Tour v528
TSM
TAIWAN SEMICONDUCTOR ADR
$434.67 +1.02%
$433.22 (-0.33%)🌙
as of 09/18 06:04 PM
9/18 18:04

Option Volume

Detail
Current (09/18) 143,482
Calls: 64,946 (45%)
Puts: 78,536 (55%)
Prior (09/17) 128,608
Calls: 77,358 (60%)
Puts: 51,250 (40%)
Current vs Prior +11.57%
Calls: -16.04% (Calls)
Puts: +53.24% (Puts)
Prior 7-Day Total 853,036
Calls: 500,411 (59%)
Puts: 352,625 (41%)
Prior 7-Day Average 121,862
Calls: 71,487 (59%)
Puts: 50,375 (41%)
Current vs Prior 7-Day Avg +17.74%
Calls: -9.15%
Puts: +55.90%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/18) $119.43M
Calls: $88.79M (74%)
Puts: $30.63M (26%)
Prior (09/17) $127.37M
Calls: $93.32M (73%)
Puts: $34.05M (27%)
Current vs Prior -6.24%
Calls: -4.85%
Puts: -10.03%
Prior 7-Day Total $1.92B
Calls: $1.67B (87%)
Puts: $245.76M (13%)
Prior 7-Day Average $274.06M
Calls: $238.95M (87%)
Puts: $35.11M (13%)
Current vs Prior 7-Day Avg -56.42%
Calls: -62.84%
Puts: -12.75%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18) 1.21
Prior (09/17) 0.66
Current vs Prior +82.53%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg +32.85%
Sentiment BEARISH

Open Interest

Detail
Current (09/18) 2,000,301
Calls: 919,576 (46%)
Puts: 1,080,725 (54%)
Prior (09/17) 1,967,310
Calls: 897,155 (46%)
Puts: 1,070,155 (54%)
Current vs Prior +1.68%
Prior 7-Day Total 13,624,940
Calls: 6,300,883 (46%)
Puts: 7,324,057 (54%)
Prior 7-Day Average 1,946,420
Calls: 900,126 (46%)
Puts: 1,046,293 (54%)
Current vs Prior 7-Day Avg +2.77%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 0.69% | 3.17%0.69% | 8.34%
Prior 1.71% | 3.72%1.71% | 8.53%
Current vs Prior +85.58% | +28.42%-59.73% | -2.28%
Prior 7-Day Avg 2.66% | 4.36%3.02% | 9.21%
Current vs 7-Day Avg +19.38% | +9.47%-77.24% | -9.52%
Prior 7-Day Eod 0.78% | 3.33%1.71% | 8.53%
Current vs 7-Day Eod +304.95% | +43.34%-59.73% | -2.28%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 24.37% | 3.85%
Calls: 10.48% | 2.15%
Puts: 38.26% | 5.56%
Prior 4.63% | 2.48%
Calls: 6.13% | 2.93%
Puts: 3.13% | 2.03%
Current vs Prior +426.35% | +55.24%
Prior 7-Day Avg 6.80% | 3.95%
Calls: 7.00% | 3.88%
Puts: 5.69% | 3.97%
Current vs 7-Day Avg +258.16% | -2.43%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($88.79M). Bearish P/C ratio of 1.21 indicates protective positioning. P/C ratio rising 83% - increased hedging/bearish positioning.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 129 of results (avg 6.3%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Sep 2564.0065.60$64.802.5%61.0012
$370.00Sep 1863.5565.20$64.382.6%81.0080
$380.00Sep 1853.5554.95$54.252.6%601.0098
$350.00Oct 1685.2087.50$86.352.7%41.00490
$375.00Sep 2559.0060.60$59.802.7%--1.0031
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 1655.8557.70$56.783.3%--0.9091
$500.00Oct 1664.8067.15$65.973.6%100.9255
$470.00Oct 235.4537.25$36.355.0%--0.90131
$480.00Oct 1645.9548.60$47.285.6%150.85138
$465.00Oct 932.0033.90$32.955.8%--0.8216

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.44, cheapest $0.13)

CALLS (0)
No calls meet the criteria
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Sep 250.120.14$0.1315.4%890.01831
$380.00Sep 250.100.12$0.1118.2%700.011.7K
$385.00Oct 90.770.94$0.8619.8%1160.06293
$360.00Oct 160.600.72$0.6618.2%4680.048.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 145 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 1882.5085.30$83.903.3%41.00110
$360.00Sep 1872.5075.25$73.883.7%61.00140
$370.00Sep 1863.5565.20$64.382.6%81.0080
$375.00Sep 1858.5560.20$59.382.8%21.002
$380.00Sep 1853.5554.95$54.252.6%601.0098
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Sep 1824.9526.45$25.705.8%--1.0028
$450.00Sep 1815.0516.45$15.758.9%271.00972
$442.50Sep 187.008.95$7.9824.4%10.9934
$440.00Sep 185.056.45$5.7524.3%430.9911.4K
$465.00Sep 2529.4531.60$30.537.0%--0.9611

Most actively traded options today. High liquidity = easy entry/exit. 387 active (total vol 112.4K, top 8.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$435.00Sep 180.000.49$0.25196.0%7.7K0.322.8K
$430.00Sep 183.654.95$4.3030.2%7.1K1.0012.2K
$432.50Sep 181.402.66$2.0362.1%3.0K0.933.3K
$450.00Oct 169.459.95$9.705.2%2.2K0.377.8K
$442.50Sep 253.053.80$3.4321.9%1.8K0.32553
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Sep 180.000.02$0.01200.0%8.2K0.0024.6K
$430.00Sep 180.010.19$0.10180.0%6.8K0.075.4K
$420.00Sep 180.000.02$0.01200.0%6.4K0.0110.9K
$402.50Sep 180.000.01$0.01100.0%4.4K0.00756
$415.00Sep 180.000.07$0.04175.0%2.4K0.013.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 44.7%, max 130.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$435.00Sep 18Oct 3038.4%31.0%23.9%7.7K2.8K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$432.50Sep 18Oct 263.0%27.4%130.1%1.1K506
$435.00Sep 18Oct 3038.4%31.0%23.9%553650
$480.00Oct 16Oct 2333.8%33.5%0.9%16138

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 203 found (best R:R 1.84, avg 7.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$425.00$427.50Oct 2$0.88$1.62$0.8867%1.84$425.88
$435.00$437.50Sep 25$0.45$2.05$0.4549%4.56$435.45
$440.00$450.00Oct 16$3.40$6.60$3.4046%1.94$443.40
$420.00$422.50Oct 2$1.33$1.17$1.3374%0.88$421.33
$450.00$455.00Oct 23$1.33$3.67$1.3338%2.76$451.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$452.50$450.00Sep 25$1.65$0.85$1.6586%0.52$450.85
$437.50$435.00Oct 2$0.93$1.57$0.9354%1.69$436.57
$432.50$430.00Oct 2$0.85$1.65$0.8545%1.94$431.65
$445.00$440.00Oct 23$2.55$2.45$2.5557%0.96$442.45
$380.00$375.00Oct 23$0.27$4.73$0.2710%17.52$379.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 165 found (best R:R 0.45, avg 0.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$437.50$440.00Sep 25$1.35$1.35$1.1557%1.17$438.85
$460.00$465.00Oct 23$1.67$1.67$3.3369%0.50$461.67
$490.00$495.00Oct 30$0.94$0.94$4.0684%0.23$490.94
$435.00$437.50Oct 2$1.45$1.45$1.0550%1.38$436.45
$445.00$447.50Oct 2$1.05$1.05$1.4565%0.72$446.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$420.00$410.00Oct 16$3.11$3.11$6.8966%0.45$416.89
$355.00$350.00Oct 23$0.43$0.43$4.5796%0.09$354.57
$410.00$405.00Oct 23$1.47$1.47$3.5373%0.42$408.53
$410.00$400.00Oct 16$2.07$2.07$7.9376%0.26$407.93
$430.00$420.00Oct 16$3.95$3.95$6.0556%0.65$426.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $5.73, cheapest $5.73)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$435.00Sep 18Sep 25$5.7338.4%26.8%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 113 found (cheapest 0.28% of stock, avg 6.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$435.00Sep 18$0.25$0.96$1.21$433.79$436.210.28%
$432.50Sep 18$2.03$0.22$2.25$430.25$434.750.52%
$437.50Sep 18$0.04$3.10$3.14$434.36$440.640.72%
$430.00Sep 18$4.30$0.10$4.40$425.60$434.401.01%
$440.00Sep 18$0.01$5.75$5.76$434.24$445.761.33%
$427.50Sep 18$7.10$0.11$7.21$420.29$434.711.66%
$442.50Sep 18$0.01$7.98$7.99$434.51$450.491.84%
$425.00Sep 18$9.40$0.05$9.45$415.55$434.452.17%
$422.50Sep 18$11.90$0.09$11.99$410.51$434.492.76%
$435.00Sep 25$5.98$6.55$12.53$422.47$447.532.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 153 found (cheapest 0.08% of stock, avg 3.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$435.00$430.00Sep 18$0.25$0.10$0.35$429.65$435.35
$435.00$427.50Sep 18$0.25$0.11$0.36$427.14$435.36
$435.00$432.50Sep 18$0.25$0.22$0.47$432.03$435.47
$445.00$422.50Sep 25$2.61$2.21$4.82$417.68$449.82
$445.00$425.00Sep 25$2.61$2.86$5.47$419.53$450.47
$480.00$390.00Oct 16$3.12$2.38$5.50$384.50$485.50
$442.50$422.50Sep 25$3.43$2.21$5.64$416.86$448.14
$445.00$427.50Sep 25$2.61$3.48$6.09$421.41$451.09
$442.50$425.00Sep 25$3.43$2.86$6.29$418.71$448.79
$442.50$427.50Sep 25$3.43$3.48$6.91$420.59$449.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 339 found (best R:R 0.72, avg credit $1.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
350/355460/465Oct 23$2.10$2.9065%0.72$352.90$462.10
365/370460/465Oct 23$2.08$2.9262%0.71$367.92$462.08
370/375460/465Oct 23$2.16$2.8461%0.76$372.84$462.16
395/398448/450Sep 18$0.31$2.1993%0.14$397.19$447.81
410/412452/455Oct 2$1.21$1.2957%0.94$411.29$453.71
385/390460/465Oct 23$2.34$2.6656%0.88$387.66$462.34
375/378452/455Oct 2$0.82$1.6872%0.49$376.68$453.32
390/395460/465Oct 23$2.47$2.5353%0.98$392.53$462.47
385/390470/475Oct 30$2.21$2.7958%0.79$387.79$472.21
392/395452/455Oct 2$0.90$1.6068%0.56$394.10$453.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 211 found (best R:R 4.10, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$430.00$432.50$435.00Sep 18$0.49$2.0168%4.10
$420.00$430.00$440.00Oct 16$0.58$9.4220%16.24
$440.00$450.00$460.00Oct 16$0.45$9.5518%21.22
$470.00$480.00$490.00Oct 16$0.23$9.7710%42.48
$425.00$430.00$435.00Oct 9$0.06$4.9413%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$430.00$432.50$435.00Sep 18$0.62$1.8863%3.03
$440.00$450.00$460.00Oct 16$0.68$9.3218%13.71
$420.00$430.00$440.00Oct 16$0.85$9.1520%10.76
$410.00$420.00$430.00Oct 16$0.84$9.1619%10.90
$410.00$415.00$420.00Oct 9$0.13$4.8710%37.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 236 found (best net $-0.21, 220 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$427.50$430.001:2Sep 18-$1.50$1.00
$480.00$490.001:2Oct 16-$0.72$9.28
$510.00$520.001:2Oct 16-$0.29$9.71
$500.00$510.001:2Oct 16-$0.54$9.46
$482.50$485.001:2Sep 25$0.00$2.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$442.501:2Sep 18-$0.21$7.29
$460.00$450.001:2Sep 18-$5.80$4.20
$465.00$450.001:2Oct 9-$9.51$5.49
$440.00$437.501:2Sep 18-$0.45$2.05
$400.00$390.001:2Oct 16-$1.01$8.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 85 found (best yield 3.82%, avg 1.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$440.00Oct 30$16.600.481.2%3.82%5.05%12283
$435.00Oct 30$18.950.520.1%4.36%4.44%1519
$445.00Oct 30$14.450.442.4%3.32%5.70%4470
$450.00Oct 30$12.500.403.5%2.88%6.40%2354
$455.00Oct 30$11.000.364.7%2.53%7.21%217
$460.00Oct 30$9.200.335.8%2.12%7.94%4109
$435.00Oct 23$17.100.510.1%3.93%4.01%29141
$440.00Oct 23$14.700.471.2%3.38%4.61%30124
$445.00Oct 23$12.800.432.4%2.94%5.32%3484
$465.00Oct 30$7.850.297.0%1.81%8.78%622

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 64,946
Total Puts 78,536
Put/Call Ratio 1.21
Net Difference -13,590

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 500,411
Total Puts 352,625
Average Put/Call Ratio 0.91
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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