Tour v528
TSM
TAIWAN SEMICONDUCTOR ADR
$449.01 +0.55%
◀ 9/24 15:06

Option Volume

Detail
ℹ
Current (09/24 3:05pm) 87,055
Calls: 52,827 (61%)
Puts: 34,228 (39%)
Prior (09/22) 87,758
Calls: 37,995 (43%)
Puts: 49,763 (57%)
Current vs Prior -0.80%
Calls: +39.04% (Calls)
Puts: -31.22% (Puts)
Prior 7-Day Total 799,588
Calls: 447,981 (56%)
Puts: 351,607 (44%)
Prior 7-Day Average 114,226
Calls: 63,997 (56%)
Puts: 50,229 (44%)
Current vs Prior 7-Day Avg -23.79%
Calls: -17.45%
Puts: -31.86%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24 3:05pm) $132.18M
Calls: $93.53M (71%)
Puts: $38.65M (29%)
Prior (09/22) $115.13M
Calls: $73.98M (64%)
Puts: $41.15M (36%)
Current vs Prior +14.81%
Calls: +26.42%
Puts: -6.08%
Prior 7-Day Total $1.72B
Calls: $1.47B (86%)
Puts: $244.74M (14%)
Prior 7-Day Average $245.64M
Calls: $210.67M (86%)
Puts: $34.96M (14%)
Current vs Prior 7-Day Avg -46.19%
Calls: -55.60%
Puts: +10.53%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24 3:05pm) 0.65
Prior (09/22) 1.31
Current vs Prior -50.53%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -37.81%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24 3:05pm) 1,737,526
Calls: 842,629 (48%)
Puts: 894,897 (52%)
Prior (09/22) 1,698,694
Calls: 826,105 (49%)
Puts: 872,589 (51%)
Current vs Prior +2.29%
Prior 7-Day Total 13,577,155
Calls: 6,328,493 (47%)
Puts: 7,248,662 (53%)
Prior 7-Day Average 1,939,593
Calls: 904,070 (47%)
Puts: 1,035,523 (53%)
Current vs Prior 7-Day Avg -10.42%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 1.66% | 3.74%6.83% | 11.92%
Prior 0.78% | 3.29%0.78% | 8.43%
Current vs Prior +113.24% | +13.47%+777.57% | +41.47%
Prior 7-Day Avg 1.97% | 4.02%3.19% | 9.43%
Current vs 7-Day Avg -15.88% | -6.98%+114.24% | +26.38%
Prior 7-Day Eod 0.78% | 3.29%7.30% | 12.22%
Current vs 7-Day Eod +113.24% | +13.47%-6.42% | -2.47%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 6.55% | 2.08%
Calls: 8.79% | 2.29%
Puts: 4.32% | 1.87%
Prior 24.37% | 3.85%
Calls: 10.48% | 2.15%
Puts: 38.26% | 5.56%
Current vs Prior -73.12% | -45.97%
Prior 7-Day Avg 10.65% | 3.69%
Calls: 9.67% | 3.26%
Puts: 11.63% | 4.13%
Current vs 7-Day Avg -38.51% | -43.65%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($93.53M). Bullish P/C ratio of 0.65. P/C ratio dropping 51% - 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 BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 312 of results (avg 5.2%, best 1.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Oct 3030.4030.70$30.551.0%--0.68116
$440.00Oct 1620.2020.40$20.301.0%1310.627.5K
$442.50Oct 1618.7518.95$18.851.1%210.59112
$445.00Oct 1617.3517.55$17.451.1%610.56253
$435.00Oct 3027.1027.45$27.281.3%270.6468
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 214.1514.30$14.231.1%310.7058
$470.00Oct 1626.9027.20$27.051.1%80.69107
$457.50Oct 212.4012.55$12.481.2%750.6628
$455.00Oct 2318.8019.10$18.951.6%80.54153
$462.50Oct 918.2518.55$18.401.6%160.67--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 48 found (avg $0.56, cheapest $0.26)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Sep 250.290.34$0.3215.6%1.3K0.091.5K
$457.50Sep 250.550.59$0.577.0%1.0K0.141.1K
$455.00Sep 250.941.03$0.999.1%2.4K0.221.6K
$492.50Oct 20.210.24$0.2213.6%60.032
$500.00Oct 20.110.13$0.1216.7%1340.01868
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$437.50Sep 250.240.28$0.2615.4%5790.07408
$440.00Sep 250.430.47$0.458.9%1.5K0.121.1K
$442.50Sep 250.770.80$0.793.8%6380.19348
$410.00Oct 20.310.35$0.3312.1%630.041.6K
$412.50Oct 20.360.42$0.3915.4%950.04252

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 174 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Sep 2572.8575.75$74.303.9%--1.0032
$387.50Sep 2560.3562.95$61.654.2%--1.0030
$400.00Sep 2547.8550.60$49.235.6%11.0080
$405.00Sep 2542.9045.50$44.205.9%51.00222
$407.50Sep 2540.4043.40$41.907.2%--1.0056
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$467.50Sep 2516.8019.75$18.2716.1%--1.0010
$472.50Sep 2521.9524.75$23.3512.0%--1.0015
$465.00Sep 2514.2517.30$15.7819.3%--0.9512
$462.50Sep 2512.0015.05$13.5322.5%20.9429
$490.00Oct 239.5042.70$41.107.8%--0.9410

Most actively traded options today. High liquidity = easy entry/exit. 412 active (total vol 55.9K, top 3.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 232.953.10$3.035.0%3.1K0.14207
$480.00Oct 236.106.40$6.254.8%3.0K0.263.7K
$455.00Sep 250.941.03$0.999.1%2.4K0.221.6K
$450.00Sep 252.562.64$2.603.1%2.1K0.462.4K
$452.50Sep 251.611.81$1.7111.7%1.5K0.33795
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$447.50Sep 252.152.31$2.237.2%1.6K0.41193
$440.00Sep 250.430.47$0.458.9%1.5K0.121.1K
$430.00Oct 21.671.74$1.714.1%1.0K0.161.7K
$445.00Sep 251.321.41$1.376.6%7980.29756
$440.00Oct 1610.0010.35$10.183.4%7090.385.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 1.0%, max 1.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Sep 25Nov 631.7%31.2%1.6%2.1K2.4K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Sep 25Oct 3031.7%31.6%0.3%679985

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 253 found (best R:R 1.78, avg 6.92)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$420.00$425.00Oct 23$3.25$1.75$3.2578%0.54$423.25
$430.00$432.50Oct 2$1.62$0.88$1.6284%0.54$431.62
$420.00$425.00Oct 30$3.30$1.70$3.3076%0.52$423.30
$465.00$470.00Oct 30$1.40$3.60$1.4039%2.57$466.40
$440.00$445.00Nov 6$2.50$2.50$2.5060%1.00$442.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$455.00$450.00Oct 30$1.80$3.20$1.8053%1.78$453.20
$455.00$452.50Oct 2$0.78$1.72$0.7861%2.21$454.22
$465.00$460.00Oct 23$2.41$2.59$2.4162%1.07$462.59
$465.00$460.00Oct 30$2.38$2.62$2.3861%1.10$462.62
$437.50$435.00Oct 16$0.48$2.02$0.4835%4.21$437.02

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 199 found (best R:R 1.27, avg 0.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$482.50$485.00Sep 25$0.19$0.19$2.3197%0.08$482.69
$497.50$500.00Sep 25$0.18$0.18$2.3298%0.08$497.68
$485.00$487.50Oct 2$0.22$0.22$2.2895%0.10$485.22
$460.00$462.50Oct 2$0.80$0.80$1.7070%0.47$460.80
$450.00$452.50Oct 2$1.28$1.28$1.2251%1.05$451.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$440.00$437.50Oct 16$1.40$1.40$1.1062%1.27$438.60
$435.00$425.00Nov 6$3.45$3.45$6.5564%0.53$431.55
$445.00$435.00Nov 6$4.22$4.22$5.7856%0.73$440.78
$395.00$380.00Nov 6$1.43$1.43$13.5788%0.11$393.57
$447.50$445.00Oct 2$1.30$1.30$1.2054%1.08$446.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $4.68, cheapest $4.49)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$452.50Sep 25Oct 2$4.4932.5%29.2%
$450.00Sep 25Oct 2$4.8831.7%29.8%
$447.50Sep 25Oct 2$4.7730.8%29.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$452.50Sep 25Oct 2$4.6232.5%29.2%
$450.00Sep 25Oct 2$4.5631.7%29.8%
$447.50Sep 25Oct 2$4.7530.8%29.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 135 found (cheapest 1.35% of stock, avg 6.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$450.00Sep 25$2.60$3.47$6.07$443.93$456.071.35%
$447.50Sep 25$3.98$2.23$6.21$441.29$453.711.38%
$452.50Sep 25$1.71$5.08$6.79$445.71$459.291.51%
$445.00Sep 25$5.53$1.37$6.90$438.10$451.901.54%
$455.00Sep 25$0.99$6.83$7.82$447.18$462.821.74%
$442.50Sep 25$7.48$0.79$8.27$434.23$450.771.84%
$457.50Sep 25$0.57$8.80$9.37$448.13$466.872.09%
$440.00Sep 25$9.57$0.45$10.02$429.98$450.022.23%
$460.00Sep 25$0.32$11.13$11.45$448.55$471.452.55%
$437.50Sep 25$12.10$0.26$12.36$425.14$449.862.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.13% of stock, avg 4.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$460.00$437.50Sep 25$0.32$0.26$0.58$436.92$460.58
$460.00$440.00Sep 25$0.32$0.45$0.77$439.23$460.77
$457.50$437.50Sep 25$0.57$0.26$0.83$436.67$458.33
$457.50$440.00Sep 25$0.57$0.45$1.02$438.98$458.52
$460.00$442.50Sep 25$0.32$0.79$1.11$441.39$461.11
$457.50$442.50Sep 25$0.57$0.79$1.36$441.14$458.86
$455.00$437.50Sep 25$0.99$0.26$1.25$436.25$456.25
$455.00$440.00Sep 25$0.99$0.45$1.44$438.56$456.44
$455.00$442.50Sep 25$0.99$0.79$1.78$440.72$456.78
$460.00$445.00Sep 25$0.32$1.37$1.69$443.31$461.69

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 328 found (best R:R 0.08, avg credit $1.21)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
365/370498/500Sep 25$0.36$4.6496%0.08$369.64$497.86
365/370482/485Sep 25$0.37$4.6396%0.08$369.63$482.87
365/370515/520Sep 25$0.31$4.6997%0.07$369.69$515.31
435/438460/462Oct 2$1.47$1.0344%1.43$436.03$461.47
422/425460/462Oct 2$1.07$1.4359%0.75$423.93$461.07
435/438498/500Sep 25$0.28$2.2290%0.13$437.22$497.78
435/438482/485Sep 25$0.29$2.2190%0.13$437.21$482.79
438/440498/500Sep 25$0.37$2.1386%0.17$439.63$497.87
428/430460/462Oct 2$1.16$1.3454%0.87$428.84$461.16
438/440482/485Sep 25$0.38$2.1285%0.18$439.62$482.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 214 found (best R:R 124.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$445.00$447.50$450.00Sep 25$0.17$2.3326%13.71
$450.00$452.50$455.00Sep 25$0.17$2.3323%13.71
$450.00$455.00$460.00Oct 30$0.07$4.938%70.43
$440.00$442.50$445.00Sep 25$0.14$2.3617%16.86
$470.00$475.00$480.00Oct 16$0.13$4.878%37.46
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$490.00$500.00$510.00Oct 16$0.08$9.928%124.00
$450.00$452.50$455.00Sep 25$0.14$2.3623%16.86
$425.00$430.00$435.00Oct 23$0.07$4.939%70.43
$435.00$440.00$445.00Oct 23$0.11$4.8910%44.45
$420.00$425.00$430.00Oct 30$0.09$4.917%54.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 219 found (best net $-14.17, 207 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$452.50$455.001:2Sep 25-$0.27$2.23
$455.00$457.501:2Sep 25-$0.15$2.35
$457.50$460.001:2Sep 25-$0.07$2.43
$510.00$520.001:2Oct 16-$0.41$9.59
$450.00$452.501:2Sep 25-$0.82$1.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$480.001:2Oct 9-$14.17$5.83
$480.00$465.001:2Oct 9-$7.80$7.20
$395.00$380.001:2Nov 6-$0.47$14.53
$445.00$442.501:2Sep 25-$0.21$2.29
$447.50$445.001:2Sep 25-$0.51$1.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 95 found (best yield 3.88%, avg 1.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$455.00Nov 6$17.400.481.3%3.88%5.21%1--
$460.00Nov 6$15.350.452.5%3.42%5.87%3--
$450.00Nov 6$19.750.520.2%4.40%4.62%3--
$470.00Nov 6$11.750.374.7%2.62%7.29%3--
$450.00Oct 30$18.750.510.2%4.18%4.40%72126
$455.00Oct 30$16.450.471.3%3.66%5.00%108106
$475.00Nov 6$10.100.345.8%2.25%8.04%4--
$460.00Oct 30$14.150.432.5%3.15%5.60%73181
$480.00Nov 6$8.900.316.9%1.98%8.88%3--
$465.00Oct 30$11.850.393.6%2.64%6.20%5059

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 52,827
Total Puts 34,228
Put/Call Ratio 0.65
Net Difference 18,599

Prior's Put/Call Breakdown

Total Calls 37,995
Total Puts 49,763
Put/Call Ratio 1.31
Net Difference -11,768

Prior 7-Day Put/Call Summary

Total Calls 447,981
Total Puts 351,607
Average Put/Call Ratio 1.04
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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