Tour v309
TSM
TAIWAN SEMICONDUCTOR ADR
$437.48 +0.12%
7/10 15:07

Option Volume

Detail
Current (07/10 3:05pm) 159,078
Calls: 72,563 (46%)
Puts: 86,515 (54%)
Prior (07/08) 79,459
Calls: 36,095 (45%)
Puts: 43,364 (55%)
Current vs Prior +100.20%
Calls: +101.03% (Calls)
Puts: +99.51% (Puts)
Prior 7-Day Total 1,125,318
Calls: 477,430 (42%)
Puts: 647,888 (58%)
Prior 7-Day Average 160,759
Calls: 68,204 (42%)
Puts: 92,555 (58%)
Current vs Prior 7-Day Avg -1.05%
Calls: +6.39%
Puts: -6.53%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/10 3:05pm) $123.93M
Calls: $85.75M (69%)
Puts: $38.17M (31%)
Prior (07/08) $85.91M
Calls: $54.02M (63%)
Puts: $31.89M (37%)
Current vs Prior +44.25%
Calls: +58.74%
Puts: +19.70%
Prior 7-Day Total $1.53B
Calls: $1.02B (67%)
Puts: $506.57M (33%)
Prior 7-Day Average $218.68M
Calls: $146.31M (67%)
Puts: $72.37M (33%)
Current vs Prior 7-Day Avg -43.33%
Calls: -41.39%
Puts: -47.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10 3:05pm) 1.19
Prior (07/08) 1.20
Current vs Prior -0.76%
Prior 7-Day Average 1.39
Current vs Prior 7-Day Avg -14.32%
Sentiment BEARISH

Open Interest

Detail
Current (07/10 3:05pm) 2,062,273
Calls: 893,145 (43%)
Puts: 1,169,128 (57%)
Prior (07/08) 1,984,442
Calls: 864,229 (44%)
Puts: 1,120,213 (56%)
Current vs Prior +3.92%
Prior 7-Day Total 13,123,721
Calls: 5,789,319 (44%)
Puts: 7,334,402 (56%)
Prior 7-Day Average 1,874,817
Calls: 827,045 (44%)
Puts: 1,047,771 (56%)
Current vs Prior 7-Day Avg +10.00%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 0.88% | 6.95%6.95% | 15.23%
Prior 4.69% | 8.63%8.63% | 16.20%
Current vs Prior -81.24% | -19.43%-19.43% | -5.97%
Prior 7-Day Avg 3.24% | 7.13%8.64% | 16.34%
Current vs 7-Day Avg -72.84% | -2.46%-19.54% | -6.75%
Prior 7-Day Eod 4.69% | 8.63%-- | --
Current vs 7-Day Eod -81.24% | -19.43%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 35.16% | 5.05%
Calls: 13.88% | 5.93%
Puts: 56.44% | 4.17%
Prior 12.82% | 5.54%
Calls: 15.08% | 3.19%
Puts: 10.57% | 7.89%
Current vs Prior +174.26% | -8.84%
Prior 7-Day Avg 24.50% | 7.44%
Calls: 24.31% | 6.61%
Puts: 24.68% | 8.26%
Current vs 7-Day Avg +43.52% | -32.10%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($85.75M). Unusually high activity with volume up 100% vs prior - elevated interest. Slightly bearish P/C ratio of 1.19.

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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 325 of results (avg 6.0%, best 2.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Aug 2140.7041.60$41.152.2%550.633.2K
$430.00Aug 2135.2536.05$35.652.2%570.58966
$350.00Aug 2191.9094.15$93.032.4%130.90899
$400.00Jul 1740.2541.30$40.782.6%1540.8521.1K
$390.00Jul 3154.0055.45$54.732.6%40.8239
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2148.7549.95$49.352.4%3040.61412
$430.00Aug 2125.5526.25$25.902.7%730.421.3K
$510.00Aug 2179.8082.35$81.073.1%90.7738
$520.00Aug 785.5588.35$86.953.2%--0.8421
$440.00Aug 2130.4531.55$31.003.5%1090.476.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.90, cheapest $0.80)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 170.720.87$0.8018.8%2840.0327.6K
$357.50Jul 170.861.00$0.9315.1%2230.04438
$360.00Jul 170.911.04$0.9813.3%4500.048.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 229 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 1085.8588.95$87.403.5%211.0026
$360.00Jul 1075.8578.40$77.133.3%--1.00152
$365.00Jul 1070.8573.40$72.133.5%11.0017
$370.00Jul 1065.8568.45$67.153.9%121.00101
$380.00Jul 1055.8558.50$57.184.6%21.00141
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$445.00Jul 106.809.15$7.9829.4%1601.001.2K
$447.50Jul 108.8011.70$10.2528.3%431.00467
$450.00Jul 1011.3013.30$12.3016.3%3711.007.1K
$452.50Jul 1013.4516.25$14.8518.9%181.00205
$455.00Jul 1016.5019.20$17.8515.1%1301.00496

Most actively traded options today. High liquidity = easy entry/exit. 482 active (total vol 118.6K, top 9.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Jul 176.356.80$6.576.8%9.6K0.296.7K
$470.00Jul 174.254.60$4.437.9%5.7K0.227.9K
$440.00Jul 100.180.26$0.2236.4%4.9K0.173.0K
$460.00Jul 3113.8014.65$14.236.0%2.7K0.38867
$450.00Jul 179.009.90$9.459.5%2.5K0.394.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Jul 171.821.92$1.875.3%9.7K0.091.2K
$405.00Jul 173.553.90$3.729.4%5.7K0.1712.3K
$355.00Jul 100.000.01$0.01100.0%5.0K0.0013.1K
$390.00Jul 172.132.40$2.2611.9%2.4K0.118.2K
$425.00Jul 100.020.03$0.0333.3%1.5K0.011.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 116 strikes (avg 369.5%, max 1013.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Jul 10Aug 21617.9%55.5%1013.3%34925
$375.00Jul 10Aug 7552.9%54.7%911.3%130
$360.00Jul 10Aug 21545.0%54.2%904.8%201.1K
$522.50Jul 10Jul 24566.5%60.9%829.8%10080
$365.00Jul 10Aug 14509.1%54.9%828.1%136
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Jul 10Aug 21617.9%55.5%1013.3%41312.9K
$355.00Jul 10Aug 14581.2%56.2%934.0%5.0K13.2K
$375.00Jul 10Aug 14552.9%53.8%928.4%651.2K
$360.00Jul 10Aug 21545.0%54.2%904.8%28510.3K
$365.00Jul 10Aug 14509.1%54.9%828.1%341.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 300 found (best R:R 24.00, avg 4.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$500.00$502.50Jul 17$0.10$2.40$0.1024.00$500.10
$502.50$505.00Jul 17$0.13$2.37$0.1318.23$502.63
$505.00$507.50Jul 17$0.13$2.37$0.1318.23$505.13
$512.50$515.00Jul 17$0.13$2.37$0.1318.23$512.63
$510.00$515.00Jul 24$0.27$4.73$0.2717.52$510.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$395.00$392.50Jul 17$0.10$2.40$0.1024.00$394.90
$377.50$375.00Jul 17$0.11$2.39$0.1121.73$377.39
$357.50$355.00Jul 24$0.11$2.39$0.1121.73$357.39
$365.00$362.50Jul 24$0.11$2.39$0.1121.73$364.89
$367.50$365.00Jul 24$0.11$2.39$0.1121.73$367.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 424 found (best R:R 65.67, avg 2.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$352.50$360.00Jul 17$7.30$7.30$0.2036.50$359.80
$360.00$365.00Jul 17$4.85$4.85$0.1532.33$364.85
$365.00$370.00Jul 24$4.85$4.85$0.1532.33$369.85
$360.00$365.00Jul 31$4.85$4.85$0.1532.33$364.85
$370.00$375.00Jul 17$4.83$4.83$0.1728.41$374.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$520.00$510.00Jul 17$9.85$9.85$0.1565.67$510.15
$485.00$480.00Jul 17$4.85$4.85$0.1532.33$480.15
$470.00$465.00Jul 10$4.80$4.80$0.2024.00$465.20
$500.00$495.00Jul 17$4.77$4.77$0.2320.74$495.23
$505.00$500.00Jul 24$4.72$4.72$0.2816.86$500.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 118 found (avg debit $4.77, cheapest $0.63)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$522.50Jul 10Jul 17$0.63566.5%70.6%
$520.00Jul 10Jul 17$0.68479.7%69.7%
$517.50Jul 10Jul 17$0.70584.6%69.4%
$515.00Jul 10Jul 17$0.80455.1%68.6%
$512.50Jul 10Jul 17$0.88554.8%68.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Jul 10Jul 17$0.79617.9%91.7%
$352.50Jul 10Jul 17$0.84599.5%90.3%
$355.00Jul 10Jul 17$0.90581.2%89.0%
$357.50Jul 10Jul 17$0.92563.1%87.0%
$360.00Jul 10Jul 17$0.97545.0%85.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 228 found (cheapest 0.47% of stock, avg 11.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$437.50Jul 10$1.02$1.04$2.06$435.44$439.560.47%
$435.00Jul 10$2.81$0.28$3.09$431.91$438.090.71%
$440.00Jul 10$0.22$2.90$3.12$436.88$443.120.71%
$432.50Jul 10$4.68$0.09$4.77$427.73$437.271.09%
$442.50Jul 10$0.05$5.18$5.23$437.27$447.731.20%
$430.00Jul 10$7.33$0.03$7.36$422.64$437.361.68%
$445.00Jul 10$0.02$7.98$8.00$437.00$453.001.83%
$427.50Jul 10$9.65$0.02$9.67$417.83$437.172.21%
$447.50Jul 10$0.01$10.25$10.26$437.24$457.762.35%
$425.00Jul 10$12.08$0.03$12.11$412.89$437.112.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 153 found (cheapest 0.07% of stock, avg 8.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$440.00$432.50Jul 10$0.22$0.09$0.31$432.19$440.31
$440.00$435.00Jul 10$0.22$0.28$0.50$434.50$440.50
$440.00$437.50Jul 10$0.22$1.04$1.26$436.24$441.26
$450.00$427.50Jul 17$9.45$9.78$19.23$408.27$469.23
$447.50$427.50Jul 17$10.40$9.78$20.18$407.32$467.68
$450.00$430.00Jul 17$9.45$10.85$20.30$409.70$470.30
$445.00$427.50Jul 17$11.45$9.78$21.23$406.27$466.23
$447.50$430.00Jul 17$10.40$10.85$21.25$408.75$468.75
$450.00$432.50Jul 17$9.45$11.98$21.43$411.07$471.43
$442.50$427.50Jul 17$12.50$9.78$22.28$405.22$464.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 253 found (best R:R 49.00, avg credit $4.99)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
360/362375/380Jul 24$4.90$0.1049.00$357.60$379.90
350/352375/380Jul 24$4.89$0.1144.45$347.61$379.89
355/358360/365Jul 24$4.89$0.1144.45$352.61$364.89
355/358375/380Jul 24$4.88$0.1240.67$352.62$379.88
362/365375/380Jul 24$4.88$0.1240.67$360.12$379.88
365/368375/380Jul 24$4.88$0.1240.67$362.62$379.88
355/360370/375Aug 7$4.88$0.1240.67$355.12$374.88
370/375380/385Jul 31$4.85$0.1532.33$370.15$384.85
365/370375/380Aug 7$4.85$0.1532.33$365.15$379.85
355/360370/375Jul 31$4.84$0.1630.25$355.16$374.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 235 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$465.00$470.00$475.00Jul 31$0.05$4.9599.00
$365.00$370.00$375.00Jul 17$0.07$4.9370.43
$370.00$375.00$380.00Jul 17$0.08$4.9261.50
$475.00$480.00$485.00Jul 31$0.08$4.9261.50
$440.00$450.00$460.00Aug 21$0.17$9.8357.82
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$430.00$435.00$440.00Aug 14$0.05$4.9599.00
$410.00$420.00$430.00Aug 21$0.10$9.9099.00
$385.00$390.00$395.00Jul 31$0.06$4.9482.33
$490.00$495.00$500.00Jul 17$0.09$4.9154.56
$350.00$355.00$360.00Jul 31$0.09$4.9154.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 165 found (best net $-3.05, 146 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$515.00$520.001:2Jul 24-$1.54$3.46
$510.00$520.001:2Aug 14-$6.68$3.32
$510.00$520.001:2Aug 21-$6.93$3.07
$510.00$515.001:2Jul 24-$2.03$2.97
$445.00$447.501:2Jul 10$0.00$2.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$350.001:2Aug 21-$3.05$6.95
$370.00$360.001:2Aug 21-$3.88$6.12
$510.00$480.001:2Jul 31-$24.38$5.62
$380.00$370.001:2Aug 21-$4.94$5.06
$390.00$380.001:2Aug 21-$6.42$3.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 123 found (best yield 6.96%, avg 2.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$440.00Aug 21$30.450.530.6%6.96%7.54%9982.6K
$440.00Aug 14$27.350.520.6%6.25%6.83%1217
$450.00Aug 21$26.100.482.9%5.97%8.83%2594.3K
$440.00Aug 7$24.800.520.6%5.67%6.24%163159
$445.00Aug 14$24.650.491.7%5.63%7.35%323
$445.00Aug 7$22.650.491.7%5.18%6.90%2385
$460.00Aug 21$22.250.435.2%5.09%10.23%1734.1K
$450.00Aug 14$21.900.472.9%5.01%7.87%553
$440.00Jul 31$21.550.510.6%4.93%5.50%70963
$455.00Aug 14$20.650.444.0%4.72%8.72%350

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 72,563
Total Puts 86,515
Put/Call Ratio 1.19
Net Difference -13,952

Prior's Put/Call Breakdown

Total Calls 36,095
Total Puts 43,364
Put/Call Ratio 1.20
Net Difference -7,269

Prior 7-Day Put/Call Summary

Total Calls 477,430
Total Puts 647,888
Average Put/Call Ratio 1.39
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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