Tour v487
TSM
TAIWAN SEMICONDUCTOR ADR
$406.11 +0.46%
$407.80 (+0.42%)🌙
as of 08/03 06:08 PM
8/3 18:08

Option Volume

Detail
Current (08/03) 123,002
Calls: 75,972 (62%)
Puts: 47,030 (38%)
Prior (07/31) 105,126
Calls: 53,726 (51%)
Puts: 51,400 (49%)
Current vs Prior +17.00%
Calls: +41.41% (Calls)
Puts: -8.50% (Puts)
Prior 7-Day Total 1,145,868
Calls: 679,113 (59%)
Puts: 466,755 (41%)
Prior 7-Day Average 163,695
Calls: 97,016 (59%)
Puts: 66,679 (41%)
Current vs Prior 7-Day Avg -24.86%
Calls: -21.69%
Puts: -29.47%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $156.76M
Calls: $115.42M (74%)
Puts: $41.33M (26%)
Prior (07/31) $135.25M
Calls: $96.61M (71%)
Puts: $38.64M (29%)
Current vs Prior +15.90%
Calls: +19.47%
Puts: +6.97%
Prior 7-Day Total $1.47B
Calls: $948.68M (65%)
Puts: $521.71M (35%)
Prior 7-Day Average $210.06M
Calls: $135.53M (65%)
Puts: $74.53M (35%)
Current vs Prior 7-Day Avg -25.37%
Calls: -14.83%
Puts: -44.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.62
Prior (07/31) 0.96
Current vs Prior -35.29%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -29.51%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 1,932,614
Calls: 904,680 (47%)
Puts: 1,027,934 (53%)
Prior (07/31) 2,076,163
Calls: 966,986 (47%)
Puts: 1,109,177 (53%)
Current vs Prior -6.91%
Prior 7-Day Total 12,558,534
Calls: 5,878,051 (47%)
Puts: 6,680,483 (53%)
Prior 7-Day Average 1,794,076
Calls: 839,721 (47%)
Puts: 954,354 (53%)
Current vs Prior 7-Day Avg +7.72%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.99% | 7.27%8.89% | 14.63%
Prior 5.65% | 7.79%9.46% | 15.09%
Current vs Prior -11.58% | -6.69%-6.08% | -3.05%
Prior 7-Day Avg 4.69% | 7.44%10.65% | 15.88%
Current vs 7-Day Avg +6.57% | -2.34%-16.55% | -7.84%
Prior 7-Day Eod 5.65% | 7.79%9.46% | 15.09%
Current vs 7-Day Eod -11.58% | -6.69%-6.08% | -3.05%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 4.57% | 5.87%
Calls: 3.65% | 5.49%
Puts: 5.48% | 6.25%
Prior 15.69% | 4.63%
Calls: 15.28% | 4.39%
Puts: 16.10% | 4.88%
Current vs Prior -70.87% | +26.78%
Prior 7-Day Avg 11.21% | 8.77%
Calls: 10.39% | 8.08%
Puts: 12.03% | 9.46%
Current vs 7-Day Avg -59.23% | -33.03%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($115.42M). Bullish P/C ratio of 0.62. P/C ratio dropping 35% - 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 256 of results (avg 6.1%, best 2.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 2177.3579.15$78.252.3%150.96716
$335.00Aug 771.0072.70$71.852.4%--0.99154
$340.00Aug 2167.8569.65$68.752.6%--0.941.2K
$345.00Aug 2163.1564.95$64.052.8%20.9318
$345.00Aug 761.0562.80$61.932.8%--0.9816
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Aug 2154.7056.60$55.653.4%--0.861.7K
$460.00Aug 752.7054.55$53.633.4%21.00115
$470.00Aug 2163.6565.95$64.803.5%10.90708
$480.00Aug 1472.7075.35$74.033.6%11.00--
$455.00Aug 747.7549.60$48.683.8%--1.0045

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.80, cheapest $0.62)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$442.50Aug 70.790.94$0.8717.2%1400.08507
$467.50Aug 140.841.01$0.9318.3%390.0610
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Aug 70.560.68$0.6219.4%4990.05635
$337.50Aug 140.580.70$0.6418.8%310.043
$367.50Aug 70.660.77$0.7215.3%1220.06284
$370.00Aug 70.820.95$0.8914.6%4120.072.3K
$330.00Aug 210.841.00$0.9217.4%3990.045.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 160 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 780.3582.70$81.532.9%--0.9936
$335.00Aug 771.0072.70$71.852.4%--0.99154
$345.00Aug 761.0562.80$61.932.8%--0.9816
$350.00Aug 756.1557.80$56.972.9%10.98492
$352.50Aug 753.1055.35$54.234.1%--0.9820
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$455.00Aug 747.7549.60$48.683.8%--1.0045
$460.00Aug 752.7054.55$53.633.4%21.00115
$480.00Aug 1472.7075.35$74.033.6%11.00--
$450.00Aug 742.8544.75$43.804.3%10.95670
$470.00Aug 1462.9065.75$64.334.4%--0.9425

Most actively traded options today. High liquidity = easy entry/exit. 361 active (total vol 75.5K, top 11.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Aug 74.204.35$4.283.5%5.9K0.302.6K
$400.00Aug 2120.8021.80$21.304.7%4.4K0.5817.1K
$440.00Aug 70.971.04$1.007.0%3.5K0.092.9K
$435.00Aug 71.451.64$1.5512.3%3.3K0.13564
$430.00Aug 72.112.23$2.175.5%1.7K0.171.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 216.607.35$6.9810.7%11.3K0.2517.5K
$400.00Aug 76.207.00$6.6012.1%1.4K0.382.7K
$400.00Aug 1410.4511.15$10.806.5%1.1K0.41801
$375.00Aug 71.181.30$1.249.7%1.1K0.102.3K
$340.00Aug 140.600.82$0.7131.0%1.1K0.04263

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 101 strikes (avg 24.0%, max 69.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$335.00Aug 7Sep 483.0%51.0%62.9%--167
$345.00Aug 7Sep 476.0%50.5%50.6%--27
$350.00Aug 7Sep 471.7%48.7%47.4%1520
$360.00Aug 7Sep 467.7%48.8%38.8%148
$365.00Aug 7Sep 465.3%48.4%35.1%22137
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$325.00Aug 7Sep 1187.8%51.8%69.6%1311.1K
$335.00Aug 7Sep 1183.0%50.1%65.7%56412
$345.00Aug 7Sep 1176.0%47.7%59.2%317449
$330.00Aug 7Sep 1179.5%50.3%58.1%64591
$340.00Aug 7Sep 1177.4%49.3%57.1%1861.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 279 found (best R:R 37.46, avg 5.05)

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$0.14$4.86$0.1434.71$470.14
$467.50$470.00Aug 14$0.10$2.40$0.1024.00$467.60
$475.00$480.00Aug 14$0.21$4.79$0.2122.81$475.21
$452.50$455.00Aug 7$0.12$2.38$0.1219.83$452.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$335.00$330.00Aug 21$0.18$4.82$0.1826.78$334.82
$360.00$357.50Aug 7$0.11$2.39$0.1121.73$359.89
$332.50$330.00Aug 14$0.12$2.38$0.1219.83$332.38
$347.50$345.00Aug 14$0.12$2.38$0.1219.83$347.38
$352.50$350.00Aug 14$0.12$2.38$0.1219.83$352.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 372 found (best R:R 57.82, avg 2.64)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$335.00$340.00Aug 14$4.87$4.87$0.1337.46$339.87
$325.00$335.00Aug 7$9.68$9.68$0.3230.25$334.68
$360.00$365.00Aug 7$4.83$4.83$0.1728.41$364.83
$345.00$350.00Aug 14$4.82$4.82$0.1826.78$349.82
$330.00$340.00Aug 21$9.50$9.50$0.5019.00$339.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$480.00$470.00Aug 21$9.83$9.83$0.1757.82$470.17
$455.00$450.00Aug 7$4.88$4.88$0.1240.67$450.12
$480.00$470.00Aug 14$9.70$9.70$0.3032.33$470.30
$470.00$460.00Aug 14$9.61$9.61$0.3924.64$460.39
$450.00$445.00Aug 7$4.75$4.75$0.2519.00$445.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 101 found (avg debit $2.62, cheapest $0.29)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$485.00Aug 7Aug 14$0.3360.7%51.4%
$480.00Aug 7Aug 14$0.4461.5%51.5%
$335.00Aug 7Aug 14$0.4583.0%62.0%
$475.00Aug 7Aug 14$0.6459.5%52.2%
$470.00Aug 7Aug 14$0.7558.7%51.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$325.00Aug 7Aug 14$0.2987.8%65.4%
$330.00Aug 7Aug 14$0.3379.5%62.2%
$327.50Aug 7Aug 14$0.3684.4%65.2%
$332.50Aug 7Aug 14$0.4083.6%63.1%
$335.00Aug 7Aug 14$0.4183.0%62.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 159 found (cheapest 4.69% of stock, avg 10.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$407.50Aug 7$9.15$9.90$19.05$388.45$426.554.69%
$405.00Aug 7$10.38$8.75$19.13$385.87$424.134.71%
$410.00Aug 7$7.98$11.23$19.21$390.79$429.214.73%
$402.50Aug 7$11.75$7.50$19.25$383.25$421.754.74%
$412.50Aug 7$6.93$12.68$19.61$392.89$432.114.83%
$400.00Aug 7$13.28$6.60$19.88$380.12$419.884.90%
$415.00Aug 7$5.98$14.20$20.18$394.82$435.184.97%
$397.50Aug 7$14.85$5.65$20.50$377.00$418.005.05%
$417.50Aug 7$5.13$15.88$21.01$396.49$438.515.17%
$395.00Aug 7$16.63$4.85$21.48$373.52$416.485.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.46% of stock, avg 6.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$417.50$395.00Aug 7$5.13$4.85$9.98$385.02$427.48
$417.50$397.50Aug 7$5.13$5.65$10.78$386.72$428.28
$415.00$395.00Aug 7$5.98$4.85$10.83$384.17$425.83
$415.00$397.50Aug 7$5.98$5.65$11.63$385.87$426.63
$417.50$400.00Aug 7$5.13$6.60$11.73$388.27$429.23
$412.50$395.00Aug 7$6.93$4.85$11.78$383.22$424.28
$412.50$397.50Aug 7$6.93$5.65$12.58$384.92$425.08
$415.00$400.00Aug 7$5.98$6.60$12.58$387.42$427.58
$417.50$402.50Aug 7$5.13$7.50$12.63$389.87$430.13
$410.00$395.00Aug 7$7.98$4.85$12.83$382.17$422.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 331 found (best R:R 44.45, avg credit $3.80)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
325/330355/360Aug 28$4.89$0.1144.45$325.11$359.89
330/335340/345Aug 21$4.88$0.1240.67$330.12$344.88
335/340355/360Aug 28$4.88$0.1240.67$335.12$359.88
342/345350/355Aug 14$4.84$0.1630.25$340.16$354.84
358/360365/370Aug 7$4.83$0.1728.41$355.17$369.83
330/332340/345Aug 14$4.83$0.1728.41$327.67$344.83
340/345350/355Aug 21$4.83$0.1728.41$340.17$354.83
330/332350/355Aug 14$4.82$0.1826.78$327.68$354.82
345/348350/355Aug 14$4.82$0.1826.78$342.68$354.82
360/365375/380Aug 28$4.82$0.1826.78$360.18$379.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 208 found (best R:R 110.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$455.00$460.00$465.00Aug 21$0.07$4.9370.43
$475.00$480.00$485.00Aug 14$0.08$4.9261.50
$340.00$345.00$350.00Aug 21$0.08$4.9261.50
$360.00$365.00$370.00Sep 4$0.09$4.9154.56
$422.50$425.00$427.50Aug 7$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$460.00$470.00$480.00Aug 14$0.09$9.91110.11
$440.00$445.00$450.00Aug 7$0.05$4.9599.00
$365.00$370.00$375.00Sep 4$0.05$4.9599.00
$340.00$345.00$350.00Aug 21$0.06$4.9482.33
$450.00$455.00$460.00Aug 7$0.07$4.9370.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 139 found (best net $-18.05, 138 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$485.001:2Aug 7$0.00$5.00
$470.00$475.001:2Aug 7-$0.02$4.98
$475.00$480.001:2Aug 7-$0.03$4.97
$480.00$485.001:2Aug 14-$0.22$4.78
$475.00$480.001:2Aug 14-$0.27$4.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$445.001:2Sep 4-$18.05$16.95
$430.00$410.001:2Sep 11-$14.17$5.83
$335.00$330.001:2Aug 21-$0.74$4.26
$330.00$325.001:2Aug 28-$0.80$4.20
$340.00$335.001:2Aug 21-$0.81$4.19

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 109 found (best yield 5.80%, avg 1.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Sep 11$23.550.511.0%5.80%6.76%1019
$410.00Sep 4$21.050.511.0%5.18%6.14%38108
$415.00Sep 11$20.800.482.2%5.12%7.31%21
$415.00Sep 4$19.150.472.2%4.72%6.90%1326
$420.00Sep 11$19.100.453.4%4.70%8.12%212
$410.00Aug 28$18.700.501.0%4.60%5.56%31153
$420.00Sep 4$17.200.443.4%4.24%7.66%917
$425.00Sep 11$16.700.424.7%4.11%8.76%12
$407.50Aug 21$16.650.510.3%4.10%4.44%181329
$415.00Aug 28$16.450.462.2%4.05%6.24%54129

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 75,972
Total Puts 47,030
Put/Call Ratio 0.62
Net Difference 28,942

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 679,113
Total Puts 466,755
Average Put/Call Ratio 0.88
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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