Tour v528
TSM
TAIWAN SEMICONDUCTOR ADR
$429.43 +2.80%
9/17 15:07

Option Volume

Detail
Current (09/17 3:05pm) 111,077
Calls: 66,848 (60%)
Puts: 44,229 (40%)
Prior (09/15) 188,100
Calls: 152,647 (81%)
Puts: 35,453 (19%)
Current vs Prior -40.95%
Calls: -56.21% (Calls)
Puts: +24.75% (Puts)
Prior 7-Day Total 587,199
Calls: 301,448 (51%)
Puts: 285,751 (49%)
Prior 7-Day Average 83,885
Calls: 43,064 (51%)
Puts: 40,821 (49%)
Current vs Prior 7-Day Avg +32.41%
Calls: +55.23%
Puts: +8.35%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17 3:05pm) $114.43M
Calls: $83.84M (73%)
Puts: $30.59M (27%)
Prior (09/15) $1.10B
Calls: $1.07B (98%)
Puts: $26.68M (2%)
Current vs Prior -89.61%
Calls: -92.19%
Puts: +14.66%
Prior 7-Day Total $603.71M
Calls: $374.41M (62%)
Puts: $229.30M (38%)
Prior 7-Day Average $86.24M
Calls: $53.49M (62%)
Puts: $32.76M (38%)
Current vs Prior 7-Day Avg +32.68%
Calls: +56.75%
Puts: -6.62%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 3:05pm) 0.66
Prior (09/15) 0.23
Current vs Prior +184.87%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -35.17%
Sentiment BULLISH

Open Interest

Detail
Current (09/17 3:05pm) 1,967,310
Calls: 897,155 (46%)
Puts: 1,070,155 (54%)
Prior (09/15) 1,935,617
Calls: 893,371 (46%)
Puts: 1,042,246 (54%)
Current vs Prior +1.64%
Prior 7-Day Total 13,317,623
Calls: 6,289,827 (47%)
Puts: 7,027,796 (53%)
Prior 7-Day Average 1,902,517
Calls: 898,546 (47%)
Puts: 1,003,970 (53%)
Current vs Prior 7-Day Avg +3.41%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 1.70% | 3.70%1.70% | 8.62%
Prior 3.25% | 4.62%3.25% | 9.27%
Current vs Prior -47.80% | -19.89%-47.80% | -7.01%
Prior 7-Day Avg 2.22% | 4.14%4.76% | 10.25%
Current vs 7-Day Avg -23.47% | -10.47%-64.39% | -15.93%
Prior 7-Day Eod 3.25% | 4.62%2.45% | 8.93%
Current vs 7-Day Eod -47.80% | -19.89%-30.91% | -3.53%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 4.63% | 2.48%
Calls: 6.13% | 2.93%
Puts: 3.13% | 2.03%
Prior 4.03% | 5.62%
Calls: 4.18% | 5.41%
Puts: 3.87% | 5.83%
Current vs Prior +14.89% | -55.87%
Prior 7-Day Avg 9.93% | 5.02%
Calls: 10.43% | 4.89%
Puts: 9.42% | 5.16%
Current vs 7-Day Avg -53.36% | -50.63%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($83.84M). Light premium activity with dollar volume down 90% vs prior. Below-average activity with volume down 41% vs prior. Bullish P/C ratio of 0.66.

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 299 of results (avg 4.7%, best 1.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$425.00Oct 915.3515.55$15.451.3%460.57216
$420.00Oct 1621.6021.90$21.751.4%4860.623.2K
$415.00Oct 2326.6527.10$26.881.7%80.6580
$450.00Oct 168.258.40$8.321.8%1.8K0.337.2K
$430.00Oct 1616.1016.40$16.251.8%6.9K0.517.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Oct 1627.2527.55$27.401.1%7750.67438
$430.00Oct 1615.1515.35$15.251.3%1.8K0.492.3K
$410.00Oct 167.257.35$7.301.4%3540.292.4K
$420.00Oct 1610.6510.80$10.731.4%2180.3814.3K
$445.00Oct 921.1021.40$21.251.4%30.677

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 60 found (avg $0.50, cheapest $0.17)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$442.50Sep 180.160.18$0.1711.8%2770.05644
$440.00Sep 180.300.32$0.316.5%3.1K0.099.2K
$437.50Sep 180.550.59$0.577.0%2.0K0.153.2K
$470.00Sep 250.210.24$0.2213.6%550.03659
$467.50Sep 250.260.30$0.2814.3%40.04107
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$415.00Sep 180.140.17$0.1618.8%6010.042.9K
$417.50Sep 180.240.27$0.2611.5%3980.07836
$420.00Sep 180.430.48$0.4511.1%7860.1210.9K
$422.50Sep 180.730.79$0.767.9%7650.18308
$385.00Sep 250.210.24$0.2213.6%930.02859

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 146 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Oct 970.0572.10$71.072.9%91.002
$360.00Sep 1868.2070.80$69.503.7%361.00140
$370.00Sep 1858.8560.65$59.753.0%141.0081
$380.00Sep 1848.8050.65$49.723.7%231.00101
$350.00Sep 1879.1080.70$79.902.0%311.00110
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 1819.5521.50$20.539.5%531.001.0K
$460.00Sep 1829.3531.55$30.457.2%571.0035
$470.00Sep 2539.5041.15$40.334.1%11.002
$442.50Sep 1812.5514.05$13.3011.3%--0.9445
$465.00Sep 2534.5036.00$35.254.3%--0.9411

Most actively traded options today. High liquidity = easy entry/exit. 397 active (total vol 81.2K, top 11.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Sep 182.682.77$2.733.3%11.1K0.4716.2K
$430.00Oct 1616.1016.40$16.251.8%6.9K0.517.6K
$440.00Sep 180.300.32$0.316.5%3.1K0.099.2K
$437.50Sep 180.550.59$0.577.0%2.0K0.153.2K
$450.00Oct 168.258.40$8.321.8%1.8K0.337.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Sep 180.030.04$0.0425.0%2.7K0.0124.5K
$370.00Oct 161.101.24$1.1712.0%1.8K0.065.4K
$430.00Oct 1615.1515.35$15.251.3%1.8K0.492.3K
$405.00Sep 180.040.05$0.0520.0%1.0K0.012.1K
$425.00Sep 181.251.31$1.284.7%1.0K0.271.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 8.9%, max 16.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$422.50Sep 18Oct 233.8%29.1%16.1%351598
$427.50Sep 18Oct 232.2%28.2%14.1%1.3K1.1K
$432.50Sep 18Oct 232.4%30.4%6.6%6953.5K
$425.00Sep 18Oct 3032.8%31.1%5.6%1.3K2.0K
$430.00Sep 18Oct 3032.5%31.8%2.3%11.1K16.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$422.50Sep 18Oct 233.8%29.1%16.1%833340
$427.50Sep 18Oct 232.2%28.2%14.1%589405
$432.50Sep 18Oct 232.4%30.4%6.6%26555
$425.00Sep 18Oct 3032.8%31.1%5.6%1.0K1.2K
$430.00Sep 18Oct 3032.5%31.8%2.3%7585.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 222 found (best R:R 1.33, avg 7.32)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$430.00$435.00Oct 30$2.15$2.85$2.1552%1.33$432.15
$490.00$495.00Oct 30$0.33$4.67$0.3314%14.15$490.33
$410.00$415.00Oct 30$3.02$1.98$3.0268%0.66$413.02
$470.00$475.00Oct 30$0.78$4.22$0.7824%5.41$470.78
$455.00$460.00Oct 23$1.12$3.88$1.1231%3.46$456.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$440.00$437.50Oct 2$1.23$1.27$1.2364%1.03$438.77
$435.00$430.00Oct 23$2.22$2.78$2.2252%1.25$432.78
$425.00$420.00Oct 30$1.80$3.20$1.8044%1.78$423.20
$430.00$427.50Sep 25$0.98$1.52$0.9850%1.55$429.02
$427.50$425.00Oct 2$0.90$1.60$0.9046%1.78$426.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 176 found (best R:R 0.81, avg 0.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$445.00$450.00Oct 30$2.23$2.23$2.7759%0.81$447.23
$432.50$435.00Sep 18$0.70$0.70$1.8066%0.39$433.20
$430.00$432.50Sep 18$1.03$1.03$1.4753%0.70$431.03
$450.00$455.00Oct 23$1.65$1.65$3.3565%0.49$451.65
$435.00$440.00Oct 30$2.35$2.35$2.6552%0.89$437.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$400.00$390.00Oct 16$1.78$1.78$8.2279%0.22$398.22
$410.00$400.00Oct 16$2.50$2.50$7.5071%0.33$407.50
$405.00$400.00Oct 30$1.50$1.50$3.5072%0.43$403.50
$420.00$410.00Oct 16$3.43$3.43$6.5762%0.52$416.57
$410.00$405.00Oct 23$1.62$1.62$3.3869%0.48$408.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $4.33, cheapest $4.32)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$427.50Sep 18Sep 25$4.4532.2%28.9%
$430.00Sep 18Sep 25$4.4732.5%29.4%
$432.50Sep 18Sep 25$4.3332.4%29.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$427.50Sep 18Sep 25$4.3232.2%28.9%
$430.00Sep 18Sep 25$4.1832.5%29.4%
$432.50Sep 18Sep 25$4.2232.4%29.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 122 found (cheapest 1.38% of stock, avg 6.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$430.00Sep 18$2.73$3.20$5.93$424.07$435.931.38%
$427.50Sep 18$4.08$2.08$6.16$421.34$433.661.43%
$432.50Sep 18$1.70$4.68$6.38$426.12$438.881.49%
$425.00Sep 18$5.75$1.28$7.03$417.97$432.031.64%
$435.00Sep 18$1.00$6.53$7.53$427.47$442.531.75%
$422.50Sep 18$7.78$0.76$8.54$413.96$431.041.99%
$437.50Sep 18$0.57$8.50$9.07$428.43$446.572.11%
$420.00Sep 18$9.85$0.45$10.30$409.70$430.302.40%
$440.00Sep 18$0.31$10.70$11.01$428.99$451.012.56%
$417.50Sep 18$12.43$0.26$12.69$404.81$430.192.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.13% of stock, avg 3.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$440.00$417.50Sep 18$0.31$0.26$0.57$416.93$440.57
$440.00$420.00Sep 18$0.31$0.45$0.76$419.24$440.76
$437.50$417.50Sep 18$0.57$0.26$0.83$416.67$438.33
$437.50$420.00Sep 18$0.57$0.45$1.02$418.98$438.52
$440.00$422.50Sep 18$0.31$0.76$1.07$421.43$441.07
$437.50$422.50Sep 18$0.57$0.76$1.33$421.17$438.83
$435.00$417.50Sep 18$1.00$0.26$1.26$416.24$436.26
$435.00$420.00Sep 18$1.00$0.45$1.45$418.55$436.45
$435.00$422.50Sep 18$1.00$0.76$1.76$420.74$436.76
$440.00$425.00Sep 18$0.31$1.28$1.59$423.41$441.59

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 342 found (best R:R 0.59, avg credit $1.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
395/398445/448Oct 2$0.93$1.5760%0.59$396.57$445.93
395/398452/455Oct 2$0.72$1.7868%0.40$396.78$453.22
402/405452/455Oct 2$0.84$1.6663%0.51$404.16$453.34
402/405445/448Oct 2$1.05$1.4554%0.72$403.95$446.05
405/408452/455Oct 2$0.89$1.6160%0.55$406.61$453.39
405/408445/448Oct 2$1.10$1.4052%0.79$406.40$446.10
400/402452/455Oct 2$0.77$1.7365%0.45$401.73$453.27
400/402445/448Oct 2$0.98$1.5256%0.64$401.52$445.98
380/385460/465Oct 30$2.17$2.8354%0.77$382.83$462.17
395/398452/455Sep 25$0.33$2.1782%0.15$397.17$452.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 223 found (best R:R 19.83, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$400.00$410.00$420.00Oct 16$0.48$9.5218%19.83
$380.00$390.00$400.00Oct 16$0.28$9.7211%34.71
$435.00$440.00$445.00Oct 23$0.09$4.918%54.56
$425.00$430.00$435.00Oct 23$0.11$4.899%44.45
$420.00$425.00$430.00Oct 30$0.12$4.888%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$430.00$440.00$450.00Oct 16$0.65$9.3518%14.38
$470.00$480.00$490.00Oct 16$0.20$9.808%49.00
$425.00$430.00$435.00Oct 9$0.10$4.9012%49.00
$450.00$460.00$470.00Oct 16$0.60$9.4014%15.67
$432.50$435.00$437.50Sep 18$0.12$2.3820%19.83

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 224 found (best net $-6.07, 218 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$432.50$435.001:2Sep 18-$0.30$2.20
$430.00$432.501:2Sep 18-$0.67$1.83
$435.00$437.501:2Sep 18-$0.14$2.36
$437.50$440.001:2Sep 18-$0.05$2.45
$480.00$490.001:2Oct 16-$0.86$9.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$442.501:2Sep 18-$6.07$1.43
$427.50$425.001:2Sep 18-$0.48$2.02
$400.00$390.001:2Oct 16-$1.24$8.76
$425.00$422.501:2Sep 18-$0.24$2.26
$390.00$380.001:2Oct 16-$0.74$9.26

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 91 found (best yield 4.68%, avg 1.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$430.00Oct 30$20.100.520.1%4.68%4.81%58
$435.00Oct 30$17.750.481.3%4.13%5.43%517
$440.00Oct 30$15.600.452.5%3.63%6.09%77272
$445.00Oct 30$13.700.413.6%3.19%6.82%1447
$450.00Oct 30$11.500.374.8%2.68%7.47%2223
$430.00Oct 23$18.250.520.1%4.25%4.38%55604
$455.00Oct 30$9.850.346.0%2.29%8.25%413
$435.00Oct 23$15.850.471.3%3.69%4.99%7142
$440.00Oct 23$13.700.432.5%3.19%5.65%40140
$460.00Oct 30$8.950.307.1%2.08%9.20%1444

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 66,848
Total Puts 44,229
Put/Call Ratio 0.66
Net Difference 22,619

Prior's Put/Call Breakdown

Total Calls 152,647
Total Puts 35,453
Put/Call Ratio 0.23
Net Difference 117,194

Prior 7-Day Put/Call Summary

Total Calls 301,448
Total Puts 285,751
Average Put/Call Ratio 1.02
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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