Tour v528
TSM
TAIWAN SEMICONDUCTOR ADR
$430.26 +3.00%
$429.70 (-0.13%)🌙
as of 09/17 06:05 PM
9/17 18:05

Option Volume

Detail
Current (09/17) 128,608
Calls: 77,358 (60%)
Puts: 51,250 (40%)
Prior (09/16) 82,933
Calls: 45,056 (54%)
Puts: 37,877 (46%)
Current vs Prior +55.07%
Calls: +71.69% (Calls)
Puts: +35.31% (Puts)
Prior 7-Day Total 821,315
Calls: 484,991 (59%)
Puts: 336,324 (41%)
Prior 7-Day Average 117,330
Calls: 69,284 (59%)
Puts: 48,046 (41%)
Current vs Prior 7-Day Avg +9.61%
Calls: +11.65%
Puts: +6.67%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17) $127.37M
Calls: $93.32M (73%)
Puts: $34.05M (27%)
Prior (09/16) $111.42M
Calls: $83.78M (75%)
Puts: $27.65M (25%)
Current vs Prior +14.31%
Calls: +11.40%
Puts: +23.16%
Prior 7-Day Total $1.99B
Calls: $1.74B (87%)
Puts: $250.24M (13%)
Prior 7-Day Average $284.09M
Calls: $248.34M (87%)
Puts: $35.75M (13%)
Current vs Prior 7-Day Avg -55.17%
Calls: -62.42%
Puts: -4.76%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17) 0.66
Prior (09/16) 0.84
Current vs Prior -21.19%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg -30.32%
Sentiment BULLISH

Open Interest

Detail
Current (09/17) 1,967,310
Calls: 897,155 (46%)
Puts: 1,070,155 (54%)
Prior (09/16) 1,944,272
Calls: 884,612 (45%)
Puts: 1,059,660 (55%)
Current vs Prior +1.18%
Prior 7-Day Total 13,430,880
Calls: 6,268,072 (47%)
Puts: 7,162,808 (53%)
Prior 7-Day Average 1,918,697
Calls: 895,438 (47%)
Puts: 1,023,258 (53%)
Current vs Prior 7-Day Avg +2.53%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 1.71% | 3.72%1.71% | 8.53%
Prior 2.45% | 4.24%2.45% | 8.93%
Current vs Prior -30.38% | -12.18%-30.38% | -4.50%
Prior 7-Day Avg 2.85% | 4.56%3.70% | 9.63%
Current vs 7-Day Avg -40.06% | -18.39%-53.78% | -11.45%
Prior 7-Day Eod 2.45% | 4.24%2.45% | 8.93%
Current vs 7-Day Eod -30.38% | -12.18%-30.38% | -4.50%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 4.63% | 2.48%
Calls: 6.13% | 2.93%
Puts: 3.13% | 2.03%
Prior 2.54% | 1.67%
Calls: 2.51% | 1.63%
Puts: 2.57% | 1.71%
Current vs Prior +82.28% | +48.50%
Prior 7-Day Avg 8.61% | 3.89%
Calls: 9.56% | 3.61%
Puts: 7.66% | 4.18%
Current vs 7-Day Avg -46.23% | -36.27%
Liquidity Good
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($93.32M). Above-average activity with volume up 55% vs prior. Bullish P/C ratio of 0.66. P/C ratio dropping 21% - 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 214 of results (avg 6.2%, best 1.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 1681.4082.85$82.131.8%20.97489
$380.00Sep 1849.7550.70$50.231.9%241.00101
$360.00Oct 1671.6573.10$72.382.0%100.96422
$370.00Sep 2560.1061.40$60.752.1%21.0010
$370.00Oct 1662.1063.55$62.832.3%630.94572
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 1669.0070.80$69.902.6%--0.9255
$470.00Oct 1641.7543.10$42.433.2%10.81108
$490.00Oct 1659.3061.25$60.283.2%--0.9091
$480.00Oct 949.2051.10$50.153.8%20.913
$480.00Oct 1650.0052.00$51.003.9%60.86132

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 29 found (avg $0.62, cheapest $0.20)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$442.50Sep 180.180.21$0.2015.0%2960.06644
$440.00Sep 180.350.38$0.378.1%3.4K0.109.2K
$437.50Sep 180.640.70$0.679.0%2.1K0.173.2K
$470.00Sep 250.200.24$0.2218.2%630.03659
$462.50Sep 250.420.50$0.4617.4%70.0667
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Sep 180.380.42$0.4010.0%1.0K0.1010.9K
$422.50Sep 180.610.71$0.6615.2%8200.16308
$397.50Sep 250.460.54$0.5016.0%840.05502
$400.00Sep 250.560.66$0.6116.4%6330.072.9K
$405.00Sep 250.861.00$0.9315.1%2740.10944

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 148 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 1878.3581.45$79.903.9%341.00110
$360.00Sep 1868.3071.60$69.954.7%371.00140
$370.00Sep 1859.3061.00$60.152.8%141.0081
$380.00Sep 1849.7550.70$50.231.9%241.00101
$387.50Sep 1841.7043.55$42.634.3%--1.0055
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Sep 2578.5082.20$80.354.6%11.00--
$505.00Sep 2573.7076.75$75.224.1%11.001
$460.00Sep 1828.5031.95$30.2311.4%570.9935
$450.00Sep 1819.1520.85$20.008.5%540.991.0K
$470.00Sep 2539.1540.85$40.004.3%10.972

Most actively traded options today. High liquidity = easy entry/exit. 403 active (total vol 95.2K, top 11.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Sep 183.003.20$3.106.5%11.6K0.5116.2K
$430.00Oct 1616.2016.80$16.503.6%6.9K0.527.6K
$480.00Oct 233.503.80$3.658.2%3.4K0.1671
$440.00Sep 180.350.38$0.378.1%3.4K0.109.2K
$475.00Sep 250.120.17$0.1533.3%2.2K0.021.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Sep 180.030.04$0.0425.0%2.8K0.0124.5K
$370.00Oct 161.111.20$1.167.8%1.9K0.065.4K
$430.00Oct 1614.4015.10$14.754.7%1.8K0.482.3K
$430.00Sep 256.707.40$7.059.9%1.5K0.491.6K
$425.00Sep 181.081.18$1.138.8%1.3K0.251.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 15.2%, max 25.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$422.50Sep 18Oct 236.2%28.8%25.9%376598
$427.50Sep 18Oct 234.7%28.5%21.8%1.4K1.1K
$432.50Sep 18Oct 234.6%28.8%20.1%7713.5K
$437.50Sep 18Oct 234.7%30.0%15.5%2.2K3.3K
$425.00Sep 18Oct 3035.5%31.5%12.6%1.4K2.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$422.50Sep 18Oct 236.2%28.8%25.9%895340
$427.50Sep 18Oct 234.7%28.5%21.8%950405
$432.50Sep 18Oct 234.6%28.8%20.1%105555
$437.50Sep 18Oct 234.7%30.0%15.5%52281
$425.00Sep 18Oct 3035.5%31.5%12.6%1.4K1.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 221 found (best R:R 1.94, avg 7.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$432.50$435.00Oct 2$0.72$1.78$0.7248%2.47$433.22
$415.00$420.00Oct 30$2.77$2.23$2.7765%0.81$417.77
$410.00$420.00Oct 16$6.53$3.47$6.5372%0.53$416.53
$485.00$490.00Oct 30$0.45$4.55$0.4516%10.11$485.45
$450.00$455.00Oct 30$1.46$3.54$1.4637%2.42$451.46
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$430.00$425.00Oct 9$1.70$3.30$1.7048%1.94$428.30
$450.00$445.00Oct 23$3.02$1.98$3.0264%0.66$446.98
$410.00$405.00Oct 23$1.22$3.78$1.2230%3.10$408.78
$435.00$432.50Sep 25$1.32$1.18$1.3259%0.89$433.68
$385.00$380.00Oct 2$0.11$4.89$0.115%44.45$384.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 178 found (best R:R 0.55, avg 0.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$495.00$500.00Sep 18$0.23$0.23$4.7798%0.05$495.23
$485.00$490.00Oct 2$0.17$0.17$4.8397%0.04$485.17
$432.50$435.00Sep 25$1.15$1.15$1.3554%0.85$433.65
$500.00$505.00Oct 9$0.16$0.16$4.8497%0.03$500.16
$442.50$445.00Sep 25$0.64$0.64$1.8674%0.34$443.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$405.00$400.00Oct 30$1.77$1.77$3.2373%0.55$403.23
$425.00$420.00Oct 9$2.40$2.40$2.6058%0.92$422.60
$410.00$400.00Oct 16$2.48$2.48$7.5272%0.33$407.52
$430.00$425.00Oct 23$2.55$2.55$2.4552%1.04$427.45
$415.00$410.00Oct 23$1.83$1.83$3.1766%0.58$413.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $4.28, cheapest $4.01)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$427.50Sep 18Sep 25$4.3834.7%28.3%
$430.00Sep 18Sep 25$4.5334.4%28.3%
$432.50Sep 18Sep 25$4.4534.6%29.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$427.50Sep 18Sep 25$4.0134.7%28.3%
$430.00Sep 18Sep 25$4.1634.4%28.3%
$432.50Sep 18Sep 25$4.1334.6%29.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 122 found (cheapest 1.39% of stock, avg 6.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$430.00Sep 18$3.10$2.89$5.99$424.01$435.991.39%
$432.50Sep 18$1.98$4.25$6.23$426.27$438.731.45%
$427.50Sep 18$4.60$1.84$6.44$421.06$433.941.50%
$435.00Sep 18$1.17$5.93$7.10$427.90$442.101.65%
$425.00Sep 18$6.35$1.13$7.48$417.52$432.481.74%
$437.50Sep 18$0.67$8.02$8.69$428.81$446.192.02%
$422.50Sep 18$8.55$0.66$9.21$413.29$431.712.14%
$440.00Sep 18$0.37$10.20$10.57$429.43$450.572.46%
$420.00Sep 18$10.68$0.40$11.08$408.92$431.082.58%
$442.50Sep 18$0.20$12.40$12.60$429.90$455.102.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.14% of stock, avg 3.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$442.50$420.00Sep 18$0.20$0.40$0.60$419.40$443.10
$440.00$420.00Sep 18$0.37$0.40$0.77$419.23$440.77
$442.50$422.50Sep 18$0.20$0.66$0.86$421.64$443.36
$440.00$422.50Sep 18$0.37$0.66$1.03$421.47$441.03
$437.50$420.00Sep 18$0.67$0.40$1.07$418.93$438.57
$437.50$422.50Sep 18$0.67$0.66$1.33$421.17$438.83
$442.50$425.00Sep 18$0.20$1.13$1.33$423.67$443.83
$440.00$425.00Sep 18$0.37$1.13$1.50$423.50$441.50
$435.00$420.00Sep 18$1.17$0.40$1.57$418.43$436.57
$437.50$425.00Sep 18$0.67$1.13$1.80$423.20$439.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 378 found (best R:R 0.37, avg credit $1.23)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
350/355475/480Oct 30$1.35$3.6573%0.37$353.65$476.35
392/395442/445Sep 25$0.75$1.7569%0.43$394.25$443.25
385/390475/480Oct 30$1.90$3.1061%0.61$388.10$476.90
400/402442/445Sep 25$0.80$1.7066%0.47$401.70$443.30
392/395448/450Sep 25$0.51$1.9977%0.26$394.49$448.01
398/400442/445Sep 25$0.75$1.7567%0.43$399.25$443.25
392/395452/455Sep 25$0.36$2.1482%0.17$394.64$452.86
392/395455/458Sep 25$0.30$2.2085%0.14$394.70$455.30
395/398455/458Oct 2$0.65$1.8571%0.35$396.85$455.65
395/398448/450Oct 2$0.85$1.6563%0.52$396.65$448.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 232 found (best R:R 44.45, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$410.00$420.00$430.00Oct 16$0.93$9.0720%9.75
$480.00$490.00$500.00Oct 16$0.19$9.817%51.63
$440.00$445.00$450.00Oct 9$0.17$4.8311%28.41
$390.00$400.00$410.00Oct 16$0.66$9.3414%14.15
$425.00$430.00$435.00Oct 30$0.11$4.898%44.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$460.00$470.00$480.00Oct 16$0.22$9.7812%44.45
$400.00$410.00$420.00Oct 16$0.79$9.2118%11.66
$435.00$437.50$440.00Sep 18$0.09$2.4116%26.78
$390.00$395.00$400.00Oct 23$0.05$4.956%99.00
$420.00$430.00$440.00Oct 16$1.00$9.0020%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 227 found (best net $-4.78, 219 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$432.50$435.001:2Sep 18-$0.36$2.14
$435.00$437.501:2Sep 18-$0.17$2.33
$430.00$432.501:2Sep 18-$0.86$1.64
$437.50$440.001:2Sep 18-$0.07$2.43
$490.00$500.001:2Oct 16-$0.48$9.52
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$505.00$470.001:2Sep 25-$4.78$30.22
$450.00$442.501:2Sep 18-$4.80$2.70
$465.00$450.001:2Oct 9-$11.99$3.01
$427.50$425.001:2Sep 18-$0.42$2.08
$425.00$422.501:2Sep 18-$0.19$2.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 84 found (best yield 4.04%, avg 1.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$435.00Oct 30$17.400.491.1%4.04%5.15%717
$440.00Oct 30$15.200.452.3%3.53%5.80%79272
$445.00Oct 30$13.250.413.4%3.08%6.51%2547
$450.00Oct 30$11.400.374.6%2.65%7.24%3623
$455.00Oct 30$9.850.345.8%2.29%8.04%513
$435.00Oct 23$15.650.481.1%3.64%4.74%16142
$440.00Oct 23$13.500.442.3%3.14%5.40%44140
$460.00Oct 30$8.600.306.9%2.00%8.91%12344
$445.00Oct 23$11.550.403.4%2.68%6.11%5734
$450.00Oct 23$9.850.354.6%2.29%6.88%76172

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 77,358
Total Puts 51,250
Put/Call Ratio 0.66
Net Difference 26,108

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 484,991
Total Puts 336,324
Average Put/Call Ratio 0.95
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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