Tour v536
TSM
TAIWAN SEMICONDUCTOR ADR
$353.10 -10.78%
$354.47 (+0.39%)🌙
as of 11/05 06:11 PM
◀ 11/5 18:11 ▶

Option Volume

Detail
ℹ
Current (11/05) 417,519
Calls: 218,055 (52%)
Puts: 199,464 (48%)
Prior (11/04) 111,875
Calls: 64,365 (58%)
Puts: 47,510 (42%)
Current vs Prior +273.20%
Calls: +238.78% (Calls)
Puts: +319.84% (Puts)
Prior 7-Day Total 765,828
Calls: 434,907 (57%)
Puts: 330,921 (43%)
Prior 7-Day Average 109,404
Calls: 62,129 (57%)
Puts: 47,274 (43%)
Current vs Prior 7-Day Avg +281.63%
Calls: +250.97%
Puts: +321.93%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05) $836.54M
Calls: $195.91M (23%)
Puts: $640.64M (77%)
Prior (11/04) $130.79M
Calls: $70.33M (54%)
Puts: $60.46M (46%)
Current vs Prior +539.62%
Calls: +178.55%
Puts: +959.67%
Prior 7-Day Total $941.48M
Calls: $566.10M (60%)
Puts: $375.39M (40%)
Prior 7-Day Average $134.50M
Calls: $80.87M (60%)
Puts: $53.63M (40%)
Current vs Prior 7-Day Avg +521.97%
Calls: +142.24%
Puts: +1094.63%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 0.91
Prior (11/04) 0.74
Current vs Prior +23.93%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg +15.81%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/05) 1,752,887
Calls: 872,447 (50%)
Puts: 880,440 (50%)
Prior (11/04) 1,487,777
Calls: 780,114 (52%)
Puts: 707,663 (48%)
Current vs Prior +17.82%
Prior 7-Day Total 11,606,744
Calls: 5,847,117 (50%)
Puts: 5,759,627 (50%)
Prior 7-Day Average 1,658,106
Calls: 835,302 (50%)
Puts: 822,803 (50%)
Current vs Prior 7-Day Avg +5.72%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.13% | 8.49%11.35% | 14.82%
Prior 3.32% | 5.50%7.10% | 11.53%
Current vs Prior +54.50% | +54.49%+59.86% | +28.54%
Prior 7-Day Avg 3.73% | 5.69%7.57% | 11.87%
Current vs 7-Day Avg +37.50% | +49.32%+49.91% | +24.84%
Prior 7-Day Eod 3.32% | 5.50%7.10% | 11.53%
Current vs 7-Day Eod +54.50% | +54.49%+59.86% | +28.54%
Sentiment BEARISHBEARISH

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

Strong bearish conviction with 77% of dollar volume in puts ($640.64M) vs calls ($195.91M). Massive premium surge with dollar volume up 540% vs prior. Dollar volume significantly above 7-day average (522% higher). Unusually high activity with volume up 273% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
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 183 of results (avg 5.6%, best 1.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Nov 658.3059.25$58.781.6%11.00--
$290.00Nov 1365.0066.45$65.722.2%20.9511
$285.00Nov 1369.4571.00$70.222.2%20.9512
$290.00Dec 1869.0070.55$69.782.2%190.87728
$300.00Nov 653.3054.50$53.902.2%51.0023
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$415.00Nov 1361.1562.00$61.581.4%550.95432
$420.00Nov 1366.0567.00$66.531.4%1640.96709
$420.00Nov 666.0066.95$66.471.4%810.991.1K
$422.50Nov 668.4569.45$68.951.5%3230.99255
$415.00Nov 661.0561.95$61.501.5%1.5K0.99922

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.80, cheapest $0.53)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$415.00Nov 130.480.58$0.5318.9%1.2K0.041.4K
$410.00Nov 130.680.81$0.7517.3%5060.06826
$405.00Nov 130.871.05$0.9618.8%4610.07424
$422.50Nov 200.740.90$0.8219.5%2160.05422
$420.00Nov 200.841.01$0.9318.3%2.2K0.062.9K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 180 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Nov 658.3059.25$58.781.6%11.00--
$300.00Nov 653.3054.50$53.902.2%51.0023
$310.00Nov 643.4044.95$44.183.5%21.0011
$315.00Nov 638.4540.00$39.234.0%221.00--
$320.00Nov 633.5535.00$34.284.2%131.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$422.50Nov 668.4569.45$68.951.5%3230.99255
$410.00Nov 656.1056.95$56.531.5%2060.991.4K
$415.00Nov 661.0561.95$61.501.5%1.5K0.99922
$420.00Nov 666.0066.95$66.471.4%810.991.1K
$412.50Nov 658.1059.45$58.782.3%1160.99764

Most actively traded options today. High liquidity = easy entry/exit. 388 active (total vol 162.4K, top 7.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Dec 43.253.65$3.4511.6%7.8K0.15312
$390.00Nov 60.110.20$0.1656.2%2.8K0.02106
$390.00Nov 203.604.50$4.0522.2%2.8K0.201.6K
$415.00Nov 60.010.09$0.05160.0%2.3K0.013.1K
$420.00Nov 200.841.01$0.9318.3%2.2K0.062.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Nov 2019.8021.75$20.789.4%6.9K0.5411.0K
$300.00Dec 186.557.20$6.889.4%4.6K0.178.9K
$310.00Nov 204.705.20$4.9510.1%4.5K0.173.4K
$375.00Nov 621.5023.50$22.508.9%3.8K0.884.0K
$350.00Nov 2015.2516.70$15.989.1%3.0K0.456.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 103.8%, max 139.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Nov 6Dec 18113.4%47.4%139.0%638965
$340.00Nov 6Dec 18116.7%49.3%136.6%211736
$360.00Nov 6Dec 18104.9%49.2%113.0%1.9K554
$370.00Nov 6Dec 1899.7%49.1%103.1%2.8K354
$380.00Nov 13Dec 1865.4%46.7%40.0%1.4K1.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Nov 6Dec 18113.4%47.4%139.0%4.5K9.5K
$340.00Nov 6Dec 18116.7%49.3%136.6%2.9K5.9K
$335.00Nov 6Dec 11120.0%51.5%133.1%1.1K981
$345.00Nov 6Dec 11113.7%49.6%129.4%1.1K541
$360.00Nov 6Dec 18104.9%49.2%113.0%2.6K15.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 226 found (best R:R 24.00, avg 4.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$370.00Dec 18$3.92$6.08$3.9248%1.55$363.92
$370.00$375.00Dec 4$1.48$3.52$1.4839%2.38$371.48
$360.00$362.50Nov 13$0.70$1.80$0.7044%2.57$360.70
$380.00$385.00Dec 4$1.13$3.87$1.1332%3.42$381.13
$380.00$390.00Dec 18$2.68$7.32$2.6834%2.73$382.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$310.00$305.00Nov 27$0.20$4.80$0.2018%24.00$309.80
$310.00$305.00Dec 4$0.30$4.70$0.3019%15.67$309.70
$320.00$315.00Dec 11$0.62$4.38$0.6225%7.06$319.38
$352.50$350.00Nov 13$0.60$1.90$0.6047%3.17$351.90
$370.00$367.50Nov 6$1.55$0.95$1.5582%0.61$368.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 170 found (best R:R 0.80, avg 0.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$370.00$380.00Dec 18$4.32$4.32$5.6858%0.76$374.32
$357.50$360.00Nov 13$1.60$1.60$0.9053%1.78$359.10
$380.00$382.50Nov 13$0.95$0.95$1.5576%0.61$380.95
$375.00$380.00Dec 4$2.07$2.07$2.9364%0.71$377.07
$360.00$365.00Nov 20$2.52$2.52$2.4854%1.02$362.52
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$335.00$330.00Dec 11$2.22$2.22$2.7865%0.80$332.78
$315.00$310.00Dec 4$1.38$1.38$3.6278%0.38$313.62
$325.00$320.00Nov 27$1.50$1.50$3.5074%0.43$323.50
$290.00$285.00Nov 27$0.72$0.72$4.2889%0.17$289.28
$330.00$325.00Nov 27$1.60$1.60$3.4070%0.47$328.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $6.56, cheapest $6.65)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Nov 6Nov 13$7.13113.4%71.6%
$345.00Nov 6Nov 13$6.60113.7%72.9%
$355.00Nov 6Nov 13$6.97108.1%70.0%
$360.00Nov 6Nov 13$6.38104.9%66.8%
$362.50Nov 6Nov 13$6.65102.2%68.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Nov 6Nov 13$6.65113.4%71.6%
$345.00Nov 6Nov 13$6.60113.7%72.9%
$355.00Nov 6Nov 13$6.45108.1%70.0%
$360.00Nov 6Nov 13$6.25104.9%66.8%
$362.50Nov 6Nov 13$5.92102.2%68.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 94 found (cheapest 4.39% of stock, avg 10.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$355.00Nov 6$6.73$8.78$15.51$339.49$370.514.39%
$350.00Nov 6$9.32$6.60$15.92$334.08$365.924.51%
$360.00Nov 6$4.50$11.68$16.18$343.82$376.184.58%
$362.50Nov 6$3.53$13.10$16.63$345.87$379.134.71%
$345.00Nov 6$12.53$4.60$17.13$327.87$362.134.85%
$365.00Nov 6$2.88$14.93$17.81$347.19$382.815.04%
$367.50Nov 6$2.23$16.95$19.18$348.32$386.685.43%
$340.00Nov 6$16.08$3.22$19.30$320.70$359.305.47%
$370.00Nov 6$1.68$18.50$20.18$349.82$390.185.72%
$372.50Nov 6$1.33$20.43$21.76$350.74$394.266.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.05% of stock, avg 6.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$367.50$330.00Nov 6$2.23$1.46$3.69$326.31$371.19
$367.50$335.00Nov 6$2.23$2.21$4.44$330.56$371.94
$365.00$330.00Nov 6$2.88$1.46$4.34$325.66$369.34
$365.00$335.00Nov 6$2.88$2.21$5.09$329.91$370.09
$367.50$340.00Nov 6$2.23$3.22$5.45$334.55$372.95
$362.50$330.00Nov 6$3.53$1.46$4.99$325.01$367.49
$365.00$340.00Nov 6$2.88$3.22$6.10$333.90$371.10
$362.50$335.00Nov 6$3.53$2.21$5.74$329.26$368.24
$362.50$340.00Nov 6$3.53$3.22$6.75$333.25$369.25
$367.50$345.00Nov 6$2.23$4.60$6.83$338.17$374.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 295 found (best R:R 1.16, avg credit $1.94)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
310/315395/400Dec 4$2.69$2.3156%1.16$312.31$397.69
330/335390/395Dec 11$3.55$1.4538%2.45$331.45$393.55
330/335385/390Dec 11$3.61$1.3935%2.60$331.39$388.61
330/335395/400Dec 11$3.27$1.7342%1.89$331.73$398.27
320/325390/395Nov 27$2.75$2.2551%1.22$322.25$392.75
285/290390/395Nov 27$1.97$3.0366%0.65$288.03$391.97
330/335400/405Dec 11$3.05$1.9544%1.56$331.95$403.05
330/335395/400Dec 4$3.08$1.9244%1.60$331.92$398.08
325/330390/395Nov 27$2.85$2.1547%1.33$327.15$392.85
330/335380/385Dec 11$3.58$1.4232%2.52$331.42$383.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 211 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$380.00$390.00$400.00Dec 18$0.18$9.8212%54.56
$310.00$320.00$330.00Dec 18$0.31$9.6911%31.26
$290.00$300.00$310.00Dec 18$0.16$9.848%61.50
$300.00$310.00$320.00Nov 20$0.25$9.759%39.00
$350.00$355.00$360.00Nov 6$0.36$4.6422%12.89
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$350.00$360.00$370.00Dec 18$0.28$9.7213%34.71
$370.00$380.00$390.00Dec 18$0.28$9.7213%34.71
$330.00$340.00$350.00Dec 18$0.34$9.6613%28.41
$345.00$350.00$355.00Nov 6$0.18$4.8220%26.78
$300.00$310.00$320.00Nov 20$0.18$9.829%54.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 120 found (best net $-18.71, 116 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$325.001:2Dec 4-$18.71$6.29
$377.50$382.501:2Nov 6-$0.11$4.89
$397.50$400.001:2Nov 6-$0.04$2.46
$412.50$415.001:2Nov 6-$0.04$2.46
$387.50$390.001:2Nov 6-$0.09$2.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$315.00$310.001:2Nov 6$0.00$5.00
$330.00$325.001:2Nov 6-$0.40$4.60
$325.00$320.001:2Nov 6-$0.29$4.71
$310.00$305.001:2Nov 6-$0.09$4.91
$290.00$285.001:2Nov 6-$0.04$4.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 102 found (best yield 4.39%, avg 1.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$370.00Dec 18$15.500.424.8%4.39%9.18%1.5K337
$360.00Dec 18$18.950.481.9%5.37%7.32%1.3K540
$360.00Dec 11$17.950.481.9%5.08%7.04%882
$365.00Dec 11$15.750.443.4%4.46%7.83%2541
$355.00Dec 11$19.800.510.5%5.61%6.15%14--
$370.00Dec 11$13.750.404.8%3.89%8.68%57--
$380.00Dec 18$11.150.347.6%3.16%10.78%6321.2K
$360.00Dec 4$16.750.471.9%4.74%6.70%5132
$375.00Dec 11$11.750.376.2%3.33%9.53%191
$355.00Dec 4$18.700.510.5%5.30%5.83%682

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 218,055
Total Puts 199,464
Put/Call Ratio 0.91
Net Difference 18,591

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 434,907
Total Puts 330,921
Average Put/Call Ratio 0.79
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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