Tour v536
TSM
TAIWAN SEMICONDUCTOR ADR
$395.75 -2.24%
$394.96 (-0.20%)🌙
as of 11/04 06:15 PM
◀ 11/4 18:15 ▶

Option Volume

Detail
ℹ
Current (11/04) 111,875
Calls: 64,365 (58%)
Puts: 47,510 (42%)
Prior (11/03) 76,274
Calls: 36,592 (48%)
Puts: 39,682 (52%)
Current vs Prior +46.68%
Calls: +75.90% (Calls)
Puts: +19.73% (Puts)
Prior 7-Day Total 772,741
Calls: 425,136 (55%)
Puts: 347,605 (45%)
Prior 7-Day Average 110,391
Calls: 60,733 (55%)
Puts: 49,657 (45%)
Current vs Prior 7-Day Avg +1.34%
Calls: +5.98%
Puts: -4.33%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $130.79M
Calls: $70.33M (54%)
Puts: $60.46M (46%)
Prior (11/03) $126.40M
Calls: $80.37M (64%)
Puts: $46.03M (36%)
Current vs Prior +3.47%
Calls: -12.49%
Puts: +31.35%
Prior 7-Day Total $926.50M
Calls: $561.78M (61%)
Puts: $364.71M (39%)
Prior 7-Day Average $132.36M
Calls: $80.25M (61%)
Puts: $52.10M (39%)
Current vs Prior 7-Day Avg -1.19%
Calls: -12.36%
Puts: +16.03%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.74
Prior (11/03) 1.08
Current vs Prior -31.93%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -13.41%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/04) 1,487,777
Calls: 780,114 (52%)
Puts: 707,663 (48%)
Prior (11/03) 1,343,074
Calls: 691,704 (52%)
Puts: 651,370 (48%)
Current vs Prior +10.77%
Prior 7-Day Total 11,963,914
Calls: 5,967,803 (50%)
Puts: 5,996,111 (50%)
Prior 7-Day Average 1,709,130
Calls: 852,543 (50%)
Puts: 856,587 (50%)
Current vs Prior 7-Day Avg -12.95%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.32% | 5.50%7.10% | 11.53%
Prior 4.41% | 6.34%7.74% | 12.25%
Current vs Prior -24.76% | -13.27%-8.26% | -5.86%
Prior 7-Day Avg 3.81% | 5.69%7.69% | 11.90%
Current vs 7-Day Avg -12.93% | -3.48%-7.65% | -3.11%
Prior 7-Day Eod 4.41% | 6.34%7.74% | 12.25%
Current vs 7-Day Eod -24.76% | -13.27%-8.26% | -5.86%
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

P/C ratio dropping 32% - 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 BULLISH
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 157 of results (avg 7.3%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Dec 1867.7570.90$69.334.5%180.91782
$340.00Nov 654.2056.90$55.554.9%51.001
$330.00Nov 2064.9568.30$66.635.0%10.96--
$340.00Dec 1858.8561.90$60.385.1%340.87728
$340.00Nov 2055.8558.75$57.305.1%70.94342
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$445.00Dec 1151.5053.55$52.533.9%30.847
$470.00Nov 2073.7076.65$75.183.9%21.001.2K
$360.00Dec 186.957.25$7.104.2%8990.2214.8K
$470.00Nov 2773.4576.70$75.084.3%101.0021
$400.00Dec 1821.3522.30$21.834.4%4550.5115.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.70, cheapest $0.49)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$417.50Nov 60.440.53$0.4918.4%1.1K0.071.8K
$415.00Nov 60.650.73$0.6911.6%2.6K0.103.4K
$412.50Nov 60.881.04$0.9616.7%3700.131.5K
$440.00Nov 130.460.56$0.5119.6%7620.05995
$460.00Nov 200.460.53$0.5014.0%2980.044.5K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Nov 60.720.86$0.7917.7%3780.103.9K
$350.00Nov 130.770.92$0.8517.6%1370.06194
$330.00Nov 200.730.82$0.7711.7%760.043.8K
$320.00Nov 270.720.86$0.7917.7%210.0449

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 167 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Nov 654.2056.90$55.554.9%51.001
$350.00Nov 643.9046.95$45.436.7%90.9932
$360.00Nov 634.0037.05$35.538.6%120.9817
$362.50Nov 631.9034.60$33.258.1%140.974
$330.00Nov 2064.9568.30$66.635.0%10.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$422.50Nov 625.8027.80$26.807.5%251.00260
$425.00Nov 628.2531.10$29.689.6%1871.00526
$427.50Nov 630.7034.15$32.4210.6%71.00--
$430.00Nov 633.9036.30$35.106.8%1031.001.0K
$432.50Nov 635.9038.95$37.428.2%351.00--

Most actively traded options today. High liquidity = easy entry/exit. 417 active (total vol 73.4K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Nov 61.241.39$1.3211.4%4.0K0.171.6K
$415.00Nov 60.650.73$0.6911.6%2.6K0.103.4K
$420.00Nov 60.310.38$0.3520.0%2.0K0.062.5K
$430.00Nov 60.080.11$0.1030.0%1.8K0.024.7K
$450.00Nov 200.810.93$0.8713.8%1.8K0.0611.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Dec 189.4010.20$9.808.2%2.5K0.287.9K
$350.00Nov 201.751.98$1.8712.3%2.0K0.106.4K
$390.00Nov 209.6011.85$10.7321.0%1.3K0.429.6K
$380.00Nov 61.241.41$1.3312.8%1.1K0.161.1K
$380.00Dec 1812.5513.45$13.006.9%1.0K0.364.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 35.9%, max 52.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Nov 6Dec 1855.9%36.6%52.7%671.2K
$390.00Nov 6Dec 1852.5%35.6%47.6%1.5K1.3K
$385.00Nov 6Dec 1154.3%36.8%47.4%7183
$395.00Nov 6Dec 1151.3%35.1%46.2%26244
$405.00Nov 6Dec 1151.3%37.5%36.9%598564
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$380.00Nov 6Dec 1855.9%36.6%52.7%2.1K5.7K
$390.00Nov 6Dec 1852.4%35.6%47.5%1.3K5.6K
$385.00Nov 6Dec 1154.3%36.8%47.4%405655
$395.00Nov 6Dec 1151.2%35.1%45.9%4911.1K
$405.00Nov 6Dec 1151.3%37.5%36.9%302974

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 241 found (best R:R 8.43, avg 6.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$425.00$430.00Dec 11$0.53$4.47$0.5328%8.43$425.53
$402.50$405.00Nov 20$0.63$1.87$0.6343%2.97$403.13
$397.50$400.00Nov 13$0.78$1.72$0.7848%2.21$398.28
$410.00$420.00Dec 11$3.15$6.85$3.1540%2.17$413.15
$440.00$445.00Dec 4$0.39$4.61$0.3916%11.82$440.39
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$410.00$405.00Nov 27$2.43$2.57$2.4364%1.06$407.57
$407.50$405.00Nov 6$1.42$1.08$1.4281%0.76$406.08
$412.50$410.00Nov 20$1.15$1.35$1.1568%1.17$411.35
$380.00$377.50Nov 13$0.18$2.32$0.1827%12.89$379.82
$392.50$390.00Nov 20$0.65$1.85$0.6545%2.85$391.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 191 found (best R:R 0.74, avg 0.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$420.00$425.00Dec 11$2.12$2.12$2.8867%0.74$422.12
$400.00$402.50Nov 20$1.62$1.62$0.8853%1.84$401.62
$405.00$407.50Nov 20$1.30$1.30$1.2059%1.08$406.30
$420.00$422.50Nov 20$0.73$0.73$1.7776%0.41$420.73
$425.00$430.00Dec 4$1.33$1.33$3.6774%0.36$426.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$385.00$380.00Dec 11$2.25$2.25$2.7561%0.82$382.75
$377.50$375.00Nov 13$0.87$0.87$1.6375%0.53$376.63
$370.00$360.00Dec 18$2.70$2.70$7.3072%0.37$367.30
$387.50$385.00Nov 13$1.15$1.15$1.3563%0.85$386.35
$365.00$360.00Dec 11$1.35$1.35$3.6576%0.37$363.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $4.23, cheapest $4.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$390.00Nov 6Nov 13$4.3052.5%41.2%
$395.00Nov 6Nov 13$4.2751.3%40.4%
$397.50Nov 6Nov 13$4.1551.7%41.3%
$392.50Nov 6Nov 13$4.4252.2%42.0%
$402.50Nov 6Nov 13$4.2151.5%42.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$390.00Nov 6Nov 13$4.0552.4%41.2%
$395.00Nov 6Nov 13$4.2051.2%40.4%
$397.50Nov 6Nov 13$4.3551.7%41.3%
$392.50Nov 6Nov 13$4.4252.1%42.0%
$402.50Nov 6Nov 13$3.7751.5%42.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 115 found (cheapest 3.00% of stock, avg 7.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$395.00Nov 6$6.28$5.58$11.86$383.14$406.863.00%
$397.50Nov 6$5.03$6.85$11.88$385.62$409.383.00%
$392.50Nov 6$7.68$4.53$12.21$380.29$404.713.09%
$400.00Nov 6$4.00$8.25$12.25$387.75$412.253.10%
$390.00Nov 6$9.35$3.58$12.93$377.07$402.933.27%
$402.50Nov 6$3.12$9.88$13.00$389.50$415.503.28%
$387.50Nov 6$11.10$2.84$13.94$373.56$401.443.52%
$405.00Nov 6$2.38$12.08$14.46$390.54$419.463.65%
$385.00Nov 6$12.98$2.23$15.21$369.79$400.213.84%
$407.50Nov 6$1.70$13.50$15.20$392.30$422.703.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.99% of stock, avg 4.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$407.50$385.00Nov 6$1.70$2.23$3.93$381.07$411.43
$405.00$385.00Nov 6$2.38$2.23$4.61$380.39$409.61
$407.50$387.50Nov 6$1.70$2.84$4.54$382.96$412.04
$405.00$387.50Nov 6$2.38$2.84$5.22$382.28$410.22
$402.50$385.00Nov 6$3.12$2.23$5.35$379.65$407.85
$407.50$390.00Nov 6$1.70$3.58$5.28$384.72$412.78
$402.50$387.50Nov 6$3.12$2.84$5.96$381.54$408.46
$405.00$390.00Nov 6$2.38$3.58$5.96$384.04$410.96
$402.50$390.00Nov 6$3.12$3.58$6.70$383.30$409.20
$400.00$385.00Nov 6$4.00$2.23$6.23$378.77$406.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 399 found (best R:R 2.27, avg credit $1.44)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
360/365420/425Dec 11$3.47$1.5343%2.27$361.53$423.47
340/345420/425Dec 11$2.84$2.1654%1.31$342.16$422.84
335/340420/425Dec 11$2.71$2.2956%1.18$337.29$422.71
370/375420/425Dec 11$3.59$1.4136%2.55$371.41$423.59
330/335420/425Dec 11$2.52$2.4858%1.02$332.48$422.52
365/370420/425Dec 11$3.37$1.6340%2.07$366.63$423.37
350/355420/425Dec 11$2.85$2.1549%1.33$352.15$422.85
345/350420/425Dec 11$2.67$2.3352%1.15$347.33$422.67
355/360420/425Dec 11$2.89$2.1147%1.37$357.11$422.89
360/365430/435Dec 11$2.65$2.3550%1.13$362.35$432.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 205 found (best R:R 124.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$350.00$360.00Dec 18$0.08$9.929%124.00
$420.00$430.00$440.00Dec 18$0.29$9.7112%33.48
$345.00$360.00$375.00Dec 11$1.05$13.9517%13.29
$380.00$390.00$400.00Dec 18$0.68$9.3216%13.71
$395.00$400.00$405.00Nov 27$0.15$4.8510%32.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$430.00$440.00$450.00Dec 18$0.26$9.7411%37.46
$410.00$420.00$430.00Dec 18$0.48$9.5214%19.83
$340.00$350.00$360.00Nov 20$0.23$9.779%42.48
$360.00$370.00$380.00Dec 18$0.50$9.5013%19.00
$390.00$400.00$410.00Dec 18$0.69$9.3115%13.49

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 173 found (best net $-0.29, 171 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$470.001:2Nov 20-$0.04$9.96
$432.50$435.001:2Nov 6$0.00$2.50
$450.00$452.501:2Nov 6$0.00$2.50
$442.50$445.001:2Nov 6-$0.01$2.49
$455.00$457.501:2Nov 6-$0.01$2.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$340.001:2Nov 20-$0.29$9.71
$360.00$350.001:2Nov 20-$0.85$9.15
$360.00$355.001:2Nov 6-$0.02$4.98
$330.00$325.001:2Nov 13-$0.03$4.97
$340.00$335.001:2Nov 6$0.00$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 98 found (best yield 4.52%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Dec 18$17.900.491.1%4.52%5.60%4281.9K
$410.00Dec 18$13.700.413.6%3.46%7.06%1.5K1.9K
$420.00Dec 18$10.300.346.1%2.60%8.73%2846.8K
$400.00Dec 11$16.150.481.1%4.08%5.15%35186
$405.00Dec 11$13.850.442.3%3.50%5.84%554
$410.00Dec 11$12.050.403.6%3.04%6.65%10234
$430.00Dec 18$7.500.288.7%1.90%10.55%4344.5K
$420.00Dec 11$8.600.336.1%2.17%8.30%2323
$400.00Dec 4$14.400.481.1%3.64%4.71%172314
$405.00Dec 4$12.150.432.3%3.07%5.41%9789

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 64,365
Total Puts 47,510
Put/Call Ratio 0.74
Net Difference 16,855

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 425,136
Total Puts 347,605
Average Put/Call Ratio 0.85
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