Tour v494
TSM
TAIWAN SEMICONDUCTOR ADR
$419.84 +0.39%
8/7 15:23

Option Volume

Detail
Current (08/07) 127,365
Calls: 55,232 (43%)
Puts: 72,133 (57%)
Prior (08/06) 170,996
Calls: 111,465 (65%)
Puts: 59,531 (35%)
Current vs Prior -25.52%
Calls: -50.45% (Calls)
Puts: +21.17% (Puts)
Prior 7-Day Total 1,065,429
Calls: 662,020 (62%)
Puts: 403,409 (38%)
Prior 7-Day Average 152,204
Calls: 94,574 (62%)
Puts: 57,629 (38%)
Current vs Prior 7-Day Avg -16.32%
Calls: -41.60%
Puts: +25.17%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/07) $125.40M
Calls: $80.90M (65%)
Puts: $44.49M (35%)
Prior (08/06) $218.40M
Calls: $169.41M (78%)
Puts: $48.99M (22%)
Current vs Prior -42.58%
Calls: -52.24%
Puts: -9.18%
Prior 7-Day Total $1.46B
Calls: $1.05B (72%)
Puts: $412.36M (28%)
Prior 7-Day Average $208.75M
Calls: $149.84M (72%)
Puts: $58.91M (28%)
Current vs Prior 7-Day Avg -39.93%
Calls: -46.01%
Puts: -24.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 1.31
Prior (08/06) 0.53
Current vs Prior +144.53%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg +95.55%
Sentiment BEARISH

Open Interest

Detail
Current (08/07) 2,088,290
Calls: 991,554 (47%)
Puts: 1,096,736 (53%)
Prior (08/06) 1,424,785
Calls: 663,743 (47%)
Puts: 761,042 (53%)
Current vs Prior +46.57%
Prior 7-Day Total 11,759,732
Calls: 5,546,916 (47%)
Puts: 6,212,816 (53%)
Prior 7-Day Average 1,679,961
Calls: 792,416 (47%)
Puts: 887,545 (53%)
Current vs Prior 7-Day Avg +24.31%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 0.85% | 4.59%6.35% | 12.14%
Prior 2.16% | 5.28%6.99% | 12.85%
Current vs Prior -60.51% | -13.12%-9.14% | -5.56%
Prior 7-Day Avg 4.01% | 6.72%8.90% | 14.49%
Current vs 7-Day Avg -78.74% | -31.76%-28.60% | -16.25%
Prior 7-Day Eod 2.16% | 5.28%6.99% | 12.85%
Current vs 7-Day Eod -60.51% | -13.12%-9.14% | -5.56%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 24.98% | 4.97%
Calls: 30.86% | 7.69%
Puts: 19.10% | 2.26%
Prior 13.17% | 6.30%
Calls: 11.76% | 6.83%
Puts: 14.58% | 5.77%
Current vs Prior +89.67% | -21.11%
Prior 7-Day Avg 11.72% | 8.17%
Calls: 10.58% | 7.82%
Puts: 12.85% | 8.52%
Current vs 7-Day Avg +113.22% | -39.15%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($80.90M). Bearish P/C ratio of 1.31 indicates protective positioning. P/C ratio rising 145% - increased hedging/bearish positioning. Rising open interest (up 47%) 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 BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 290 of results (avg 6.0%, best 2.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Sep 1856.2557.60$56.932.4%360.841.1K
$430.00Sep 1818.6019.10$18.852.7%2070.468.7K
$340.00Aug 2179.4081.75$80.582.9%--1.001.2K
$430.00Aug 218.408.65$8.532.9%2660.394.8K
$450.00Sep 1811.7012.05$11.882.9%2900.333.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Aug 148.758.95$8.852.3%2770.492.2K
$430.00Sep 1827.3528.05$27.702.5%400.542.6K
$410.00Sep 1817.2517.70$17.482.6%1070.4110.4K
$425.00Sep 420.2520.80$20.532.7%--0.5233
$420.00Aug 2112.4012.75$12.582.8%1360.494.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 23 found (avg $0.63, cheapest $0.15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$462.50Aug 140.420.48$0.4513.3%1340.05168
$460.00Aug 140.490.57$0.5315.1%1830.05638
$457.50Aug 140.610.69$0.6512.3%870.0759
$480.00Aug 210.690.78$0.7412.2%3830.0514.5K
$455.00Aug 140.750.83$0.7910.1%1480.08472
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 140.140.15$0.156.7%1110.01569
$370.00Aug 140.250.26$0.263.8%3410.02737
$340.00Aug 210.260.31$0.2917.2%1280.024.5K
$372.50Aug 140.280.33$0.3116.1%1320.03177
$350.00Aug 210.380.43$0.4112.2%1850.0321.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 189 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Aug 773.1076.30$74.704.3%11.0016
$350.00Aug 768.1070.55$69.323.5%11.00491
$352.50Aug 765.6068.75$67.184.7%--1.0020
$360.00Aug 758.1060.55$59.334.1%--1.0013
$365.00Aug 753.3055.70$54.504.4%211.00142
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Aug 759.5561.90$60.723.9%11.00--
$430.00Aug 79.5011.20$10.3516.4%2271.00858
$437.50Aug 716.7518.55$17.6510.2%20.992
$485.00Aug 1463.9066.45$65.183.9%10.99--
$427.50Aug 77.058.90$7.9823.2%30.9931

Most actively traded options today. High liquidity = easy entry/exit. 413 active (total vol 73.6K, top 5.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Aug 70.590.77$0.6826.5%5.6K0.466.4K
$440.00Aug 215.205.50$5.355.6%1.4K0.288.0K
$430.00Aug 144.755.00$4.885.1%1.3K0.344.7K
$420.00Aug 148.759.10$8.933.9%1.3K0.511.1K
$397.50Aug 721.4023.15$22.287.9%1.2K1.001.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 210.580.64$0.619.8%3.1K0.048.4K
$407.50Aug 70.010.04$0.03100.0%1.9K0.01692
$415.00Aug 146.506.80$6.654.5%1.5K0.40397
$420.00Aug 70.800.97$0.8919.1%1.4K0.541.0K
$410.00Aug 70.010.03$0.02100.0%9750.011.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 98 strikes (avg 637.6%, max 1785.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$345.00Aug 7Sep 4781.2%44.4%1658.7%127
$500.00Aug 7Sep 18690.7%41.9%1550.3%1406.3K
$360.00Aug 7Sep 18634.3%41.2%1438.7%652.5K
$350.00Aug 7Sep 18587.0%42.1%1293.6%33.3K
$495.00Aug 7Sep 11528.8%42.0%1158.9%197
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Aug 7Sep 18813.6%43.2%1785.4%1399.2K
$345.00Aug 7Sep 11781.2%43.4%1698.2%71740
$355.00Aug 7Sep 11685.6%41.9%1537.0%402.5K
$360.00Aug 7Sep 18634.3%41.2%1438.7%2579.4K
$350.00Aug 7Sep 18587.0%42.1%1293.6%3017.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 230 found (best R:R 44.45, avg 6.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$495.00$500.00Aug 28$0.16$4.84$0.1630.25$495.16
$480.00$490.00Aug 21$0.35$9.65$0.3527.57$480.35
$475.00$480.00Aug 21$0.20$4.80$0.2024.00$475.20
$462.50$465.00Aug 14$0.11$2.39$0.1121.73$462.61
$472.50$475.00Aug 14$0.11$2.39$0.1121.73$472.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$345.00Aug 21$0.11$4.89$0.1144.45$349.89
$345.00$340.00Aug 28$0.14$4.86$0.1434.71$344.86
$350.00$345.00Aug 28$0.15$4.85$0.1532.33$349.85
$365.00$360.00Aug 21$0.17$4.83$0.1728.41$364.83
$355.00$350.00Aug 28$0.18$4.82$0.1826.78$354.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 334 found (best R:R 87.24, avg 3.95)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$370.00$375.00Aug 14$4.88$4.88$0.1240.67$374.88
$365.00$370.00Aug 7$4.87$4.87$0.1337.46$369.87
$340.00$345.00Aug 21$4.86$4.86$0.1434.71$344.86
$365.00$370.00Aug 21$4.85$4.85$0.1532.33$369.85
$360.00$365.00Aug 7$4.83$4.83$0.1728.41$364.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$485.00$470.00Aug 14$14.83$14.83$0.1787.24$470.17
$470.00$460.00Aug 14$9.85$9.85$0.1565.67$460.15
$490.00$480.00Aug 21$9.85$9.85$0.1565.67$480.15
$500.00$495.00Aug 28$4.90$4.90$0.1049.00$495.10
$475.00$470.00Aug 21$4.80$4.80$0.2024.00$470.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 96 found (avg debit $2.28, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$490.00Aug 7Aug 14$0.06498.9%45.7%
$495.00Aug 7Aug 14$0.07528.8%48.7%
$485.00Aug 7Aug 14$0.08468.6%44.4%
$475.00Aug 7Aug 14$0.14406.4%41.6%
$480.00Aug 7Aug 14$0.17437.8%45.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$352.50Aug 7Aug 14$0.06711.4%55.3%
$355.00Aug 7Aug 14$0.06685.6%53.3%
$350.00Aug 7Aug 14$0.08587.0%55.1%
$357.50Aug 7Aug 14$0.08659.9%52.7%
$360.00Aug 7Aug 14$0.09634.3%50.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 189 found (cheapest 0.37% of stock, avg 9.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$420.00Aug 7$0.68$0.89$1.57$418.43$421.570.37%
$417.50Aug 7$2.69$0.15$2.84$414.66$420.340.68%
$422.50Aug 7$0.09$2.89$2.98$419.52$425.480.71%
$415.00Aug 7$4.70$0.06$4.76$410.24$419.761.13%
$425.00Aug 7$0.02$5.45$5.47$419.53$430.471.30%
$412.50Aug 7$7.53$0.02$7.55$404.95$420.051.80%
$427.50Aug 7$0.02$7.98$8.00$419.50$435.501.91%
$410.00Aug 7$9.90$0.02$9.92$400.08$419.922.36%
$430.00Aug 7$0.01$10.35$10.36$419.64$440.362.47%
$407.50Aug 7$12.43$0.03$12.46$395.04$419.962.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 152 found (cheapest 0.06% of stock, avg 5.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$422.50$417.50Aug 7$0.09$0.15$0.24$417.26$422.74
$420.00$417.50Aug 7$0.68$0.15$0.83$416.67$420.83
$432.50$410.00Aug 14$4.20$4.75$8.95$401.05$441.45
$430.00$410.00Aug 14$4.88$4.75$9.63$400.37$439.63
$432.50$412.50Aug 14$4.20$5.65$9.85$402.65$442.35
$427.50$410.00Aug 14$5.80$4.75$10.55$399.45$438.05
$430.00$412.50Aug 14$4.88$5.65$10.53$401.97$440.53
$432.50$415.00Aug 14$4.20$6.65$10.85$404.15$443.35
$425.00$410.00Aug 14$6.70$4.75$11.45$398.55$436.45
$427.50$412.50Aug 14$5.80$5.65$11.45$401.05$438.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 243 found (best R:R 49.00, avg credit $4.78)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
360/365370/375Aug 21$4.90$0.1049.00$360.10$374.90
340/345355/360Aug 28$4.89$0.1144.45$340.11$359.89
355/360365/370Aug 28$4.86$0.1434.71$355.14$369.86
350/355360/365Aug 28$4.85$0.1532.33$350.15$364.85
350/355360/365Sep 4$4.85$0.1532.33$350.15$364.85
345/350370/375Aug 21$4.84$0.1630.25$345.16$374.84
345/350360/365Aug 21$4.83$0.1728.41$345.17$364.83
350/355365/370Sep 4$4.83$0.1728.41$350.17$369.83
345/350360/365Aug 28$4.82$0.1826.78$345.18$364.82
380/385390/395Aug 28$4.82$0.1826.78$380.18$394.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 212 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$350.00$355.00$360.00Aug 28$0.05$4.9599.00
$390.00$400.00$410.00Sep 11$0.12$9.8882.33
$365.00$370.00$375.00Aug 14$0.07$4.9370.43
$465.00$470.00$475.00Sep 4$0.07$4.9370.43
$480.00$485.00$490.00Sep 11$0.07$4.9370.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$345.00$350.00$355.00Sep 4$0.05$4.9599.00
$480.00$490.00$500.00Sep 18$0.13$9.8775.92
$340.00$345.00$350.00Sep 4$0.07$4.9370.43
$370.00$375.00$380.00Sep 11$0.07$4.9370.43
$365.00$370.00$375.00Aug 21$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. 215 found (best net $-11.86, 197 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$490.001:2Aug 21-$0.04$9.96
$490.00$500.001:2Aug 21-$0.21$9.79
$490.00$500.001:2Sep 18-$2.36$7.64
$480.00$490.001:2Sep 18-$2.97$7.03
$470.00$480.001:2Sep 18-$4.01$5.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$450.001:2Sep 4-$11.86$18.14
$495.00$465.001:2Aug 28-$19.90$10.10
$350.00$340.001:2Sep 18-$1.09$8.91
$360.00$350.001:2Sep 18-$1.59$8.41
$370.00$360.001:2Sep 18-$2.38$7.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 92 found (best yield 5.45%, avg 1.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$420.00Sep 18$22.900.520.0%5.45%5.49%6916.6K
$420.00Sep 11$20.700.530.0%4.93%4.97%16239
$420.00Sep 4$18.750.530.0%4.47%4.50%5684
$430.00Sep 18$18.600.462.4%4.43%6.85%2078.7K
$425.00Sep 11$18.300.491.2%4.36%5.59%5440
$425.00Sep 4$16.350.491.2%3.89%5.12%2413.9K
$430.00Sep 11$16.350.452.4%3.89%6.31%74859
$420.00Aug 28$16.100.520.0%3.83%3.87%157342
$440.00Sep 18$14.800.394.8%3.53%8.33%1386.6K
$435.00Sep 11$14.450.423.6%3.44%7.05%10215

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 55,232
Total Puts 72,133
Put/Call Ratio 1.31
Net Difference -16,901

Prior's Put/Call Breakdown

Total Calls 111,465
Total Puts 59,531
Put/Call Ratio 0.53
Net Difference 51,934

Prior 7-Day Put/Call Summary

Total Calls 662,020
Total Puts 403,409
Average Put/Call Ratio 0.67
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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