Tour v290
TSM
TAIWAN SEMICONDUCTOR ADR
$454.84 +4.76%
7/6 09:40

Option Volume

Detail
Current (07/06 9:40am) 16,918
Calls: 6,341 (37%)
Puts: 10,577 (63%)
Prior (06/22) 18,380
Calls: 9,041 (49%)
Puts: 9,339 (51%)
Current vs Prior -7.95%
Calls: -29.86% (Calls)
Puts: +13.26% (Puts)
Prior 7-Day Total 1,065,863
Calls: 444,254 (42%)
Puts: 621,609 (58%)
Prior 7-Day Average 152,266
Calls: 63,464 (42%)
Puts: 88,801 (58%)
Current vs Prior 7-Day Avg -88.89%
Calls: -90.01%
Puts: -88.09%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/06 9:40am) $16.69M
Calls: $13.64M (82%)
Puts: $3.05M (18%)
Prior (06/22) $35.47M
Calls: $27.98M (79%)
Puts: $7.49M (21%)
Current vs Prior -52.95%
Calls: -51.27%
Puts: -59.23%
Prior 7-Day Total $1.50B
Calls: $965.57M (64%)
Puts: $534.74M (36%)
Prior 7-Day Average $214.33M
Calls: $137.94M (64%)
Puts: $76.39M (36%)
Current vs Prior 7-Day Avg -92.21%
Calls: -90.11%
Puts: -96.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06 9:40am) 1.67
Prior (06/22) 1.03
Current vs Prior +61.48%
Prior 7-Day Average 1.47
Current vs Prior 7-Day Avg +13.16%
Sentiment BEARISH

Open Interest

Detail
Current (07/06 9:40am) 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 12,872,062
Calls: 5,697,655 (44%)
Puts: 7,174,407 (56%)
Prior 7-Day Average 1,838,866
Calls: 813,950 (44%)
Puts: 1,024,915 (56%)
Current vs Prior 7-Day Avg +3.13%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.21% | 8.99%8.99% | 16.53%
Prior 1.17% | 6.57%-- | --
Current vs Prior +345.87% | +36.79%-- | --
Prior 7-Day Avg 2.78% | 6.36%-- | --
Current vs 7-Day Avg +87.05% | +41.47%-- | --
Prior 7-Day Eod 1.17% | 6.57%-- | --
Current vs 7-Day Eod +345.87% | +36.79%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 13.18% | 11.22%
Calls: 15.08% | 12.05%
Puts: 11.28% | 10.39%
Prior 49.47% | 9.30%
Calls: 60.05% | 9.58%
Puts: 38.89% | 9.02%
Current vs Prior -73.36% | +20.65%
Prior 7-Day Avg 26.77% | 9.27%
Calls: 25.56% | 8.52%
Puts: 27.97% | 10.03%
Current vs 7-Day Avg -50.76% | +20.98%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($13.64M) vs puts ($3.05M). Light premium activity with dollar volume down 53% vs prior. Extreme bearish P/C ratio of 1.67 - heavy put buying. P/C ratio rising 61% - 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 150 of results (avg 6.7%, best 3.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Jul 1786.1088.90$87.503.2%10.922.1K
$400.00Jul 1054.9556.80$55.883.3%80.93230
$365.00Jul 1790.9594.05$92.503.4%--0.9219
$365.00Jul 1089.4092.50$90.953.4%--0.9717
$365.00Jul 2492.0595.25$93.653.4%--0.9353
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Jul 1784.4087.75$86.083.9%--0.9348
$510.00Jul 1757.7560.15$58.954.1%--0.8439
$530.00Jul 1774.9578.30$76.634.4%20.9116
$530.00Jul 3178.1581.70$79.934.4%--0.8257
$520.00Jul 3169.9073.25$71.584.7%--0.7945

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.91, cheapest $0.72)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Jul 100.650.78$0.7218.1%1230.05695
$510.00Jul 100.931.00$0.977.2%230.07421
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$382.50Jul 100.871.05$0.9618.8%--0.05148
$385.00Jul 100.901.04$0.9714.4%1150.051.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 163 found (avg delta 0.74, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Jul 1089.4092.50$90.953.4%--0.9717
$370.00Jul 1084.4587.55$86.003.6%20.96100
$375.00Jul 1079.4582.60$81.033.9%--0.9621
$380.00Jul 1074.5077.65$76.084.1%--0.96140
$385.00Jul 1069.6072.70$71.154.4%--0.9529
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Jul 1784.4087.75$86.083.9%--0.9348
$530.00Jul 1774.9578.30$76.634.4%20.9116
$500.00Jul 1044.6547.80$46.226.8%--0.9040
$497.50Jul 1042.3545.45$43.907.1%--0.8984
$495.00Jul 1039.9543.15$41.557.7%--0.8818

Most actively traded options today. High liquidity = easy entry/exit. 210 active (total vol 6.1K, top 483)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Jul 105.256.00$5.6313.3%4830.322.9K
$455.00Jul 1010.6511.95$11.3011.5%3440.524.2K
$500.00Jul 101.341.60$1.4717.7%2890.101.3K
$455.00Jul 3126.2528.50$27.388.2%2830.53608
$450.00Jul 1721.2523.45$22.359.8%2650.563.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$437.50Jul 104.505.00$4.7510.5%2040.26240
$402.50Jul 101.221.51$1.3721.2%1600.071.6K
$390.00Jul 101.001.19$1.1017.3%1180.062.0K
$385.00Jul 100.901.04$0.9714.4%1150.051.3K
$445.00Jul 106.407.65$7.0317.8%970.351.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 74 strikes (avg 23.6%, max 89.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Jul 10Aug 7102.0%59.8%70.7%--396
$365.00Jul 10Jul 31115.5%70.0%65.0%--102
$370.00Jul 10Jul 31110.1%69.1%59.3%2200
$375.00Jul 10Jul 31106.4%67.5%57.6%--115
$390.00Jul 10Jul 3192.4%61.9%49.2%--153
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$365.00Jul 10Aug 14115.5%61.1%89.1%2695
$375.00Jul 10Aug 14106.4%60.5%76.0%21.2K
$370.00Jul 10Aug 7110.1%63.1%74.4%262.7K
$380.00Jul 10Aug 7102.0%59.8%70.7%101.1K
$385.00Jul 10Aug 796.2%60.3%59.5%1151.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 249 found (best R:R 30.25, avg 4.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$530.00$540.00Jul 17$0.46$9.54$0.4620.74$530.46
$535.00$537.50Jul 10$0.13$2.37$0.1318.23$535.13
$485.00$487.50Jul 10$0.14$2.36$0.1416.86$485.14
$497.50$500.00Jul 10$0.15$2.35$0.1515.67$497.65
$507.50$510.00Jul 10$0.17$2.33$0.1713.71$507.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$370.00$365.00Jul 17$0.16$4.84$0.1630.25$369.84
$380.00$375.00Jul 17$0.17$4.83$0.1728.41$379.83
$402.50$400.00Jul 10$0.10$2.40$0.1024.00$402.40
$375.00$370.00Jul 17$0.21$4.79$0.2122.81$374.79
$370.00$365.00Jul 24$0.21$4.79$0.2122.81$369.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 340 found (best R:R 32.33, avg 2.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$405.00Jul 17$4.85$4.85$0.1532.33$404.85
$380.00$385.00Jul 24$4.78$4.78$0.2221.73$384.78
$385.00$390.00Jul 17$4.75$4.75$0.2519.00$389.75
$365.00$370.00Jul 24$4.72$4.72$0.2816.86$369.72
$415.00$417.50Jul 10$2.35$2.35$0.1515.67$417.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$540.00$530.00Jul 17$9.45$9.45$0.5517.18$530.55
$497.50$495.00Jul 10$2.35$2.35$0.1515.67$495.15
$500.00$497.50Jul 10$2.32$2.32$0.1812.89$497.68
$530.00$520.00Jul 17$9.23$9.23$0.7711.99$520.77
$490.00$485.00Jul 10$4.53$4.53$0.479.64$485.47

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 88 found (avg debit $5.44, cheapest $1.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$540.00Jul 10Jul 17$1.2680.1%65.3%
$370.00Jul 10Jul 17$1.50110.1%82.0%
$365.00Jul 10Jul 17$1.55115.5%84.7%
$530.00Jul 10Jul 17$1.5876.6%63.6%
$380.00Jul 10Jul 17$1.89102.0%76.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$365.00Jul 10Jul 17$1.10115.5%84.7%
$370.00Jul 10Jul 17$1.24110.1%82.0%
$375.00Jul 10Jul 17$1.35106.4%79.8%
$380.00Jul 10Jul 17$1.45102.0%76.9%
$510.00Jul 17Jul 24$1.8362.7%58.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 163 found (cheapest 4.92% of stock, avg 12.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$455.00Jul 10$11.30$11.08$22.38$432.62$477.384.92%
$452.50Jul 10$12.60$9.95$22.55$429.95$475.054.96%
$450.00Jul 10$13.85$8.78$22.63$427.37$472.634.98%
$457.50Jul 10$10.18$12.60$22.78$434.72$480.285.01%
$447.50Jul 10$15.40$7.95$23.35$424.15$470.855.13%
$460.00Jul 10$9.18$14.18$23.36$436.64$483.365.14%
$462.50Jul 10$8.18$15.63$23.81$438.69$486.315.23%
$445.00Jul 10$17.15$7.03$24.18$420.82$469.185.32%
$465.00Jul 10$7.43$17.25$24.68$440.32$489.685.43%
$442.50Jul 10$19.02$6.13$25.15$417.35$467.655.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 2.94% of stock, avg 7.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$467.50$445.00Jul 10$6.33$7.03$13.36$431.64$480.86
$467.50$447.50Jul 10$6.33$7.95$14.28$433.22$481.78
$465.00$445.00Jul 10$7.43$7.03$14.46$430.54$479.46
$467.50$450.00Jul 10$6.33$8.78$15.11$434.89$482.61
$462.50$445.00Jul 10$8.18$7.03$15.21$429.79$477.71
$465.00$447.50Jul 10$7.43$7.95$15.38$432.12$480.38
$462.50$447.50Jul 10$8.18$7.95$16.13$431.37$478.63
$460.00$445.00Jul 10$9.18$7.03$16.21$428.79$476.21
$465.00$450.00Jul 10$7.43$8.78$16.21$433.79$481.21
$467.50$452.50Jul 10$6.33$9.95$16.28$436.22$483.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 198 found (best R:R 40.67, avg credit $5.65)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
380/385410/415Jul 17$4.88$0.1240.67$380.12$414.88
380/385395/400Jul 24$4.88$0.1240.67$380.12$399.88
370/375380/385Jul 31$4.88$0.1240.67$370.12$384.88
365/370385/390Jul 31$4.86$0.1434.71$365.14$389.86
395/400410/415Jul 17$4.85$0.1532.33$395.15$414.85
380/385400/405Jul 24$4.85$0.1532.33$380.15$404.85
390/395400/405Jul 24$4.85$0.1532.33$390.15$404.85
375/380385/390Jul 31$4.85$0.1532.33$375.15$389.85
395/400405/410Jul 24$4.83$0.1728.41$395.17$409.83
385/390395/400Jul 17$4.81$0.1925.32$385.19$399.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 170 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$520.00$530.00$540.00Jul 24$0.07$9.93141.86
$520.00$530.00$540.00Aug 7$0.15$9.8565.67
$460.00$465.00$470.00Jul 24$0.09$4.9154.56
$500.00$505.00$510.00Jul 17$0.10$4.9049.00
$470.00$475.00$480.00Jul 24$0.11$4.8944.45
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$485.00$490.00$495.00Jul 24$0.05$4.9599.00
$440.00$445.00$450.00Jul 31$0.05$4.9599.00
$495.00$500.00$505.00Jul 24$0.07$4.9370.43
$455.00$460.00$465.00Aug 7$0.07$4.9370.43
$480.00$485.00$490.00Jul 24$0.08$4.9261.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-2.27, 93 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$540.001:2Jul 17-$1.20$8.80
$520.00$530.001:2Jul 17-$1.33$8.67
$510.00$520.001:2Jul 17-$1.77$8.23
$530.00$540.001:2Jul 24-$2.39$7.61
$520.00$530.001:2Jul 24-$3.20$6.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$430.00$400.001:2Aug 14-$2.27$27.73
$490.00$455.001:2Aug 14-$10.76$24.24
$500.00$470.001:2Aug 7-$16.73$13.27
$510.00$480.001:2Jul 31-$18.93$11.07
$390.00$375.001:2Aug 14-$4.71$10.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 93 found (best yield 7.01%, avg 2.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$455.00Aug 14$31.900.540.0%7.01%7.05%15
$455.00Aug 7$28.700.530.0%6.31%6.35%262
$460.00Aug 7$26.750.511.1%5.88%7.02%559
$455.00Jul 31$26.250.530.0%5.77%5.81%283608
$465.00Aug 7$24.200.482.2%5.32%7.55%--22
$460.00Jul 31$23.250.501.1%5.11%6.25%7243
$455.00Jul 24$22.400.530.0%4.92%4.96%9247
$470.00Aug 7$22.050.463.3%4.85%8.18%--24
$465.00Jul 31$21.550.472.2%4.74%6.97%7115
$460.00Jul 24$20.150.491.1%4.43%5.56%8213

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 6,341
Total Puts 10,577
Put/Call Ratio 1.67
Net Difference -4,236

Prior's Put/Call Breakdown

Total Calls 9,041
Total Puts 9,339
Put/Call Ratio 1.03
Net Difference -298

Prior 7-Day Put/Call Summary

Total Calls 444,254
Total Puts 621,609
Average Put/Call Ratio 1.47
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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