Tour v435
TSM
TAIWAN SEMICONDUCTOR ADR
$385.20 -3.48%
7/28 09:55

Option Volume

Detail
Current (07/28 9:55am) 18,880
Calls: 8,347 (44%)
Puts: 10,533 (56%)
Prior (07/16) 70,704
Calls: 46,752 (66%)
Puts: 23,952 (34%)
Current vs Prior -73.30%
Calls: -82.15% (Calls)
Puts: -56.02% (Puts)
Prior 7-Day Total 1,046,152
Calls: 442,529 (42%)
Puts: 603,623 (58%)
Prior 7-Day Average 149,450
Calls: 63,218 (42%)
Puts: 86,231 (58%)
Current vs Prior 7-Day Avg -87.37%
Calls: -86.80%
Puts: -87.79%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/28 9:55am) $24.04M
Calls: $10.59M (44%)
Puts: $13.46M (56%)
Prior (07/16) $54.57M
Calls: $32.64M (60%)
Puts: $21.93M (40%)
Current vs Prior -55.94%
Calls: -67.57%
Puts: -38.63%
Prior 7-Day Total $1.31B
Calls: $757.42M (58%)
Puts: $554.92M (42%)
Prior 7-Day Average $187.48M
Calls: $108.20M (58%)
Puts: $79.27M (42%)
Current vs Prior 7-Day Avg -87.17%
Calls: -90.22%
Puts: -83.02%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/28 9:55am) 1.26
Prior (07/16) 0.51
Current vs Prior +146.31%
Prior 7-Day Average 1.34
Current vs Prior 7-Day Avg -5.96%
Sentiment BEARISH

Open Interest

Detail
Current (07/28 9:55am) 1,989,770
Calls: 926,516 (47%)
Puts: 1,063,254 (53%)
Prior (07/16) 2,186,399
Calls: 964,498 (44%)
Puts: 1,221,901 (56%)
Current vs Prior -8.99%
Prior 7-Day Total 13,732,651
Calls: 6,347,637 (46%)
Puts: 7,385,014 (54%)
Prior 7-Day Average 1,961,807
Calls: 906,805 (46%)
Puts: 1,055,002 (54%)
Current vs Prior 7-Day Avg +1.43%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.64% | 8.02%11.18% | 16.31%
Prior 5.58% | 7.83%10.92% | 15.98%
Current vs Prior +1.01% | +2.38%+2.39% | +2.10%
Prior 7-Day Avg 4.25% | 7.61%10.28% | 16.54%
Current vs 7-Day Avg +32.80% | +5.41%+8.75% | -1.36%
Prior 7-Day Eod 5.58% | 7.83%10.77% | 15.94%
Current vs 7-Day Eod +1.01% | +2.38%+3.85% | +2.32%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 6.18% | 9.85%
Calls: 5.25% | 6.54%
Puts: 7.11% | 13.16%
Prior 8.33% | 6.73%
Calls: 8.66% | 7.48%
Puts: 8.00% | 5.98%
Current vs Prior -25.81% | +46.36%
Prior 7-Day Avg 8.96% | 5.68%
Calls: 8.26% | 5.58%
Puts: 9.65% | 5.79%
Current vs 7-Day Avg -31.00% | +73.28%
Liquidity Pricy
+
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🤖 AI Insights

Light premium activity with dollar volume down 56% vs prior. Below-average activity with volume down 73% vs prior. Bearish P/C ratio of 1.26 indicates protective positioning. P/C ratio rising 146% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
09:55BEARISHBEARISHBEARISH
09:50BEARISHBEARISHBEARISH
09:45BEARISHBEARISHBEARISH
09:40BEARISHBEARISHBEARISH
09:35BEARISHBEARISHBEARISH

📈 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 234 of results (avg 7.1%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 2168.0070.80$69.404.0%--0.91440
$310.00Jul 3174.1077.25$75.684.2%--0.9923
$387.50Aug 2119.7020.55$20.134.2%--0.5158
$310.00Aug 774.6578.00$76.334.4%--0.9710
$315.00Jul 3169.0572.20$70.634.5%--0.9934
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2127.9529.00$28.483.7%300.5816.2K
$460.00Aug 2174.5077.35$75.933.8%--0.891.7K
$400.00Aug 722.3523.30$22.834.2%130.631.0K
$457.50Jul 3170.6573.70$72.184.2%11.005
$450.00Sep 467.6570.70$69.184.4%20.811

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.64, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Jul 310.100.11$0.119.1%3270.012.1K
$435.00Jul 310.310.37$0.3417.6%100.041.7K
$427.50Jul 310.560.68$0.6219.4%670.062.4K
$425.00Jul 310.680.81$0.7517.3%1820.071.8K
$450.00Aug 70.710.86$0.7819.2%3120.051.9K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 310.700.80$0.7513.3%2400.06773
$342.50Jul 310.800.94$0.8716.1%20.06179

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 190 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 3174.1077.25$75.684.2%--0.9923
$315.00Jul 3169.0572.20$70.634.5%--0.9934
$320.00Jul 3164.3567.35$65.854.6%--0.98757
$325.00Jul 3159.2062.40$60.805.3%--0.9889
$330.00Jul 3154.3057.50$55.905.7%--0.9784
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$437.50Jul 3150.7553.95$52.356.1%--1.0029
$440.00Jul 3153.7056.25$54.984.6%11.00331
$442.50Jul 3155.7058.65$57.185.2%11.0038
$445.00Jul 3158.2061.55$59.885.6%11.0091
$450.00Jul 3163.1566.25$64.704.8%--1.001.4K

Most actively traded options today. High liquidity = easy entry/exit. 296 active (total vol 12.9K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 214.154.70$4.4312.4%3290.177.3K
$450.00Jul 310.100.11$0.119.1%3270.012.1K
$430.00Aug 215.806.45$6.1310.6%3230.223.2K
$390.00Aug 2820.5523.15$21.8511.9%3140.5043
$450.00Aug 70.710.86$0.7819.2%3120.051.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$395.00Sep 427.7030.80$29.2510.6%1.0K0.5220
$310.00Aug 211.862.18$2.0215.8%9810.072.2K
$320.00Aug 212.642.97$2.8111.7%7940.108.0K
$352.50Jul 311.551.70$1.639.2%2750.11375
$380.00Jul 317.408.10$7.759.0%2670.405.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 92 strikes (avg 41.4%, max 73.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 31Aug 2895.4%57.4%66.3%--37
$335.00Jul 31Sep 487.4%52.8%65.6%--35
$345.00Jul 31Sep 483.2%51.3%62.1%--78
$320.00Jul 31Aug 2194.1%58.8%60.0%--1.2K
$350.00Jul 31Sep 481.1%51.6%57.3%--677
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 31Sep 494.1%54.3%73.2%71.8K
$310.00Jul 31Sep 495.4%55.2%72.9%6795
$325.00Jul 31Sep 492.1%53.3%72.6%11.0K
$315.00Jul 31Aug 2897.4%56.6%72.1%54962
$330.00Jul 31Sep 488.2%52.5%68.1%173.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 287 found (best R:R 44.45, avg 4.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$455.00$460.00Aug 7$0.11$4.89$0.1144.45$455.11
$450.00$455.00Aug 7$0.19$4.81$0.1925.32$450.19
$430.00$432.50Jul 31$0.10$2.40$0.1024.00$430.10
$427.50$430.00Jul 31$0.11$2.39$0.1121.73$427.61
$445.00$450.00Aug 7$0.25$4.75$0.2519.00$445.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$310.00Aug 7$0.21$4.79$0.2122.81$314.79
$325.00$322.50Aug 7$0.11$2.39$0.1121.73$324.89
$320.00$315.00Aug 7$0.23$4.77$0.2320.74$319.77
$332.50$330.00Jul 31$0.12$2.38$0.1219.83$332.38
$340.00$337.50Jul 31$0.12$2.38$0.1219.83$339.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 393 found (best R:R 49.00, avg 2.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$325.00$330.00Jul 31$4.90$4.90$0.1049.00$329.90
$340.00$345.00Jul 31$4.85$4.85$0.1532.33$344.85
$315.00$320.00Jul 31$4.78$4.78$0.2221.73$319.78
$335.00$340.00Jul 31$4.77$4.77$0.2320.74$339.77
$330.00$335.00Jul 31$4.70$4.70$0.3015.67$334.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$455.00$450.00Aug 7$4.87$4.87$0.1337.46$450.13
$460.00$455.00Aug 7$4.85$4.85$0.1532.33$455.15
$450.00$445.00Aug 7$4.83$4.83$0.1728.41$445.17
$450.00$445.00Jul 31$4.82$4.82$0.1826.78$445.18
$437.50$435.00Jul 31$2.40$2.40$0.1024.00$435.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 92 found (avg debit $2.78, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$460.00Jul 31Aug 7$0.3879.1%56.5%
$455.00Jul 31Aug 7$0.4678.0%55.6%
$310.00Jul 31Aug 7$0.6595.4%72.5%
$450.00Jul 31Aug 7$0.6772.3%55.9%
$445.00Jul 31Aug 7$0.8572.2%55.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$460.00Jul 31Aug 7$0.1279.1%56.5%
$455.00Jul 31Aug 7$0.4078.0%55.6%
$310.00Jul 31Aug 7$0.5395.4%72.5%
$445.00Jul 31Aug 7$0.5772.2%55.6%
$450.00Jul 31Aug 7$0.5872.3%55.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 188 found (cheapest 5.31% of stock, avg 12.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$385.00Jul 31$10.48$9.98$20.46$364.54$405.465.31%
$387.50Jul 31$9.23$11.25$20.48$367.02$407.985.32%
$390.00Jul 31$8.07$12.65$20.72$369.28$410.725.38%
$382.50Jul 31$11.90$8.88$20.78$361.72$403.285.39%
$380.00Jul 31$13.23$7.75$20.98$359.02$400.985.45%
$392.50Jul 31$7.05$13.93$20.98$371.52$413.485.45%
$377.50Jul 31$15.02$6.78$21.80$355.70$399.305.66%
$395.00Jul 31$6.10$15.70$21.80$373.20$416.805.66%
$375.00Jul 31$16.40$5.98$22.38$352.62$397.385.81%
$397.50Jul 31$5.28$17.25$22.53$374.97$420.035.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.92% of stock, avg 7.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$397.50$375.00Jul 31$5.28$5.98$11.26$363.74$408.76
$397.50$377.50Jul 31$5.28$6.78$12.06$365.44$409.56
$395.00$375.00Jul 31$6.10$5.98$12.08$362.92$407.08
$395.00$377.50Jul 31$6.10$6.78$12.88$364.62$407.88
$392.50$375.00Jul 31$7.05$5.98$13.03$361.97$405.53
$397.50$380.00Jul 31$5.28$7.75$13.03$366.97$410.53
$392.50$377.50Jul 31$7.05$6.78$13.83$363.67$406.33
$395.00$380.00Jul 31$6.10$7.75$13.85$366.15$408.85
$390.00$375.00Jul 31$8.07$5.98$14.05$360.95$404.05
$397.50$382.50Jul 31$5.28$8.88$14.16$368.34$411.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 368 found (best R:R 44.45, avg credit $4.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/332335/340Jul 31$4.89$0.1144.45$327.61$339.89
345/350355/360Sep 4$4.88$0.1240.67$345.12$359.88
340/345355/360Aug 21$4.84$0.1630.25$340.16$359.84
355/360370/375Aug 14$4.82$0.1826.78$355.18$374.82
330/335350/355Sep 4$4.80$0.2024.00$330.20$354.80
335/340345/350Aug 7$4.78$0.2221.73$335.22$349.78
345/350355/360Aug 28$4.78$0.2221.73$345.22$359.78
335/340355/360Aug 14$4.77$0.2320.74$335.23$359.77
310/320330/340Aug 21$9.52$0.4819.83$310.48$339.52
350/355365/370Aug 28$4.73$0.2717.52$350.27$369.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 197 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$400.00$405.00$410.00Aug 28$0.05$4.9599.00
$445.00$450.00$455.00Aug 7$0.06$4.9482.33
$365.00$370.00$375.00Aug 28$0.06$4.9482.33
$440.00$445.00$450.00Aug 21$0.07$4.9370.43
$450.00$455.00$460.00Aug 7$0.08$4.9261.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$445.00$450.00$455.00Aug 21$0.05$4.9599.00
$325.00$330.00$335.00Aug 7$0.06$4.9482.33
$330.00$335.00$340.00Aug 7$0.07$4.9370.43
$430.00$435.00$440.00Aug 7$0.07$4.9370.43
$355.00$360.00$365.00Sep 4$0.07$4.9370.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 106 found (best net $-12.83, 106 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$350.001:2Aug 28-$12.83$27.17
$455.00$460.001:2Aug 7-$0.37$4.63
$450.00$455.001:2Aug 7-$0.40$4.60
$365.00$385.001:2Sep 4-$15.48$4.52
$445.00$450.001:2Aug 7-$0.53$4.47
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$310.001:2Aug 21-$1.23$8.77
$330.00$320.001:2Aug 21-$1.67$8.33
$320.00$310.001:2Sep 4-$2.00$8.00
$315.00$310.001:2Jul 31$0.00$5.00
$320.00$315.001:2Jul 31-$0.11$4.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 114 found (best yield 5.88%, avg 1.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$390.00Sep 4$22.650.511.2%5.88%7.13%115
$390.00Aug 28$20.550.501.2%5.33%6.58%31443
$387.50Aug 21$19.700.510.6%5.11%5.71%--58
$390.00Aug 21$18.550.491.2%4.82%6.06%362.9K
$395.00Aug 28$18.500.472.5%4.80%7.35%--30
$400.00Sep 4$18.450.453.8%4.79%8.63%--20
$392.50Aug 21$17.400.481.9%4.52%6.41%--68
$387.50Aug 14$16.850.510.6%4.37%4.97%251
$405.00Sep 4$16.500.425.1%4.28%9.42%--47
$400.00Aug 28$16.450.443.8%4.27%8.11%2261

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 8,347
Total Puts 10,533
Put/Call Ratio 1.26
Net Difference -2,186

Prior's Put/Call Breakdown

Total Calls 46,752
Total Puts 23,952
Put/Call Ratio 0.51
Net Difference 22,800

Prior 7-Day Put/Call Summary

Total Calls 442,529
Total Puts 603,623
Average Put/Call Ratio 1.34
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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