Tour v536
TSM
TAIWAN SEMICONDUCTOR ADR
$378.80 +7.28%
◀ 11/6 09:50 ▶

Option Volume

Detail
ℹ
Current (11/06 9:50am) 28,933
Calls: 19,273 (67%)
Puts: 9,660 (33%)
Prior (10/15) 53,583
Calls: 29,309 (55%)
Puts: 24,274 (45%)
Current vs Prior -46.00%
Calls: -34.24% (Calls)
Puts: -60.20% (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 -69.68%
Calls: -64.00%
Puts: -76.94%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 9:50am) $33.88M
Calls: $20.29M (60%)
Puts: $13.60M (40%)
Prior (10/15) $51.80M
Calls: $19.75M (38%)
Puts: $32.05M (62%)
Current vs Prior -34.58%
Calls: +2.72%
Puts: -57.56%
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 -68.94%
Calls: -70.65%
Puts: -65.98%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06 9:50am) 0.50
Prior (10/15) 0.83
Current vs Prior -39.48%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -38.61%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06 9:50am) 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 2.18% | 6.66%8.69% | 13.17%
Prior 2.58% | 4.40%2.58% | 9.35%
Current vs Prior -15.46% | +51.54%+236.42% | +40.92%
Prior 7-Day Avg 2.63% | 4.93%4.81% | 10.17%
Current vs 7-Day Avg -16.90% | +35.03%+80.47% | +29.48%
Prior 7-Day Eod 2.58% | 4.40%11.35% | 14.82%
Current vs 7-Day Eod -15.46% | +51.54%-23.46% | -11.11%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 10.27% | 6.14%
Calls: 10.66% | 6.63%
Puts: 9.88% | 5.65%
Prior 4.63% | 2.75%
Calls: 5.22% | 2.58%
Puts: 4.04% | 2.93%
Current vs Prior +121.81% | +123.27%
Prior 7-Day Avg 5.42% | 2.87%
Calls: 5.78% | 2.53%
Puts: 5.05% | 3.21%
Current vs 7-Day Avg +89.63% | +114.15%
Liquidity Pricy
+
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🤖 AI Insights

Below-average activity with volume down 46% vs prior. Bullish P/C ratio of 0.50. P/C ratio dropping 39% - 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
09:50BULLISHBULLISHBULLISH
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 255 of results (avg 6.4%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Dec 1833.5034.30$33.902.4%150.661.0K
$380.00Nov 2014.7015.10$14.902.7%3670.512.1K
$380.00Dec 1821.8522.50$22.182.9%930.521.3K
$367.50Nov 1318.7019.30$19.003.2%430.66980
$390.00Dec 1817.0517.60$17.333.2%1340.453.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Nov 2013.1013.45$13.272.6%1440.441.2K
$435.00Nov 2055.9557.60$56.782.9%130.91194
$445.00Nov 2765.3067.45$66.383.2%--0.912.2K
$450.00Dec 1871.2573.85$72.553.6%130.883.4K
$450.00Nov 2069.5572.10$70.823.6%100.931.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 16 found (avg $0.66, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 60.050.06$0.0616.7%2.1K0.021.3K
$390.00Nov 60.390.46$0.4316.3%3170.102.3K
$387.50Nov 60.680.77$0.7312.3%1340.16116
$437.50Nov 130.360.42$0.3915.4%10.0493
$427.50Nov 130.650.75$0.7014.3%30.06332
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Nov 60.290.35$0.3218.8%1490.07745
$367.50Nov 60.460.54$0.5016.0%1180.11321
$370.00Nov 60.730.85$0.7915.2%2010.162.0K
$322.50Nov 130.760.89$0.8315.7%580.05--
$320.00Nov 130.670.80$0.7417.6%1480.041.3K

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
$340.00Nov 638.2540.85$39.556.6%11.0013
$345.00Nov 633.2035.90$34.557.8%--0.9939
$350.00Nov 627.9530.65$29.309.2%60.9960
$315.00Nov 662.9065.80$64.354.5%--0.9910
$330.00Nov 648.2550.85$49.555.2%210.993
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 620.1021.85$20.988.3%221.001.1K
$402.50Nov 621.7524.05$22.9010.0%--1.0060
$405.00Nov 624.5027.30$25.9010.8%221.00156
$407.50Nov 626.6529.65$28.1510.7%11.0080
$410.00Nov 629.4531.70$30.587.4%121.00125

Most actively traded options today. High liquidity = easy entry/exit. 354 active (total vol 22.3K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Nov 60.050.06$0.0616.7%2.1K0.021.3K
$392.50Nov 136.056.45$6.256.4%9100.3476
$385.00Nov 139.009.45$9.234.9%8230.44342
$400.00Nov 206.556.95$6.755.9%7800.305.1K
$420.00Nov 202.532.68$2.615.7%7750.153.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Dec 186.256.65$6.456.2%3370.185.3K
$380.00Nov 2014.9515.70$15.334.9%3100.495.9K
$377.50Nov 62.712.95$2.838.5%2740.43309
$330.00Nov 131.111.29$1.2015.0%2330.07989
$350.00Nov 60.020.05$0.0475.0%2290.01648

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 76.2%, max 111.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Nov 6Dec 1890.1%42.7%111.2%1031.3K
$380.00Nov 6Dec 1885.4%41.2%107.1%7792.0K
$375.00Nov 6Dec 1185.9%43.2%98.9%203538
$385.00Nov 6Dec 1183.5%45.0%85.5%614602
$372.50Nov 6Nov 1387.8%57.0%54.1%78338
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Nov 6Dec 1890.1%42.7%111.2%2899.0K
$380.00Nov 6Dec 1885.5%41.2%107.4%2165.4K
$375.00Nov 6Dec 1185.9%43.2%98.9%2196.5K
$385.00Nov 6Dec 1183.5%45.0%85.5%52595
$372.50Nov 6Nov 1387.8%57.0%54.1%119521

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 243 found (best R:R 0.72, avg 5.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$350.00$352.50Nov 13$1.55$0.95$1.5583%0.61$351.55
$405.00$410.00Dec 11$1.14$3.86$1.1433%3.39$406.14
$440.00$445.00Dec 11$0.28$4.72$0.2814%16.86$440.28
$360.00$370.00Dec 18$5.98$4.02$5.9866%0.67$365.98
$430.00$435.00Dec 11$0.50$4.50$0.5018%9.00$430.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$392.50$390.00Nov 6$1.45$1.05$1.4593%0.72$391.05
$397.50$395.00Nov 13$1.23$1.27$1.2372%1.03$396.27
$350.00$345.00Nov 27$0.60$4.40$0.6024%7.33$349.40
$335.00$330.00Dec 4$0.35$4.65$0.3517%13.29$334.65
$360.00$355.00Dec 11$1.13$3.87$1.1333%3.42$358.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 182 found (best R:R 0.37, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$445.00$450.00Dec 11$1.14$1.14$3.8688%0.30$446.14
$400.00$405.00Dec 11$2.00$2.00$3.0063%0.67$402.00
$380.00$385.00Dec 4$2.75$2.75$2.2548%1.22$382.75
$435.00$440.00Dec 11$0.94$0.94$4.0684%0.23$435.94
$380.00$382.50Nov 13$1.42$1.42$1.0850%1.31$381.42
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$1.97$1.97$3.0370%0.65$353.03
$355.00$350.00Nov 27$1.65$1.65$3.3572%0.49$353.35
$310.00$305.00Nov 6$0.35$0.35$4.6598%0.08$309.65
$330.00$325.00Dec 11$1.10$1.10$3.9083%0.28$328.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.39, cheapest $8.25)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$375.00Nov 6Nov 13$8.4585.9%56.8%
$377.50Nov 6Nov 13$8.6185.1%56.3%
$380.00Nov 6Nov 13$8.7385.4%57.1%
$382.50Nov 6Nov 13$8.3483.9%55.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$375.00Nov 6Nov 13$8.2585.9%56.8%
$377.50Nov 6Nov 13$8.4285.1%56.3%
$380.00Nov 6Nov 13$8.3585.5%57.1%
$382.50Nov 6Nov 13$7.9883.9%55.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 121 found (cheapest 1.85% of stock, avg 8.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$380.00Nov 6$2.97$4.05$7.02$372.98$387.021.85%
$377.50Nov 6$4.22$2.83$7.05$370.45$384.551.86%
$382.50Nov 6$1.94$5.57$7.51$374.99$390.011.98%
$375.00Nov 6$5.85$1.90$7.75$367.25$382.752.05%
$385.00Nov 6$1.23$7.32$8.55$376.45$393.552.26%
$372.50Nov 6$7.63$1.25$8.88$363.62$381.382.34%
$387.50Nov 6$0.73$9.50$10.23$377.27$397.732.70%
$370.00Nov 6$9.78$0.79$10.57$359.43$380.572.79%
$390.00Nov 6$0.43$11.75$12.18$377.82$402.183.22%
$367.50Nov 6$12.40$0.50$12.90$354.60$380.403.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.25% of stock, avg 5.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$390.00$367.50Nov 6$0.43$0.50$0.93$366.57$390.93
$387.50$367.50Nov 6$0.73$0.50$1.23$366.27$388.73
$390.00$370.00Nov 6$0.43$0.79$1.22$368.78$391.22
$387.50$370.00Nov 6$0.73$0.79$1.52$368.48$389.02
$390.00$372.50Nov 6$0.43$1.25$1.68$370.82$391.68
$385.00$367.50Nov 6$1.23$0.50$1.73$365.77$386.73
$387.50$372.50Nov 6$0.73$1.25$1.98$370.52$389.48
$385.00$370.00Nov 6$1.23$0.79$2.02$367.98$387.02
$385.00$372.50Nov 6$1.23$1.25$2.48$370.02$387.48
$390.00$375.00Nov 6$0.43$1.90$2.33$372.67$392.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 296 found (best R:R 1.44, avg credit $1.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
325/330405/410Dec 4$2.95$2.0553%1.44$327.05$407.95
325/330415/420Dec 4$2.55$2.4560%1.04$327.45$417.55
350/355410/415Dec 11$3.45$1.5540%2.23$351.55$413.45
325/330420/425Dec 4$2.25$2.7563%0.82$327.75$422.25
350/355425/430Dec 11$2.95$2.0549%1.44$352.05$427.95
325/330425/430Dec 4$2.05$2.9566%0.69$327.95$427.05
305/310440/442Nov 6$0.54$4.4696%0.12$309.46$440.54
325/330410/415Dec 4$2.47$2.5356%0.98$327.53$412.47
305/310418/420Nov 6$0.46$4.5496%0.10$309.54$417.96
325/330410/415Dec 11$2.58$2.4253%1.07$327.42$412.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 233 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$370.00$380.00Dec 18$0.24$9.7614%40.67
$330.00$340.00$350.00Nov 20$0.28$9.7210%34.71
$330.00$340.00$350.00Dec 18$0.31$9.6910%31.26
$375.00$380.00$385.00Dec 4$0.07$4.938%70.43
$430.00$440.00$450.00Dec 18$0.27$9.738%36.04
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$400.00$410.00$420.00Dec 18$0.19$9.8113%51.63
$380.00$390.00$400.00Dec 18$0.43$9.5714%22.26
$360.00$370.00$380.00Dec 18$0.57$9.4314%16.54
$360.00$365.00$370.00Nov 20$0.07$4.939%70.43
$375.00$380.00$385.00Nov 27$0.09$4.919%54.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 153 found (best net $-20.73, 145 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$317.50$340.001:2Nov 13-$20.73$1.77
$385.00$387.501:2Nov 6-$0.23$2.27
$382.50$385.001:2Nov 6-$0.52$1.98
$387.50$390.001:2Nov 6-$0.13$2.37
$390.00$392.501:2Nov 6-$0.07$2.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$372.50$370.001:2Nov 6-$0.33$2.17
$370.00$367.501:2Nov 6-$0.21$2.29
$365.00$362.501:2Nov 6-$0.06$2.44
$360.00$355.001:2Nov 6-$0.05$4.95
$367.50$365.001:2Nov 6-$0.14$2.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 104 found (best yield 5.77%, avg 1.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Dec 18$21.850.520.3%5.77%6.09%931.3K
$390.00Dec 18$17.050.453.0%4.50%7.46%1343.0K
$400.00Dec 18$13.100.385.6%3.46%9.05%433.4K
$380.00Dec 11$20.150.520.3%5.32%5.64%413
$385.00Dec 11$17.450.481.6%4.61%6.24%665
$390.00Dec 11$15.100.443.0%3.99%6.94%2263
$395.00Dec 11$12.900.414.3%3.41%7.68%429
$410.00Dec 18$9.850.318.2%2.60%10.84%153.4K
$400.00Dec 11$11.200.375.6%2.96%8.55%6215
$380.00Dec 4$18.300.520.3%4.83%5.15%738

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 19,273
Total Puts 9,660
Put/Call Ratio 0.50
Net Difference 9,613

Prior's Put/Call Breakdown

Total Calls 29,309
Total Puts 24,274
Put/Call Ratio 0.83
Net Difference 5,035

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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