Tour v490
TSM
TAIWAN SEMICONDUCTOR ADR
$419.46 +3.29%
8/4 15:07

Option Volume

Detail
Current (08/04 3:05pm) 182,413
Calls: 127,258 (70%)
Puts: 55,155 (30%)
Prior (08/03) 108,841
Calls: 64,538 (59%)
Puts: 44,303 (41%)
Current vs Prior +67.60%
Calls: +97.18% (Calls)
Puts: +24.49% (Puts)
Prior 7-Day Total 952,312
Calls: 545,585 (57%)
Puts: 406,727 (43%)
Prior 7-Day Average 136,044
Calls: 77,940 (57%)
Puts: 58,103 (43%)
Current vs Prior 7-Day Avg +34.08%
Calls: +63.28%
Puts: -5.08%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04 3:05pm) $265.26M
Calls: $204.70M (77%)
Puts: $60.56M (23%)
Prior (08/03) $139.35M
Calls: $100.37M (72%)
Puts: $38.99M (28%)
Current vs Prior +90.35%
Calls: +103.96%
Puts: +55.33%
Prior 7-Day Total $1.22B
Calls: $790.57M (65%)
Puts: $431.04M (35%)
Prior 7-Day Average $174.52M
Calls: $112.94M (65%)
Puts: $61.58M (35%)
Current vs Prior 7-Day Avg +52.00%
Calls: +81.25%
Puts: -1.65%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04 3:05pm) 0.43
Prior (08/03) 0.69
Current vs Prior -36.86%
Prior 7-Day Average 0.97
Current vs Prior 7-Day Avg -55.45%
Sentiment BULLISH

Open Interest

Detail
Current (08/04 3:05pm) 1,985,559
Calls: 932,628 (47%)
Puts: 1,052,931 (53%)
Prior (08/03) 1,932,614
Calls: 904,680 (47%)
Puts: 1,027,934 (53%)
Current vs Prior +2.74%
Prior 7-Day Total 13,659,725
Calls: 6,361,243 (47%)
Puts: 7,298,482 (53%)
Prior 7-Day Average 1,951,389
Calls: 908,749 (47%)
Puts: 1,042,640 (53%)
Current vs Prior 7-Day Avg +1.75%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.50% | 7.02%8.57% | 14.32%
Prior 1.08% | 5.85%9.54% | 15.16%
Current vs Prior +318.19% | +19.92%-10.22% | -5.58%
Prior 7-Day Avg 4.13% | 7.25%10.93% | 16.18%
Current vs 7-Day Avg +9.07% | -3.26%-21.66% | -11.50%
Prior 7-Day Eod 1.08% | 5.85%8.89% | 14.63%
Current vs 7-Day Eod +318.19% | +19.92%-3.64% | -2.14%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 7.21% | 3.92%
Calls: 6.06% | 3.61%
Puts: 8.35% | 4.23%
Prior 15.69% | 4.63%
Calls: 15.28% | 4.39%
Puts: 16.10% | 4.88%
Current vs Prior -54.05% | -15.33%
Prior 7-Day Avg 10.19% | 7.38%
Calls: 9.65% | 7.05%
Puts: 10.74% | 7.72%
Current vs 7-Day Avg -29.27% | -46.91%
Liquidity Acceptable
+
Add Card

🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($204.70M) vs puts ($60.56M). Elevated premium activity with dollar volume up 90% vs prior. Dollar volume significantly above 7-day average (52% higher). Above-average activity with volume up 68% vs prior.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 375 of results (avg 5.6%, best 1.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Sep 1875.1576.15$75.651.3%480.872.8K
$380.00Sep 1851.1052.00$51.551.7%280.751.5K
$390.00Sep 440.6541.55$41.102.2%50.7268
$390.00Sep 1844.5545.70$45.132.5%4040.704.7K
$340.00Sep 1883.4585.65$84.552.6%160.891.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Sep 1826.7027.25$26.982.0%1260.479.3K
$410.00Sep 1821.8022.30$22.052.3%5.5K0.417.7K
$480.00Aug 2161.6063.10$62.352.4%--0.8992
$460.00Aug 2144.4545.55$45.002.4%10.801.7K
$390.00Sep 1813.7014.10$13.902.9%800.302.6K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 20 found (avg $0.59, cheapest $0.13)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$462.50Aug 70.310.36$0.3414.7%520.0428
$500.00Aug 140.370.45$0.4119.5%940.03308
$460.00Aug 70.380.46$0.4219.0%6020.041.4K
$457.50Aug 70.470.57$0.5219.2%350.0640
$455.00Aug 70.620.70$0.6612.1%1070.07254
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 70.120.14$0.1315.4%3510.011.3K
$342.50Aug 140.350.42$0.3917.9%10.0246
$345.00Aug 140.380.46$0.4219.0%240.03193
$377.50Aug 70.390.46$0.4316.3%1700.04482
$380.00Aug 70.480.57$0.5217.3%2.1K0.051.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 181 found (avg delta 0.75, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Aug 773.1575.25$74.202.8%--0.9916
$352.50Aug 765.6567.80$66.723.2%--0.9920
$350.00Aug 768.1570.35$69.253.2%110.99491
$360.00Aug 758.2060.35$59.283.6%10.999
$365.00Aug 753.2555.40$54.334.0%10.98143
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Aug 740.2542.50$41.385.4%--0.94114
$455.00Aug 735.4037.50$36.455.8%--0.9245
$490.00Aug 2170.7573.10$71.933.3%--0.9242
$500.00Aug 2880.9083.90$82.403.6%--0.9114
$450.00Aug 730.6032.45$31.535.9%20.90669

Most actively traded options today. High liquidity = easy entry/exit. 410 active (total vol 156.6K, top 16.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$485.00Sep 45.005.40$5.207.7%16.6K0.1717.1K
$425.00Sep 420.7522.40$21.587.6%16.5K0.4917.2K
$425.00Aug 2114.5515.45$15.006.0%11.4K0.4711.6K
$475.00Aug 212.823.05$2.937.8%11.4K0.1312.3K
$440.00Sep 1819.4020.00$19.703.0%7.5K0.4210.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Sep 1817.4518.00$17.733.1%5.7K0.3516.1K
$410.00Sep 1821.8022.30$22.052.3%5.5K0.417.7K
$360.00Aug 211.801.88$1.844.3%2.9K0.0810.8K
$400.00Aug 218.809.20$9.004.4%2.8K0.3116.5K
$380.00Aug 70.480.57$0.5217.3%2.1K0.051.6K

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 30.8%, max 93.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Aug 7Sep 1885.0%48.0%77.1%593.2K
$345.00Aug 7Sep 487.1%50.3%73.1%--27
$360.00Aug 7Sep 1875.8%47.2%60.4%22.5K
$365.00Aug 7Sep 473.1%48.3%51.3%1157
$370.00Aug 7Sep 1870.0%46.7%49.8%61.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Aug 7Sep 1894.3%48.7%93.7%2579.1K
$350.00Aug 7Sep 1885.0%48.0%77.1%4597.3K
$345.00Aug 7Sep 1187.1%49.4%76.1%156649
$355.00Aug 7Sep 1179.0%47.9%64.8%1322.5K
$360.00Aug 7Sep 1875.8%47.2%60.4%4819.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 289 found (best R:R 37.46, avg 4.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$490.00$495.00Aug 14$0.13$4.87$0.1337.46$490.13
$457.50$460.00Aug 7$0.10$2.40$0.1024.00$457.60
$480.00$485.00Aug 14$0.21$4.79$0.2122.81$480.21
$485.00$490.00Aug 14$0.21$4.79$0.2122.81$485.21
$490.00$500.00Aug 21$0.50$9.50$0.5019.00$490.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$340.00Aug 21$0.14$4.86$0.1434.71$344.86
$350.00$345.00Aug 21$0.21$4.79$0.2122.81$349.79
$362.50$360.00Aug 14$0.12$2.38$0.1219.83$362.38
$365.00$362.50Aug 14$0.12$2.38$0.1219.83$364.88
$385.00$382.50Aug 7$0.13$2.37$0.1318.23$384.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 386 found (best R:R 49.00, avg 2.20)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$375.00$380.00Aug 14$4.90$4.90$0.1049.00$379.90
$370.00$375.00Aug 28$4.82$4.82$0.1826.78$374.82
$340.00$345.00Aug 21$4.81$4.81$0.1925.32$344.81
$370.00$372.50Aug 7$2.40$2.40$0.1024.00$372.40
$355.00$360.00Aug 14$4.80$4.80$0.2024.00$359.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$490.00$480.00Aug 21$9.58$9.58$0.4222.81$480.42
$490.00$485.00Sep 4$4.62$4.62$0.3812.16$485.38
$470.00$460.00Aug 14$9.13$9.13$0.8710.49$460.87
$450.00$445.00Aug 14$4.48$4.48$0.528.62$445.52
$495.00$475.00Aug 28$17.77$17.77$2.237.97$477.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 100 found (avg debit $2.82, cheapest $0.24)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Aug 14Aug 21$0.3363.5%57.1%
$500.00Aug 7Aug 14$0.3869.8%54.7%
$495.00Aug 7Aug 14$0.4668.5%53.8%
$490.00Aug 7Aug 14$0.5768.0%53.4%
$345.00Aug 7Aug 14$0.6587.1%61.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$337.50Aug 7Aug 14$0.2493.2%63.8%
$340.00Aug 7Aug 14$0.2794.3%63.5%
$342.50Aug 7Aug 14$0.3289.2%62.7%
$345.00Aug 7Aug 14$0.3587.1%61.6%
$347.50Aug 7Aug 14$0.3987.4%61.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 180 found (cheapest 4.21% of stock, avg 11.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$420.00Aug 7$8.68$8.98$17.66$402.34$437.664.21%
$417.50Aug 7$9.90$7.88$17.78$399.72$435.284.24%
$422.50Aug 7$7.58$10.25$17.83$404.67$440.334.25%
$415.00Aug 7$11.52$6.82$18.34$396.66$433.344.37%
$425.00Aug 7$6.48$11.93$18.41$406.59$443.414.39%
$412.50Aug 7$13.00$5.85$18.85$393.65$431.354.49%
$427.50Aug 7$5.43$13.53$18.96$408.54$446.464.52%
$410.00Aug 7$14.75$4.95$19.70$390.30$429.704.70%
$430.00Aug 7$4.63$15.28$19.91$410.09$449.914.75%
$407.50Aug 7$16.08$4.18$20.26$387.24$427.764.83%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.10% of stock, avg 6.88%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$430.00$407.50Aug 7$4.63$4.18$8.81$398.69$438.81
$430.00$410.00Aug 7$4.63$4.95$9.58$400.42$439.58
$427.50$407.50Aug 7$5.43$4.18$9.61$397.89$437.11
$427.50$410.00Aug 7$5.43$4.95$10.38$399.62$437.88
$430.00$412.50Aug 7$4.63$5.85$10.48$402.02$440.48
$425.00$407.50Aug 7$6.48$4.18$10.66$396.84$435.66
$427.50$412.50Aug 7$5.43$5.85$11.28$401.22$438.78
$425.00$410.00Aug 7$6.48$4.95$11.43$398.57$436.43
$430.00$415.00Aug 7$4.63$6.82$11.45$403.55$441.45
$422.50$407.50Aug 7$7.58$4.18$11.76$395.74$434.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 278 found (best R:R 44.45, avg credit $4.42)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
355/360365/370Sep 4$4.89$0.1144.45$355.11$369.89
370/375380/385Aug 28$4.88$0.1240.67$370.12$384.88
360/365370/375Aug 21$4.87$0.1337.46$360.13$374.87
355/360365/370Aug 28$4.87$0.1337.46$355.13$369.87
358/360365/370Aug 14$4.84$0.1630.25$355.16$369.84
370/375390/395Aug 28$4.83$0.1728.41$370.17$394.83
365/370385/390Sep 4$4.83$0.1728.41$365.17$389.83
355/360370/375Aug 21$4.82$0.1826.78$355.18$374.82
340/345350/355Aug 21$4.81$0.1925.32$340.19$354.81
345/350355/360Aug 21$4.81$0.1925.32$345.19$359.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 229 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$350.00$360.00$370.00Sep 18$0.07$9.93141.86
$380.00$390.00$400.00Sep 18$0.09$9.91110.11
$420.00$425.00$430.00Aug 28$0.05$4.9599.00
$475.00$480.00$485.00Aug 28$0.05$4.9599.00
$360.00$365.00$370.00Aug 14$0.06$4.9482.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$460.00$470.00$480.00Aug 21$0.09$9.91110.11
$350.00$355.00$360.00Aug 28$0.06$4.9482.33
$340.00$345.00$350.00Sep 4$0.06$4.9482.33
$340.00$345.00$350.00Aug 21$0.07$4.9370.43
$340.00$345.00$350.00Aug 28$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. 138 found (best net $-11.08, 138 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$500.001:2Aug 21-$0.68$9.32
$480.00$490.001:2Aug 21-$0.97$9.03
$490.00$500.001:2Sep 11-$3.27$6.73
$490.00$500.001:2Sep 18-$4.45$5.55
$480.00$485.001:2Aug 7-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$445.001:2Sep 4-$11.08$23.92
$350.00$340.001:2Sep 18-$2.22$7.78
$360.00$350.001:2Sep 18-$3.08$6.92
$370.00$360.001:2Sep 18-$4.24$5.76
$380.00$370.001:2Sep 18-$5.71$4.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 114 found (best yield 6.58%, avg 1.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$420.00Sep 18$27.600.530.1%6.58%6.71%1.2K6.2K
$420.00Sep 11$25.050.520.1%5.97%6.10%1114
$420.00Sep 4$23.000.520.1%5.48%5.61%1424
$430.00Sep 18$22.900.472.5%5.46%7.97%1868.5K
$425.00Sep 11$22.850.501.3%5.45%6.77%103
$430.00Sep 11$20.900.472.5%4.98%7.50%37
$425.00Sep 4$20.750.491.3%4.95%6.27%16.5K17.2K
$420.00Aug 28$20.000.520.1%4.77%4.90%134227
$440.00Sep 18$19.400.424.9%4.62%9.52%7.5K10.3K
$430.00Sep 4$18.450.462.5%4.40%6.91%49106

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 127,258
Total Puts 55,155
Put/Call Ratio 0.43
Net Difference 72,103

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 545,585
Total Puts 406,727
Average Put/Call Ratio 0.97
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