Tour v477
TSM
TAIWAN SEMICONDUCTOR ADR
$405.09 +0.44%
7/31 15:07

Option Volume

Detail
Current (07/31 3:05pm) 93,102
Calls: 47,718 (51%)
Puts: 45,384 (49%)
Prior (07/29) 141,428
Calls: 97,041 (69%)
Puts: 44,387 (31%)
Current vs Prior -34.17%
Calls: -50.83% (Calls)
Puts: +2.25% (Puts)
Prior 7-Day Total 1,036,067
Calls: 539,002 (52%)
Puts: 497,065 (48%)
Prior 7-Day Average 148,009
Calls: 77,000 (52%)
Puts: 71,009 (48%)
Current vs Prior 7-Day Avg -37.10%
Calls: -38.03%
Puts: -36.09%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31 3:05pm) $120.97M
Calls: $85.38M (71%)
Puts: $35.59M (29%)
Prior (07/29) $228.87M
Calls: $165.25M (72%)
Puts: $63.62M (28%)
Current vs Prior -47.14%
Calls: -48.33%
Puts: -44.05%
Prior 7-Day Total $1.29B
Calls: $799.21M (62%)
Puts: $488.15M (38%)
Prior 7-Day Average $183.91M
Calls: $114.17M (62%)
Puts: $69.74M (38%)
Current vs Prior 7-Day Avg -34.22%
Calls: -25.22%
Puts: -48.96%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 3:05pm) 0.95
Prior (07/29) 0.46
Current vs Prior +107.93%
Prior 7-Day Average 1.15
Current vs Prior 7-Day Avg -17.20%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/31 3:05pm) 2,076,163
Calls: 966,986 (47%)
Puts: 1,109,177 (53%)
Prior (07/29) 2,026,618
Calls: 945,753 (47%)
Puts: 1,080,865 (53%)
Current vs Prior +2.44%
Prior 7-Day Total 13,439,566
Calls: 6,236,401 (46%)
Puts: 7,203,165 (54%)
Prior 7-Day Average 1,919,938
Calls: 890,914 (46%)
Puts: 1,029,023 (54%)
Current vs Prior 7-Day Avg +8.14%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.08% | 5.85%9.54% | 15.16%
Prior 5.07% | 7.65%10.54% | 15.90%
Current vs Prior -78.77% | -23.54%-9.52% | -4.62%
Prior 7-Day Avg 4.83% | 7.75%11.65% | 16.78%
Current vs 7-Day Avg -77.72% | -24.54%-18.09% | -9.65%
Prior 7-Day Eod 5.07% | 7.65%9.68% | 15.14%
Current vs 7-Day Eod -78.77% | -23.54%-1.48% | +0.18%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 15.69% | 4.63%
Calls: 15.28% | 4.39%
Puts: 16.10% | 4.88%
Prior 5.29% | 6.80%
Calls: 6.19% | 5.71%
Puts: 4.40% | 7.89%
Current vs Prior +196.60% | -31.91%
Prior 7-Day Avg 7.21% | 5.86%
Calls: 7.03% | 5.62%
Puts: 7.38% | 6.11%
Current vs 7-Day Avg +117.70% | -21.05%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($85.38M). P/C ratio rising 108% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
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 330 of results (avg 6.4%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 2153.7555.20$54.482.7%--0.87111
$410.00Aug 78.859.10$8.982.8%1.2K0.441.6K
$350.00Aug 2157.9559.70$58.833.0%--0.89979
$345.00Sep 465.6568.00$66.833.5%--0.8711
$330.00Jul 3174.1576.85$75.503.6%--1.0085
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2147.6549.00$48.332.8%110.812.4K
$470.00Aug 2165.3067.30$66.303.0%10.89709
$390.00Aug 2111.3511.70$11.523.0%1370.356.4K
$405.00Aug 710.7511.10$10.933.2%4390.49170
$425.00Aug 2831.7032.75$32.233.3%470.6157

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 20 found (avg $0.69, cheapest $0.40)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Aug 70.380.42$0.4010.0%3190.041.2K
$485.00Aug 140.470.55$0.5115.7%90.03127
$455.00Aug 70.520.63$0.5719.3%780.05210
$452.50Aug 70.600.68$0.6412.5%360.0646
$480.00Aug 140.600.68$0.6412.5%920.04397
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 70.420.51$0.4719.1%5740.03911
$352.50Aug 70.490.55$0.5211.5%100.0458
$325.00Aug 140.510.61$0.5617.9%1140.033.0K
$402.50Jul 310.520.63$0.5719.3%4320.25270
$355.00Aug 70.560.67$0.6217.7%1570.042.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 214 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 3164.1566.85$65.504.1%--1.0044
$345.00Jul 3158.6061.85$60.235.4%--1.0077
$350.00Jul 3154.2056.85$55.534.8%--1.00611
$355.00Jul 3149.1551.85$50.505.3%--1.0025
$365.00Jul 3139.3041.85$40.586.3%41.00134
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$415.00Jul 318.2010.55$9.3825.1%1201.00359
$417.50Jul 3111.9013.00$12.458.8%141.00275
$420.00Jul 3114.1015.95$15.0212.3%2.7K1.003.5K
$422.50Jul 3116.0518.25$17.1512.8%--1.0012
$425.00Jul 3118.1520.85$19.5013.8%491.00161

Most actively traded options today. High liquidity = easy entry/exit. 474 active (total vol 66.4K, top 3.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Jul 310.140.19$0.1729.4%3.1K0.094.6K
$420.00Jul 310.010.02$0.0250.0%3.0K0.013.5K
$412.50Jul 310.050.07$0.0633.3%2.2K0.04983
$430.00Aug 72.813.05$2.938.2%1.6K0.20959
$420.00Aug 75.005.50$5.259.5%1.3K0.311.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Jul 3114.1015.95$15.0212.3%2.7K1.003.5K
$400.00Jul 310.220.30$0.2630.8%2.0K0.125.1K
$395.00Jul 310.030.11$0.07114.3%1.3K0.032.3K
$397.50Jul 310.080.18$0.1376.9%1.3K0.061.7K
$400.00Aug 78.258.80$8.536.4%1.1K0.412.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 108 strikes (avg 473.8%, max 1387.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$335.00Jul 31Sep 4659.5%51.0%1193.8%135
$330.00Jul 31Aug 21656.8%55.2%1089.2%--801
$485.00Jul 31Sep 11498.1%46.5%971.3%1945
$325.00Jul 31Aug 7753.8%71.4%956.1%--126
$467.50Jul 31Aug 14508.1%48.3%951.5%473
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$325.00Jul 31Sep 11753.8%50.7%1387.0%871.2K
$335.00Jul 31Sep 11659.5%49.8%1224.0%291.1K
$330.00Jul 31Sep 11656.8%50.2%1209.2%983.1K
$327.50Jul 31Aug 14679.4%59.0%1050.7%2211.4K
$332.50Jul 31Aug 14634.8%58.8%980.1%30370

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 298 found (best R:R 37.46, avg 4.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$480.00$485.00Aug 14$0.13$4.87$0.1337.46$480.13
$475.00$480.00Aug 14$0.18$4.82$0.1826.78$475.18
$410.00$412.50Jul 31$0.11$2.39$0.1121.73$410.11
$470.00$475.00Aug 14$0.23$4.77$0.2320.74$470.23
$450.00$452.50Aug 7$0.12$2.38$0.1219.83$450.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$335.00Aug 14$0.13$4.87$0.1337.46$339.87
$330.00$325.00Aug 28$0.19$4.81$0.1925.32$329.81
$357.50$355.00Aug 7$0.11$2.39$0.1121.73$357.39
$335.00$332.50Aug 14$0.11$2.39$0.1121.73$334.89
$360.00$357.50Aug 7$0.12$2.38$0.1219.83$359.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 410 found (best R:R 99.00, avg 2.89)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$325.00$335.00Aug 7$9.78$9.78$0.2244.45$334.78
$345.00$350.00Aug 21$4.87$4.87$0.1337.46$349.87
$362.50$365.00Jul 31$2.40$2.40$0.1024.00$364.90
$372.50$375.00Jul 31$2.40$2.40$0.1024.00$374.90
$355.00$360.00Aug 14$4.77$4.77$0.2320.74$359.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$470.00$460.00Aug 7$9.90$9.90$0.1099.00$460.10
$465.00$450.00Jul 31$14.67$14.67$0.3344.45$450.33
$460.00$455.00Aug 7$4.82$4.82$0.1826.78$455.18
$455.00$450.00Aug 14$4.80$4.80$0.2024.00$450.20
$470.00$460.00Aug 21$9.60$9.60$0.4024.00$460.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 109 found (avg debit $3.02, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$485.00Jul 31Aug 7$0.08498.1%53.6%
$480.00Jul 31Aug 7$0.11471.8%52.9%
$475.00Jul 31Aug 7$0.15445.2%52.4%
$470.00Jul 31Aug 7$0.19421.2%51.0%
$467.50Jul 31Aug 7$0.20508.1%51.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$325.00Jul 31Aug 7$0.11753.8%71.4%
$327.50Jul 31Aug 7$0.14679.4%69.5%
$330.00Jul 31Aug 7$0.15656.8%67.6%
$335.00Jul 31Aug 7$0.15659.5%64.2%
$332.50Jul 31Aug 7$0.18634.8%67.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 212 found (cheapest 0.70% of stock, avg 10.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$405.00Jul 31$1.44$1.38$2.82$402.18$407.820.70%
$407.50Jul 31$0.51$2.92$3.43$404.07$410.930.85%
$402.50Jul 31$3.15$0.57$3.72$398.78$406.220.92%
$410.00Jul 31$0.17$5.07$5.24$404.76$415.241.29%
$400.00Jul 31$5.38$0.26$5.64$394.36$405.641.39%
$412.50Jul 31$0.06$7.10$7.16$405.34$419.661.77%
$397.50Jul 31$7.88$0.13$8.01$389.49$405.511.98%
$415.00Jul 31$0.03$9.38$9.41$405.59$424.412.32%
$395.00Jul 31$10.20$0.07$10.27$384.73$405.272.54%
$417.50Jul 31$0.03$12.45$12.48$405.02$429.983.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 158 found (cheapest 0.07% of stock, avg 7.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$410.00$397.50Jul 31$0.17$0.13$0.30$397.20$410.30
$410.00$400.00Jul 31$0.17$0.26$0.43$399.57$410.43
$407.50$397.50Jul 31$0.51$0.13$0.64$396.86$408.14
$410.00$402.50Jul 31$0.17$0.57$0.74$401.76$410.74
$407.50$400.00Jul 31$0.51$0.26$0.77$399.23$408.27
$407.50$402.50Jul 31$0.51$0.57$1.08$401.42$408.58
$410.00$405.00Jul 31$0.17$1.38$1.55$403.45$411.55
$407.50$405.00Jul 31$0.51$1.38$1.89$403.11$409.39
$417.50$395.00Aug 7$6.07$6.65$12.72$382.28$430.22
$415.00$395.00Aug 7$6.90$6.65$13.55$381.45$428.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 307 found (best R:R 49.00, avg credit $4.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
345/350355/360Aug 28$4.90$0.1049.00$345.10$359.90
328/330355/360Aug 14$4.89$0.1144.45$325.11$359.89
340/342355/360Aug 14$4.89$0.1144.45$337.61$359.89
340/345355/360Aug 28$4.89$0.1144.45$340.11$359.89
332/335355/360Aug 14$4.88$0.1240.67$330.12$359.88
330/335360/365Aug 21$4.87$0.1337.46$330.13$364.87
340/345350/355Aug 28$4.87$0.1337.46$340.13$354.87
360/365375/380Aug 28$4.85$0.1532.33$360.15$379.85
350/355365/370Sep 4$4.85$0.1532.33$350.15$369.85
340/345350/355Aug 21$4.83$0.1728.41$340.17$354.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 221 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$470.00$475.00$480.00Aug 14$0.05$4.9599.00
$475.00$480.00$485.00Aug 14$0.05$4.9599.00
$465.00$470.00$475.00Aug 21$0.05$4.9599.00
$430.00$435.00$440.00Aug 28$0.05$4.9599.00
$470.00$475.00$480.00Aug 28$0.06$4.9482.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$350.00$355.00$360.00Aug 21$0.06$4.9482.33
$325.00$330.00$335.00Sep 4$0.06$4.9482.33
$365.00$370.00$375.00Sep 4$0.06$4.9482.33
$370.00$375.00$380.00Sep 11$0.06$4.9482.33
$330.00$335.00$340.00Aug 28$0.09$4.9154.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 190 found (best net $-18.71, 176 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$380.001:2Sep 11-$18.71$11.29
$475.00$485.001:2Sep 11-$3.08$6.92
$480.00$485.001:2Aug 7-$0.06$4.94
$475.00$480.001:2Aug 7-$0.08$4.92
$470.00$475.001:2Aug 7-$0.12$4.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$340.001:2Sep 11-$2.71$7.29
$340.00$335.001:2Aug 14-$0.73$4.27
$335.00$330.001:2Aug 21-$0.90$4.10
$340.00$335.001:2Aug 21-$1.35$3.65
$345.00$340.001:2Aug 21-$1.45$3.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 111 found (best yield 5.80%, avg 1.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Sep 11$23.500.511.2%5.80%7.01%77
$410.00Sep 4$21.500.501.2%5.31%6.52%7366
$415.00Sep 4$19.500.472.5%4.81%7.26%1417
$420.00Sep 11$19.150.453.7%4.73%8.41%105
$410.00Aug 28$19.100.501.2%4.72%5.93%39137
$407.50Aug 21$17.600.510.6%4.34%4.94%54331
$425.00Sep 11$17.250.424.9%4.26%9.17%3--
$420.00Sep 4$16.950.443.7%4.18%7.86%516
$415.00Aug 28$16.650.462.5%4.11%6.56%8128
$410.00Aug 21$16.300.481.2%4.02%5.24%1829.0K

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 47,718
Total Puts 45,384
Put/Call Ratio 0.95
Net Difference 2,334

Prior's Put/Call Breakdown

Total Calls 97,041
Total Puts 44,387
Put/Call Ratio 0.46
Net Difference 52,654

Prior 7-Day Put/Call Summary

Total Calls 539,002
Total Puts 497,065
Average Put/Call Ratio 1.15
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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