Tour v528
TSM
TAIWAN SEMICONDUCTOR ADR
$417.72 +1.23%
$418.40 (+0.16%)🌙
as of 09/16 06:05 PM
9/16 18:05

Option Volume

Detail
Current (09/16) 82,933
Calls: 45,056 (54%)
Puts: 37,877 (46%)
Prior (09/15) 224,593
Calls: 182,423 (81%)
Puts: 42,170 (19%)
Current vs Prior -63.07%
Calls: -75.30% (Calls)
Puts: -10.18% (Puts)
Prior 7-Day Total 887,980
Calls: 526,395 (59%)
Puts: 361,585 (41%)
Prior 7-Day Average 126,854
Calls: 75,199 (59%)
Puts: 51,655 (41%)
Current vs Prior 7-Day Avg -34.62%
Calls: -40.08%
Puts: -26.67%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/16) $111.42M
Calls: $83.78M (75%)
Puts: $27.65M (25%)
Prior (09/15) $1.32B
Calls: $1.29B (98%)
Puts: $31.55M (2%)
Current vs Prior -91.55%
Calls: -93.49%
Puts: -12.38%
Prior 7-Day Total $2.05B
Calls: $1.79B (87%)
Puts: $263.79M (13%)
Prior 7-Day Average $292.93M
Calls: $255.25M (87%)
Puts: $37.68M (13%)
Current vs Prior 7-Day Avg -61.96%
Calls: -67.18%
Puts: -26.64%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/16) 0.84
Prior (09/15) 0.23
Current vs Prior +263.66%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg -10.09%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/16) 1,944,272
Calls: 884,612 (45%)
Puts: 1,059,660 (55%)
Prior (09/15) 1,935,617
Calls: 893,371 (46%)
Puts: 1,042,246 (54%)
Current vs Prior +0.45%
Prior 7-Day Total 13,427,795
Calls: 6,303,417 (47%)
Puts: 7,124,378 (53%)
Prior 7-Day Average 1,918,256
Calls: 900,488 (47%)
Puts: 1,017,768 (53%)
Current vs Prior 7-Day Avg +1.36%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 2.45% | 4.24%2.45% | 8.93%
Prior 2.82% | 4.32%2.82% | 8.97%
Current vs Prior -12.85% | -1.89%-12.85% | -0.39%
Prior 7-Day Avg 3.01% | 4.67%4.07% | 9.86%
Current vs 7-Day Avg -18.35% | -9.35%-39.65% | -9.37%
Prior 7-Day Eod 2.82% | 4.32%2.82% | 8.97%
Current vs 7-Day Eod -12.85% | -1.89%-12.85% | -0.39%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 2.54% | 1.67%
Calls: 2.51% | 1.63%
Puts: 2.57% | 1.71%
Prior 2.54% | 1.67%
Calls: 2.51% | 1.63%
Puts: 2.57% | 1.71%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 11.03% | 4.13%
Calls: 12.84% | 3.76%
Puts: 9.21% | 4.50%
Current vs 7-Day Avg -76.96% | -59.55%
Liquidity Good
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($83.78M) vs puts ($27.65M). Light premium activity with dollar volume down 92% vs prior. Below-average activity with volume down 63% vs prior. P/C ratio rising 264% - increased hedging/bearish positioning.

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 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 147 of results (avg 6.6%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 2567.6069.35$68.472.6%10.992
$340.00Sep 1876.7578.80$77.782.6%11.0035
$355.00Oct 963.7065.45$64.582.7%20.961
$340.00Oct 278.0080.15$79.082.7%20.981
$340.00Oct 1679.0081.20$80.102.7%80.97884
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 1881.0083.50$82.253.0%--1.0062
$480.00Oct 1661.9563.95$62.953.2%10.90132
$465.00Sep 2546.4548.05$47.253.4%--1.0011
$470.00Oct 251.4553.30$52.383.5%1250.9314
$490.00Sep 1871.3074.05$72.683.8%--1.0052

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.72, cheapest $0.76)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Sep 180.861.00$0.9315.1%3.8K0.1615.1K
$470.00Sep 250.110.13$0.1216.7%1440.01608
$447.50Sep 250.820.96$0.8915.7%240.0956
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$405.00Sep 180.700.82$0.7615.8%2920.132.0K
$350.00Oct 160.860.95$0.919.9%8090.054.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 154 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 1876.7578.80$77.782.6%11.0035
$350.00Sep 1866.7568.85$67.803.1%350.99111
$370.00Sep 1846.5548.70$47.634.5%20.9982
$360.00Sep 1857.2559.35$58.303.6%170.99146
$350.00Sep 2567.6069.35$68.472.6%10.992
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$442.50Sep 1823.3525.55$24.459.0%--1.0045
$445.00Sep 1826.5528.00$27.285.3%401.0018
$447.50Sep 1829.0530.50$29.784.9%--1.0015
$450.00Sep 1831.5533.00$32.284.5%101.001.7K
$455.00Sep 1835.9038.00$36.955.7%--1.0026

Most actively traded options today. High liquidity = easy entry/exit. 380 active (total vol 55.1K, top 4.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Oct 167.958.25$8.103.7%4.5K0.324.8K
$430.00Sep 180.861.00$0.9315.1%3.8K0.1615.1K
$450.00Sep 180.010.05$0.03133.3%2.6K0.018.3K
$435.00Sep 180.380.47$0.4320.9%1.4K0.082.4K
$425.00Sep 255.155.55$5.357.5%1.3K0.38588
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Sep 250.300.48$0.3946.2%2.2K0.04513
$350.00Sep 250.050.21$0.13123.1%1.2K0.01362
$400.00Sep 180.310.39$0.3522.9%1.1K0.0724.6K
$390.00Oct 164.905.55$5.2312.4%9220.225.1K
$410.00Sep 181.451.72$1.5917.0%8930.2413.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 14.9%, max 21.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$417.50Sep 18Oct 237.1%30.6%21.3%435494
$412.50Sep 18Oct 237.4%31.1%20.4%123209
$407.50Sep 18Sep 2537.7%31.7%19.0%126190
$427.50Sep 18Oct 238.0%32.2%18.0%6961.1K
$422.50Sep 18Oct 238.0%32.3%17.5%525517
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$417.50Sep 18Oct 237.1%30.6%21.3%374767
$412.50Sep 18Oct 237.4%31.1%20.4%252650
$407.50Sep 18Sep 2537.7%31.7%19.0%413868
$427.50Sep 18Oct 238.0%32.2%18.0%143412
$422.50Sep 18Oct 238.0%32.3%17.5%98321

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 235 found (best R:R 0.56, avg 7.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$425.00$430.00Oct 9$1.55$3.45$1.5543%2.23$426.55
$410.00$415.00Oct 9$2.52$2.48$2.5262%0.98$412.52
$480.00$490.00Oct 30$0.71$9.29$0.7114%13.08$480.71
$455.00$460.00Oct 23$0.72$4.28$0.7224%5.94$455.72
$430.00$435.00Oct 30$1.68$3.32$1.6843%1.98$431.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$445.00$442.50Sep 25$1.60$0.90$1.6089%0.56$443.40
$412.50$410.00Sep 25$0.47$2.03$0.4738%4.32$412.03
$415.00$412.50Oct 2$0.70$1.80$0.7045%2.57$414.30
$410.00$405.00Oct 9$1.40$3.60$1.4038%2.57$408.60
$432.50$430.00Oct 2$1.38$1.12$1.3869%0.81$431.12

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 186 found (best R:R 0.94, avg 0.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$430.00$435.00Oct 9$2.08$2.08$2.9262%0.71$432.08
$432.50$435.00Sep 25$0.79$0.79$1.7174%0.46$433.29
$495.00$500.00Sep 18$0.11$0.11$4.8999%0.02$495.11
$430.00$432.50Oct 2$0.90$0.90$1.6065%0.56$430.90
$465.00$470.00Oct 30$1.00$1.00$4.0079%0.25$466.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$410.00$405.00Oct 30$2.42$2.42$2.5859%0.94$407.58
$415.00$412.50Sep 25$1.43$1.43$1.0757%1.34$413.57
$410.00$400.00Oct 16$3.78$3.78$6.2260%0.61$406.22
$417.50$415.00Oct 2$1.50$1.50$1.0052%1.50$416.00
$412.50$410.00Oct 2$1.27$1.27$1.2359%1.03$411.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $3.52, cheapest $2.96)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$412.50Sep 18Sep 25$3.6537.4%29.7%
$417.50Sep 18Sep 25$3.8337.1%30.6%
$415.00Sep 18Sep 25$3.9037.4%31.1%
$422.50Sep 18Sep 25$3.5938.0%31.8%
$420.00Sep 18Sep 25$3.7737.8%32.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$412.50Sep 18Sep 25$2.9637.4%29.7%
$417.50Sep 18Sep 25$3.4537.1%30.6%
$415.00Sep 18Sep 25$3.4837.4%31.1%
$422.50Sep 18Sep 25$2.9538.0%31.8%
$420.00Sep 18Sep 25$3.6237.8%32.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 118 found (cheapest 2.17% of stock, avg 6.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$417.50Sep 18$4.80$4.28$9.08$408.42$426.582.17%
$420.00Sep 18$3.63$5.45$9.08$410.92$429.082.17%
$415.00Sep 18$6.13$3.20$9.33$405.67$424.332.23%
$422.50Sep 18$2.69$7.23$9.92$412.58$432.422.37%
$412.50Sep 18$7.83$2.29$10.12$402.38$422.622.42%
$425.00Sep 18$2.00$8.88$10.88$414.12$435.882.60%
$410.00Sep 18$9.70$1.59$11.29$398.71$421.292.70%
$427.50Sep 18$1.36$10.58$11.94$415.56$439.442.86%
$407.50Sep 18$11.60$1.08$12.68$394.82$420.183.04%
$430.00Sep 18$0.93$12.70$13.63$416.37$443.633.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.48% of stock, avg 3.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$430.00$407.50Sep 18$0.93$1.08$2.01$405.49$432.01
$427.50$407.50Sep 18$1.36$1.08$2.44$405.06$429.94
$430.00$410.00Sep 18$0.93$1.59$2.52$407.48$432.52
$427.50$410.00Sep 18$1.36$1.59$2.95$407.05$430.45
$425.00$407.50Sep 18$2.00$1.08$3.08$404.42$428.08
$425.00$410.00Sep 18$2.00$1.59$3.59$406.41$428.59
$430.00$412.50Sep 18$0.93$2.29$3.22$409.28$433.22
$427.50$412.50Sep 18$1.36$2.29$3.65$408.85$431.15
$425.00$412.50Sep 18$2.00$2.29$4.29$408.21$429.29
$422.50$407.50Sep 18$2.69$1.08$3.77$403.73$426.27

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 376 found (best R:R 0.57, avg credit $1.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
378/380432/435Sep 25$0.91$1.5968%0.57$379.09$433.41
375/380465/470Oct 30$2.10$2.9060%0.72$377.90$467.10
388/390432/435Sep 25$1.00$1.5064%0.67$389.00$433.50
390/392432/435Sep 25$1.05$1.4562%0.72$391.45$433.55
398/400432/435Sep 25$1.23$1.2755%0.97$398.77$433.73
340/345465/470Oct 30$1.45$3.5573%0.41$343.55$466.45
382/385432/435Sep 25$0.91$1.5967%0.57$384.09$433.41
400/402432/435Sep 25$1.30$1.2051%1.08$401.20$433.80
385/388432/435Sep 25$0.94$1.5666%0.60$386.56$433.44
392/395432/435Sep 25$1.06$1.4460%0.74$393.94$433.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 215 found (best R:R 44.45, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$400.00$410.00Oct 16$0.22$9.7818%44.45
$450.00$460.00$470.00Oct 16$0.40$9.6011%24.00
$430.00$440.00$450.00Oct 16$0.73$9.2716%12.70
$440.00$445.00$450.00Oct 9$0.07$4.938%70.43
$390.00$395.00$400.00Oct 23$0.05$4.958%99.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$410.00$415.00$420.00Oct 9$0.12$4.8813%40.67
$415.00$420.00$425.00Oct 9$0.12$4.8812%40.67
$400.00$410.00$420.00Oct 16$0.92$9.0820%9.87
$400.00$405.00$410.00Oct 23$0.07$4.939%70.43
$350.00$360.00$370.00Oct 16$0.16$9.846%61.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 211 found (best net $-10.58, 199 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$375.001:2Oct 2-$10.58$24.42
$490.00$500.001:2Oct 16-$0.30$9.70
$460.00$470.001:2Oct 16-$1.19$8.81
$470.00$480.001:2Oct 16-$0.91$9.09
$435.00$437.501:2Sep 18-$0.11$2.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$350.001:2Oct 16-$0.30$9.70
$390.00$380.001:2Oct 16-$1.57$8.43
$375.00$370.001:2Sep 18-$0.01$4.99
$402.50$400.001:2Sep 18-$0.15$2.35
$390.00$387.501:2Sep 18-$0.03$2.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 96 found (best yield 4.48%, avg 1.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$420.00Oct 30$18.700.510.6%4.48%5.02%3281
$425.00Oct 30$16.300.471.7%3.90%5.64%114
$430.00Oct 30$14.200.432.9%3.40%6.34%57
$435.00Oct 30$12.250.404.1%2.93%7.07%--17
$440.00Oct 30$10.600.365.3%2.54%7.87%9271
$420.00Oct 23$17.050.510.6%4.08%4.63%74345
$425.00Oct 23$14.750.471.7%3.53%5.27%489
$445.00Oct 30$9.200.336.5%2.20%8.73%344
$430.00Oct 23$12.700.422.9%3.04%5.98%1604
$435.00Oct 23$10.850.384.1%2.60%6.73%2142

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 45,056
Total Puts 37,877
Put/Call Ratio 0.84
Net Difference 7,179

Prior's Put/Call Breakdown

Total Calls 182,423
Total Puts 42,170
Put/Call Ratio 0.23
Net Difference 140,253

Prior 7-Day Put/Call Summary

Total Calls 526,395
Total Puts 361,585
Average Put/Call Ratio 0.94
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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