Tour v452
TSM
TAIWAN SEMICONDUCTOR ADR
$392.31 -1.70%
$395.09 (+0.71%)🌙
as of 07/28 06:11 PM
7/28 18:11

Option Volume

Detail
Current (07/28) 271,679
Calls: 215,917 (79%)
Puts: 55,762 (21%)
Prior (07/27) 149,749
Calls: 67,382 (45%)
Puts: 82,367 (55%)
Current vs Prior +81.42%
Calls: +220.44% (Calls)
Puts: -32.30% (Puts)
Prior 7-Day Total 1,126,171
Calls: 479,835 (43%)
Puts: 646,336 (57%)
Prior 7-Day Average 160,881
Calls: 68,547 (43%)
Puts: 92,333 (57%)
Current vs Prior 7-Day Avg +68.87%
Calls: +214.99%
Puts: -39.61%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $297.40M
Calls: $199.49M (67%)
Puts: $97.92M (33%)
Prior (07/27) $209.26M
Calls: $117.85M (56%)
Puts: $91.41M (44%)
Current vs Prior +42.12%
Calls: +69.27%
Puts: +7.12%
Prior 7-Day Total $1.42B
Calls: $830.56M (58%)
Puts: $590.34M (42%)
Prior 7-Day Average $202.98M
Calls: $118.65M (58%)
Puts: $84.33M (42%)
Current vs Prior 7-Day Avg +46.51%
Calls: +68.13%
Puts: +16.10%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.26
Prior (07/27) 1.22
Current vs Prior -78.87%
Prior 7-Day Average 1.33
Current vs Prior 7-Day Avg -80.62%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 1,623,008
Calls: 768,893 (47%)
Puts: 854,115 (53%)
Prior (07/27) 1,941,092
Calls: 911,045 (47%)
Puts: 1,030,047 (53%)
Current vs Prior -16.39%
Prior 7-Day Total 13,123,211
Calls: 6,069,227 (46%)
Puts: 7,053,984 (54%)
Prior 7-Day Average 1,874,744
Calls: 867,032 (46%)
Puts: 1,007,712 (54%)
Current vs Prior 7-Day Avg -13.43%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.08% | 7.57%10.57% | 15.83%
Prior 5.55% | 7.84%10.77% | 15.94%
Current vs Prior -8.38% | -3.38%-1.89% | -0.70%
Prior 7-Day Avg 5.09% | 7.97%10.27% | 16.53%
Current vs 7-Day Avg -0.18% | -4.99%+2.92% | -4.22%
Prior 7-Day Eod 5.55% | 7.84%10.77% | 15.94%
Current vs 7-Day Eod -8.38% | -3.38%-1.89% | -0.70%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 5.29% | 6.80%
Calls: 6.19% | 5.71%
Puts: 4.40% | 7.89%
Prior 8.33% | 6.73%
Calls: 8.66% | 7.48%
Puts: 8.00% | 5.98%
Current vs Prior -36.49% | +1.04%
Prior 7-Day Avg 8.96% | 5.68%
Calls: 8.26% | 5.58%
Puts: 9.65% | 5.79%
Current vs 7-Day Avg -40.94% | +19.63%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($199.49M). Above-average activity with volume up 81% vs prior. Extreme bullish P/C ratio of 0.26 - heavy call buying (215,917 calls vs 55,762 puts). P/C ratio dropping 79% - 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 164 of results (avg 6.9%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 3171.6573.90$72.783.1%10.99--
$340.00Aug 2156.8058.80$57.803.5%30.861.2K
$340.00Jul 3152.0554.10$53.083.9%20.9744
$320.00Aug 771.9574.80$73.383.9%10.96--
$350.00Aug 2148.2550.35$49.304.3%40.81981
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$455.00Aug 2163.4565.80$64.633.6%20.86--
$470.00Aug 2177.3080.25$78.783.7%10.91--
$407.50Aug 2127.1028.40$27.754.7%570.59206
$435.00Jul 3141.6043.60$42.604.7%670.94132
$420.00Aug 2135.2536.95$36.104.7%340.68--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.39, cheapest $0.06)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Jul 310.050.06$0.0616.7%500.014.2K
$427.50Jul 310.640.78$0.7119.7%1600.072.4K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 159 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 3171.6573.90$72.783.1%10.99--
$340.00Jul 3152.0554.10$53.083.9%20.9744
$315.00Aug 776.6080.65$78.635.2%10.97--
$320.00Aug 771.9574.80$73.383.9%10.96--
$345.00Jul 3147.0050.05$48.536.3%100.9667
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Jul 3146.5049.30$47.905.8%261.00331
$442.50Jul 3149.0051.90$50.455.7%21.00--
$445.00Jul 3150.6554.40$52.537.1%41.0091
$450.00Jul 3156.4059.30$57.855.0%1051.001.4K
$452.50Jul 3158.1061.95$60.036.4%101.0021

Most actively traded options today. High liquidity = easy entry/exit. 426 active (total vol 114.8K, top 23.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 213.704.05$3.889.0%23.1K0.1626.7K
$425.00Sep 412.0014.65$13.3319.9%17.0K0.34163
$425.00Aug 218.259.05$8.659.2%11.3K0.29375
$435.00Aug 216.106.50$6.306.3%6.2K0.23298
$420.00Jul 311.151.56$1.3630.1%3.1K0.123.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Jul 314.154.80$4.4714.5%1.2K0.295.2K
$395.00Sep 423.3026.50$24.9012.9%1.0K0.4820
$320.00Aug 211.862.25$2.0618.9%9000.078.0K
$330.00Aug 70.851.10$0.9825.5%8880.051.2K
$375.00Jul 313.003.55$3.2816.8%8810.223.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 95 strikes (avg 37.0%, max 84.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 31Aug 2895.6%54.6%74.9%174
$470.00Jul 31Sep 483.1%50.1%65.8%871.6K
$340.00Jul 31Aug 2183.7%54.6%53.3%51.3K
$465.00Jul 31Sep 475.4%49.4%52.6%121297
$350.00Jul 31Aug 2878.4%52.0%50.9%1310
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$315.00Jul 31Sep 4101.3%54.9%84.5%70838
$320.00Jul 31Sep 495.6%52.1%83.3%2701.8K
$330.00Jul 31Sep 489.5%50.2%78.1%3893.2K
$325.00Jul 31Sep 492.6%52.3%77.0%1151.0K
$335.00Jul 31Sep 487.1%51.4%69.5%1431.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 284 found (best R:R 40.67, avg 4.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$465.00$470.00Aug 14$0.12$4.88$0.1240.67$465.12
$432.50$435.00Jul 31$0.11$2.39$0.1121.73$432.61
$452.50$455.00Aug 7$0.11$2.39$0.1121.73$452.61
$430.00$432.50Jul 31$0.12$2.38$0.1219.83$430.12
$437.50$440.00Jul 31$0.12$2.38$0.1219.83$437.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$347.50$345.00Aug 7$0.10$2.40$0.1024.00$347.40
$330.00$327.50Aug 7$0.12$2.38$0.1219.83$329.88
$320.00$315.00Aug 14$0.24$4.76$0.2419.83$319.76
$345.00$342.50Jul 31$0.13$2.37$0.1318.23$344.87
$352.50$350.00Jul 31$0.13$2.37$0.1318.23$352.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 363 found (best R:R 65.67, avg 1.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$320.00$340.00Jul 31$19.70$19.70$0.3065.67$339.70
$350.00$360.00Jul 31$9.48$9.48$0.5218.23$359.48
$340.00$345.00Jul 31$4.55$4.55$0.4510.11$344.55
$320.00$365.00Aug 7$40.58$40.58$4.429.18$360.58
$340.00$350.00Aug 21$8.50$8.50$1.505.67$348.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$467.50$452.50Aug 7$14.62$14.62$0.3838.47$452.88
$450.00$445.00Aug 7$4.60$4.60$0.4011.50$445.40
$420.00$417.50Jul 31$2.28$2.28$0.2210.36$417.72
$470.00$460.00Aug 21$9.08$9.08$0.929.87$460.92
$440.00$435.00Aug 7$4.52$4.52$0.489.42$435.48

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 95 found (avg debit $3.04, cheapest $0.34)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$470.00Jul 31Aug 7$0.3483.1%56.7%
$320.00Jul 31Aug 7$0.6095.6%71.3%
$460.00Jul 31Aug 7$0.6671.2%56.5%
$465.00Jul 31Aug 7$0.6675.4%59.4%
$457.50Jul 31Aug 7$0.6872.8%55.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$452.50Jul 31Aug 7$0.4272.5%55.1%
$315.00Jul 31Aug 7$0.58101.3%75.1%
$450.00Jul 31Aug 7$0.5867.3%54.3%
$320.00Jul 31Aug 7$0.6095.6%71.3%
$322.50Jul 31Aug 7$0.6295.3%69.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 157 found (cheapest 4.70% of stock, avg 11.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$395.00Jul 31$8.07$10.38$18.45$376.55$413.454.70%
$392.50Jul 31$9.30$9.25$18.55$373.95$411.054.73%
$397.50Jul 31$6.93$11.80$18.73$378.77$416.234.77%
$390.00Jul 31$10.68$8.10$18.78$371.22$408.784.79%
$387.50Jul 31$12.08$6.98$19.06$368.44$406.564.86%
$400.00Jul 31$5.95$13.25$19.20$380.80$419.204.89%
$385.00Jul 31$13.60$6.13$19.73$365.27$404.735.03%
$402.50Jul 31$4.97$14.98$19.95$382.55$422.455.09%
$382.50Jul 31$15.30$5.25$20.55$361.95$403.055.24%
$405.00Jul 31$4.32$16.55$20.87$384.13$425.875.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.44% of stock, avg 7.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$405.00$382.50Jul 31$4.32$5.25$9.57$372.93$414.57
$402.50$382.50Jul 31$4.97$5.25$10.22$372.28$412.72
$405.00$385.00Jul 31$4.32$6.13$10.45$374.55$415.45
$402.50$385.00Jul 31$4.97$6.13$11.10$373.90$413.60
$400.00$382.50Jul 31$5.95$5.25$11.20$371.30$411.20
$405.00$387.50Jul 31$4.32$6.98$11.30$376.20$416.30
$402.50$387.50Jul 31$4.97$6.98$11.95$375.55$414.45
$400.00$385.00Jul 31$5.95$6.13$12.08$372.92$412.08
$397.50$382.50Jul 31$6.93$5.25$12.18$370.32$409.68
$405.00$390.00Jul 31$4.32$8.10$12.42$377.58$417.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 456 found (best R:R 44.45, avg credit $3.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
360/365370/375Aug 21$4.89$0.1144.45$360.11$374.89
365/370380/385Sep 4$4.82$0.1826.78$365.18$384.82
342/345350/360Jul 31$9.61$0.3924.64$335.39$359.61
365/368375/378Jul 31$2.40$0.1024.00$365.10$377.40
335/340350/355Aug 21$4.80$0.2024.00$335.20$354.80
335/340355/360Aug 21$4.80$0.2024.00$335.20$359.80
350/355365/370Sep 4$4.79$0.2122.81$350.21$369.79
360/362375/378Jul 31$2.39$0.1121.73$360.11$377.39
355/360370/375Sep 4$4.73$0.2717.52$355.27$374.73
362/365375/378Jul 31$2.36$0.1416.86$362.64$377.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 176 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$435.00$440.00$445.00Aug 28$0.08$4.9261.50
$455.00$460.00$465.00Aug 28$0.08$4.9261.50
$435.00$440.00$445.00Sep 4$0.08$4.9261.50
$387.50$390.00$392.50Aug 7$0.05$2.4549.00
$422.50$425.00$427.50Aug 14$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$375.00$380.00$385.00Sep 4$0.11$4.8944.45
$345.00$347.50$350.00Jul 31$0.06$2.4440.67
$377.50$380.00$382.50Jul 31$0.06$2.4440.67
$320.00$322.50$325.00Aug 7$0.06$2.4440.67
$315.00$320.00$325.00Aug 14$0.12$4.8840.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 128 found (best net $-1.24, 127 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$465.00$470.001:2Aug 7-$0.12$4.88
$320.00$350.001:2Aug 28-$25.70$4.30
$460.00$465.001:2Aug 7-$0.72$4.28
$460.00$465.001:2Aug 14-$0.89$4.11
$465.00$470.001:2Aug 14-$1.03$3.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$320.001:2Aug 21-$1.24$8.76
$320.00$315.001:2Jul 31-$0.07$4.93
$320.00$315.001:2Aug 7-$0.63$4.37
$320.00$315.001:2Aug 14-$0.82$4.18
$325.00$320.001:2Aug 14-$0.94$4.06

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 122 found (best yield 6.02%, avg 1.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$395.00Sep 4$23.600.520.7%6.02%6.70%346
$395.00Aug 28$21.350.520.7%5.44%6.13%2--
$392.50Aug 21$19.400.520.1%4.95%4.99%2668
$395.00Aug 21$18.950.510.7%4.83%5.52%175204
$400.00Aug 28$18.600.482.0%4.74%6.70%20261
$405.00Sep 4$18.550.463.2%4.73%7.96%1--
$397.50Aug 21$17.750.491.3%4.52%5.85%4139
$405.00Aug 28$17.000.453.2%4.33%7.57%35328
$392.50Aug 14$16.750.520.1%4.27%4.32%53--
$410.00Sep 4$16.750.434.5%4.27%8.78%4250

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 215,917
Total Puts 55,762
Put/Call Ratio 0.26
Net Difference 160,155

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 479,835
Total Puts 646,336
Average Put/Call Ratio 1.33
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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