Tour v531
TSM
TAIWAN SEMICONDUCTOR ADR
$424.37 +1.40%
$427.16 (+0.66%)🌙
as of 10/26 06:08 PM
◀ 10/26 18:08 ▶

Option Volume

Detail
ℹ
Current (10/26) 118,788
Calls: 54,594 (46%)
Puts: 64,194 (54%)
Prior (10/23) 161,608
Calls: 84,957 (53%)
Puts: 76,651 (47%)
Current vs Prior -26.50%
Calls: -35.74% (Calls)
Puts: -16.25% (Puts)
Prior 7-Day Total 1,086,286
Calls: 603,335 (56%)
Puts: 482,951 (44%)
Prior 7-Day Average 155,183
Calls: 86,190 (56%)
Puts: 68,993 (44%)
Current vs Prior 7-Day Avg -23.45%
Calls: -36.66%
Puts: -6.96%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/26) $115.80M
Calls: $66.02M (57%)
Puts: $49.78M (43%)
Prior (10/23) $157.40M
Calls: $61.85M (39%)
Puts: $95.54M (61%)
Current vs Prior -26.43%
Calls: +6.73%
Puts: -47.89%
Prior 7-Day Total $1.25B
Calls: $711.49M (57%)
Puts: $538.85M (43%)
Prior 7-Day Average $178.62M
Calls: $101.64M (57%)
Puts: $76.98M (43%)
Current vs Prior 7-Day Avg -35.17%
Calls: -35.05%
Puts: -35.33%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/26) 1.18
Prior (10/23) 0.90
Current vs Prior +30.33%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg +51.63%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/26) 1,844,947
Calls: 900,800 (49%)
Puts: 944,147 (51%)
Prior (10/23) 1,891,010
Calls: 936,369 (50%)
Puts: 954,641 (50%)
Current vs Prior -2.44%
Prior 7-Day Total 12,626,843
Calls: 6,159,217 (49%)
Puts: 6,467,626 (51%)
Prior 7-Day Average 1,803,834
Calls: 879,888 (49%)
Puts: 923,946 (51%)
Current vs Prior 7-Day Avg +2.28%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 3.89% | 5.55%7.92% | 11.74%
Prior 4.43% | 6.01%8.00% | 11.85%
Current vs Prior -12.17% | -7.58%-1.03% | -0.96%
Prior 7-Day Avg 3.34% | 5.16%6.31% | 10.88%
Current vs 7-Day Avg +16.45% | +7.70%+25.41% | +7.89%
Prior 7-Day Eod 4.43% | 6.01%8.00% | 11.85%
Current vs 7-Day Eod -12.17% | -7.58%-1.03% | -0.96%
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 4.41% | 2.86%
Calls: 5.00% | 2.61%
Puts: 3.81% | 3.12%
Current vs 7-Day Avg +5.09% | -3.85%
Liquidity Good
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.18. P/C ratio rising 30% - 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 BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 215 of results (avg 6.5%, best 2.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 675.0076.60$75.802.1%41.0028
$415.00Nov 2021.9022.50$22.202.7%2490.62876
$430.00Nov 2013.9014.35$14.133.2%7520.474.7K
$340.00Nov 2085.6588.45$87.053.2%--1.00345
$407.50Nov 2026.8027.70$27.253.3%110.69193
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 3074.6576.25$75.452.1%10.99--
$495.00Oct 3069.6071.20$70.402.3%10.991
$450.00Nov 2731.1532.30$31.733.6%70.692.6K
$422.50Nov 2014.2514.80$14.533.8%70.45167
$435.00Nov 2020.6021.45$21.034.0%510.5775

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 17 found (avg $0.67, cheapest $0.56)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$452.50Oct 300.510.61$0.5617.9%4290.07359
$450.00Oct 300.710.82$0.7614.5%3.6K0.092.6K
$470.00Nov 60.530.63$0.5817.2%1160.05520
$465.00Nov 60.810.96$0.8916.9%560.08438
$500.00Nov 200.540.65$0.6018.3%4680.045.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Oct 300.460.50$0.488.3%4180.051.0K
$392.50Oct 300.560.65$0.6114.8%2620.06287
$380.00Oct 300.230.28$0.2619.2%4720.031.5K
$395.00Oct 300.680.79$0.7414.9%4030.071.4K
$397.50Oct 300.840.97$0.9114.3%2510.09264

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 168 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 3074.1576.75$75.453.4%51.009
$360.00Oct 3064.3566.75$65.553.7%21.0023
$365.00Oct 3058.9561.80$60.384.7%--1.0014
$372.50Oct 3051.5054.35$52.935.4%--1.0015
$375.00Oct 3048.9551.65$50.305.4%--1.0051
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 3074.6576.25$75.452.1%10.99--
$485.00Oct 3058.9561.95$60.455.0%50.995
$490.00Oct 3063.6566.30$64.974.1%50.99--
$495.00Oct 3069.6071.20$70.402.3%10.991
$470.00Oct 3043.6546.45$45.056.2%10.981

Most actively traded options today. High liquidity = easy entry/exit. 384 active (total vol 67.9K, top 4.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$445.00Oct 301.281.42$1.3510.4%4.8K0.142.1K
$430.00Oct 305.005.50$5.259.5%4.7K0.413.4K
$450.00Oct 300.710.82$0.7614.5%3.6K0.092.6K
$440.00Oct 302.142.33$2.248.5%1.6K0.221.9K
$432.50Oct 304.104.55$4.3210.4%1.4K0.35401
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Oct 305.305.75$5.538.1%1.5K0.391.4K
$400.00Nov 206.456.90$6.686.7%1.1K0.257.1K
$410.00Oct 302.422.68$2.5510.2%8670.221.4K
$410.00Nov 209.359.85$9.605.2%7950.335.6K
$420.00Nov 68.259.20$8.7310.9%7920.42699

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 22.5%, max 34.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Oct 30Dec 443.6%32.6%33.9%360823
$415.00Oct 30Dec 443.7%32.9%32.8%184443
$425.00Oct 30Dec 442.9%32.4%32.5%6502.4K
$412.50Oct 30Nov 2044.8%36.2%23.6%291514
$417.50Oct 30Nov 2044.0%35.9%22.7%104916
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$405.00Oct 30Dec 446.2%34.3%34.7%553740
$420.00Oct 30Dec 443.6%32.6%33.9%1.5K1.4K
$415.00Oct 30Dec 443.7%32.9%32.8%3453.2K
$425.00Oct 30Dec 442.9%32.4%32.5%684699
$410.00Oct 30Dec 445.0%34.2%31.9%9101.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 245 found (best R:R 4.62, avg 6.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$425.00$430.00Dec 4$1.80$3.20$1.8052%1.78$426.80
$460.00$465.00Dec 4$0.52$4.48$0.5225%8.62$460.52
$435.00$437.50Nov 6$0.35$2.15$0.3537%6.14$435.35
$440.00$445.00Dec 4$1.43$3.57$1.4340%2.50$441.43
$430.00$432.50Nov 20$0.75$1.75$0.7547%2.33$430.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$415.00$410.00Nov 13$0.89$4.11$0.8936%4.62$414.11
$442.50$440.00Nov 6$1.05$1.45$1.0572%1.38$441.45
$400.00$395.00Dec 4$0.58$4.42$0.5827%7.62$399.42
$435.00$430.00Nov 27$2.21$2.79$2.2157%1.26$432.79
$427.50$425.00Nov 20$0.77$1.73$0.7750%2.25$426.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 188 found (best R:R 0.62, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$445.00$450.00Dec 4$2.30$2.30$2.7063%0.85$447.30
$437.50$440.00Nov 6$1.27$1.27$1.2366%1.03$438.77
$435.00$437.50Nov 20$1.45$1.45$1.0558%1.38$436.45
$470.00$475.00Dec 4$1.26$1.26$3.7480%0.34$471.26
$440.00$445.00Nov 20$2.13$2.13$2.8762%0.74$442.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$395.00$390.00Dec 4$1.92$1.92$3.0875%0.62$393.08
$420.00$415.00Nov 13$2.46$2.46$2.5458%0.97$417.54
$405.00$400.00Dec 4$1.90$1.90$3.1069%0.61$403.10
$350.00$345.00Dec 4$0.59$0.59$4.4193%0.13$349.41
$410.00$405.00Nov 13$1.75$1.75$3.2568%0.54$408.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $3.38, cheapest $2.90)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$417.50Oct 30Nov 6$3.9044.0%36.7%
$422.50Oct 30Nov 6$3.7343.1%36.5%
$420.00Oct 30Nov 6$3.7243.6%37.2%
$425.00Oct 30Nov 6$3.8042.9%36.8%
$427.50Oct 30Nov 6$3.5543.0%38.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$417.50Oct 30Nov 6$2.9044.0%36.7%
$422.50Oct 30Nov 6$3.1543.1%36.5%
$420.00Oct 30Nov 6$3.2043.6%37.2%
$425.00Oct 30Nov 6$3.3242.9%36.8%
$427.50Oct 30Nov 6$3.2843.0%38.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 127 found (cheapest 3.59% of stock, avg 7.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$425.00Oct 30$7.53$7.70$15.23$409.77$440.233.59%
$422.50Oct 30$8.82$6.53$15.35$407.15$437.853.62%
$427.50Oct 30$6.35$9.05$15.40$412.10$442.903.63%
$430.00Oct 30$5.25$10.45$15.70$414.30$445.703.70%
$420.00Oct 30$10.33$5.53$15.86$404.14$435.863.74%
$432.50Oct 30$4.32$12.10$16.42$416.08$448.923.87%
$417.50Oct 30$11.93$4.63$16.56$400.94$434.063.90%
$435.00Oct 30$3.53$13.78$17.31$417.69$452.314.08%
$415.00Oct 30$13.63$3.73$17.36$397.64$432.364.09%
$437.50Oct 30$2.81$15.60$18.41$419.09$455.914.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.54% of stock, avg 4.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$437.50$415.00Oct 30$2.81$3.73$6.54$408.46$444.04
$435.00$415.00Oct 30$3.53$3.73$7.26$407.74$442.26
$437.50$417.50Oct 30$2.81$4.63$7.44$410.06$444.94
$435.00$417.50Oct 30$3.53$4.63$8.16$409.34$443.16
$432.50$415.00Oct 30$4.32$3.73$8.05$406.95$440.55
$432.50$417.50Oct 30$4.32$4.63$8.95$408.55$441.45
$437.50$420.00Oct 30$2.81$5.53$8.34$411.66$445.84
$435.00$420.00Oct 30$3.53$5.53$9.06$410.94$444.06
$430.00$415.00Oct 30$5.25$3.73$8.98$406.02$438.98
$432.50$420.00Oct 30$4.32$5.53$9.85$410.15$442.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 320 found (best R:R 1.75, avg credit $1.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
390/395470/475Dec 4$3.18$1.8256%1.75$391.82$473.18
390/395465/470Dec 4$3.18$1.8252%1.75$391.82$468.18
390/395450/455Dec 4$3.44$1.5643%2.21$391.56$453.44
392/395438/440Nov 6$1.77$0.7351%2.42$393.23$439.27
345/350470/475Dec 4$1.85$3.1574%0.59$348.15$471.85
398/400438/440Nov 6$1.83$0.6747%2.73$398.17$439.33
388/390438/440Nov 6$1.65$0.8554%1.94$388.35$439.15
390/395455/460Dec 4$3.15$1.8547%1.70$391.85$458.15
360/362438/440Nov 6$1.42$1.0862%1.31$361.08$438.92
355/360470/475Dec 4$1.89$3.1171%0.61$358.11$471.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 211 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$440.00$445.00$450.00Nov 13$0.07$4.9310%70.43
$430.00$435.00$440.00Nov 13$0.12$4.8812%40.67
$470.00$480.00$490.00Nov 20$0.30$9.708%32.33
$410.00$415.00$420.00Nov 13$0.16$4.8411%30.25
$420.00$425.00$430.00Nov 13$0.19$4.8112%25.32
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$460.00$470.00$480.00Nov 20$0.10$9.9011%99.00
$435.00$440.00$445.00Nov 13$0.09$4.9111%54.56
$420.00$425.00$430.00Dec 4$0.07$4.938%70.43
$395.00$400.00$405.00Nov 27$0.07$4.937%70.43
$450.00$455.00$460.00Nov 27$0.08$4.927%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. 167 found (best net $-4.68, 163 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$385.001:2Nov 27-$4.68$40.32
$340.00$370.001:2Nov 13-$28.55$1.45
$480.00$490.001:2Nov 20-$0.15$9.85
$470.00$480.001:2Nov 20-$0.60$9.40
$460.00$470.001:2Nov 20-$1.12$8.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$355.001:2Oct 30$0.00$5.00
$345.00$340.001:2Nov 6-$0.09$4.91
$370.00$365.001:2Oct 30-$0.08$4.92
$375.00$372.501:2Oct 30-$0.06$2.44
$345.00$340.001:2Oct 30-$0.07$4.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 90 found (best yield 3.42%, avg 1.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$435.00Dec 4$14.500.442.5%3.42%5.92%912
$425.00Dec 4$18.800.520.1%4.43%4.58%7910
$430.00Dec 4$16.300.481.3%3.84%5.17%162
$440.00Dec 4$12.350.403.7%2.91%6.59%3514
$445.00Dec 4$10.500.374.9%2.47%7.34%185
$430.00Nov 27$14.550.471.3%3.43%4.76%1.1K348
$450.00Dec 4$8.950.326.0%2.11%8.15%6821
$425.00Nov 27$16.750.520.1%3.95%4.10%5286
$435.00Nov 27$12.350.432.5%2.91%5.42%18151
$440.00Nov 27$10.750.393.7%2.53%6.22%64182

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 54,594
Total Puts 64,194
Put/Call Ratio 1.18
Net Difference -9,600

Prior's Put/Call Breakdown

Total Calls 84,957
Total Puts 76,651
Put/Call Ratio 0.90
Net Difference 8,306

Prior 7-Day Put/Call Summary

Total Calls 603,335
Total Puts 482,951
Average Put/Call Ratio 0.78
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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