Tour v531
TSM
TAIWAN SEMICONDUCTOR ADR
$431.89 +1.60%
$430.00 (-0.44%)🌙
as of 10/21 06:07 PM
◀ 10/21 18:07 ▶

Option Volume

Detail
ℹ
Current (10/21) 124,509
Calls: 76,269 (61%)
Puts: 48,240 (39%)
Prior (10/20) 97,747
Calls: 62,995 (64%)
Puts: 34,752 (36%)
Current vs Prior +27.38%
Calls: +21.07% (Calls)
Puts: +38.81% (Puts)
Prior 7-Day Total 948,775
Calls: 522,339 (55%)
Puts: 426,436 (45%)
Prior 7-Day Average 135,539
Calls: 74,619 (55%)
Puts: 60,919 (45%)
Current vs Prior 7-Day Avg -8.14%
Calls: +2.21%
Puts: -20.81%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/21) $226.32M
Calls: $195.57M (86%)
Puts: $30.75M (14%)
Prior (10/20) $115.17M
Calls: $82.42M (72%)
Puts: $32.75M (28%)
Current vs Prior +96.51%
Calls: +137.29%
Puts: -6.11%
Prior 7-Day Total $1.02B
Calls: $573.12M (56%)
Puts: $451.50M (44%)
Prior 7-Day Average $146.37M
Calls: $81.87M (56%)
Puts: $64.50M (44%)
Current vs Prior 7-Day Avg +54.62%
Calls: +138.87%
Puts: -52.33%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/21) 0.63
Prior (10/20) 0.55
Current vs Prior +14.65%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg -21.70%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/21) 1,827,584
Calls: 896,116 (49%)
Puts: 931,468 (51%)
Prior (10/20) 1,796,511
Calls: 872,835 (49%)
Puts: 923,676 (51%)
Current vs Prior +1.73%
Prior 7-Day Total 12,593,592
Calls: 6,062,849 (48%)
Puts: 6,530,743 (52%)
Prior 7-Day Average 1,799,084
Calls: 866,121 (48%)
Puts: 932,963 (52%)
Current vs Prior 7-Day Avg +1.58%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 2.55% | 4.55%7.70% | 11.45%
Prior 3.05% | 4.96%7.84% | 11.48%
Current vs Prior -16.59% | -8.35%-1.75% | -0.27%
Prior 7-Day Avg 3.35% | 5.12%4.77% | 9.98%
Current vs 7-Day Avg -23.87% | -11.18%+61.51% | +14.70%
Prior 7-Day Eod 3.05% | 4.96%7.84% | 11.48%
Current vs 7-Day Eod -16.59% | -8.35%-1.75% | -0.27%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 4.63% | 2.75%
Calls: 5.22% | 2.58%
Puts: 4.04% | 2.93%
Prior 4.63% | 2.75%
Calls: 5.22% | 2.58%
Puts: 4.04% | 2.93%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 7.17% | 2.60%
Calls: 8.70% | 2.43%
Puts: 5.64% | 2.77%
Current vs 7-Day Avg -35.39% | +5.89%
Liquidity Good
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($195.57M) vs puts ($30.75M). Elevated premium activity with dollar volume up 97% vs prior. Dollar volume significantly above 7-day average (55% higher). Bullish P/C ratio of 0.63.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 279 of results (avg 6.4%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 2083.1585.50$84.332.8%--0.97666
$425.00Nov 2020.3020.90$20.602.9%540.59278
$430.00Nov 2017.5018.05$17.773.1%3330.545.0K
$350.00Oct 2381.0083.65$82.333.2%31.0018
$435.00Nov 2015.0515.55$15.303.3%1600.4981
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Nov 2025.4526.15$25.802.7%520.663.6K
$455.00Nov 2028.9529.80$29.382.9%1050.7010
$450.00Nov 622.3023.00$22.653.1%240.73569
$445.00Nov 2022.2022.90$22.553.1%670.6186
$435.00Nov 2016.5017.05$16.773.3%370.5147

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 37 found (avg $0.61, cheapest $0.35)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Oct 230.320.38$0.3517.1%1.3K0.072.4K
$447.50Oct 230.510.59$0.5514.5%5120.10484
$445.00Oct 230.800.89$0.8510.6%1.0K0.142.8K
$472.50Oct 300.370.45$0.4119.5%650.04288
$470.00Oct 300.480.58$0.5318.9%3280.061.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Oct 230.320.34$0.336.1%2380.06950
$412.50Oct 230.400.46$0.4314.0%5080.07906
$415.00Oct 230.550.62$0.5911.9%4830.092.4K
$417.50Oct 230.770.85$0.819.9%1780.13683
$392.50Oct 300.650.73$0.6911.6%2250.0637

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 174 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 2381.0083.65$82.333.2%31.0018
$360.00Oct 2370.9573.95$72.454.1%--1.0017
$370.00Oct 2360.5563.90$62.225.4%--1.0011
$375.00Oct 2355.6058.90$57.255.8%--1.0015
$380.00Oct 2350.6053.90$52.256.3%11.0019
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$445.00Oct 2313.2514.65$13.9510.0%731.00430
$447.50Oct 2314.8517.05$15.9513.8%31.00244
$450.00Oct 2317.3018.85$18.088.6%2361.001.3K
$452.50Oct 2320.2521.45$20.855.8%21.0078
$455.00Oct 2321.6024.00$22.8010.5%101.00122

Most actively traded options today. High liquidity = easy entry/exit. 397 active (total vol 71.6K, top 7.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2054.6057.20$55.904.7%7.3K0.917.7K
$440.00Oct 231.751.88$1.827.1%4.3K0.263.1K
$435.00Oct 233.353.55$3.455.8%1.9K0.412.5K
$430.00Oct 235.756.15$5.956.7%1.6K0.583.3K
$450.00Oct 230.320.38$0.3517.1%1.3K0.072.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Oct 230.030.06$0.0560.0%2.0K0.014.0K
$420.00Oct 231.091.16$1.136.2%1.2K0.171.7K
$422.50Oct 231.521.62$1.576.4%9390.22750
$427.50Oct 232.803.05$2.938.5%8440.36428
$437.50Oct 3011.7012.25$11.984.6%8160.6074

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 22.9%, max 32.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Oct 23Nov 2740.4%30.4%32.7%7654.3K
$425.00Oct 23Nov 2739.0%30.0%30.2%5662.3K
$422.50Oct 23Nov 2039.7%31.1%27.6%9651.2K
$430.00Oct 23Nov 2737.7%29.9%26.2%1.7K3.5K
$432.50Oct 23Nov 2038.5%31.0%24.4%1.2K964
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Oct 23Nov 2740.4%30.4%32.7%1.2K2.0K
$425.00Oct 23Nov 2739.0%30.0%30.2%7861.0K
$422.50Oct 23Nov 2039.7%31.1%27.6%978866
$430.00Oct 23Nov 2737.7%29.9%26.2%5181.9K
$432.50Oct 23Nov 2038.5%31.0%24.4%279198

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 230 found (best R:R 0.59, avg 7.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$405.00$410.00Nov 13$3.33$1.67$3.3380%0.50$408.33
$480.00$485.00Nov 27$0.29$4.71$0.2916%16.24$480.29
$415.00$417.50Nov 20$1.35$1.15$1.3569%0.85$416.35
$410.00$412.50Nov 6$1.60$0.90$1.6078%0.56$411.60
$422.50$425.00Nov 20$1.18$1.32$1.1862%1.12$423.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$457.50$455.00Oct 30$1.57$0.93$1.5792%0.59$455.93
$427.50$425.00Oct 30$0.60$1.90$0.6042%3.17$426.90
$425.00$422.50Nov 6$0.58$1.92$0.5839%3.31$424.42
$455.00$450.00Nov 27$3.00$2.00$3.0069%0.67$452.00
$402.50$400.00Nov 20$0.25$2.25$0.2521%9.00$402.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 179 found (best R:R 0.27, avg 0.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$505.00$510.00Oct 23$1.06$1.06$3.9494%0.27$506.06
$497.50$500.00Oct 23$1.06$1.06$1.4494%0.74$498.56
$485.00$490.00Nov 27$0.88$0.88$4.1285%0.21$485.88
$455.00$460.00Nov 20$1.63$1.63$3.3769%0.48$456.63
$440.00$442.50Oct 30$1.05$1.05$1.4562%0.72$441.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$430.00$427.50Oct 30$1.47$1.47$1.0354%1.43$428.53
$422.50$420.00Nov 6$1.12$1.12$1.3864%0.81$421.38
$427.50$425.00Nov 20$1.32$1.32$1.1856%1.12$426.18
$425.00$420.00Nov 13$2.08$2.08$2.9259%0.71$422.92
$405.00$402.50Nov 20$0.75$0.75$1.7577%0.43$404.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $4.25, cheapest $3.65)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$427.50Oct 23Oct 30$4.3538.6%32.0%
$430.00Oct 23Oct 30$4.4537.7%33.2%
$432.50Oct 23Oct 30$4.5238.5%34.8%
$435.00Oct 23Oct 30$4.4538.3%34.6%
$437.50Oct 23Oct 30$4.3238.0%34.6%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$427.50Oct 23Oct 30$3.6538.6%32.0%
$430.00Oct 23Oct 30$4.2037.7%33.2%
$432.50Oct 23Oct 30$4.1838.5%34.8%
$435.00Oct 23Oct 30$4.1538.3%34.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 141 found (cheapest 2.23% of stock, avg 7.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$432.50Oct 23$4.58$5.05$9.63$422.87$442.132.23%
$430.00Oct 23$5.95$3.85$9.80$420.20$439.802.27%
$435.00Oct 23$3.45$6.40$9.85$425.15$444.852.28%
$427.50Oct 23$7.48$2.93$10.41$417.09$437.912.41%
$437.50Oct 23$2.53$7.98$10.51$426.99$448.012.43%
$425.00Oct 23$9.18$2.15$11.33$413.67$436.332.62%
$440.00Oct 23$1.82$9.78$11.60$428.40$451.602.69%
$422.50Oct 23$11.15$1.57$12.72$409.78$435.222.95%
$442.50Oct 23$1.27$11.78$13.05$429.45$455.553.02%
$420.00Oct 23$13.13$1.13$14.26$405.74$434.263.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.56% of stock, avg 3.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$442.50$420.00Oct 23$1.27$1.13$2.40$417.60$444.90
$442.50$422.50Oct 23$1.27$1.57$2.84$419.66$445.34
$440.00$420.00Oct 23$1.82$1.13$2.95$417.05$442.95
$440.00$422.50Oct 23$1.82$1.57$3.39$419.11$443.39
$442.50$425.00Oct 23$1.27$2.15$3.42$421.58$445.92
$440.00$425.00Oct 23$1.82$2.15$3.97$421.03$443.97
$437.50$420.00Oct 23$2.53$1.13$3.66$416.34$441.16
$437.50$422.50Oct 23$2.53$1.57$4.10$418.40$441.60
$437.50$425.00Oct 23$2.53$2.15$4.68$420.32$442.18
$442.50$427.50Oct 23$1.27$2.93$4.20$423.30$446.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 320 found (best R:R 0.95, avg credit $1.23)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
412/415498/500Oct 23$1.22$1.2884%0.95$413.78$498.72
415/418498/500Oct 23$1.28$1.2281%1.05$416.22$498.78
418/420498/500Oct 23$1.38$1.1277%1.23$418.62$498.88
420/422498/500Oct 23$1.50$1.0072%1.50$421.00$499.00
422/425498/500Oct 23$1.64$0.8665%1.91$423.36$499.14
385/390455/460Nov 20$2.26$2.7455%0.82$387.74$457.26
375/380455/460Nov 20$2.02$2.9860%0.68$377.98$457.02
412/415488/490Oct 23$0.26$2.2489%0.12$414.74$487.76
360/365455/460Nov 20$1.81$3.1964%0.57$363.19$456.81
370/375455/460Nov 20$1.92$3.0861%0.62$373.08$456.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 228 found (best R:R 26.03, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$460.00$470.00$480.00Nov 20$0.37$9.6312%26.03
$420.00$425.00$430.00Nov 27$0.05$4.9510%99.00
$430.00$435.00$440.00Nov 27$0.06$4.949%82.33
$445.00$450.00$455.00Nov 6$0.18$4.8211%26.78
$440.00$445.00$450.00Nov 13$0.17$4.8310%28.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$470.00$480.00$490.00Nov 20$0.32$9.6812%30.25
$480.00$490.00$500.00Nov 20$0.25$9.759%39.00
$450.00$455.00$460.00Nov 20$0.07$4.9310%70.43
$415.00$420.00$425.00Nov 27$0.08$4.929%61.50
$425.00$430.00$435.00Nov 27$0.08$4.929%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. 187 found (best net $-1.18, 180 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$480.001:2Nov 20-$1.18$8.82
$480.00$490.001:2Nov 20-$0.72$9.28
$490.00$500.001:2Nov 20-$0.40$9.60
$500.00$510.001:2Nov 20-$0.27$9.73
$475.00$480.001:2Oct 30-$0.07$4.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$375.00$370.001:2Oct 23-$0.01$4.99
$390.00$387.501:2Oct 23-$0.02$2.48
$370.00$365.001:2Oct 23-$0.03$4.97
$380.00$375.001:2Oct 23-$0.04$4.96
$365.00$360.001:2Oct 23-$0.03$4.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 77 found (best yield 3.80%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$435.00Nov 27$16.400.500.7%3.80%4.52%4435
$440.00Nov 27$14.050.451.9%3.25%5.13%43118
$445.00Nov 27$12.050.413.0%2.79%5.83%1239
$450.00Nov 27$10.250.374.2%2.37%6.57%1662.1K
$432.50Nov 20$16.250.520.1%3.76%3.90%3557
$435.00Nov 20$15.050.490.7%3.48%4.20%16081
$437.50Nov 20$13.850.471.3%3.21%4.51%239151
$440.00Nov 20$12.800.451.9%2.96%4.84%6804.3K
$455.00Nov 27$8.600.335.3%1.99%7.34%98210
$445.00Nov 20$10.800.403.0%2.50%5.54%27160

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 76,269
Total Puts 48,240
Put/Call Ratio 0.63
Net Difference 28,029

Prior's Put/Call Breakdown

Total Calls 62,995
Total Puts 34,752
Put/Call Ratio 0.55
Net Difference 28,243

Prior 7-Day Put/Call Summary

Total Calls 522,339
Total Puts 426,436
Average Put/Call Ratio 0.81
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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