Tour v533
TSM
TAIWAN SEMICONDUCTOR ADR
$404.80 +1.55%
$410.94 (+1.52%)🌙
as of 11/03 06:12 PM
◀ 11/3 18:12 ▶

Option Volume

Detail
ℹ
Current (11/03) 76,274
Calls: 36,592 (48%)
Puts: 39,682 (52%)
Prior (11/02) 126,856
Calls: 80,334 (63%)
Puts: 46,522 (37%)
Current vs Prior -39.87%
Calls: -54.45% (Calls)
Puts: -14.70% (Puts)
Prior 7-Day Total 858,075
Calls: 473,501 (55%)
Puts: 384,574 (45%)
Prior 7-Day Average 122,582
Calls: 67,643 (55%)
Puts: 54,939 (45%)
Current vs Prior 7-Day Avg -37.78%
Calls: -45.90%
Puts: -27.77%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/03) $126.40M
Calls: $80.37M (64%)
Puts: $46.03M (36%)
Prior (11/02) $152.20M
Calls: $80.54M (53%)
Puts: $71.66M (47%)
Current vs Prior -16.95%
Calls: -0.21%
Puts: -35.77%
Prior 7-Day Total $957.50M
Calls: $543.26M (57%)
Puts: $414.23M (43%)
Prior 7-Day Average $136.79M
Calls: $77.61M (57%)
Puts: $59.18M (43%)
Current vs Prior 7-Day Avg -7.59%
Calls: +3.56%
Puts: -22.22%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 1.08
Prior (11/02) 0.58
Current vs Prior +87.26%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg +31.23%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/03) 1,343,074
Calls: 691,704 (52%)
Puts: 651,370 (48%)
Prior (11/02) 1,832,741
Calls: 905,249 (49%)
Puts: 927,492 (51%)
Current vs Prior -26.72%
Prior 7-Day Total 12,511,850
Calls: 6,212,468 (50%)
Puts: 6,299,382 (50%)
Prior 7-Day Average 1,787,407
Calls: 887,495 (50%)
Puts: 899,911 (50%)
Current vs Prior 7-Day Avg -24.86%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 4.41% | 6.34%7.74% | 12.25%
Prior 5.13% | 7.01%8.42% | 12.91%
Current vs Prior -13.96% | -9.66%-8.04% | -5.10%
Prior 7-Day Avg 3.81% | 5.65%7.73% | 11.84%
Current vs 7-Day Avg +15.63% | +12.20%+0.18% | +3.41%
Prior 7-Day Eod 5.13% | 7.01%8.42% | 12.91%
Current vs 7-Day Eod -13.96% | -9.66%-8.04% | -5.10%
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
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($80.37M). Slightly bearish P/C ratio of 1.08. P/C ratio rising 87% - increased hedging/bearish positioning. Declining open interest (down 27%) indicates positions being closed.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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 NEUTRAL
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 245 of results (avg 6.9%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Dec 1825.2526.00$25.632.9%2570.571.9K
$410.00Dec 1820.1520.80$20.483.2%3420.501.8K
$390.00Dec 1129.4530.40$29.923.2%140.66--
$410.00Nov 2714.7515.30$15.033.7%170.49123
$420.00Dec 1815.7016.30$16.003.8%1870.426.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Dec 1823.6524.25$23.952.5%2160.504.9K
$430.00Dec 1133.8034.90$34.353.2%30.659
$475.00Nov 2769.5071.80$70.653.3%20.93--
$460.00Dec 1857.8559.80$58.833.3%40.801.5K
$440.00Dec 1842.1543.60$42.883.4%190.702.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 16 found (avg $0.65, cheapest $0.43)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$437.50Nov 60.390.46$0.4316.3%580.05382
$435.00Nov 60.530.60$0.5612.5%1.5K0.073.6K
$432.50Nov 60.720.82$0.7713.0%3190.09452
$455.00Nov 130.570.69$0.6319.0%330.05535
$452.50Nov 130.710.86$0.7819.2%490.0699
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Nov 60.260.31$0.2917.2%190.03532
$367.50Nov 60.430.52$0.4818.8%90.05244
$370.00Nov 60.560.63$0.6011.7%1990.06760
$372.50Nov 60.670.76$0.7212.5%50.07323
$375.00Nov 60.830.88$0.865.8%2150.083.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 140 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Nov 654.4056.90$55.654.5%41.0031
$370.00Nov 634.9537.15$36.056.1%11.0017
$380.00Nov 625.1527.55$26.359.1%41.00130
$382.50Nov 623.6525.05$24.355.7%21.00--
$385.00Nov 621.5023.80$22.6510.2%161.0026
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$455.00Nov 648.7551.20$49.984.9%10.9866
$452.50Nov 646.7048.90$47.804.6%150.98--
$482.50Nov 1376.0079.00$77.503.9%10.98--
$450.00Nov 644.2046.30$45.254.6%50.97534
$447.50Nov 640.9543.80$42.386.7%30.97--

Most actively traded options today. High liquidity = easy entry/exit. 396 active (total vol 45.4K, top 3.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Nov 60.961.05$1.009.0%3.2K0.113.1K
$415.00Nov 64.004.40$4.209.5%1.6K0.352.9K
$435.00Nov 60.530.60$0.5612.5%1.5K0.073.6K
$420.00Nov 62.632.84$2.747.7%1.4K0.252.0K
$450.00Nov 202.102.32$2.2110.0%1.0K0.1311.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 205.706.25$5.989.2%1.4K0.245.9K
$360.00Nov 202.642.86$2.758.0%1.1K0.1210.3K
$405.00Nov 2014.0515.20$14.637.9%1.0K0.473.8K
$380.00Nov 61.261.40$1.3310.5%9980.12720
$400.00Nov 2012.0012.75$12.386.1%8590.427.8K

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 35.9%, max 51.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$400.00Nov 6Dec 1857.1%37.9%50.7%3962.4K
$405.00Nov 6Dec 1156.3%38.2%47.4%208540
$425.00Nov 6Dec 1153.8%38.5%39.9%4922.5K
$420.00Nov 6Dec 1854.0%39.4%37.2%1.6K8.8K
$415.00Nov 6Dec 454.4%40.0%36.1%1.6K2.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$390.00Nov 6Dec 1858.9%38.8%51.8%6445.8K
$385.00Nov 6Dec 1160.5%40.0%51.4%457695
$400.00Nov 6Dec 1857.1%37.9%50.7%82816.8K
$395.00Nov 6Dec 1158.0%38.9%49.3%4131.2K
$405.00Nov 6Dec 1156.3%38.2%47.4%253850

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 267 found (best R:R 0.57, avg 5.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$385.00$395.00Nov 27$6.38$3.62$6.3874%0.57$391.38
$390.00$400.00Dec 11$5.64$4.36$5.6466%0.77$395.64
$395.00$397.50Nov 6$1.57$0.93$1.5786%0.59$396.57
$385.00$390.00Dec 11$2.91$2.09$2.9170%0.72$387.91
$392.50$395.00Nov 20$1.25$1.25$1.2569%1.00$393.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$410.00$405.00Nov 27$1.92$3.08$1.9252%1.60$408.08
$417.50$415.00Nov 20$0.98$1.52$0.9860%1.55$416.52
$427.50$425.00Nov 6$1.63$0.87$1.6385%0.53$425.87
$405.00$402.50Nov 13$0.67$1.83$0.6748%2.73$404.33
$410.00$405.00Dec 4$1.97$3.03$1.9751%1.54$408.03

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 208 found (best R:R 2.01, avg 0.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$412.50$415.00Nov 20$1.67$1.67$0.8355%2.01$414.17
$405.00$410.00Dec 11$2.93$2.93$2.0746%1.42$407.93
$477.50$480.00Nov 6$0.25$0.25$2.2598%0.11$477.75
$427.50$430.00Nov 13$0.75$0.75$1.7575%0.43$428.25
$420.00$425.00Dec 11$2.12$2.12$2.8859%0.74$422.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$400.00$395.00Nov 27$2.38$2.38$2.6258%0.91$397.62
$400.00$397.50Nov 13$1.35$1.35$1.1558%1.17$398.65
$360.00$355.00Dec 11$1.08$1.08$3.9282%0.28$358.92
$380.00$375.00Dec 11$1.58$1.58$3.4271%0.46$378.42
$390.00$380.00Dec 18$3.45$3.45$6.5564%0.53$386.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $3.87, cheapest $3.62)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$405.00Nov 6Nov 13$4.2656.3%44.4%
$402.50Nov 6Nov 13$4.0556.8%46.6%
$415.00Nov 6Nov 13$3.6854.4%44.6%
$410.00Nov 6Nov 13$3.9353.7%44.8%
$412.50Nov 6Nov 13$3.9753.9%45.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$397.50Nov 6Nov 13$3.6257.5%45.4%
$405.00Nov 6Nov 13$3.7556.3%44.4%
$395.00Nov 6Nov 13$3.6658.0%46.3%
$400.00Nov 6Nov 13$4.0557.1%46.4%
$402.50Nov 6Nov 13$4.2356.8%46.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 107 found (cheapest 4.07% of stock, avg 8.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$405.00Nov 6$8.32$8.15$16.47$388.53$421.474.07%
$407.50Nov 6$7.15$9.32$16.47$391.03$423.974.07%
$402.50Nov 6$9.70$7.00$16.70$385.80$419.204.13%
$400.00Nov 6$11.00$5.95$16.95$383.05$416.954.19%
$410.00Nov 6$6.05$10.95$17.00$393.00$427.004.20%
$412.50Nov 6$5.03$12.30$17.33$395.17$429.834.28%
$397.50Nov 6$12.73$5.03$17.76$379.74$415.264.39%
$415.00Nov 6$4.20$14.08$18.28$396.72$433.284.52%
$395.00Nov 6$14.30$4.22$18.52$376.48$413.524.58%
$417.50Nov 6$3.43$15.85$19.28$398.22$436.784.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.72% of stock, avg 5.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$420.00$395.00Nov 6$2.74$4.22$6.96$388.04$426.96
$417.50$395.00Nov 6$3.43$4.22$7.65$387.35$425.15
$420.00$397.50Nov 6$2.74$5.03$7.77$389.73$427.77
$415.00$395.00Nov 6$4.20$4.22$8.42$386.58$423.42
$417.50$397.50Nov 6$3.43$5.03$8.46$389.04$425.96
$415.00$397.50Nov 6$4.20$5.03$9.23$388.27$424.23
$420.00$400.00Nov 6$2.74$5.95$8.69$391.31$428.69
$412.50$395.00Nov 6$5.03$4.22$9.25$385.75$421.75
$417.50$400.00Nov 6$3.43$5.95$9.38$390.62$426.88
$415.00$400.00Nov 6$4.20$5.95$10.15$389.85$425.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 320 found (best R:R 0.66, avg credit $1.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
362/365428/430Nov 13$0.99$1.5164%0.66$364.01$428.49
355/360460/465Dec 11$1.78$3.2266%0.55$358.22$461.78
365/368428/430Nov 13$1.01$1.4963%0.68$366.49$428.51
368/370428/430Nov 13$1.04$1.4662%0.71$368.96$428.54
360/362428/430Nov 13$0.94$1.5666%0.60$361.56$428.44
355/360455/460Dec 11$1.88$3.1264%0.60$358.12$456.88
355/360435/440Dec 11$2.46$2.5452%0.97$357.54$437.46
375/380460/465Dec 11$2.28$2.7255%0.84$377.72$462.28
370/375440/445Dec 4$2.48$2.5251%0.98$372.52$442.48
370/372428/430Nov 13$1.02$1.4860%0.69$371.48$428.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 190 found (best R:R 37.46, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$370.00$380.00$390.00Dec 18$0.26$9.7414%37.46
$380.00$390.00$400.00Dec 18$0.35$9.6515%27.57
$450.00$460.00$470.00Dec 18$0.15$9.859%65.67
$430.00$440.00$450.00Dec 18$0.43$9.5712%22.26
$400.00$410.00$420.00Dec 18$0.67$9.3315%13.93
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$400.00$410.00$420.00Dec 18$0.28$9.7214%34.71
$435.00$445.00$455.00Dec 4$0.48$9.5212%19.83
$395.00$400.00$405.00Dec 11$0.07$4.938%70.43
$380.00$390.00$400.00Dec 18$0.63$9.3714%14.87
$350.00$360.00$370.00Dec 18$0.38$9.629%25.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 162 found (best net $-7.31, 160 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$355.00$380.001:2Nov 13-$7.31$17.69
$355.00$380.001:2Nov 27-$12.30$12.70
$350.00$370.001:2Nov 6-$16.45$3.55
$460.00$470.001:2Nov 20-$0.15$9.85
$470.00$480.001:2Nov 20-$0.04$9.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$475.00$445.001:2Dec 11-$19.26$10.74
$350.00$345.001:2Nov 6$0.00$5.00
$340.00$335.001:2Nov 6-$0.05$4.95
$345.00$340.001:2Nov 6-$0.06$4.94
$335.00$330.001:2Nov 6-$0.05$4.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 107 found (best yield 4.98%, avg 1.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Dec 18$20.150.501.3%4.98%6.26%3421.8K
$420.00Dec 18$15.700.423.8%3.88%7.63%1876.7K
$405.00Dec 11$20.750.540.1%5.13%5.18%1444
$410.00Dec 11$18.300.491.3%4.52%5.81%2--
$430.00Dec 18$11.950.356.2%2.95%9.18%3184.4K
$420.00Dec 11$13.950.413.8%3.45%7.20%1226
$440.00Dec 18$9.100.298.7%2.25%10.94%16710.0K
$405.00Dec 4$19.050.540.1%4.71%4.76%4265
$410.00Dec 4$16.600.491.3%4.10%5.39%25967
$425.00Dec 11$11.600.375.0%2.87%7.86%12--

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 36,592
Total Puts 39,682
Put/Call Ratio 1.08
Net Difference -3,090

Prior's Put/Call Breakdown

Total Calls 80,334
Total Puts 46,522
Put/Call Ratio 0.58
Net Difference 33,812

Prior 7-Day Put/Call Summary

Total Calls 473,501
Total Puts 384,574
Average Put/Call Ratio 0.83
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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