Tour v536
TSM
TAIWAN SEMICONDUCTOR ADR
$379.70 +7.53%
◀ 11/6 09:45 ▶

Option Volume

Detail
ℹ
Current (11/06 9:45am) 25,050
Calls: 17,094 (68%)
Puts: 7,956 (32%)
Prior (10/15) 43,770
Calls: 24,722 (56%)
Puts: 19,048 (44%)
Current vs Prior -42.77%
Calls: -30.86% (Calls)
Puts: -58.23% (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 -73.75%
Calls: -68.07%
Puts: -81.01%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 9:45am) $28.26M
Calls: $17.81M (63%)
Puts: $10.45M (37%)
Prior (10/15) $38.66M
Calls: $16.50M (43%)
Puts: $22.16M (57%)
Current vs Prior -26.90%
Calls: +7.95%
Puts: -52.85%
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 -74.09%
Calls: -74.23%
Puts: -73.86%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06 9:45am) 0.47
Prior (10/15) 0.77
Current vs Prior -39.59%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -43.00%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06 9:45am) 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 2.25% | 6.70%8.80% | 13.24%
Prior 2.58% | 4.40%2.58% | 9.35%
Current vs Prior -12.81% | +52.38%+240.92% | +41.66%
Prior 7-Day Avg 2.63% | 4.93%4.81% | 10.17%
Current vs 7-Day Avg -14.29% | +35.77%+82.88% | +30.16%
Prior 7-Day Eod 2.58% | 4.40%11.35% | 14.82%
Current vs 7-Day Eod -12.81% | +52.38%-22.44% | -10.65%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 10.56% | 5.29%
Calls: 10.31% | 5.56%
Puts: 10.81% | 5.02%
Prior 4.63% | 2.75%
Calls: 5.22% | 2.58%
Puts: 4.04% | 2.93%
Current vs Prior +128.08% | +92.36%
Prior 7-Day Avg 5.42% | 2.87%
Calls: 5.78% | 2.53%
Puts: 5.05% | 3.21%
Current vs 7-Day Avg +94.99% | +84.50%
Liquidity Pricy
+
Add Card

🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($17.81M). Below-average activity with volume down 43% vs prior. Extreme bullish P/C ratio of 0.47 - heavy call buying (17,094 calls vs 7,956 puts). P/C ratio dropping 40% - 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 BULLISH
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
09:45BULLISHBULLISHBULLISH
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 271 of results (avg 6.2%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Dec 1834.0534.95$34.502.6%140.661.0K
$380.00Dec 1822.4023.00$22.702.6%650.521.3K
$365.00Nov 2024.2024.95$24.583.1%20.67504
$400.00Dec 1813.4513.90$13.683.3%350.383.4K
$370.00Nov 1317.7018.30$18.003.3%890.641.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Dec 1826.7027.45$27.082.8%570.554.5K
$400.00Dec 1832.5533.60$33.083.2%310.6215.1K
$395.00Nov 1320.3521.05$20.703.4%20.68583
$370.00Dec 1817.2517.85$17.553.4%860.417.0K
$455.00Nov 2774.5577.20$75.883.5%10.954

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 9 found (avg $0.69, cheapest $0.33)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$392.50Nov 60.300.36$0.3318.2%680.08248
$390.00Nov 60.520.60$0.5614.3%1700.132.3K
$387.50Nov 60.891.00$0.9511.6%1300.20116
$425.00Nov 130.760.90$0.8316.9%2400.07730
$440.00Nov 200.891.04$0.9715.5%2080.064.4K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$367.50Nov 60.460.55$0.5117.6%1070.10321
$370.00Nov 60.750.84$0.8011.2%1970.152.0K
$317.50Nov 130.660.73$0.7010.0%10.04--
$310.00Nov 130.500.54$0.527.7%150.03811

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 197 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 668.1070.95$69.534.1%--1.0012
$315.00Nov 663.1065.95$64.534.4%--1.0010
$330.00Nov 648.1550.95$49.555.7%211.003
$340.00Nov 638.6040.95$39.785.9%11.0013
$345.00Nov 633.1535.95$34.558.1%--1.0039
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Nov 1359.2562.00$60.634.5%51.0021
$445.00Nov 1364.1567.00$65.584.3%--1.0022
$430.00Nov 649.0552.35$50.706.5%--1.0040
$435.00Nov 654.3056.80$55.554.5%11.0013
$415.00Nov 634.1036.90$35.507.9%--1.00103

Most actively traded options today. High liquidity = easy entry/exit. 347 active (total vol 19.9K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 60.050.08$0.0742.9%2.1K0.021.3K
$392.50Nov 136.256.75$6.507.7%9100.3576
$385.00Nov 139.259.80$9.535.8%8160.45342
$400.00Nov 206.907.15$7.033.6%7680.315.1K
$420.00Nov 202.622.84$2.738.1%7620.153.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Dec 186.356.80$6.576.8%3360.185.3K
$380.00Nov 2014.8015.40$15.104.0%3020.485.9K
$377.50Nov 62.462.72$2.5910.0%2490.40309
$330.00Nov 131.201.33$1.2710.2%2280.07989
$350.00Nov 60.040.06$0.0540.0%2180.01648

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 81.4%, max 122.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Nov 6Dec 1895.0%42.8%122.2%991.3K
$380.00Nov 6Dec 1887.2%41.8%108.6%7222.0K
$375.00Nov 6Dec 1190.2%43.3%108.1%190538
$385.00Nov 6Dec 1185.6%45.0%90.1%438602
$372.50Nov 6Nov 1391.4%58.1%57.4%58338
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Nov 6Dec 1895.0%42.8%122.2%2839.0K
$380.00Nov 6Dec 1887.2%41.8%108.6%1735.4K
$375.00Nov 6Dec 1190.2%43.3%108.1%1946.5K
$385.00Nov 6Dec 1185.6%45.0%90.1%49595
$372.50Nov 6Nov 1391.4%58.1%57.4%101521

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 244 found (best R:R 15.13, avg 5.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$430.00$435.00Dec 11$0.27$4.73$0.2718%17.52$430.27
$415.00$420.00Dec 11$0.80$4.20$0.8026%5.25$415.80
$405.00$410.00Dec 11$1.15$3.85$1.1533%3.35$406.15
$362.50$365.00Nov 13$1.42$1.08$1.4272%0.76$363.92
$440.00$445.00Dec 11$0.29$4.71$0.2913%16.24$440.29
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$335.00$330.00Dec 11$0.31$4.69$0.3119%15.13$334.69
$355.00$350.00Dec 4$0.80$4.20$0.8028%5.25$354.20
$335.00$330.00Dec 4$0.30$4.70$0.3017%15.67$334.70
$385.00$382.50Nov 13$0.90$1.60$0.9055%1.78$384.10
$407.50$405.00Nov 13$1.65$0.85$1.6582%0.52$405.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 186 found (best R:R 0.32, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$445.00$450.00Dec 11$1.21$1.21$3.7988%0.32$446.21
$452.50$455.00Nov 6$0.50$0.50$2.0096%0.25$453.00
$410.00$415.00Dec 11$1.75$1.75$3.2570%0.54$411.75
$385.00$390.00Dec 4$2.58$2.58$2.4252%1.07$387.58
$435.00$440.00Dec 11$0.96$0.96$4.0484%0.24$435.96
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$330.00$325.00Dec 11$1.42$1.42$3.5883%0.40$328.58
$330.00$325.00Dec 4$1.30$1.30$3.7084%0.35$328.70
$355.00$350.00Dec 11$1.85$1.85$3.1570%0.59$353.15
$350.00$345.00Dec 4$1.55$1.55$3.4574%0.45$348.45
$345.00$340.00Nov 27$1.23$1.23$3.7779%0.33$343.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $8.44, cheapest $8.34)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$377.50Nov 6Nov 13$8.6387.9%56.8%
$380.00Nov 6Nov 13$8.6287.2%56.1%
$382.50Nov 6Nov 13$8.4086.7%56.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$377.50Nov 6Nov 13$8.3487.9%56.8%
$380.00Nov 6Nov 13$8.2587.2%56.1%
$382.50Nov 6Nov 13$8.4086.4%56.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 123 found (cheapest 1.90% of stock, avg 8.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$380.00Nov 6$3.53$3.70$7.23$372.77$387.231.90%
$377.50Nov 6$4.85$2.59$7.44$370.06$384.941.96%
$382.50Nov 6$2.38$5.10$7.48$375.02$389.981.97%
$385.00Nov 6$1.53$6.73$8.26$376.74$393.262.18%
$375.00Nov 6$6.57$1.79$8.36$366.64$383.362.20%
$387.50Nov 6$0.95$8.57$9.52$377.98$397.022.51%
$372.50Nov 6$8.48$1.17$9.65$362.85$382.152.54%
$370.00Nov 6$10.45$0.80$11.25$358.75$381.252.96%
$390.00Nov 6$0.56$10.85$11.41$378.59$401.413.01%
$367.50Nov 6$12.55$0.51$13.06$354.44$380.563.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.28% of stock, avg 5.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$390.00$367.50Nov 6$0.56$0.51$1.07$366.43$391.07
$390.00$370.00Nov 6$0.56$0.80$1.36$368.64$391.36
$387.50$367.50Nov 6$0.95$0.51$1.46$366.04$388.96
$387.50$370.00Nov 6$0.95$0.80$1.75$368.25$389.25
$390.00$372.50Nov 6$0.56$1.17$1.73$370.77$391.73
$387.50$372.50Nov 6$0.95$1.17$2.12$370.38$389.62
$385.00$367.50Nov 6$1.53$0.51$2.04$365.46$387.04
$385.00$370.00Nov 6$1.53$0.80$2.33$367.67$387.33
$390.00$375.00Nov 6$0.56$1.79$2.35$372.65$392.35
$385.00$372.50Nov 6$1.53$1.17$2.70$369.80$387.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 302 found (best R:R 1.73, avg credit $1.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/330410/415Dec 11$3.17$1.8353%1.73$326.83$413.17
350/355410/415Dec 11$3.60$1.4040%2.57$351.40$413.60
325/330420/425Dec 11$2.62$2.3860%1.10$327.38$422.62
325/330415/420Dec 4$2.53$2.4760%1.02$327.47$417.53
305/310452/455Nov 6$0.72$4.2894%0.17$309.28$453.22
325/330420/425Dec 4$2.22$2.7863%0.80$327.78$422.22
350/355420/425Dec 11$3.05$1.9546%1.56$351.95$423.05
325/330425/430Dec 4$2.05$2.9566%0.69$327.95$427.05
325/330405/410Dec 4$2.73$2.2753%1.20$327.27$407.73
325/330425/430Dec 11$2.22$2.7863%0.80$327.78$427.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 245 found (best R:R 36.04, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$330.00$340.00$350.00Nov 20$0.32$9.6810%30.25
$370.00$380.00$390.00Dec 18$0.58$9.4214%16.24
$370.00$375.00$380.00Nov 20$0.12$4.8810%40.67
$360.00$365.00$370.00Dec 4$0.06$4.948%82.33
$395.00$400.00$405.00Dec 11$0.07$4.938%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$410.00$420.00$430.00Dec 18$0.27$9.7312%36.04
$370.00$380.00$390.00Dec 18$0.53$9.4714%17.87
$390.00$400.00$410.00Dec 18$0.52$9.4814%18.23
$350.00$360.00$370.00Dec 18$0.49$9.5113%19.41
$365.00$370.00$375.00Nov 20$0.08$4.9210%61.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 156 found (best net $-20.57, 148 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$317.50$340.001:2Nov 13-$20.57$1.93
$387.50$390.001:2Nov 6-$0.17$2.33
$385.00$387.501:2Nov 6-$0.37$2.13
$390.00$392.501:2Nov 6-$0.10$2.40
$382.50$385.001:2Nov 6-$0.68$1.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$360.00$355.001:2Nov 6-$0.03$4.97
$355.00$350.001:2Nov 6$0.00$5.00
$370.00$367.501:2Nov 6-$0.22$2.28
$375.00$372.501:2Nov 6-$0.55$1.95
$350.00$345.001:2Nov 6-$0.01$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 108 found (best yield 5.90%, avg 1.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Dec 18$22.400.520.1%5.90%5.98%651.3K
$390.00Dec 18$17.450.452.7%4.60%7.31%843.0K
$400.00Dec 18$13.450.385.3%3.54%8.89%353.4K
$380.00Dec 11$20.000.520.1%5.27%5.35%313
$385.00Dec 11$17.550.481.4%4.62%6.02%665
$390.00Dec 11$15.250.442.7%4.02%6.73%1263
$410.00Dec 18$9.950.328.0%2.62%10.60%153.4K
$395.00Dec 11$13.100.414.0%3.45%7.48%329
$400.00Dec 11$11.350.375.3%2.99%8.34%4215
$380.00Dec 4$18.550.520.1%4.89%4.96%338

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 17,094
Total Puts 7,956
Put/Call Ratio 0.47
Net Difference 9,138

Prior's Put/Call Breakdown

Total Calls 24,722
Total Puts 19,048
Put/Call Ratio 0.77
Net Difference 5,674

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
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