Tour v528
TSM
TAIWAN SEMICONDUCTOR ADR
$453.79 +0.70%
◀ 9/28 15:06

Option Volume

Detail
ℹ
Current (09/28 3:05pm) 105,483
Calls: 51,491 (49%)
Puts: 53,992 (51%)
Prior (09/25) 80,952
Calls: 42,459 (52%)
Puts: 38,493 (48%)
Current vs Prior +30.30%
Calls: +21.27% (Calls)
Puts: +40.26% (Puts)
Prior 7-Day Total 768,556
Calls: 439,207 (57%)
Puts: 329,349 (43%)
Prior 7-Day Average 109,793
Calls: 62,743 (57%)
Puts: 47,049 (43%)
Current vs Prior 7-Day Avg -3.93%
Calls: -17.93%
Puts: +14.75%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/28 3:05pm) $139.79M
Calls: $94.26M (67%)
Puts: $45.53M (33%)
Prior (09/25) $73.50M
Calls: $52.88M (72%)
Puts: $20.62M (28%)
Current vs Prior +90.19%
Calls: +78.26%
Puts: +120.79%
Prior 7-Day Total $1.74B
Calls: $1.48B (85%)
Puts: $256.71M (15%)
Prior 7-Day Average $248.46M
Calls: $211.79M (85%)
Puts: $36.67M (15%)
Current vs Prior 7-Day Avg -43.74%
Calls: -55.49%
Puts: +24.14%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/28 3:05pm) 1.05
Prior (09/25) 0.91
Current vs Prior +15.66%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg +9.76%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/28 3:05pm) 1,712,599
Calls: 831,167 (49%)
Puts: 881,432 (51%)
Prior (09/25) 1,768,900
Calls: 861,874 (49%)
Puts: 907,026 (51%)
Current vs Prior -3.18%
Prior 7-Day Total 13,169,435
Calls: 6,175,140 (47%)
Puts: 6,994,295 (53%)
Prior 7-Day Average 1,881,347
Calls: 882,162 (47%)
Puts: 999,185 (53%)
Current vs Prior 7-Day Avg -8.97%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 3.14% | 4.64%6.56% | 11.47%
Prior 1.66% | 3.74%6.83% | 11.92%
Current vs Prior +88.99% | +24.24%-3.89% | -3.79%
Prior 7-Day Avg 2.11% | 4.02%3.83% | 9.93%
Current vs 7-Day Avg +48.40% | +15.38%+71.30% | +15.56%
Prior 7-Day Eod 1.66% | 3.74%6.45% | 11.59%
Current vs 7-Day Eod +88.99% | +24.24%+1.76% | -1.00%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 4.63% | 5.05%
Calls: 2.72% | 3.62%
Puts: 6.54% | 6.49%
Prior 6.55% | 2.08%
Calls: 8.79% | 2.29%
Puts: 4.32% | 1.87%
Current vs Prior -29.31% | +142.79%
Prior 7-Day Avg 8.19% | 3.37%
Calls: 6.86% | 3.11%
Puts: 9.52% | 3.63%
Current vs 7-Day Avg -43.48% | +49.79%
Liquidity Acceptable
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($94.26M). Elevated premium activity with dollar volume up 90% vs prior. Slightly bearish P/C ratio of 1.05.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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 NEUTRAL
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 335 of results (avg 4.6%, best 1.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$435.00Nov 631.8032.20$32.001.3%20.67--
$445.00Oct 2321.5521.85$21.701.4%200.61337
$440.00Nov 628.6529.05$28.851.4%--0.6310
$442.50Oct 1621.0521.35$21.201.4%890.65149
$442.50Oct 213.8014.00$13.901.4%3530.77674
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Oct 2328.2528.55$28.401.1%20.677
$480.00Oct 3033.3533.75$33.551.2%70.692
$475.00Oct 1626.9027.25$27.081.3%180.70--
$450.00Oct 2313.5513.75$13.651.5%220.44633
$465.00Oct 213.4013.60$13.501.5%280.7439

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 46 found (avg $0.53, cheapest $0.13)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$492.50Oct 20.120.14$0.1315.4%190.0214
$500.00Oct 20.050.06$0.0616.7%1920.011.4K
$490.00Oct 20.160.19$0.1816.7%7500.03424
$487.50Oct 20.220.25$0.2412.5%2270.0323
$485.00Oct 20.300.33$0.329.4%6070.04472
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Oct 20.190.23$0.2119.0%6260.031.3K
$412.50Oct 20.100.12$0.1118.2%3260.01559
$422.50Oct 20.250.28$0.2711.1%1330.04192
$425.00Oct 20.320.36$0.3411.8%3970.04610
$427.50Oct 20.430.46$0.456.7%5150.06263

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 160 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Oct 2379.3082.15$80.723.5%--1.0013
$370.00Oct 282.7085.10$83.902.9%21.006
$380.00Oct 273.1075.40$74.253.1%--1.0052
$385.00Oct 267.8570.55$69.203.9%--1.0032
$390.00Oct 262.8065.05$63.933.5%--1.0051
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 235.3537.40$36.385.6%--1.0010
$520.00Oct 264.9567.40$66.183.7%11.00--
$540.00Oct 985.2087.35$86.282.5%211.00--
$485.00Oct 230.3532.50$31.436.8%--0.9510
$500.00Oct 945.3547.60$46.484.8%10.95125

Most actively traded options today. High liquidity = easy entry/exit. 377 active (total vol 71.6K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 1611.9012.10$12.001.7%2.5K0.454.7K
$460.00Oct 24.004.10$4.052.5%2.3K0.372.2K
$505.00Oct 161.791.94$1.878.0%2.3K0.11135
$467.50Oct 22.002.06$2.033.0%2.1K0.22401
$472.50Oct 21.171.23$1.205.0%2.1K0.14258
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$405.00Oct 161.521.60$1.565.1%2.6K0.08419
$440.00Oct 21.731.78$1.762.8%2.5K0.192.5K
$435.00Oct 166.356.50$6.432.3%2.2K0.28197
$405.00Oct 90.450.49$0.478.5%1.3K0.04267
$435.00Oct 20.991.05$1.025.9%1.2K0.12801

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 6.0%, max 7.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$440.00Oct 2Nov 634.6%32.3%7.3%179990
$445.00Oct 2Nov 634.2%32.2%6.2%435438
$455.00Oct 2Nov 634.4%32.7%5.4%7892.2K
$450.00Oct 2Nov 634.2%32.5%5.1%9451.5K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$440.00Oct 2Nov 634.6%32.3%7.3%2.6K2.5K
$445.00Oct 2Nov 634.2%32.2%6.2%5611.1K
$455.00Oct 2Nov 634.4%32.7%5.4%349160
$450.00Oct 2Nov 634.2%32.5%5.1%607578

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 243 found (best R:R 0.55, avg 6.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$425.00$430.00Oct 23$3.22$1.78$3.2278%0.55$428.22
$435.00$437.50Oct 2$1.65$0.85$1.6588%0.52$436.65
$435.00$440.00Oct 23$3.00$2.00$3.0070%0.67$438.00
$455.00$460.00Oct 30$2.05$2.95$2.0551%1.44$457.05
$470.00$475.00Oct 16$1.32$3.68$1.3235%2.79$471.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$465.00$460.00Oct 23$2.35$2.65$2.3559%1.13$462.65
$452.50$450.00Oct 9$0.67$1.83$0.6746%2.73$451.83
$475.00$470.00Oct 30$2.77$2.23$2.7765%0.81$472.23
$445.00$440.00Oct 30$1.45$3.55$1.4540%2.45$443.55
$470.00$467.50Oct 9$1.47$1.03$1.4772%0.70$468.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 186 found (best R:R 1.10, avg 0.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$530.00$540.00Oct 16$0.34$0.34$9.6696%0.04$530.34
$457.50$460.00Oct 9$1.23$1.23$1.2754%0.97$458.73
$467.50$470.00Oct 16$0.95$0.95$1.5562%0.61$468.45
$460.00$465.00Oct 30$2.30$2.30$2.7053%0.85$462.30
$460.00$462.50Oct 16$1.10$1.10$1.4055%0.79$461.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$450.00$445.00Oct 30$2.62$2.62$2.3856%1.10$447.38
$435.00$430.00Oct 23$1.81$1.81$3.1970%0.57$433.19
$450.00$445.00Nov 6$2.54$2.54$2.4655%1.03$447.46
$450.00$447.50Oct 9$1.38$1.38$1.1258%1.23$448.62
$425.00$420.00Nov 6$1.53$1.53$3.4774%0.44$423.47

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.32, cheapest $3.63)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$450.00Oct 2Oct 9$3.6334.2%30.6%
$447.50Oct 2Oct 9$3.3834.0%31.0%
$460.00Oct 2Oct 9$3.3534.3%31.6%
$452.50Oct 2Oct 9$3.7033.8%31.2%
$462.50Oct 2Oct 9$3.3134.3%31.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$450.00Oct 2Oct 9$3.6534.2%30.6%
$447.50Oct 2Oct 9$3.1834.0%31.0%
$460.00Oct 2Oct 9$2.9034.3%31.6%
$452.50Oct 2Oct 9$3.2233.8%31.2%
$462.50Oct 2Oct 9$2.6534.3%31.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 123 found (cheapest 2.86% of stock, avg 7.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$455.00Oct 2$6.08$6.88$12.96$442.04$467.962.86%
$452.50Oct 2$7.35$5.73$13.08$439.42$465.582.88%
$450.00Oct 2$8.75$4.63$13.38$436.62$463.382.95%
$457.50Oct 2$5.03$8.48$13.51$443.99$471.012.98%
$460.00Oct 2$4.05$9.98$14.03$445.97$474.033.09%
$447.50Oct 2$10.35$3.72$14.07$433.43$461.573.10%
$462.50Oct 2$3.22$11.68$14.90$447.60$477.403.28%
$445.00Oct 2$12.15$2.97$15.12$429.88$460.123.33%
$465.00Oct 2$2.57$13.50$16.07$448.93$481.073.54%
$442.50Oct 2$13.90$2.29$16.19$426.31$458.693.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.07% of stock, avg 4.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$465.00$442.50Oct 2$2.57$2.29$4.86$437.64$469.86
$465.00$445.00Oct 2$2.57$2.97$5.54$439.46$470.54
$462.50$442.50Oct 2$3.22$2.29$5.51$436.99$468.01
$462.50$445.00Oct 2$3.22$2.97$6.19$438.81$468.69
$465.00$447.50Oct 2$2.57$3.72$6.29$441.21$471.29
$462.50$447.50Oct 2$3.22$3.72$6.94$440.56$469.44
$460.00$442.50Oct 2$4.05$2.29$6.34$436.16$466.34
$460.00$445.00Oct 2$4.05$2.97$7.02$437.98$467.02
$460.00$447.50Oct 2$4.05$3.72$7.77$439.73$467.77
$465.00$450.00Oct 2$2.57$4.63$7.20$442.80$472.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 313 found (best R:R 1.43, avg credit $1.23)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
432/435465/468Oct 9$1.47$1.0344%1.43$433.53$466.47
432/435468/470Oct 9$1.37$1.1348%1.21$433.63$468.87
422/425465/468Oct 9$1.19$1.3153%0.91$423.81$466.19
422/425468/470Oct 9$1.09$1.4156%0.77$423.91$468.59
428/430465/468Oct 9$1.19$1.3149%0.91$428.81$466.19
442/445478/480Oct 2$0.85$1.6563%0.52$444.15$478.35
428/430468/470Oct 9$1.09$1.4153%0.77$428.91$468.59
442/445470/472Oct 2$1.05$1.4554%0.72$443.95$471.05
425/428478/480Oct 2$0.28$2.2285%0.13$427.22$477.78
428/430478/480Oct 2$0.32$2.1883%0.15$429.68$477.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 195 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$470.00$475.00$480.00Oct 16$0.09$4.919%54.56
$440.00$445.00$450.00Oct 30$0.09$4.919%54.56
$440.00$445.00$450.00Oct 23$0.15$4.8510%32.33
$520.00$530.00$540.00Nov 6$0.17$9.835%57.82
$470.00$475.00$480.00Nov 6$0.08$4.927%61.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$470.00$475.00$480.00Oct 16$0.06$4.949%82.33
$480.00$485.00$490.00Oct 16$0.07$4.937%70.43
$460.00$465.00$470.00Oct 30$0.10$4.908%49.00
$500.00$510.00$520.00Oct 16$0.20$9.806%49.00
$445.00$450.00$455.00Nov 6$0.12$4.888%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 176 found (best net $-6.68, 174 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$520.001:2Oct 16-$0.42$9.58
$520.00$530.001:2Oct 16-$0.25$9.75
$520.00$530.001:2Oct 23-$0.51$9.49
$530.00$540.001:2Oct 23-$0.37$9.63
$520.00$530.001:2Oct 9-$0.06$9.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$540.00$500.001:2Oct 9-$6.68$33.32
$520.00$490.001:2Oct 2-$6.58$23.42
$490.00$470.001:2Oct 9-$2.52$17.48
$485.00$460.001:2Nov 6-$6.53$18.47
$370.00$365.001:2Oct 9-$0.01$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 86 found (best yield 4.50%, avg 1.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$455.00Nov 6$20.400.510.3%4.50%4.76%35
$460.00Nov 6$18.050.471.4%3.98%5.35%48
$465.00Nov 6$15.900.442.5%3.50%5.97%122
$470.00Nov 6$13.950.403.6%3.07%6.65%374
$475.00Nov 6$12.250.374.7%2.70%7.37%992
$480.00Nov 6$10.650.335.8%2.35%8.12%97
$460.00Oct 30$16.000.471.4%3.53%4.89%71175
$455.00Oct 30$18.150.510.3%4.00%4.27%69178
$465.00Oct 30$13.900.432.5%3.06%5.53%69125
$485.00Nov 6$9.200.306.9%2.03%8.91%111

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 51,491
Total Puts 53,992
Put/Call Ratio 1.05
Net Difference -2,501

Prior's Put/Call Breakdown

Total Calls 42,459
Total Puts 38,493
Put/Call Ratio 0.91
Net Difference 3,966

Prior 7-Day Put/Call Summary

Total Calls 439,207
Total Puts 329,349
Average Put/Call Ratio 0.96
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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