Tour v422
TSM
TAIWAN SEMICONDUCTOR ADR
$399.09 -1.07%
$398.88 (-0.05%)🌙
as of 07/27 06:07 PM
7/27 18:07

Option Volume

Detail
Current (07/27) 149,749
Calls: 67,382 (45%)
Puts: 82,367 (55%)
Prior (07/24) 166,321
Calls: 70,610 (42%)
Puts: 95,711 (58%)
Current vs Prior -9.96%
Calls: -4.57% (Calls)
Puts: -13.94% (Puts)
Prior 7-Day Total 1,384,831
Calls: 634,338 (46%)
Puts: 750,493 (54%)
Prior 7-Day Average 197,833
Calls: 90,619 (46%)
Puts: 107,213 (54%)
Current vs Prior 7-Day Avg -24.31%
Calls: -25.64%
Puts: -23.17%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27) $209.26M
Calls: $117.85M (56%)
Puts: $91.41M (44%)
Prior (07/24) $199.92M
Calls: $125.87M (63%)
Puts: $74.05M (37%)
Current vs Prior +4.67%
Calls: -6.37%
Puts: +23.43%
Prior 7-Day Total $1.72B
Calls: $956.34M (56%)
Puts: $763.92M (44%)
Prior 7-Day Average $245.75M
Calls: $136.62M (56%)
Puts: $109.13M (44%)
Current vs Prior 7-Day Avg -14.85%
Calls: -13.74%
Puts: -16.24%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 1.22
Prior (07/24) 1.36
Current vs Prior -9.82%
Prior 7-Day Average 1.28
Current vs Prior 7-Day Avg -4.35%
Sentiment BEARISH

Open Interest

Detail
Current (07/27) 1,941,092
Calls: 911,045 (47%)
Puts: 1,030,047 (53%)
Prior (07/24) 1,548,466
Calls: 730,940 (47%)
Puts: 817,526 (53%)
Current vs Prior +25.36%
Prior 7-Day Total 13,368,518
Calls: 6,122,680 (46%)
Puts: 7,245,838 (54%)
Prior 7-Day Average 1,909,788
Calls: 874,668 (46%)
Puts: 1,035,119 (54%)
Current vs Prior 7-Day Avg +1.64%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.55% | 7.84%10.77% | 15.94%
Prior 6.26% | 8.43%11.27% | 16.48%
Current vs Prior -11.41% | -7.00%-4.41% | -3.30%
Prior 7-Day Avg 4.67% | 7.78%9.10% | 16.22%
Current vs 7-Day Avg +18.71% | +0.71%+18.33% | -1.73%
Prior 7-Day Eod 6.26% | 8.43%11.27% | 16.48%
Current vs 7-Day Eod -11.41% | -7.00%-4.41% | -3.30%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 8.33% | 6.73%
Calls: 8.66% | 7.48%
Puts: 8.00% | 5.98%
Prior 6.75% | 6.19%
Calls: 6.20% | 5.73%
Puts: 7.29% | 6.65%
Current vs Prior +23.41% | +8.72%
Prior 7-Day Avg 9.47% | 5.66%
Calls: 7.95% | 5.28%
Puts: 10.98% | 6.03%
Current vs 7-Day Avg -12.01% | +18.99%
Liquidity Pricy
+
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🤖 AI Insights

Bearish P/C ratio of 1.22 indicates protective positioning. Rising open interest (up 25%) indicates new positions being established.

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 BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 292 of results (avg 5.8%, best 2.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Jul 3169.2070.75$69.972.2%--0.9884
$320.00Aug 2181.6083.50$82.552.3%--0.94440
$320.00Aug 779.5581.50$80.532.4%10.97762
$330.00Aug 2172.3574.20$73.282.5%20.92700
$320.00Jul 3178.6080.70$79.652.6%4500.99830
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2171.3073.25$72.282.7%50.88711
$460.00Aug 2162.3064.15$63.232.9%180.851.7K
$470.00Jul 3169.7071.80$70.753.0%801.00289
$465.00Aug 764.8566.85$65.853.0%--0.9427
$455.00Aug 2157.9559.75$58.853.1%--0.8310

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.78, cheapest $0.66)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 310.610.71$0.6615.2%3.0K0.055.2K
$352.50Jul 310.720.81$0.7711.7%1640.06280
$355.00Jul 310.830.97$0.9015.6%2.7K0.064.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 202 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 3178.6080.70$79.652.6%4500.99830
$325.00Jul 3173.6575.75$74.702.8%--0.9989
$330.00Jul 3169.2070.75$69.972.2%--0.9884
$335.00Jul 3163.7565.85$64.803.2%--0.9822
$340.00Jul 3158.8560.90$59.883.4%20.9743
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Jul 3149.8051.50$50.653.4%41.001.4K
$452.50Jul 3152.2554.45$53.354.1%111.0012
$455.00Jul 3154.7556.90$55.833.9%--1.00106
$457.50Jul 3157.2059.40$58.303.8%11.006
$460.00Jul 3159.7061.85$60.783.5%131.00235

Most actively traded options today. High liquidity = easy entry/exit. 415 active (total vol 83.9K, top 4.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$432.50Jul 311.161.41$1.2919.4%4.2K0.112.4K
$420.00Jul 313.003.35$3.1811.0%3.2K0.222.1K
$427.50Jul 311.742.02$1.8814.9%3.0K0.15872
$450.00Aug 214.955.30$5.136.8%2.8K0.1928.8K
$400.00Jul 319.7510.50$10.137.4%2.0K0.503.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Jul 316.156.80$6.4810.0%4.5K0.352.2K
$350.00Jul 310.610.71$0.6615.2%3.0K0.055.2K
$355.00Jul 310.830.97$0.9015.6%2.7K0.064.0K
$385.00Jul 314.755.20$4.979.1%1.8K0.284.0K
$400.00Jul 3110.1511.10$10.638.9%1.8K0.505.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 88 strikes (avg 33.1%, max 75.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 31Aug 2897.1%56.8%70.9%453831
$330.00Jul 31Sep 488.7%52.1%70.0%184
$335.00Jul 31Sep 484.7%53.3%58.7%--35
$340.00Jul 31Aug 2881.7%53.7%52.2%443
$345.00Jul 31Sep 479.9%53.1%50.5%1268
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 31Sep 497.1%55.5%75.0%2131.7K
$330.00Jul 31Sep 488.7%52.1%70.0%3072.9K
$325.00Jul 31Sep 490.4%55.4%63.1%126976
$335.00Jul 31Sep 484.7%53.3%58.7%261928
$340.00Jul 31Sep 481.7%53.2%53.6%236665

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 291 found (best R:R 37.46, avg 4.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$470.00$475.00Aug 7$0.13$4.87$0.1337.46$470.13
$465.00$470.00Aug 7$0.17$4.83$0.1728.41$465.17
$460.00$465.00Sep 4$0.22$4.78$0.2221.73$460.22
$460.00$465.00Aug 7$0.24$4.76$0.2419.83$460.24
$455.00$460.00Aug 7$0.27$4.73$0.2717.52$455.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$325.00Aug 7$0.17$4.83$0.1728.41$329.83
$330.00$325.00Aug 14$0.19$4.81$0.1925.32$329.81
$350.00$347.50Jul 31$0.11$2.39$0.1121.73$349.89
$352.50$350.00Jul 31$0.11$2.39$0.1121.73$352.39
$335.00$330.00Aug 7$0.23$4.77$0.2320.74$334.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 401 found (best R:R 20.74, avg 2.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$345.00$350.00Jul 31$4.77$4.77$0.2320.74$349.77
$325.00$335.00Aug 7$9.50$9.50$0.5019.00$334.50
$335.00$345.00Aug 7$9.47$9.47$0.5317.87$344.47
$325.00$330.00Jul 31$4.73$4.73$0.2717.52$329.73
$340.00$345.00Jul 31$4.66$4.66$0.3413.71$344.66
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$460.00$455.00Aug 7$4.75$4.75$0.2519.00$455.25
$460.00$455.00Aug 14$4.73$4.73$0.2717.52$455.27
$440.00$437.50Jul 31$2.34$2.34$0.1614.62$437.66
$455.00$450.00Aug 7$4.65$4.65$0.3513.29$450.35
$470.00$460.00Aug 14$9.15$9.15$0.8510.76$460.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 88 found (avg debit $2.85, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$475.00Jul 31Aug 7$0.3670.2%52.8%
$470.00Jul 31Aug 7$0.5065.5%52.5%
$465.00Jul 31Aug 7$0.6166.1%52.1%
$460.00Jul 31Aug 7$0.8760.7%52.1%
$320.00Jul 31Aug 7$0.8897.1%71.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$465.00Jul 31Aug 7$0.0766.1%52.1%
$470.00Jul 31Aug 7$0.2565.5%52.5%
$320.00Jul 31Aug 7$0.4797.1%71.8%
$460.00Jul 31Aug 7$0.5260.7%52.1%
$325.00Jul 31Aug 7$0.5790.4%69.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 199 found (cheapest 5.20% of stock, avg 11.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$400.00Jul 31$10.13$10.63$20.76$379.24$420.765.20%
$402.50Jul 31$8.95$11.90$20.85$381.65$423.355.22%
$397.50Jul 31$11.50$9.43$20.93$376.57$418.435.24%
$405.00Jul 31$7.82$13.25$21.07$383.93$426.075.28%
$395.00Jul 31$12.95$8.35$21.30$373.70$416.305.34%
$407.50Jul 31$6.80$14.78$21.58$385.92$429.085.41%
$392.50Jul 31$14.40$7.33$21.73$370.77$414.235.44%
$410.00Jul 31$5.98$16.23$22.21$387.79$432.215.57%
$390.00Jul 31$16.15$6.48$22.63$367.37$412.635.67%
$412.50Jul 31$5.13$17.90$23.03$389.47$435.535.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.91% of stock, avg 7.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$412.50$390.00Jul 31$5.13$6.48$11.61$378.39$424.11
$410.00$390.00Jul 31$5.98$6.48$12.46$377.54$422.46
$412.50$392.50Jul 31$5.13$7.33$12.46$380.04$424.96
$407.50$390.00Jul 31$6.80$6.48$13.28$376.72$420.78
$410.00$392.50Jul 31$5.98$7.33$13.31$379.19$423.31
$412.50$395.00Jul 31$5.13$8.35$13.48$381.52$425.98
$407.50$392.50Jul 31$6.80$7.33$14.13$378.37$421.63
$405.00$390.00Jul 31$7.82$6.48$14.30$375.70$419.30
$410.00$395.00Jul 31$5.98$8.35$14.33$380.67$424.33
$412.50$397.50Jul 31$5.13$9.43$14.56$382.94$427.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 287 found (best R:R 49.00, avg credit $4.25)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
340/345350/355Sep 4$4.90$0.1049.00$340.10$354.90
335/340350/355Aug 7$4.87$0.1337.46$335.13$354.87
360/365370/375Aug 14$4.87$0.1337.46$360.13$374.87
330/335340/345Aug 21$4.85$0.1532.33$330.15$344.85
345/350360/365Aug 28$4.85$0.1532.33$345.15$364.85
340/345350/355Aug 21$4.84$0.1630.25$340.16$354.84
330/335350/355Aug 7$4.83$0.1728.41$330.17$354.83
330/335355/360Sep 4$4.83$0.1728.41$330.17$359.83
325/330335/345Aug 7$9.64$0.3626.78$320.36$344.64
340/345350/355Aug 28$4.81$0.1925.32$340.19$354.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 213 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$460.00$465.00$470.00Aug 28$0.05$4.9599.00
$355.00$360.00$365.00Sep 4$0.05$4.9599.00
$460.00$465.00$470.00Aug 7$0.07$4.9370.43
$345.00$350.00$355.00Aug 21$0.07$4.9370.43
$415.00$420.00$425.00Aug 28$0.07$4.9370.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$325.00$330.00$335.00Aug 7$0.06$4.9482.33
$360.00$365.00$370.00Aug 7$0.06$4.9482.33
$340.00$345.00$350.00Aug 7$0.07$4.9370.43
$330.00$335.00$340.00Aug 28$0.07$4.9370.43
$320.00$325.00$330.00Aug 7$0.08$4.9261.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 110 found (best net $-1.04, 110 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$475.001:2Aug 7-$0.32$4.68
$465.00$470.001:2Aug 7-$0.41$4.59
$460.00$465.001:2Aug 7-$0.51$4.49
$455.00$460.001:2Aug 7-$0.72$4.28
$450.00$455.001:2Aug 7-$0.87$4.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$320.001:2Aug 21-$1.04$8.96
$325.00$320.001:2Aug 7-$0.56$4.44
$330.00$325.001:2Aug 7-$0.57$4.43
$335.00$330.001:2Aug 7-$0.68$4.32
$340.00$335.001:2Aug 7-$0.87$4.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 115 found (best yield 6.18%, avg 2.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Sep 4$24.650.530.2%6.18%6.40%251
$400.00Aug 28$23.350.530.2%5.85%6.08%20491
$405.00Sep 4$22.150.501.5%5.55%7.03%531
$405.00Aug 28$21.050.501.5%5.27%6.76%19322
$400.00Aug 21$20.550.520.2%5.15%5.38%58916.8K
$410.00Sep 4$20.550.472.7%5.15%7.88%5011
$402.50Aug 21$19.300.510.8%4.84%5.69%4343
$410.00Aug 28$18.750.462.7%4.70%7.43%3473
$405.00Aug 21$18.400.491.5%4.61%6.09%7188
$415.00Sep 4$18.000.444.0%4.51%8.50%57

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 67,382
Total Puts 82,367
Put/Call Ratio 1.22
Net Difference -14,985

Prior's Put/Call Breakdown

Total Calls 70,610
Total Puts 95,711
Put/Call Ratio 1.36
Net Difference -25,101

Prior 7-Day Put/Call Summary

Total Calls 634,338
Total Puts 750,493
Average Put/Call Ratio 1.28
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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