Tour v342
TSM
TAIWAN SEMICONDUCTOR ADR
$407.10 -2.95%
7/16 15:11

Option Volume

Detail
Current (07/16 3:10pm) 345,507
Calls: 195,179 (56%)
Puts: 150,328 (44%)
Prior (07/15) 213,429
Calls: 108,334 (51%)
Puts: 105,095 (49%)
Current vs Prior +61.88%
Calls: +80.16% (Calls)
Puts: +43.04% (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 +110.33%
Calls: +139.07%
Puts: +81.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16 3:10pm) $445.82M
Calls: $182.21M (41%)
Puts: $263.61M (59%)
Prior (07/15) $220.27M
Calls: $128.81M (58%)
Puts: $91.46M (42%)
Current vs Prior +102.40%
Calls: +41.46%
Puts: +188.21%
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 +133.68%
Calls: +47.03%
Puts: +294.34%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16 3:10pm) 0.77
Prior (07/15) 0.97
Current vs Prior -20.61%
Prior 7-Day Average 1.13
Current vs Prior 7-Day Avg -31.79%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/16 3:10pm) 2,186,399
Calls: 964,498 (44%)
Puts: 1,221,901 (56%)
Prior (07/15) 2,081,682
Calls: 922,896 (44%)
Puts: 1,158,786 (56%)
Current vs Prior +5.03%
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 2.79% | 6.45%2.79% | 13.71%
Prior 4.65% | 7.14%4.65% | 13.77%
Current vs Prior -40.09% | -9.62%-40.09% | -0.40%
Prior 7-Day Avg 4.46% | 8.05%7.05% | 15.33%
Current vs 7-Day Avg -37.51% | -19.89%-60.44% | -10.55%
Prior 7-Day Eod 4.65% | 7.14%4.48% | 14.37%
Current vs 7-Day Eod -40.09% | -9.62%-37.73% | -4.55%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.90% | 6.53%
Calls: 6.50% | 5.42%
Puts: 17.31% | 7.64%
Prior 8.41% | 6.70%
Calls: 9.24% | 6.33%
Puts: 7.57% | 7.07%
Current vs Prior +41.50% | -2.54%
Prior 7-Day Avg 11.78% | 5.79%
Calls: 9.81% | 5.52%
Puts: 13.74% | 6.05%
Current vs 7-Day Avg +1.04% | +12.84%
Liquidity Pricy
+
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🤖 AI Insights

Massive premium surge with dollar volume up 102% vs prior. Dollar volume significantly above 7-day average (134% higher). Above-average activity with volume up 62% vs prior. Volume explosion - 110% above 7-day average (345,507 vs avg 164,268).

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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
15:10BEARISHBULLISHBULLISH
14:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
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 328 of results (avg 6.1%, best 1.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 1427.3527.80$27.581.6%1360.58127
$400.00Aug 2129.4030.20$29.802.7%8840.5815.4K
$410.00Aug 1421.8522.45$22.152.7%840.5196
$397.50Jul 2417.9518.45$18.202.7%1020.646
$340.00Aug 2172.3074.65$73.473.2%40.881.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Aug 2137.2538.35$37.802.9%1160.601.5K
$470.00Aug 2167.3069.45$68.383.1%450.79695
$420.00Aug 2131.0532.10$31.583.3%3060.554.3K
$400.00Aug 2120.7021.40$21.053.3%3.3K0.4212.1K
$400.00Aug 1418.5519.20$18.883.4%740.42419

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 16 found (avg $0.67, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Jul 170.050.06$0.0616.7%10.8K0.0110.0K
$425.00Jul 170.450.54$0.5018.0%7.8K0.092.2K
$465.00Jul 240.530.64$0.5918.6%3280.05365
$462.50Jul 240.620.74$0.6817.6%290.0594
$460.00Jul 240.720.85$0.7816.7%9900.061.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$327.50Jul 240.400.48$0.4418.2%30.0267
$330.00Jul 240.450.53$0.4916.3%730.032.2K
$332.50Jul 240.490.58$0.5317.0%580.0311
$335.00Jul 240.530.62$0.5715.8%200.03286
$340.00Jul 240.620.71$0.6713.4%3070.04414

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 235 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Jul 1775.4578.55$77.004.0%11.00801
$335.00Jul 1770.4073.50$71.954.3%--1.0010
$340.00Jul 1765.7568.55$67.154.2%71.00956
$350.00Jul 1755.7558.45$57.104.7%91.002.9K
$352.50Jul 1753.1555.95$54.555.1%71.007
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 2466.7069.55$68.134.2%11.0054
$477.50Jul 2469.2072.05$70.634.0%11.001
$480.00Jul 2471.7074.40$73.053.7%11.0024
$485.00Jul 2476.7079.55$78.133.6%721.0040
$462.50Jul 1754.2057.00$55.605.0%4951.00330

Most actively traded options today. High liquidity = easy entry/exit. 488 active (total vol 246.1K, top 25.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2110.4511.00$10.735.1%25.8K0.294.8K
$440.00Jul 170.050.06$0.0616.7%10.8K0.0110.0K
$420.00Jul 170.901.07$0.9917.2%8.0K0.1612.1K
$430.00Jul 170.210.27$0.2425.0%7.8K0.046.9K
$425.00Jul 170.450.54$0.5018.0%7.8K0.092.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Jul 1731.7534.50$33.138.3%8.8K0.9910.1K
$420.00Jul 1713.1015.05$14.0813.8%5.8K0.8422.3K
$400.00Jul 172.052.50$2.2819.7%5.5K0.2915.2K
$410.00Jul 176.007.10$6.5516.8%5.0K0.5911.6K
$390.00Jul 170.500.69$0.6031.7%4.2K0.1011.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 115 strikes (avg 48.0%, max 155.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Jul 17Aug 21139.3%54.6%155.1%31.5K
$335.00Jul 17Aug 28133.0%54.6%143.6%111
$340.00Jul 17Aug 21123.8%53.6%130.9%112.2K
$485.00Jul 17Aug 28103.5%50.5%104.9%731.1K
$487.50Jul 17Jul 24106.3%53.9%97.2%24877
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Jul 17Aug 28139.3%54.9%154.0%4855.6K
$335.00Jul 17Aug 28133.0%54.6%143.7%40218
$345.00Jul 17Aug 28126.1%53.0%137.8%228528
$340.00Jul 17Aug 28123.8%53.1%133.2%3573.5K
$327.50Jul 17Jul 24158.1%76.6%106.3%16156

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 267 found (best R:R 21.73, avg 4.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$427.50$430.00Jul 17$0.11$2.39$0.1121.73$427.61
$455.00$457.50Jul 24$0.11$2.39$0.1121.73$455.11
$480.00$485.00Jul 31$0.24$4.76$0.2419.83$480.24
$457.50$460.00Jul 24$0.13$2.37$0.1318.23$457.63
$475.00$480.00Jul 31$0.29$4.71$0.2916.24$475.29
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$352.50$350.00Jul 24$0.11$2.39$0.1121.73$352.39
$335.00$330.00Jul 31$0.22$4.78$0.2221.73$334.78
$340.00$335.00Jul 31$0.24$4.76$0.2419.83$339.76
$350.00$345.00Jul 31$0.28$4.72$0.2816.86$349.72
$360.00$357.50Jul 24$0.15$2.35$0.1515.67$359.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 392 found (best R:R 32.33, avg 2.82)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$380.00$385.00Jul 17$4.85$4.85$0.1532.33$384.85
$345.00$350.00Aug 14$4.83$4.83$0.1728.41$349.83
$345.00$350.00Jul 24$4.82$4.82$0.1826.78$349.82
$335.00$340.00Jul 17$4.80$4.80$0.2024.00$339.80
$350.00$355.00Jul 24$4.80$4.80$0.2024.00$354.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$465.00$460.00Jul 24$4.82$4.82$0.1826.78$460.18
$430.00$427.50Jul 17$2.40$2.40$0.1024.00$427.60
$427.50$425.00Jul 17$2.38$2.38$0.1219.83$425.12
$480.00$475.00Jul 31$4.71$4.71$0.2916.24$475.29
$452.50$450.00Jul 24$2.35$2.35$0.1515.67$450.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 110 found (avg debit $3.08, cheapest $0.14)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$487.50Jul 17Jul 24$0.14106.3%53.9%
$485.00Jul 17Jul 24$0.16103.5%53.3%
$482.50Jul 17Jul 24$0.17100.7%52.6%
$480.00Jul 17Jul 24$0.2197.9%52.9%
$477.50Jul 17Jul 24$0.2595.1%52.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$465.00Jul 17Jul 24$0.2091.5%52.0%
$460.00Jul 17Jul 24$0.3879.4%51.6%
$327.50Jul 17Jul 24$0.39158.1%76.6%
$457.50Jul 17Jul 24$0.4583.2%51.4%
$330.00Jul 17Jul 24$0.47139.3%75.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 235 found (cheapest 2.40% of stock, avg 11.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$407.50Jul 17$4.58$5.20$9.78$397.72$417.282.40%
$405.00Jul 17$6.15$4.03$10.18$394.82$415.182.50%
$410.00Jul 17$3.68$6.55$10.23$399.77$420.232.51%
$412.50Jul 17$2.69$8.10$10.79$401.71$423.292.65%
$402.50Jul 17$7.85$3.03$10.88$391.62$413.382.67%
$400.00Jul 17$9.07$2.28$11.35$388.65$411.352.79%
$415.00Jul 17$1.92$9.85$11.77$403.23$426.772.89%
$397.50Jul 17$11.50$1.63$13.13$384.37$410.633.23%
$417.50Jul 17$1.44$11.88$13.32$404.18$430.823.27%
$395.00Jul 17$13.52$1.18$14.70$380.30$409.703.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.64% of stock, avg 6.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$417.50$395.00Jul 17$1.44$1.18$2.62$392.38$420.12
$417.50$397.50Jul 17$1.44$1.63$3.07$394.43$420.57
$415.00$395.00Jul 17$1.92$1.18$3.10$391.90$418.10
$415.00$397.50Jul 17$1.92$1.63$3.55$393.95$418.55
$417.50$400.00Jul 17$1.44$2.28$3.72$396.28$421.22
$412.50$395.00Jul 17$2.69$1.18$3.87$391.13$416.37
$415.00$400.00Jul 17$1.92$2.28$4.20$395.80$419.20
$412.50$397.50Jul 17$2.69$1.63$4.32$393.18$416.82
$417.50$402.50Jul 17$1.44$3.03$4.47$398.03$421.97
$410.00$395.00Jul 17$3.68$1.18$4.86$390.14$414.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 265 found (best R:R 49.00, avg credit $5.07)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/335340/345Jul 31$4.90$0.1049.00$330.10$344.90
335/340345/350Jul 31$4.89$0.1144.45$335.11$349.89
350/355360/365Aug 14$4.88$0.1240.67$350.12$364.88
360/365370/375Aug 14$4.88$0.1240.67$360.12$374.88
330/335350/355Aug 28$4.88$0.1240.67$330.12$354.88
330/335345/350Jul 31$4.87$0.1337.46$330.13$349.87
350/352355/360Jul 24$4.86$0.1434.71$347.64$359.86
340/345350/355Jul 31$4.86$0.1434.71$340.14$354.86
370/375385/390Aug 7$4.85$0.1532.33$370.15$389.85
370/375380/385Aug 28$4.84$0.1630.25$370.16$384.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 223 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$400.00$405.00$410.00Aug 7$0.05$4.9599.00
$445.00$450.00$455.00Aug 28$0.06$4.9482.33
$335.00$340.00$345.00Jul 31$0.07$4.9370.43
$450.00$455.00$460.00Aug 7$0.07$4.9370.43
$475.00$480.00$485.00Aug 7$0.07$4.9370.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$465.00$470.00$475.00Jul 31$0.06$4.9482.33
$460.00$465.00$470.00Jul 31$0.08$4.9261.50
$380.00$385.00$390.00Aug 28$0.08$4.9261.50
$345.00$350.00$355.00Aug 7$0.09$4.9154.56
$435.00$440.00$445.00Aug 14$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. 154 found (best net $-2.13, 153 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$480.001:2Aug 21-$3.98$6.02
$460.00$470.001:2Aug 21-$4.99$5.01
$480.00$485.001:2Jul 31-$0.73$4.27
$475.00$480.001:2Jul 31-$0.92$4.08
$470.00$475.001:2Jul 31-$1.17$3.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$330.001:2Aug 21-$2.13$7.87
$350.00$340.001:2Aug 21-$2.93$7.07
$360.00$350.001:2Aug 21-$4.31$5.69
$370.00$360.001:2Aug 21-$5.60$4.40
$335.00$330.001:2Jul 31-$1.11$3.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 114 found (best yield 6.42%, avg 1.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Aug 28$26.150.520.7%6.42%7.14%4130
$410.00Aug 21$24.350.520.7%5.98%6.69%3261.5K
$415.00Aug 28$23.900.501.9%5.87%7.81%158
$410.00Aug 14$21.850.510.7%5.37%6.08%8496
$420.00Aug 28$21.700.473.2%5.33%8.50%1466
$420.00Aug 21$19.950.453.2%4.90%8.07%3133.8K
$425.00Aug 28$19.800.444.4%4.86%9.26%1337
$415.00Aug 14$19.550.481.9%4.80%6.74%2955
$410.00Aug 7$18.900.500.7%4.64%5.35%99102
$430.00Aug 28$18.150.415.6%4.46%10.08%1149

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 195,179
Total Puts 150,328
Put/Call Ratio 0.77
Net Difference 44,851

Prior's Put/Call Breakdown

Total Calls 108,334
Total Puts 105,095
Put/Call Ratio 0.97
Net Difference 3,239

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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