -94.18%
Puts: -96.53%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06 9:35am) 2.60
Prior (06/22) 0.92
Current vs Prior +183.64%
Prior 7-Day Average 1.48
Current vs Prior 7-Day Avg +76.10%
Sentiment BEARISH

Open Interest

Detail
Current (07/06 9:35am) 1,896,482
Calls: 834,110 (44%)
Puts: 1,062,372 (56%)
Prior (06/22) 1,684,985
Calls: 752,891 (45%)
Puts: 932,094 (55%)
Current vs Prior +12.55%
Prior 7-Day Total 12,656,976
Calls: 5,617,256 (44%)
Puts: 7,039,720 (56%)
Prior 7-Day Average 1,808,139
Calls: 802,465 (44%)
Puts: 1,005,674 (56%)
Current vs Prior 7-Day Avg +4.89%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.58% | 9.10%9.10% | 16.48%
Prior 2.67% | 6.58%-- | --
Current vs Prior +109.11% | +38.25%-- | --
Prior 7-Day Avg 3.28% | 6.41%-- | --
Current vs 7-Day Avg +69.92% | +41.92%-- | --
Prior 7-Day Eod 2.67% | 6.58%-- | --
Current vs 7-Day Eod +109.11% | +38.25%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 11.60% | 12.43%
Calls: 5.38% | 14.04%
Puts: 17.83% | 10.82%
Prior 22.05% | 7.23%
Calls: 16.82% | 4.90%
Puts: 27.27% | 9.55%
Current vs Prior -47.39% | +71.92%
Prior 7-Day Avg 20.73% | 9.61%
Calls: 17.64% | 9.31%
Puts: 23.81% | 9.90%
Current vs 7-Day Avg -44.04% | +29.36%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($7.70M) vs puts ($2.46M). Light premium activity with dollar volume down 52% vs prior. Extreme bearish P/C ratio of 2.60 - heavy put buying. P/C ratio rising 184% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 137 of results (avg 6.6%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$427.50Jul 1735.3536.30$35.832.7%710.7159
$365.00Jul 1788.3591.20$89.783.2%--0.9319
$365.00Jul 1086.6589.60$88.133.3%--1.0017
$365.00Jul 2489.4092.50$90.953.4%--0.9153
$370.00Jul 1783.3586.30$84.823.5%10.922.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Jul 1787.1090.55$88.823.9%--0.9248
$530.00Jul 1777.9081.05$79.474.0%--0.9016
$520.00Jul 1768.8071.65$70.224.1%--0.8835
$520.00Aug 773.9077.10$75.504.2%--0.7720
$530.00Jul 3180.4584.40$82.434.8%--0.8257

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.88, cheapest $0.84)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Jul 100.770.90$0.8415.5%210.042.6K
$375.00Jul 100.830.99$0.9117.6%10.041.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 163 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Jul 1086.6589.60$88.133.3%--1.0017
$370.00Jul 1081.7584.90$83.333.8%10.94100
$375.00Jul 1076.8079.95$78.384.0%--0.9421
$380.00Jul 1071.9075.00$73.454.2%--0.94140
$385.00Jul 1066.9570.10$68.534.6%--0.9429
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Jul 1787.1090.55$88.823.9%--0.9248
$500.00Jul 1047.8050.55$49.185.6%--0.9140
$530.00Jul 1777.9081.05$79.474.0%--0.9016
$497.50Jul 1045.4548.20$46.835.9%--0.8984
$495.00Jul 1042.7545.85$44.307.0%--0.8918

Most actively traded options today. High liquidity = easy entry/exit. 174 active (total vol 4.0K, top 385)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Jul 104.955.50$5.2310.5%3850.292.9K
$500.00Jul 101.221.60$1.4127.0%2650.091.3K
$450.00Jul 1720.0022.50$21.2511.8%2440.543.7K
$455.00Jul 1010.0011.00$10.509.5%2240.474.2K
$450.00Jul 1012.0514.00$13.0315.0%1000.543.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$402.50Jul 101.361.72$1.5423.4%1600.081.6K
$437.50Jul 105.106.65$5.8826.4%1260.30240
$440.00Jul 1713.5515.20$14.3811.5%910.388.9K
$432.50Jul 104.005.25$4.6327.0%880.25304
$445.00Jul 108.009.40$8.7016.1%820.391.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 69 strikes (avg 25.9%, max 78.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Jul 10Aug 799.3%59.0%68.2%--396
$365.00Jul 10Jul 31113.8%69.7%63.2%--102
$370.00Jul 10Jul 31107.8%68.5%57.3%1200
$375.00Jul 10Jul 31103.5%67.4%53.6%--115
$385.00Jul 10Jul 3195.2%65.2%45.9%--337
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$365.00Jul 10Aug 7113.8%63.7%78.7%--753
$375.00Jul 10Aug 14103.5%59.6%73.8%21.2K
$370.00Jul 10Aug 7107.8%63.3%70.3%212.7K
$380.00Jul 10Aug 799.3%59.0%68.2%81.1K
$390.00Jul 10Aug 1490.6%57.9%56.5%472.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 250 found (best R:R 25.32, avg 4.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$510.00$512.50Jul 10$0.11$2.39$0.1121.73$510.11
$530.00$540.00Jul 17$0.44$9.56$0.4421.73$530.44
$530.00$532.50Jul 10$0.12$2.38$0.1219.83$530.12
$517.50$520.00Jul 10$0.14$2.36$0.1416.86$517.64
$477.50$480.00Jul 10$0.15$2.35$0.1515.67$477.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$375.00$370.00Jul 17$0.19$4.81$0.1925.32$374.81
$417.50$415.00Jul 10$0.10$2.40$0.1024.00$417.40
$407.50$405.00Jul 10$0.11$2.39$0.1121.73$407.39
$370.00$365.00Jul 17$0.23$4.77$0.2320.74$369.77
$405.00$402.50Jul 10$0.12$2.38$0.1219.83$404.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 337 found (best R:R 28.41, avg 2.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$385.00$390.00Jul 24$4.83$4.83$0.1728.41$389.83
$365.00$370.00Jul 10$4.80$4.80$0.2024.00$369.80
$392.50$395.00Jul 10$2.38$2.38$0.1219.83$394.88
$400.00$402.50Jul 10$2.38$2.38$0.1219.83$402.38
$385.00$390.00Jul 10$4.73$4.73$0.2717.52$389.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$495.00$492.50Jul 10$2.35$2.35$0.1515.67$492.65
$500.00$497.50Jul 10$2.35$2.35$0.1515.67$497.65
$540.00$530.00Jul 17$9.35$9.35$0.6514.38$530.65
$530.00$520.00Jul 17$9.25$9.25$0.7512.33$520.75
$485.00$480.00Jul 10$4.60$4.60$0.4011.50$480.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 87 found (avg debit $5.45, cheapest $1.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$540.00Jul 10Jul 17$1.3683.3%68.0%
$370.00Jul 10Jul 17$1.49107.8%82.0%
$365.00Jul 10Jul 17$1.65113.8%84.1%
$530.00Jul 10Jul 17$1.6580.2%66.1%
$375.00Jul 10Jul 17$2.00103.5%79.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$365.00Jul 10Jul 17$1.15113.8%84.1%
$370.00Jul 10Jul 17$1.38107.8%82.0%
$375.00Jul 10Jul 17$1.50103.5%79.3%
$380.00Jul 10Jul 17$1.7199.3%77.4%
$385.00Jul 10Jul 17$1.9395.2%75.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 161 found (cheapest 5.18% of stock, avg 12.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$450.00Jul 10$13.03$10.40$23.43$426.57$473.435.18%
$455.00Jul 10$10.50$13.18$23.68$431.32$478.685.23%
$457.50Jul 10$9.15$14.52$23.67$433.83$481.175.23%
$447.50Jul 10$14.28$9.45$23.73$423.77$471.235.24%
$452.50Jul 10$12.08$11.75$23.83$428.67$476.335.26%
$445.00Jul 10$15.78$8.70$24.48$420.52$469.485.41%
$460.00Jul 10$8.63$16.10$24.73$435.27$484.735.46%
$442.50Jul 10$17.23$7.53$24.76$417.74$467.265.47%
$440.00Jul 10$18.73$6.23$24.96$415.04$464.965.51%
$462.50Jul 10$7.58$17.63$25.21$437.29$487.715.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 3.14% of stock, avg 7.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$465.00$442.50Jul 10$6.68$7.53$14.21$428.29$479.21
$462.50$442.50Jul 10$7.58$7.53$15.11$427.39$477.61
$465.00$445.00Jul 10$6.68$8.70$15.38$429.62$480.38
$465.00$447.50Jul 10$6.68$9.45$16.13$431.37$481.13
$460.00$442.50Jul 10$8.63$7.53$16.16$426.34$476.16
$462.50$445.00Jul 10$7.58$8.70$16.28$428.72$478.78
$457.50$442.50Jul 10$9.15$7.53$16.68$425.82$474.18
$462.50$447.50Jul 10$7.58$9.45$17.03$430.47$479.53
$465.00$450.00Jul 10$6.68$10.40$17.08$432.92$482.08
$460.00$445.00Jul 10$8.63$8.70$17.33$427.67$477.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 194 found (best R:R 44.45, avg credit $5.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
380/385395/400Jul 17$4.89$0.1144.45$380.11$399.89
385/390395/400Jul 17$4.89$0.1144.45$385.11$399.89
380/385430/435Aug 7$4.88$0.1240.67$380.12$434.88
375/380395/400Jul 17$4.87$0.1337.46$375.13$399.87
395/400410/415Jul 17$4.87$0.1337.46$395.13$414.87
395/400405/410Jul 24$4.87$0.1337.46$395.13$409.87
400/405410/415Jul 24$4.86$0.1434.71$400.14$414.86
390/395400/405Jul 31$4.84$0.1630.25$390.16$404.84
380/385400/405Jul 31$4.82$0.1826.78$380.18$404.82
395/400405/410Jul 31$4.81$0.1925.32$395.19$409.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 192 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$370.00$375.00$380.00Jul 17$0.06$4.9482.33
$505.00$510.00$515.00Jul 31$0.06$4.9482.33
$410.00$415.00$420.00Jul 24$0.08$4.9261.50
$475.00$480.00$485.00Aug 7$0.08$4.9261.50
$395.00$400.00$405.00Jul 17$0.09$4.9154.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$415.00$420.00$425.00Jul 17$0.05$4.9599.00
$520.00$530.00$540.00Jul 17$0.10$9.9099.00
$420.00$425.00$430.00Jul 31$0.05$4.9599.00
$470.00$475.00$480.00Jul 31$0.06$4.9482.33
$365.00$370.00$375.00Jul 31$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. 87 found (best net $-10.06, 86 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$540.001:2Jul 17-$1.33$8.67
$520.00$530.001:2Jul 17-$1.44$8.56
$510.00$520.001:2Jul 17-$1.98$8.02
$530.00$540.001:2Jul 24-$2.35$7.65
$520.00$530.001:2Jul 24-$2.90$7.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$470.001:2Aug 7-$10.06$29.94
$430.00$400.001:2Aug 14-$2.67$27.33
$490.00$455.001:2Aug 14-$11.27$23.73
$390.00$375.001:2Aug 14-$4.52$10.48
$510.00$480.001:2Jul 31-$20.22$9.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 92 found (best yield 6.05%, avg 2.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$455.00Aug 7$27.400.520.5%6.05%6.57%162
$455.00Jul 31$25.800.520.5%5.70%6.21%59608
$460.00Aug 7$25.000.491.6%5.52%7.14%--59
$465.00Aug 7$22.850.472.7%5.05%7.77%--22
$460.00Jul 31$22.500.491.6%4.97%6.59%4243
$455.00Jul 24$21.000.510.5%4.64%5.15%1247
$470.00Aug 7$20.900.443.8%4.62%8.44%--24
$465.00Jul 31$19.950.462.7%4.41%7.13%2115
$475.00Aug 7$19.000.424.9%4.20%9.13%--87
$460.00Jul 24$18.800.471.6%4.15%5.77%6213

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 3,437
Total Puts 8,951
Put/Call Ratio 2.60
Net Difference -5,514

Prior's Put/Call Breakdown

Total Calls 5,523
Total Puts 5,071
Put/Call Ratio 0.92
Net Difference 452

Prior 7-Day Put/Call Summary

Total Calls 407,927
Total Puts 588,393
Average Put/Call Ratio 1.48
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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