Tour v536
TSM
TAIWAN SEMICONDUCTOR ADR
$379.08 +7.36%
◀ 11/6 09:40 ▶

Option Volume

Detail
ℹ
Current (11/06 9:40am) 18,739
Calls: 13,087 (70%)
Puts: 5,652 (30%)
Prior (10/15) 31,810
Calls: 16,522 (52%)
Puts: 15,288 (48%)
Current vs Prior -41.09%
Calls: -20.79% (Calls)
Puts: -63.03% (Puts)
Prior 7-Day Total 667,996
Calls: 374,773 (56%)
Puts: 293,223 (44%)
Prior 7-Day Average 95,428
Calls: 53,539 (56%)
Puts: 41,889 (44%)
Current vs Prior 7-Day Avg -80.36%
Calls: -75.56%
Puts: -86.51%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 9:40am) $20.26M
Calls: $13.35M (66%)
Puts: $6.91M (34%)
Prior (10/15) $25.93M
Calls: $9.28M (36%)
Puts: $16.65M (64%)
Current vs Prior -21.85%
Calls: +43.85%
Puts: -58.47%
Prior 7-Day Total $763.60M
Calls: $483.78M (63%)
Puts: $279.82M (37%)
Prior 7-Day Average $109.09M
Calls: $69.11M (63%)
Puts: $39.97M (37%)
Current vs Prior 7-Day Avg -81.43%
Calls: -80.69%
Puts: -82.70%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06 9:40am) 0.43
Prior (10/15) 0.93
Current vs Prior -53.33%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -47.10%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06 9:40am) 1,989,057
Calls: 1,023,290 (51%)
Puts: 965,767 (49%)
Prior (10/15) 1,932,229
Calls: 923,415 (48%)
Puts: 1,008,814 (52%)
Current vs Prior +2.94%
Prior 7-Day Total 12,985,804
Calls: 6,304,828 (49%)
Puts: 6,680,976 (51%)
Prior 7-Day Average 1,855,114
Calls: 900,689 (49%)
Puts: 954,425 (51%)
Current vs Prior 7-Day Avg +7.22%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.32% | 6.74%8.74% | 13.32%
Prior 2.58% | 4.40%2.58% | 9.35%
Current vs Prior -10.01% | +53.41%+238.42% | +42.54%
Prior 7-Day Avg 2.63% | 4.93%4.81% | 10.17%
Current vs 7-Day Avg -11.54% | +36.69%+81.54% | +30.97%
Prior 7-Day Eod 2.58% | 4.40%11.35% | 14.82%
Current vs 7-Day Eod -10.01% | +53.41%-23.01% | -10.09%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 10.12% | 5.50%
Calls: 11.88% | 4.91%
Puts: 8.37% | 6.08%
Prior 4.63% | 2.75%
Calls: 5.22% | 2.58%
Puts: 4.04% | 2.93%
Current vs Prior +118.57% | +100.00%
Prior 7-Day Avg 5.42% | 2.87%
Calls: 5.78% | 2.53%
Puts: 5.05% | 3.21%
Current vs 7-Day Avg +86.86% | +91.83%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($13.35M). Below-average activity with volume down 41% vs prior. Extreme bullish P/C ratio of 0.43 - heavy call buying (13,087 calls vs 5,652 puts). P/C ratio dropping 53% - 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 BEARISH
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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 242 of results (avg 6.3%, best 1.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Dec 1834.0035.05$34.533.0%140.661.0K
$365.00Nov 1320.8021.45$21.133.1%30.6969
$380.00Dec 1822.2022.90$22.553.1%330.521.3K
$305.00Nov 2775.0077.60$76.303.4%--0.9230
$375.00Nov 2017.5518.20$17.883.6%200.56191
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Nov 209.309.45$9.381.6%160.34568
$430.00Nov 2050.9052.30$51.602.7%150.904.0K
$440.00Nov 2060.2562.05$61.152.9%120.941.2K
$395.00Nov 1320.9021.55$21.233.1%10.69583
$445.00Nov 2765.6067.75$66.683.2%--0.932.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.86, cheapest $0.58)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Nov 60.530.63$0.5817.2%1600.122.3K
$387.50Nov 60.891.00$0.9511.6%1100.18116
$425.00Nov 130.770.93$0.8518.8%2260.07730
$440.00Nov 200.891.06$0.9817.3%2070.064.4K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Nov 60.901.01$0.9611.5%1710.182.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 196 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 667.2570.35$68.804.5%--1.0012
$315.00Nov 662.2565.50$63.885.1%--1.0010
$330.00Nov 647.3049.90$48.605.3%211.003
$340.00Nov 637.6040.00$38.806.2%11.0013
$345.00Nov 632.3035.15$33.728.5%--1.0039
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$435.00Nov 655.3057.75$56.534.3%11.0013
$430.00Nov 649.7552.55$51.155.5%--1.0040
$415.00Nov 634.7037.15$35.926.8%--1.00103
$420.00Nov 639.8542.10$40.985.5%--1.0093
$412.50Nov 632.7035.30$34.007.6%--0.9963

Most actively traded options today. High liquidity = easy entry/exit. 335 active (total vol 15.1K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 60.060.08$0.0728.6%2.1K0.021.3K
$420.00Nov 202.602.93$2.7711.9%7500.153.5K
$400.00Nov 206.607.20$6.908.7%7290.305.1K
$400.00Nov 134.054.45$4.259.4%5240.25520
$380.00Nov 63.253.50$3.387.4%4900.46646
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 2014.8015.70$15.255.9%2800.495.9K
$330.00Nov 131.281.45$1.3712.4%2160.08989
$350.00Nov 60.040.08$0.0666.7%2040.01648
$327.50Nov 131.141.31$1.2313.8%2010.07--
$330.00Dec 186.506.90$6.706.0%1810.185.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 84.7%, max 125.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Nov 6Dec 1896.6%42.8%125.6%671.3K
$375.00Nov 6Dec 1192.1%44.0%109.3%152538
$380.00Nov 6Dec 1890.4%45.3%99.6%5232.0K
$385.00Nov 6Dec 1189.1%44.8%98.9%384602
$372.50Nov 6Nov 1393.8%57.1%64.4%38338
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Nov 6Dec 1896.6%42.8%125.7%2469.0K
$375.00Nov 6Dec 1192.1%44.0%109.5%1786.5K
$380.00Nov 6Dec 1890.4%45.3%99.6%1615.4K
$385.00Nov 6Dec 1189.1%44.8%98.9%48595
$372.50Nov 6Nov 1393.8%57.1%64.4%89521

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 245 found (best R:R 21.73, avg 5.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$430.00$435.00Dec 11$0.22$4.78$0.2217%21.73$430.22
$362.50$365.00Nov 13$1.30$1.20$1.3071%0.92$363.80
$415.00$420.00Dec 11$0.85$4.15$0.8525%4.88$415.85
$440.00$445.00Dec 11$0.30$4.70$0.3013%15.67$440.30
$367.50$370.00Nov 13$1.36$1.14$1.3666%0.84$368.86
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$335.00$330.00Nov 27$0.23$4.77$0.2316%20.74$334.77
$325.00$320.00Dec 4$0.12$4.88$0.1213%40.67$324.88
$335.00$330.00Dec 4$0.33$4.67$0.3318%14.15$334.67
$400.00$397.50Nov 13$1.37$1.13$1.3775%0.82$398.63
$365.00$360.00Nov 27$1.20$3.80$1.2036%3.17$363.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 187 found (best R:R 0.32, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$445.00$450.00Dec 11$1.20$1.20$3.8088%0.32$446.20
$380.00$385.00Dec 4$2.95$2.95$2.0548%1.44$382.95
$390.00$395.00Nov 27$2.35$2.35$2.6558%0.89$392.35
$410.00$415.00Dec 4$1.63$1.63$3.3772%0.48$411.63
$435.00$440.00Dec 11$0.97$0.97$4.0384%0.24$435.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$325.00Dec 4$1.35$1.35$3.6584%0.37$328.65
$355.00$350.00Dec 11$1.88$1.88$3.1269%0.60$353.12
$320.00$315.00Dec 11$0.95$0.95$4.0586%0.23$319.05
$340.00$335.00Dec 4$1.27$1.27$3.7380%0.34$338.73
$315.00$310.00Nov 27$0.66$0.66$4.3490%0.15$314.34

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.29, cheapest $8.16)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$377.50Nov 6Nov 13$8.6092.9%56.6%
$375.00Nov 6Nov 13$8.3292.1%56.8%
$380.00Nov 6Nov 13$8.5090.4%57.3%
$382.50Nov 6Nov 13$8.3489.5%57.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$377.50Nov 6Nov 13$8.1692.9%56.6%
$375.00Nov 6Nov 13$8.1892.1%56.8%
$380.00Nov 6Nov 13$8.1590.4%57.3%
$382.50Nov 6Nov 13$8.0389.5%57.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 121 found (cheapest 1.99% of stock, avg 8.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$380.00Nov 6$3.38$4.18$7.56$372.44$387.561.99%
$377.50Nov 6$4.63$2.97$7.60$369.90$385.102.00%
$382.50Nov 6$2.26$5.57$7.83$374.67$390.332.07%
$375.00Nov 6$6.28$2.02$8.30$366.70$383.302.19%
$385.00Nov 6$1.48$7.28$8.76$376.24$393.762.31%
$372.50Nov 6$8.10$1.41$9.51$362.99$382.012.51%
$387.50Nov 6$0.95$9.10$10.05$377.45$397.552.65%
$370.00Nov 6$10.33$0.96$11.29$358.71$381.292.98%
$390.00Nov 6$0.58$11.38$11.96$378.04$401.963.16%
$367.50Nov 6$12.05$0.62$12.67$354.83$380.173.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.32% of stock, avg 5.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$390.00$367.50Nov 6$0.58$0.62$1.20$366.30$391.20
$387.50$367.50Nov 6$0.95$0.62$1.57$365.93$389.07
$390.00$370.00Nov 6$0.58$0.96$1.54$368.46$391.54
$387.50$370.00Nov 6$0.95$0.96$1.91$368.09$389.41
$390.00$372.50Nov 6$0.58$1.41$1.99$370.51$391.99
$385.00$367.50Nov 6$1.48$0.62$2.10$365.40$387.10
$387.50$372.50Nov 6$0.95$1.41$2.36$370.14$389.86
$385.00$370.00Nov 6$1.48$0.96$2.44$367.56$387.44
$385.00$372.50Nov 6$1.48$1.41$2.89$369.61$387.89
$390.00$375.00Nov 6$0.58$2.02$2.60$372.40$392.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 306 found (best R:R 1.48, avg credit $1.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/330410/415Dec 4$2.98$2.0256%1.48$327.02$412.98
335/340410/415Dec 4$2.90$2.1052%1.38$337.10$412.90
350/355410/415Dec 11$3.46$1.5440%2.25$351.54$413.46
325/330400/405Dec 4$2.95$2.0549%1.44$327.05$402.95
315/320410/415Dec 11$2.53$2.4758%1.02$317.47$412.53
325/330425/430Dec 4$2.05$2.9566%0.69$327.95$427.05
325/330420/425Dec 4$2.17$2.8364%0.77$327.83$422.17
325/330405/410Dec 4$2.70$2.3053%1.17$327.30$407.70
310/315410/415Dec 4$2.16$2.8462%0.76$312.84$412.16
340/345410/415Dec 4$2.78$2.2249%1.25$342.22$412.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 237 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$370.00$380.00$390.00Dec 18$0.36$9.6414%26.78
$350.00$360.00$370.00Dec 18$0.45$9.5513%21.22
$390.00$400.00$410.00Dec 18$0.57$9.4314%16.54
$320.00$330.00$340.00Nov 20$0.22$9.787%44.45
$395.00$400.00$405.00Dec 4$0.05$4.958%99.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$370.00$380.00$390.00Dec 18$0.49$9.5114%19.41
$380.00$390.00$400.00Dec 18$0.53$9.4714%17.87
$380.00$385.00$390.00Nov 20$0.10$4.9010%49.00
$310.00$320.00$330.00Dec 18$0.20$9.807%49.00
$382.50$385.00$387.50Nov 6$0.11$2.3917%21.73

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 150 found (best net $-20.05, 141 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$317.50$340.001:2Nov 13-$20.05$2.45
$387.50$390.001:2Nov 6-$0.21$2.29
$390.00$392.501:2Nov 6-$0.12$2.38
$385.00$387.501:2Nov 6-$0.42$2.08
$392.50$395.001:2Nov 6-$0.07$2.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$355.001:2Nov 6-$0.09$4.91
$370.00$367.501:2Nov 6-$0.28$2.22
$340.00$335.001:2Nov 6$0.00$5.00
$350.00$345.001:2Nov 6-$0.02$4.98
$345.00$340.001:2Nov 6-$0.04$4.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 104 found (best yield 5.86%, avg 1.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Dec 18$22.200.520.2%5.86%6.10%331.3K
$390.00Dec 18$17.200.452.9%4.54%7.42%203.0K
$400.00Dec 18$13.350.385.5%3.52%9.04%263.4K
$380.00Dec 11$19.550.510.2%5.16%5.40%313
$385.00Dec 11$16.950.481.6%4.47%6.03%565
$410.00Dec 18$9.950.318.2%2.62%10.78%113.4K
$390.00Dec 11$14.600.442.9%3.85%6.73%1263
$380.00Dec 4$18.500.520.2%4.88%5.12%338
$395.00Dec 11$12.500.404.2%3.30%7.50%329
$385.00Dec 4$15.450.471.6%4.08%5.64%348

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 13,087
Total Puts 5,652
Put/Call Ratio 0.43
Net Difference 7,435

Prior's Put/Call Breakdown

Total Calls 16,522
Total Puts 15,288
Put/Call Ratio 0.93
Net Difference 1,234

Prior 7-Day Put/Call Summary

Total Calls 374,773
Total Puts 293,223
Average Put/Call Ratio 0.82
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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