Tour v477
TSM
TAIWAN SEMICONDUCTOR ADR
$404.25 +0.23%
$404.35 (+0.02%)🌙
as of 07/31 06:07 PM
7/31 18:07

Option Volume

Detail
Current (07/31) 105,126
Calls: 53,726 (51%)
Puts: 51,400 (49%)
Prior (07/30) 176,324
Calls: 106,952 (61%)
Puts: 69,372 (39%)
Current vs Prior -40.38%
Calls: -49.77% (Calls)
Puts: -25.91% (Puts)
Prior 7-Day Total 1,120,556
Calls: 659,677 (59%)
Puts: 460,879 (41%)
Prior 7-Day Average 160,079
Calls: 94,239 (59%)
Puts: 65,839 (41%)
Current vs Prior 7-Day Avg -34.33%
Calls: -42.99%
Puts: -21.93%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $135.25M
Calls: $96.61M (71%)
Puts: $38.64M (29%)
Prior (07/30) $251.02M
Calls: $189.10M (75%)
Puts: $61.91M (25%)
Current vs Prior -46.12%
Calls: -48.91%
Puts: -37.59%
Prior 7-Day Total $1.48B
Calls: $947.00M (64%)
Puts: $528.13M (36%)
Prior 7-Day Average $210.73M
Calls: $135.29M (64%)
Puts: $75.45M (36%)
Current vs Prior 7-Day Avg -35.82%
Calls: -28.59%
Puts: -48.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.96
Prior (07/30) 0.65
Current vs Prior +47.50%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +2.75%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/31) 2,076,163
Calls: 966,986 (47%)
Puts: 1,109,177 (53%)
Prior (07/30) 1,695,153
Calls: 792,289 (47%)
Puts: 902,864 (53%)
Current vs Prior +22.48%
Prior 7-Day Total 11,900,439
Calls: 5,566,573 (47%)
Puts: 6,333,866 (53%)
Prior 7-Day Average 1,700,062
Calls: 795,224 (47%)
Puts: 904,838 (53%)
Current vs Prior 7-Day Avg +22.12%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 0.77% | 5.65%9.46% | 15.09%
Prior 2.83% | 6.24%9.68% | 15.14%
Current vs Prior +99.80% | +24.88%-2.28% | -0.30%
Prior 7-Day Avg 4.47% | 7.38%11.01% | 16.16%
Current vs 7-Day Avg +26.34% | +5.46%-14.05% | -6.62%
Prior 7-Day Eod 2.83% | 6.24%9.68% | 15.14%
Current vs 7-Day Eod +99.80% | +24.88%-2.28% | -0.30%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 15.69% | 4.63%
Calls: 15.28% | 4.39%
Puts: 16.10% | 4.88%
Prior 16.50% | 15.56%
Calls: 13.84% | 13.48%
Puts: 19.16% | 17.65%
Current vs Prior -4.91% | -70.24%
Prior 7-Day Avg 10.31% | 8.95%
Calls: 9.45% | 8.35%
Puts: 11.18% | 9.55%
Current vs 7-Day Avg +52.18% | -48.24%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($96.61M). Below-average activity with volume down 40% vs prior. P/C ratio rising 48% - increased hedging/bearish positioning. Rising open interest (up 22%) indicates new positions being established.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 258 of results (avg 6.1%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Aug 1470.2572.10$71.182.6%--0.9620
$340.00Jul 3163.8065.50$64.652.6%--1.0044
$330.00Aug 2175.5577.60$76.572.7%--0.94716
$350.00Aug 754.6056.10$55.352.7%110.97481
$335.00Jul 3168.3570.35$69.352.9%10.9922
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$465.00Jul 3159.6561.80$60.723.5%--1.0010
$470.00Aug 764.6567.05$65.853.6%21.002
$480.00Aug 2175.1078.00$76.553.8%--0.9192
$460.00Aug 2156.6558.95$57.804.0%50.861.7K
$480.00Aug 2875.7579.00$77.384.2%10.88--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.82, cheapest $0.82)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 70.740.90$0.8219.5%4580.061.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 217 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 3163.8065.50$64.652.6%--1.0044
$345.00Jul 3158.3560.65$59.503.9%--1.0077
$365.00Jul 3138.2040.35$39.285.5%41.00134
$350.00Jul 3153.1055.40$54.254.2%101.00611
$355.00Jul 3148.7050.65$49.683.9%--1.0025
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Jul 314.656.60$5.6334.6%3911.00831
$412.50Jul 317.158.90$8.0321.8%751.00344
$415.00Jul 319.6511.40$10.5316.6%1441.00359
$417.50Jul 3112.1514.10$13.1314.9%211.00275
$420.00Jul 3114.6516.15$15.409.7%2.7K1.003.5K

Most actively traded options today. High liquidity = easy entry/exit. 486 active (total vol 75.6K, top 3.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Jul 310.010.03$0.02100.0%3.4K0.024.6K
$420.00Jul 310.000.01$0.01100.0%3.0K0.003.5K
$412.50Jul 310.000.02$0.01200.0%2.3K0.01983
$400.00Aug 712.8013.75$13.287.2%2.2K0.582.6K
$430.00Aug 72.392.75$2.5714.0%1.6K0.18959
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Jul 3114.6516.15$15.409.7%2.7K1.003.5K
$400.00Jul 310.010.08$0.05140.0%2.3K0.045.1K
$395.00Jul 310.010.10$0.06150.0%1.3K0.032.3K
$397.50Jul 310.030.11$0.07114.3%1.3K0.041.7K
$375.00Aug 72.002.22$2.1110.4%1.1K0.141.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 109 strikes (avg 743.6%, max 2070.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$335.00Jul 31Sep 4984.4%51.5%1811.1%135
$330.00Jul 31Aug 21980.9%56.1%1647.0%--801
$340.00Jul 31Sep 11780.0%48.5%1507.4%244
$467.50Jul 31Aug 14768.1%48.1%1496.7%473
$485.00Jul 31Sep 11757.2%47.6%1492.0%1945
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$325.00Jul 31Sep 111126.3%51.9%2070.2%871.2K
$335.00Jul 31Sep 11984.4%49.4%1893.1%301.1K
$330.00Jul 31Sep 11980.9%50.6%1837.8%983.1K
$327.50Jul 31Aug 141090.6%60.1%1716.0%2211.4K
$340.00Jul 31Sep 11780.0%48.5%1507.4%921.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 294 found (best R:R 37.46, avg 4.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$480.00$485.00Aug 14$0.13$4.87$0.1337.46$480.13
$470.00$475.00Aug 14$0.16$4.84$0.1630.25$470.16
$475.00$480.00Aug 14$0.19$4.81$0.1925.32$475.19
$450.00$452.50Aug 7$0.12$2.38$0.1219.83$450.12
$460.00$462.50Aug 14$0.12$2.38$0.1219.83$460.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$335.00Aug 14$0.13$4.87$0.1337.46$339.87
$360.00$355.00Sep 11$0.18$4.82$0.1826.78$359.82
$352.50$350.00Aug 7$0.10$2.40$0.1024.00$352.40
$357.50$355.00Aug 7$0.11$2.39$0.1121.73$357.39
$330.00$327.50Aug 14$0.11$2.39$0.1121.73$329.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 406 found (best R:R 75.92, avg 2.94)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$345.00Aug 28$4.88$4.88$0.1240.67$344.88
$335.00$345.00Aug 7$9.75$9.75$0.2539.00$344.75
$330.00$335.00Jul 31$4.85$4.85$0.1532.33$334.85
$352.50$360.00Aug 7$7.27$7.27$0.2331.61$359.77
$365.00$370.00Aug 7$4.83$4.83$0.1728.41$369.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$470.00$460.00Aug 7$9.87$9.87$0.1375.92$460.13
$412.50$410.00Jul 31$2.40$2.40$0.1024.00$410.10
$450.00$445.00Aug 7$4.75$4.75$0.2519.00$445.25
$470.00$460.00Aug 14$9.50$9.50$0.5019.00$460.50
$425.00$422.50Jul 31$2.37$2.37$0.1318.23$422.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 109 found (avg debit $2.91, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$475.00Jul 31Aug 7$0.07720.8%48.4%
$485.00Jul 31Aug 7$0.08757.2%54.6%
$480.00Jul 31Aug 7$0.10717.6%53.6%
$470.00Jul 31Aug 7$0.15636.7%50.1%
$467.50Jul 31Aug 7$0.17768.1%51.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$325.00Jul 31Aug 7$0.111126.3%70.9%
$327.50Jul 31Aug 7$0.111090.6%69.0%
$330.00Jul 31Aug 7$0.15980.9%67.7%
$335.00Jul 31Aug 7$0.17984.4%65.2%
$332.50Jul 31Aug 7$0.18821.1%66.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 215 found (cheapest 0.38% of stock, avg 10.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$405.00Jul 31$0.42$1.11$1.53$403.47$406.530.38%
$402.50Jul 31$2.01$0.17$2.18$400.32$404.680.54%
$407.50Jul 31$0.08$3.13$3.21$404.29$410.710.79%
$400.00Jul 31$4.35$0.05$4.40$395.60$404.401.09%
$410.00Jul 31$0.02$5.63$5.65$404.35$415.651.40%
$397.50Jul 31$6.88$0.07$6.95$390.55$404.451.72%
$412.50Jul 31$0.01$8.03$8.04$404.46$420.541.99%
$395.00Jul 31$9.48$0.06$9.54$385.46$404.542.36%
$415.00Jul 31$0.01$10.53$10.54$404.46$425.542.61%
$392.50Jul 31$11.88$0.02$11.90$380.60$404.402.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 152 found (cheapest 0.06% of stock, avg 7.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$407.50$402.50Jul 31$0.08$0.17$0.25$402.25$407.75
$405.00$402.50Jul 31$0.42$0.17$0.59$401.91$405.59
$417.50$395.00Aug 7$5.53$6.78$12.31$382.69$429.81
$415.00$395.00Aug 7$6.32$6.78$13.10$381.90$428.10
$417.50$397.50Aug 7$5.53$7.70$13.23$384.27$430.73
$415.00$397.50Aug 7$6.32$7.70$14.02$383.48$429.02
$412.50$395.00Aug 7$7.28$6.78$14.06$380.94$426.56
$417.50$400.00Aug 7$5.53$8.55$14.08$385.92$431.58
$415.00$400.00Aug 7$6.32$8.55$14.87$385.13$429.87
$412.50$397.50Aug 7$7.28$7.70$14.98$382.52$427.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 300 found (best R:R 44.45, avg credit $4.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
328/330340/345Aug 14$4.89$0.1144.45$325.11$344.89
325/330345/350Sep 4$4.84$0.1630.25$325.16$349.84
340/345355/360Aug 21$4.83$0.1728.41$340.17$359.83
345/350355/360Aug 21$4.82$0.1826.78$345.18$359.82
350/355360/365Aug 28$4.82$0.1826.78$350.18$364.82
330/335345/350Aug 28$4.80$0.2024.00$330.20$349.80
348/350355/360Aug 14$4.79$0.2122.81$345.21$359.79
345/350355/360Sep 4$4.79$0.2122.81$345.21$359.79
342/345350/355Aug 14$4.78$0.2221.73$340.22$354.78
350/355370/375Aug 21$4.77$0.2320.74$350.23$374.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 234 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$450.00$455.00$460.00Aug 28$0.05$4.9599.00
$410.00$415.00$420.00Sep 4$0.05$4.9599.00
$475.00$480.00$485.00Aug 14$0.06$4.9482.33
$460.00$465.00$470.00Aug 21$0.06$4.9482.33
$360.00$365.00$370.00Aug 28$0.07$4.9370.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$450.00$455.00$460.00Aug 14$0.05$4.9599.00
$410.00$415.00$420.00Sep 11$0.06$4.9482.33
$345.00$350.00$355.00Aug 28$0.07$4.9370.43
$395.00$400.00$405.00Aug 28$0.07$4.9370.43
$400.00$405.00$410.00Aug 28$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. 196 found (best net $-18.22, 177 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$380.001:2Sep 11-$18.22$11.78
$475.00$485.001:2Sep 11-$3.72$6.28
$470.00$475.001:2Aug 7$0.00$5.00
$480.00$485.001:2Aug 7-$0.07$4.93
$475.00$480.001:2Aug 7-$0.14$4.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$340.001:2Sep 11-$3.05$6.95
$340.00$335.001:2Aug 14-$0.75$4.25
$335.00$330.001:2Aug 21-$1.15$3.85
$340.00$335.001:2Aug 21-$1.37$3.63
$330.00$325.001:2Aug 28-$1.42$3.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 114 found (best yield 6.18%, avg 1.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$405.00Sep 11$25.000.530.2%6.18%6.37%52
$405.00Sep 4$23.400.530.2%5.79%5.97%1359
$410.00Sep 11$22.350.511.4%5.53%6.95%77
$410.00Sep 4$21.050.491.4%5.21%6.63%9966
$405.00Aug 28$20.700.520.2%5.12%5.31%137486
$415.00Sep 4$18.850.462.7%4.66%7.32%1717
$410.00Aug 28$18.450.491.4%4.56%5.99%39137
$420.00Sep 11$18.450.453.9%4.56%8.46%105
$405.00Aug 21$18.000.520.2%4.45%4.64%261.2K
$407.50Aug 21$16.800.500.8%4.16%4.96%54331

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 53,726
Total Puts 51,400
Put/Call Ratio 0.96
Net Difference 2,326

Prior's Put/Call Breakdown

Total Calls 106,952
Total Puts 69,372
Put/Call Ratio 0.65
Net Difference 37,580

Prior 7-Day Put/Call Summary

Total Calls 659,677
Total Puts 460,879
Average Put/Call Ratio 0.93
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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