Tour v340
TSM
TAIWAN SEMICONDUCTOR ADR
$407.61 -2.83%
7/16 09:45

Option Volume

Detail
Current (07/16 9:45am) 44,856
Calls: 27,295 (61%)
Puts: 17,561 (39%)
Prior (07/13) 20,402
Calls: 6,360 (31%)
Puts: 14,042 (69%)
Current vs Prior +119.86%
Calls: +329.17% (Calls)
Puts: +25.06% (Puts)
Prior 7-Day Total 1,149,876
Calls: 571,498 (50%)
Puts: 578,378 (50%)
Prior 7-Day Average 164,268
Calls: 81,642 (50%)
Puts: 82,625 (50%)
Current vs Prior 7-Day Avg -72.69%
Calls: -66.57%
Puts: -78.75%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16 9:45am) $35.93M
Calls: $19.53M (54%)
Puts: $16.40M (46%)
Prior (07/13) $26.11M
Calls: $10.47M (40%)
Puts: $15.64M (60%)
Current vs Prior +37.60%
Calls: +86.54%
Puts: +4.84%
Prior 7-Day Total $1.34B
Calls: $867.53M (65%)
Puts: $467.94M (35%)
Prior 7-Day Average $190.78M
Calls: $123.93M (65%)
Puts: $66.85M (35%)
Current vs Prior 7-Day Avg -81.17%
Calls: -84.24%
Puts: -75.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16 9:45am) 0.64
Prior (07/13) 2.21
Current vs Prior -70.86%
Prior 7-Day Average 1.13
Current vs Prior 7-Day Avg -43.02%
Sentiment BULLISH

Open Interest

Detail
Current (07/16 9:45am) 2,186,399
Calls: 964,498 (44%)
Puts: 1,221,901 (56%)
Prior (07/13) 1,938,207
Calls: 850,673 (44%)
Puts: 1,087,534 (56%)
Current vs Prior +12.81%
Prior 7-Day Total 13,916,409
Calls: 6,090,032 (44%)
Puts: 7,826,377 (56%)
Prior 7-Day Average 1,988,058
Calls: 870,004 (44%)
Puts: 1,118,053 (56%)
Current vs Prior 7-Day Avg +9.98%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.23% | 6.20%3.23% | 13.76%
Prior 4.65% | 7.14%4.65% | 13.77%
Current vs Prior -30.52% | -13.13%-30.52% | -0.04%
Prior 7-Day Avg 4.46% | 8.05%7.05% | 15.33%
Current vs 7-Day Avg -27.53% | -23.00%-54.12% | -10.23%
Prior 7-Day Eod 4.65% | 7.14%4.48% | 14.37%
Current vs 7-Day Eod -30.52% | -13.13%-27.78% | -4.21%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 19.30% | 13.69%
Calls: 18.31% | 16.80%
Puts: 20.29% | 10.57%
Prior 8.41% | 6.70%
Calls: 9.24% | 6.33%
Puts: 7.57% | 7.07%
Current vs Prior +129.49% | +104.33%
Prior 7-Day Avg 11.78% | 5.79%
Calls: 9.81% | 5.52%
Puts: 13.74% | 6.05%
Current vs 7-Day Avg +63.88% | +136.56%
Liquidity Expensive
+
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🤖 AI Insights

Unusually high activity with volume up 120% vs prior - elevated interest. Bullish P/C ratio of 0.64. P/C ratio dropping 71% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BEARISHBULLISHBULLISH

📈 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 169 of results (avg 6.8%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 2172.6575.50$74.083.8%10.871.2K
$330.00Aug 2181.5084.85$83.184.0%--0.89692
$330.00Jul 3177.8581.05$79.454.0%10.9383
$335.00Jul 1771.3074.25$72.784.1%--1.0010
$330.00Jul 2477.0580.25$78.654.1%--0.9832
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Aug 2174.6577.70$76.184.0%--0.8385
$455.00Aug 750.6052.70$51.654.1%--0.7942
$485.00Jul 1775.5078.90$77.204.4%--1.0040
$400.00Aug 2119.9520.85$20.404.4%1.7K0.4212.1K
$485.00Aug 776.8080.30$78.554.5%--0.8911

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.60, cheapest $0.31)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Jul 170.500.61$0.5520.0%1.1K0.086.9K
$462.50Jul 240.780.92$0.8516.5%60.0694
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Jul 170.290.33$0.3112.9%4590.0413.5K
$387.50Jul 170.650.76$0.7115.5%570.09695

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 207 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Jul 1771.3074.25$72.784.1%--1.0010
$340.00Jul 1766.3069.30$67.804.4%--1.00956
$330.00Jul 1776.2079.65$77.934.4%11.00801
$350.00Jul 1756.7059.30$58.004.5%--1.002.9K
$357.50Jul 1748.6552.20$50.437.0%--0.99110
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Jul 1731.2533.70$32.487.5%681.0010.1K
$442.50Jul 1734.0036.10$35.056.0%11.00219
$445.00Jul 1735.9538.80$37.387.6%31.00666
$447.50Jul 1737.7041.65$39.6710.0%11.00100
$450.00Jul 1740.5044.10$42.308.5%231.002.1K

Most actively traded options today. High liquidity = easy entry/exit. 343 active (total vol 35.3K, top 3.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Jul 170.130.18$0.1631.2%3.1K0.0310.0K
$450.00Jul 170.040.05$0.0520.0%2.3K0.0112.0K
$420.00Jul 171.751.97$1.8611.8%2.0K0.2212.1K
$460.00Jul 170.010.02$0.0250.0%1.2K0.0011.3K
$430.00Jul 170.500.61$0.5520.0%1.1K0.086.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2119.9520.85$20.404.4%1.7K0.4212.1K
$400.00Jul 172.422.80$2.6114.6%1.7K0.2815.2K
$390.00Jul 170.761.00$0.8827.3%9320.1211.4K
$425.00Jul 1717.0018.55$17.778.7%8060.868.5K
$410.00Jul 176.207.60$6.9020.3%6000.5411.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 108 strikes (avg 50.1%, max 164.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Jul 17Aug 21142.4%55.0%158.8%11.5K
$487.50Jul 17Jul 24126.1%57.8%118.4%3877
$335.00Jul 17Aug 7124.9%57.9%115.6%211
$340.00Jul 17Aug 21111.8%53.2%110.1%12.2K
$350.00Jul 17Aug 28101.3%51.3%97.3%--2.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Jul 17Aug 28142.4%53.9%164.0%215.6K
$335.00Jul 17Aug 28124.9%53.7%132.7%22218
$345.00Jul 17Aug 28120.7%52.3%130.6%33528
$340.00Jul 17Aug 28111.8%52.8%111.9%2883.5K
$350.00Jul 17Aug 28101.3%51.3%97.3%8723.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 268 found (best R:R 37.46, avg 4.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$475.00$477.50Jul 24$0.10$2.40$0.1024.00$475.10
$450.00$452.50Jul 31$0.10$2.40$0.1024.00$450.10
$450.00$452.50Jul 24$0.11$2.39$0.1121.73$450.11
$480.00$485.00Jul 31$0.22$4.78$0.2221.73$480.22
$455.00$457.50Jul 24$0.12$2.38$0.1219.83$455.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$335.00$330.00Jul 31$0.13$4.87$0.1337.46$334.87
$350.00$345.00Aug 7$0.18$4.82$0.1826.78$349.82
$340.00$337.50Jul 24$0.11$2.39$0.1121.73$339.89
$385.00$382.50Jul 17$0.12$2.38$0.1219.83$384.88
$350.00$345.00Jul 31$0.24$4.76$0.2419.83$349.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 387 found (best R:R 49.00, avg 3.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$350.00Jul 17$9.80$9.80$0.2049.00$349.80
$355.00$360.00Jul 24$4.87$4.87$0.1337.46$359.87
$365.00$370.00Jul 17$4.85$4.85$0.1532.33$369.85
$340.00$345.00Jul 24$4.85$4.85$0.1532.33$344.85
$345.00$350.00Jul 24$4.85$4.85$0.1532.33$349.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$470.00$465.00Jul 24$4.89$4.89$0.1144.45$465.11
$475.00$470.00Jul 31$4.83$4.83$0.1728.41$470.17
$442.50$440.00Jul 24$2.40$2.40$0.1024.00$440.10
$460.00$457.50Jul 24$2.40$2.40$0.1024.00$457.60
$480.00$475.00Jul 24$4.80$4.80$0.2024.00$475.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 107 found (avg debit $2.59, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$487.50Jul 17Jul 24$0.20126.1%57.8%
$482.50Jul 17Jul 24$0.33103.4%56.6%
$485.00Jul 17Jul 24$0.3397.5%57.5%
$480.00Jul 17Jul 24$0.3695.7%55.6%
$477.50Jul 17Jul 24$0.4284.4%55.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$475.00Jul 17Jul 24$0.1290.0%55.9%
$465.00Jul 17Jul 24$0.1375.7%53.6%
$485.00Jul 17Jul 24$0.2397.5%57.5%
$470.00Jul 17Jul 24$0.2976.6%55.1%
$327.50Jul 17Jul 24$0.35147.0%75.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 208 found (cheapest 2.91% of stock, avg 11.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$407.50Jul 17$6.28$5.60$11.88$395.62$419.382.91%
$410.00Jul 17$4.95$6.90$11.85$398.15$421.852.91%
$405.00Jul 17$7.55$4.45$12.00$393.00$417.002.94%
$412.50Jul 17$3.88$8.28$12.16$400.34$424.662.98%
$402.50Jul 17$8.93$3.65$12.58$389.92$415.083.09%
$415.00Jul 17$3.07$9.93$13.00$402.00$428.003.19%
$400.00Jul 17$10.85$2.61$13.46$386.54$413.463.30%
$417.50Jul 17$2.42$11.90$14.32$403.18$431.823.51%
$397.50Jul 17$12.35$2.06$14.41$383.09$411.913.54%
$420.00Jul 17$1.86$13.75$15.61$404.39$435.613.83%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.96% of stock, avg 6.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$420.00$397.50Jul 17$1.86$2.06$3.92$393.58$423.92
$417.50$397.50Jul 17$2.42$2.06$4.48$393.02$421.98
$420.00$400.00Jul 17$1.86$2.61$4.47$395.53$424.47
$417.50$400.00Jul 17$2.42$2.61$5.03$394.97$422.53
$415.00$397.50Jul 17$3.07$2.06$5.13$392.37$420.13
$420.00$402.50Jul 17$1.86$3.65$5.51$396.99$425.51
$415.00$400.00Jul 17$3.07$2.61$5.68$394.32$420.68
$412.50$397.50Jul 17$3.88$2.06$5.94$391.56$418.44
$417.50$402.50Jul 17$2.42$3.65$6.07$396.43$423.57
$420.00$405.00Jul 17$1.86$4.45$6.31$398.69$426.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 313 found (best R:R 44.45, avg credit $4.97)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
338/340350/355Jul 24$4.89$0.1144.45$335.11$354.89
350/355365/370Aug 14$4.89$0.1144.45$350.11$369.89
360/365380/385Aug 28$4.89$0.1144.45$360.11$384.89
350/355360/365Jul 31$4.88$0.1240.67$350.12$364.88
370/375385/390Aug 7$4.87$0.1337.46$370.13$389.87
370/375380/385Aug 7$4.86$0.1434.71$370.14$384.86
340/345350/355Aug 28$4.83$0.1728.41$340.17$354.83
350/355365/370Jul 31$4.79$0.2122.81$350.21$369.79
335/340355/360Jul 31$4.78$0.2221.73$335.22$359.78
360/365370/375Jul 31$4.78$0.2221.73$360.22$374.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 230 found (best R:R 124.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$355.00$360.00$365.00Jul 31$0.05$4.9599.00
$370.00$375.00$380.00Jul 31$0.06$4.9482.33
$420.00$430.00$440.00Aug 21$0.13$9.8775.92
$430.00$440.00$450.00Aug 21$0.13$9.8775.92
$345.00$350.00$355.00Jul 24$0.07$4.9370.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$400.00$410.00$420.00Aug 21$0.08$9.92124.00
$395.00$400.00$405.00Aug 14$0.05$4.9599.00
$330.00$335.00$340.00Aug 14$0.07$4.9370.43
$375.00$380.00$385.00Aug 28$0.07$4.9370.43
$420.00$425.00$430.00Aug 28$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. 154 found (best net $-2.40, 149 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$480.001:2Aug 21-$4.17$5.83
$460.00$470.001:2Aug 21-$5.26$4.74
$480.00$485.001:2Jul 31-$0.96$4.04
$475.00$480.001:2Jul 31-$1.13$3.87
$470.00$475.001:2Jul 31-$1.31$3.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$330.001:2Aug 21-$2.40$7.60
$350.00$340.001:2Aug 21-$2.97$7.03
$360.00$350.001:2Aug 21-$4.11$5.89
$370.00$360.001:2Aug 21-$5.00$5.00
$340.00$335.001:2Jul 31-$0.83$4.17

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 115 found (best yield 6.51%, avg 1.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Aug 28$26.550.520.6%6.51%7.10%530
$410.00Aug 21$24.200.520.6%5.94%6.52%691.5K
$415.00Aug 28$23.850.501.8%5.85%7.66%48
$420.00Aug 28$22.000.473.0%5.40%8.44%366
$410.00Aug 14$21.300.520.6%5.23%5.81%296
$425.00Aug 28$20.250.444.3%4.97%9.23%337
$420.00Aug 21$20.050.463.0%4.92%7.96%513.8K
$415.00Aug 14$19.000.481.8%4.66%6.47%--55
$410.00Aug 7$18.800.510.6%4.61%5.20%17102
$430.00Aug 28$18.400.425.5%4.51%10.01%349

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 27,295
Total Puts 17,561
Put/Call Ratio 0.64
Net Difference 9,734

Prior's Put/Call Breakdown

Total Calls 6,360
Total Puts 14,042
Put/Call Ratio 2.21
Net Difference -7,682

Prior 7-Day Put/Call Summary

Total Calls 571,498
Total Puts 578,378
Average Put/Call Ratio 1.13
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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