Tour v483
TSM
TAIWAN SEMICONDUCTOR ADR
$406.98 +0.67%
8/3 15:07

Option Volume

Detail
Current (08/03 3:05pm) 108,841
Calls: 64,538 (59%)
Puts: 44,303 (41%)
Prior (07/31) 93,102
Calls: 47,718 (51%)
Puts: 45,384 (49%)
Current vs Prior +16.91%
Calls: +35.25% (Calls)
Puts: -2.38% (Puts)
Prior 7-Day Total 1,004,817
Calls: 570,527 (57%)
Puts: 434,290 (43%)
Prior 7-Day Average 143,545
Calls: 81,503 (57%)
Puts: 62,041 (43%)
Current vs Prior 7-Day Avg -24.18%
Calls: -20.82%
Puts: -28.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03 3:05pm) $139.35M
Calls: $100.37M (72%)
Puts: $38.99M (28%)
Prior (07/31) $120.97M
Calls: $85.38M (71%)
Puts: $35.59M (29%)
Current vs Prior +15.19%
Calls: +17.55%
Puts: +9.54%
Prior 7-Day Total $1.31B
Calls: $861.98M (66%)
Puts: $452.51M (34%)
Prior 7-Day Average $187.78M
Calls: $123.14M (66%)
Puts: $64.64M (34%)
Current vs Prior 7-Day Avg -25.79%
Calls: -18.49%
Puts: -39.69%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03 3:05pm) 0.69
Prior (07/31) 0.95
Current vs Prior -27.82%
Prior 7-Day Average 0.98
Current vs Prior 7-Day Avg -29.97%
Sentiment BULLISH

Open Interest

Detail
Current (08/03 3:05pm) 1,932,614
Calls: 904,680 (47%)
Puts: 1,027,934 (53%)
Prior (07/31) 2,076,163
Calls: 966,986 (47%)
Puts: 1,109,177 (53%)
Current vs Prior -6.91%
Prior 7-Day Total 13,561,844
Calls: 6,303,036 (46%)
Puts: 7,258,808 (54%)
Prior 7-Day Average 1,937,406
Calls: 900,433 (46%)
Puts: 1,036,972 (54%)
Current vs Prior 7-Day Avg -0.25%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 5.16% | 7.34%8.92% | 14.66%
Prior 4.20% | 7.14%10.47% | 15.68%
Current vs Prior +22.63% | +2.77%-14.75% | -6.53%
Prior 7-Day Avg 4.65% | 7.53%11.32% | 16.49%
Current vs 7-Day Avg +10.83% | -2.46%-21.21% | -11.09%
Prior 7-Day Eod 4.20% | 7.14%9.46% | 15.09%
Current vs 7-Day Eod +22.63% | +2.77%-5.73% | -2.87%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 4.57% | 5.87%
Calls: 3.65% | 5.49%
Puts: 5.48% | 6.25%
Prior 16.50% | 15.56%
Calls: 13.84% | 13.48%
Puts: 19.16% | 17.65%
Current vs Prior -72.30% | -62.28%
Prior 7-Day Avg 8.85% | 7.28%
Calls: 8.20% | 7.03%
Puts: 9.51% | 7.53%
Current vs 7-Day Avg -48.37% | -19.40%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($100.37M). Bullish P/C ratio of 0.69. P/C ratio dropping 28% - 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 BULLISH
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 295 of results (avg 6.3%, best 2.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Sep 439.1540.05$39.602.3%100.71165
$330.00Aug 2177.7079.90$78.802.8%150.96716
$340.00Aug 2168.2070.15$69.182.8%--0.941.2K
$420.00Aug 2112.1012.45$12.272.9%2870.4113.3K
$377.50Aug 2135.8537.00$36.423.2%--0.7724
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$407.50Aug 2117.2017.55$17.382.0%210.48274
$420.00Sep 428.8529.70$29.282.9%20.56163
$410.00Aug 711.0511.40$11.233.1%390.54594
$480.00Sep 1175.6078.00$76.803.1%20.83--
$420.00Aug 2826.4527.30$26.883.2%--0.57148

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 16 found (avg $0.74, cheapest $0.43)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 70.450.54$0.5018.0%7690.05850
$480.00Aug 140.460.56$0.5119.6%130.04407
$447.50Aug 70.550.67$0.6119.7%470.06101
$475.00Aug 140.620.75$0.6918.8%640.05176
$445.00Aug 70.710.77$0.748.1%3540.07437
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$327.50Aug 140.390.47$0.4318.6%20.022
$330.00Aug 140.440.52$0.4816.7%540.03512
$365.00Aug 70.610.71$0.6615.2%3960.05635
$367.50Aug 70.710.81$0.7613.2%1220.06284
$342.50Aug 140.750.86$0.8113.6%630.048

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 159 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Aug 770.3073.45$71.884.4%--0.99154
$345.00Aug 760.4063.40$61.904.8%--0.9816
$350.00Aug 756.3558.50$57.433.7%10.98492
$352.50Aug 753.9556.00$54.983.7%--0.9720
$360.00Aug 746.6048.95$47.784.9%10.968
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Aug 752.0554.55$53.304.7%21.00115
$480.00Aug 1471.8075.30$73.554.8%10.96--
$470.00Aug 1462.1565.60$63.885.4%--0.9425
$455.00Aug 746.8549.60$48.235.7%--0.9445
$450.00Aug 742.3044.55$43.435.2%10.93670

Most actively traded options today. High liquidity = easy entry/exit. 355 active (total vol 71.2K, top 11.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Aug 74.404.90$4.6510.8%5.4K0.312.6K
$400.00Aug 2120.8022.40$21.607.4%4.4K0.5917.1K
$440.00Aug 71.051.21$1.1314.2%3.1K0.102.9K
$435.00Aug 71.571.74$1.6610.2%3.1K0.14564
$430.00Aug 72.292.48$2.388.0%1.6K0.181.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 216.657.25$6.958.6%11.3K0.2517.5K
$400.00Aug 76.356.65$6.504.6%1.4K0.382.7K
$400.00Aug 1410.2011.15$10.688.9%1.1K0.40801
$340.00Aug 140.610.77$0.6923.2%1.1K0.04263
$400.00Aug 2113.4514.20$13.835.4%9530.4116.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 100 strikes (avg 23.5%, max 65.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$335.00Aug 7Sep 482.2%51.7%59.1%--167
$345.00Aug 7Sep 475.3%50.5%49.2%--27
$350.00Aug 7Sep 471.6%50.0%43.3%1520
$360.00Aug 7Sep 466.8%49.1%36.0%148
$365.00Aug 7Sep 465.8%48.6%35.2%22137
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Aug 7Sep 1183.9%50.6%65.9%64591
$335.00Aug 7Sep 1182.2%50.1%64.0%53412
$340.00Aug 7Sep 1176.3%49.8%53.3%1841.5K
$345.00Aug 7Sep 1175.3%49.1%53.3%115449
$350.00Aug 7Sep 1171.6%48.8%46.8%2611.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 269 found (best R:R 30.25, avg 4.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$480.00$485.00Aug 14$0.16$4.84$0.1630.25$480.16
$475.00$480.00Aug 14$0.18$4.82$0.1826.78$475.18
$470.00$475.00Aug 14$0.19$4.81$0.1925.32$470.19
$447.50$450.00Aug 7$0.11$2.39$0.1121.73$447.61
$452.50$455.00Aug 7$0.11$2.39$0.1121.73$452.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$335.00$330.00Aug 21$0.23$4.77$0.2320.74$334.77
$342.50$340.00Aug 14$0.12$2.38$0.1219.83$342.38
$340.00$335.00Aug 21$0.25$4.75$0.2519.00$339.75
$365.00$362.50Aug 7$0.13$2.37$0.1318.23$364.87
$335.00$330.00Aug 28$0.31$4.69$0.3115.13$334.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 364 found (best R:R 32.33, avg 2.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$335.00$340.00Aug 14$4.85$4.85$0.1532.33$339.85
$330.00$340.00Aug 21$9.62$9.62$0.3825.32$339.62
$352.50$360.00Aug 7$7.20$7.20$0.3024.00$359.70
$340.00$345.00Aug 14$4.80$4.80$0.2024.00$344.80
$345.00$350.00Aug 21$4.78$4.78$0.2221.73$349.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$480.00$470.00Aug 14$9.67$9.67$0.3329.30$470.33
$435.00$432.50Aug 7$2.40$2.40$0.1024.00$432.60
$455.00$450.00Aug 7$4.80$4.80$0.2024.00$450.20
$470.00$460.00Aug 14$9.48$9.48$0.5218.23$460.52
$445.00$440.00Aug 7$4.73$4.73$0.2717.52$440.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 100 found (avg debit $2.67, cheapest $0.33)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$485.00Aug 7Aug 14$0.3359.2%50.9%
$480.00Aug 7Aug 14$0.4760.2%51.6%
$475.00Aug 7Aug 14$0.6458.2%51.7%
$470.00Aug 7Aug 14$0.8057.8%51.4%
$467.50Aug 7Aug 14$0.8957.1%51.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$327.50Aug 7Aug 14$0.3386.6%64.9%
$480.00Aug 14Aug 21$0.3551.6%49.2%
$330.00Aug 7Aug 14$0.3883.9%64.2%
$335.00Aug 7Aug 14$0.4582.2%62.4%
$332.50Aug 7Aug 14$0.4881.2%64.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 158 found (cheapest 4.82% of stock, avg 10.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$405.00Aug 7$10.95$8.65$19.60$385.40$424.604.82%
$407.50Aug 7$9.63$10.03$19.66$387.84$427.164.83%
$410.00Aug 7$8.48$11.23$19.71$390.29$429.714.84%
$402.50Aug 7$12.20$7.57$19.77$382.73$422.274.86%
$412.50Aug 7$7.20$12.58$19.78$392.72$432.284.86%
$400.00Aug 7$13.73$6.50$20.23$379.77$420.234.97%
$415.00Aug 7$6.23$14.30$20.53$394.47$435.535.04%
$397.50Aug 7$15.38$5.75$21.13$376.37$418.635.19%
$417.50Aug 7$5.43$16.00$21.43$396.07$438.935.27%
$395.00Aug 7$16.95$4.88$21.83$373.17$416.835.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.56% of stock, avg 6.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$420.00$397.50Aug 7$4.65$5.75$10.40$387.10$430.40
$420.00$400.00Aug 7$4.65$6.50$11.15$388.85$431.15
$417.50$397.50Aug 7$5.43$5.75$11.18$386.32$428.68
$417.50$400.00Aug 7$5.43$6.50$11.93$388.07$429.43
$415.00$397.50Aug 7$6.23$5.75$11.98$385.52$426.98
$420.00$402.50Aug 7$4.65$7.57$12.22$390.28$432.22
$415.00$400.00Aug 7$6.23$6.50$12.73$387.27$427.73
$412.50$397.50Aug 7$7.20$5.75$12.95$384.55$425.45
$417.50$402.50Aug 7$5.43$7.57$13.00$389.50$430.50
$420.00$405.00Aug 7$4.65$8.65$13.30$391.70$433.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 298 found (best R:R 49.00, avg credit $3.80)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
330/335355/360Aug 21$4.90$0.1049.00$330.10$359.90
355/360370/375Aug 21$4.90$0.1049.00$355.10$374.90
370/375380/385Aug 28$4.88$0.1240.67$370.12$384.88
350/355370/375Aug 21$4.85$0.1532.33$350.15$374.85
340/345350/355Aug 28$4.84$0.1630.25$340.16$354.84
375/380385/390Aug 28$4.84$0.1630.25$375.16$389.84
350/355360/365Aug 28$4.83$0.1728.41$350.17$364.83
350/355365/370Aug 28$4.83$0.1728.41$350.17$369.83
375/380395/400Aug 28$4.79$0.2122.81$375.21$399.79
362/365375/378Aug 7$2.38$0.1219.83$362.62$377.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 196 found (best R:R 124.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$460.00$465.00$470.00Aug 21$0.07$4.9370.43
$400.00$405.00$410.00Aug 28$0.08$4.9261.50
$405.00$410.00$415.00Aug 28$0.08$4.9261.50
$445.00$450.00$455.00Aug 28$0.08$4.9261.50
$360.00$365.00$370.00Aug 14$0.09$4.9154.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$460.00$470.00$480.00Aug 21$0.08$9.92124.00
$330.00$335.00$340.00Sep 4$0.06$4.9482.33
$335.00$340.00$345.00Aug 21$0.07$4.9370.43
$350.00$355.00$360.00Aug 28$0.07$4.9370.43
$375.00$380.00$385.00Sep 11$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. 130 found (best net $-17.93, 129 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$470.001:2Sep 11-$4.50$5.50
$480.00$485.001:2Aug 7$0.00$5.00
$470.00$475.001:2Aug 7-$0.02$4.98
$475.00$480.001:2Aug 7-$0.03$4.97
$480.00$485.001:2Aug 14-$0.19$4.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$445.001:2Sep 4-$17.93$17.07
$430.00$410.001:2Sep 11-$14.00$6.00
$335.00$330.001:2Aug 21-$0.73$4.27
$340.00$335.001:2Aug 21-$0.94$4.06
$345.00$340.001:2Aug 21-$1.12$3.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 109 found (best yield 5.84%, avg 1.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$410.00Sep 11$23.750.520.7%5.84%6.58%1019
$410.00Sep 4$21.600.510.7%5.31%6.05%33108
$415.00Sep 11$21.550.482.0%5.30%7.27%21
$415.00Sep 4$19.500.482.0%4.79%6.76%1326
$420.00Sep 11$19.450.463.2%4.78%7.98%212
$410.00Aug 28$18.800.500.7%4.62%5.36%30153
$425.00Sep 11$17.350.424.4%4.26%8.69%12
$407.50Aug 21$17.250.520.1%4.24%4.37%177329
$420.00Sep 4$17.200.443.2%4.23%7.43%817
$415.00Aug 28$16.600.472.0%4.08%6.05%44129

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 64,538
Total Puts 44,303
Put/Call Ratio 0.69
Net Difference 20,235

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 570,527
Total Puts 434,290
Average Put/Call Ratio 0.98
Ratio Trend Falling

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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