Tour v531
TSM
TAIWAN SEMICONDUCTOR ADR
$436.87 +2.95%
$437.26 (+0.09%)🌙
as of 10/27 06:09 PM
◀ 10/27 18:09 ▶

Option Volume

Detail
ℹ
Current (10/27) 104,875
Calls: 56,987 (54%)
Puts: 47,888 (46%)
Prior (10/26) 118,788
Calls: 54,594 (46%)
Puts: 64,194 (54%)
Current vs Prior -11.71%
Calls: +4.38% (Calls)
Puts: -25.40% (Puts)
Prior 7-Day Total 980,399
Calls: 541,053 (55%)
Puts: 439,346 (45%)
Prior 7-Day Average 140,057
Calls: 77,293 (55%)
Puts: 62,763 (45%)
Current vs Prior 7-Day Avg -25.12%
Calls: -26.27%
Puts: -23.70%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27) $129.53M
Calls: $84.73M (65%)
Puts: $44.80M (35%)
Prior (10/26) $115.80M
Calls: $66.02M (57%)
Puts: $49.78M (43%)
Current vs Prior +11.86%
Calls: +28.35%
Puts: -10.00%
Prior 7-Day Total $1.13B
Calls: $683.07M (60%)
Puts: $447.99M (40%)
Prior 7-Day Average $161.58M
Calls: $97.58M (60%)
Puts: $64.00M (40%)
Current vs Prior 7-Day Avg -19.83%
Calls: -13.17%
Puts: -29.99%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 0.84
Prior (10/26) 1.18
Current vs Prior -28.53%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg +3.53%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/27) 1,854,557
Calls: 914,333 (49%)
Puts: 940,224 (51%)
Prior (10/26) 1,844,947
Calls: 900,800 (49%)
Puts: 944,147 (51%)
Current vs Prior +0.52%
Prior 7-Day Total 12,605,341
Calls: 6,168,775 (49%)
Puts: 6,436,566 (51%)
Prior 7-Day Average 1,800,763
Calls: 881,253 (49%)
Puts: 919,509 (51%)
Current vs Prior 7-Day Avg +2.99%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 3.31% | 5.07%7.60% | 11.64%
Prior 3.89% | 5.55%7.92% | 11.74%
Current vs Prior -14.86% | -8.67%-4.02% | -0.81%
Prior 7-Day Avg 3.37% | 5.24%6.91% | 11.34%
Current vs 7-Day Avg -1.54% | -3.12%+9.94% | +2.62%
Prior 7-Day Eod 3.89% | 5.55%7.92% | 11.74%
Current vs 7-Day Eod -14.86% | -8.67%-4.02% | -0.81%
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 4.63% | 2.75%
Calls: 5.22% | 2.58%
Puts: 4.04% | 2.93%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Good
+
Add Card

🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($84.73M). P/C ratio dropping 29% - 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 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 211 of results (avg 6.8%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 3086.4089.00$87.703.0%111.0011
$350.00Nov 2087.4090.15$88.783.1%--0.97664
$425.00Nov 2023.1523.90$23.533.2%3400.64344
$410.00Nov 2033.7534.85$34.303.2%390.771.9K
$380.00Nov 2059.0061.00$60.003.3%30.922.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 2762.4065.15$63.784.3%--0.9110
$435.00Nov 2013.8014.45$14.134.6%4030.4690
$430.00Nov 2712.9013.55$13.234.9%1980.41324
$457.50Nov 622.5023.65$23.085.0%20.781
$437.50Nov 2014.9015.70$15.305.2%300.4862

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.67, cheapest $0.42)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$462.50Oct 300.380.46$0.4219.0%2890.06111
$460.00Oct 300.560.64$0.6013.3%5840.082.4K
$457.50Oct 300.780.90$0.8414.3%3590.11287
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$407.50Oct 300.440.50$0.4712.8%1660.06410
$410.00Oct 300.520.62$0.5717.5%6470.071.3K
$412.50Oct 300.640.78$0.7119.7%1070.08606
$415.00Oct 300.810.92$0.8712.6%5510.103.3K
$385.00Nov 60.530.62$0.5715.8%2220.04390

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 177 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Oct 3086.4089.00$87.703.0%111.0011
$360.00Oct 3076.0079.00$77.503.9%--1.0023
$365.00Oct 3070.6074.00$72.304.7%--1.0014
$370.00Oct 3065.9569.05$67.504.6%101.003
$372.50Oct 3063.2066.05$64.634.4%101.0015
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Oct 3036.2539.55$37.908.7%20.99--
$470.00Oct 3031.8034.05$32.926.8%40.98--
$472.50Oct 3034.3037.20$35.758.1%40.97--
$467.50Oct 3029.3532.30$30.839.6%20.97--
$460.00Oct 3022.2524.90$23.5811.2%30.9224

Most actively traded options today. High liquidity = easy entry/exit. 422 active (total vol 70.1K, top 6.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Oct 305.055.45$5.257.6%3.8K0.442.0K
$437.50Oct 306.206.70$6.457.8%3.3K0.50900
$470.00Nov 204.605.00$4.808.3%1.8K0.226.1K
$450.00Oct 301.952.10$2.037.4%1.5K0.224.9K
$450.00Nov 2711.8512.55$12.205.7%1.3K0.413.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Dec 414.1015.65$14.8810.4%6.3K0.4117
$360.00Nov 200.740.92$0.8321.7%1.3K0.0413.5K
$380.00Nov 201.631.85$1.7412.6%1.3K0.086.3K
$400.00Oct 300.250.31$0.2821.4%8450.032.6K
$400.00Nov 61.021.46$1.2435.5%7690.09860

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 22.0%, max 31.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Oct 30Dec 444.7%34.1%31.1%182788
$425.00Oct 30Dec 443.2%33.7%28.4%1.1K2.6K
$430.00Oct 30Dec 442.2%33.0%27.7%1.3K4.6K
$435.00Oct 30Dec 441.8%32.8%27.5%9211.9K
$422.50Oct 30Nov 2043.8%34.4%27.2%5863.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Oct 30Dec 444.7%34.1%31.1%5151.4K
$425.00Oct 30Dec 443.2%33.7%28.4%381957
$430.00Oct 30Dec 442.2%33.0%27.7%7.0K1.3K
$435.00Oct 30Dec 441.8%32.8%27.5%393748
$422.50Oct 30Nov 2043.8%34.4%27.2%122723

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 249 found (best R:R 1.42, avg 6.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$430.00$435.00Dec 4$2.07$2.93$2.0759%1.42$432.07
$432.50$435.00Nov 20$0.78$1.72$0.7857%2.21$433.28
$437.50$440.00Nov 13$0.62$1.88$0.6250%3.03$438.12
$402.50$405.00Nov 20$1.60$0.90$1.6082%0.56$404.10
$445.00$450.00Dec 4$1.77$3.23$1.7746%1.82$446.77
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$442.50$440.00Nov 13$0.67$1.83$0.6756%2.73$441.83
$455.00$450.00Nov 20$2.53$2.47$2.5365%0.98$452.47
$445.00$442.50Nov 6$0.93$1.57$0.9360%1.69$444.07
$390.00$385.00Dec 4$0.18$4.82$0.1814%26.78$389.82
$452.50$450.00Nov 6$1.30$1.20$1.3071%0.92$451.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 199 found (best R:R 0.24, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$515.00$520.00Oct 30$0.96$0.96$4.0494%0.24$515.96
$440.00$445.00Dec 4$3.02$3.02$1.9850%1.53$443.02
$440.00$442.50Nov 13$1.70$1.70$0.8052%2.12$441.70
$500.00$510.00Dec 4$1.36$1.36$8.6487%0.16$501.36
$445.00$447.50Nov 13$1.47$1.47$1.0358%1.43$446.47
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$420.00$415.00Dec 4$2.25$2.25$2.7567%0.82$417.75
$432.50$430.00Nov 20$1.73$1.73$0.7757%2.25$430.77
$375.00$370.00Dec 4$0.83$0.83$4.1790%0.20$374.17
$435.00$432.50Nov 13$1.50$1.50$1.0053%1.50$433.50
$425.00$422.50Nov 20$1.21$1.21$1.2964%0.94$423.79

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.73, cheapest $3.48)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$437.50Oct 30Nov 6$4.2842.6%35.4%
$445.00Oct 30Nov 6$3.6342.0%35.5%
$442.50Oct 30Nov 6$3.9042.2%36.1%
$432.50Oct 30Nov 6$4.1341.7%35.7%
$440.00Oct 30Nov 6$4.0542.1%36.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$437.50Oct 30Nov 6$3.4842.6%35.4%
$445.00Oct 30Nov 6$2.8842.0%35.5%
$442.50Oct 30Nov 6$3.6342.2%36.1%
$432.50Oct 30Nov 6$3.4741.7%35.7%
$440.00Oct 30Nov 6$3.3142.1%36.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 139 found (cheapest 3.01% of stock, avg 7.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$437.50Oct 30$6.45$6.70$13.15$424.35$450.653.01%
$435.00Oct 30$7.78$5.50$13.28$421.72$448.283.04%
$440.00Oct 30$5.25$8.07$13.32$426.68$453.323.05%
$432.50Oct 30$9.25$4.43$13.68$418.82$446.183.13%
$442.50Oct 30$4.28$9.57$13.85$428.65$456.353.17%
$430.00Oct 30$10.85$3.58$14.43$415.57$444.433.30%
$445.00Oct 30$3.40$11.25$14.65$430.35$459.653.35%
$427.50Oct 30$12.63$2.88$15.51$411.99$443.013.55%
$447.50Oct 30$2.64$13.05$15.69$431.81$463.193.59%
$425.00Oct 30$14.50$2.28$16.78$408.22$441.783.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.13% of stock, avg 4.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$447.50$425.00Oct 30$2.64$2.28$4.92$420.08$452.42
$447.50$427.50Oct 30$2.64$2.88$5.52$421.98$453.02
$445.00$425.00Oct 30$3.40$2.28$5.68$419.32$450.68
$447.50$430.00Oct 30$2.64$3.58$6.22$423.78$453.72
$445.00$427.50Oct 30$3.40$2.88$6.28$421.22$451.28
$445.00$430.00Oct 30$3.40$3.58$6.98$423.02$451.98
$442.50$425.00Oct 30$4.28$2.28$6.56$418.44$449.06
$447.50$432.50Oct 30$2.64$4.43$7.07$425.43$454.57
$442.50$427.50Oct 30$4.28$2.88$7.16$420.34$449.66
$445.00$432.50Oct 30$3.40$4.43$7.83$424.67$452.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 326 found (best R:R 0.69, avg credit $1.25)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
370/375485/490Dec 4$2.05$2.9571%0.69$372.95$487.05
370/375475/480Dec 4$2.33$2.6765%0.87$372.67$477.33
360/365485/490Dec 4$1.82$3.1874%0.57$363.18$486.82
390/395485/490Dec 4$2.29$2.7164%0.85$392.71$487.29
360/365475/480Dec 4$2.10$2.9068%0.72$362.90$477.10
390/395475/480Dec 4$2.57$2.4358%1.06$392.43$477.57
412/415452/455Nov 6$1.56$0.9450%1.66$413.44$454.06
375/378452/455Nov 6$1.13$1.3767%0.82$376.37$453.63
350/355485/490Dec 4$1.48$3.5276%0.42$353.52$486.48
380/385485/490Dec 4$1.88$3.1268%0.60$383.12$486.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 211 found (best R:R 19.41, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$460.00$470.00$480.00Nov 20$0.49$9.5114%19.41
$360.00$370.00$380.00Nov 13$0.08$9.925%124.00
$445.00$450.00$455.00Nov 27$0.08$4.929%61.50
$370.00$380.00$390.00Nov 20$0.16$9.846%61.50
$400.00$410.00$420.00Dec 4$0.59$9.4114%15.95
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$435.00$440.00$445.00Nov 27$0.06$4.949%82.33
$420.00$425.00$430.00Dec 4$0.06$4.948%82.33
$455.00$460.00$465.00Dec 4$0.05$4.957%99.00
$450.00$455.00$460.00Nov 27$0.11$4.899%44.45
$470.00$480.00$490.00Nov 20$0.47$9.5311%20.28

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 179 found (best net $-0.33, 174 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$510.001:2Dec 4-$0.33$9.67
$470.00$480.001:2Nov 20-$1.32$8.68
$480.00$490.001:2Nov 20-$0.84$9.16
$490.00$500.001:2Nov 20-$0.47$9.53
$515.00$520.001:2Nov 13-$0.05$4.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$365.00$360.001:2Oct 30-$0.03$4.97
$372.50$370.001:2Oct 30-$0.02$2.48
$377.50$375.001:2Nov 6-$0.06$2.44
$360.00$355.001:2Oct 30-$0.04$4.96
$355.00$350.001:2Nov 6-$0.08$4.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 92 found (best yield 4.13%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$440.00Dec 4$18.050.500.7%4.13%4.85%1.1K46
$450.00Dec 4$13.500.423.0%3.09%6.10%5684
$445.00Dec 4$14.900.461.9%3.41%5.27%1721
$455.00Dec 4$10.900.384.2%2.50%6.64%5281
$440.00Nov 27$16.050.490.7%3.67%4.39%80219
$460.00Dec 4$9.600.345.3%2.20%7.49%34414
$445.00Nov 27$13.750.451.9%3.15%5.01%4272
$450.00Nov 27$11.850.413.0%2.71%5.72%1.3K3.5K
$465.00Dec 4$7.850.316.4%1.80%8.24%1015
$455.00Nov 27$9.900.364.2%2.27%6.42%38232

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 56,987
Total Puts 47,888
Put/Call Ratio 0.84
Net Difference 9,099

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 541,053
Total Puts 439,346
Average Put/Call Ratio 0.81
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All