Tour v536
TSM
TAIWAN SEMICONDUCTOR ADR
$379.28 +7.41%
◀ 11/6 10:01 ▶

Option Volume

Detail
ℹ
Current (11/06 10:00am) 40,560
Calls: 27,046 (67%)
Puts: 13,514 (33%)
Prior (10/15) 75,247
Calls: 41,032 (55%)
Puts: 34,215 (45%)
Current vs Prior -46.10%
Calls: -34.09% (Calls)
Puts: -60.50% (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 -57.50%
Calls: -49.48%
Puts: -67.74%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 10:00am) $41.93M
Calls: $24.61M (59%)
Puts: $17.32M (41%)
Prior (10/15) $79.96M
Calls: $34.68M (43%)
Puts: $45.29M (57%)
Current vs Prior -47.56%
Calls: -29.02%
Puts: -61.76%
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 -61.56%
Calls: -64.39%
Puts: -56.67%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06 10:00am) 0.50
Prior (10/15) 0.83
Current vs Prior -40.08%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -38.80%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06 10:00am) 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 2.15% | 6.57%8.69% | 13.25%
Prior 2.58% | 4.40%2.58% | 9.35%
Current vs Prior -16.69% | +49.55%+236.60% | +41.76%
Prior 7-Day Avg 2.63% | 4.93%4.81% | 10.17%
Current vs 7-Day Avg -18.11% | +33.25%+80.57% | +30.25%
Prior 7-Day Eod 2.58% | 4.40%11.35% | 14.82%
Current vs 7-Day Eod -16.69% | +49.55%-23.42% | -10.59%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 11.11% | 3.00%
Calls: 10.16% | 3.09%
Puts: 12.06% | 2.92%
Prior 4.63% | 2.75%
Calls: 5.22% | 2.58%
Puts: 4.04% | 2.93%
Current vs Prior +139.96% | +9.09%
Prior 7-Day Avg 5.42% | 2.87%
Calls: 5.78% | 2.53%
Puts: 5.05% | 3.21%
Current vs 7-Day Avg +105.14% | +4.63%
Liquidity Good
+
Add Card

🤖 AI Insights

Below-average activity with volume down 46% vs prior. Extreme bullish P/C ratio of 0.50 - heavy call buying (27,046 calls vs 13,514 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 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
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
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 242 of results (avg 6.2%, best 1.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Dec 1833.8534.50$34.171.9%190.661.0K
$375.00Nov 2017.5518.00$17.772.5%800.56191
$320.00Dec 1864.1066.05$65.073.0%--0.86654
$377.50Nov 1312.7513.15$12.953.1%2180.541.4K
$380.00Dec 1822.0522.75$22.403.1%930.521.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$395.00Nov 1320.6521.10$20.882.2%30.70583
$450.00Dec 1871.5573.60$72.572.8%330.883.4K
$380.00Nov 1311.8012.15$11.982.9%370.49689
$445.00Nov 1364.8567.10$65.973.4%--0.9822
$445.00Dec 1166.3568.70$67.533.5%--0.8810

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 9 found (avg $0.74, cheapest $0.40)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Nov 60.360.43$0.4017.5%2.2K0.102.3K
$387.50Nov 60.640.76$0.7017.1%1680.16116
$425.00Nov 130.700.82$0.7615.8%2420.06730
$422.50Nov 130.840.98$0.9115.4%3030.07140
$440.00Nov 200.850.97$0.9113.2%2370.064.4K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$367.50Nov 60.390.47$0.4318.6%1990.10321
$370.00Nov 60.650.77$0.7116.9%2110.152.0K
$327.50Nov 130.921.06$0.9914.1%5610.06--
$325.00Nov 130.780.95$0.8719.5%1910.05307

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 199 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 667.5570.85$69.204.8%--1.0012
$315.00Nov 662.5565.45$64.004.5%--1.0010
$330.00Nov 648.0050.25$49.134.6%211.003
$340.00Nov 637.5540.20$38.886.8%11.0013
$345.00Nov 633.0535.65$34.357.6%--1.0039
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$425.00Nov 644.6547.50$46.086.2%--1.00155
$427.50Nov 647.2549.95$48.605.6%11.006
$430.00Nov 649.8051.80$50.803.9%--1.0040
$435.00Nov 654.2556.85$55.554.7%11.0013
$412.50Nov 631.9034.50$33.207.8%--1.0063

Most actively traded options today. High liquidity = easy entry/exit. 375 active (total vol 31.2K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Nov 61.141.29$1.2112.4%2.6K0.25537
$400.00Nov 60.010.04$0.03100.0%2.3K0.011.3K
$390.00Nov 60.360.43$0.4017.5%2.2K0.102.3K
$392.50Nov 135.956.60$6.2810.4%9140.3476
$385.00Nov 139.009.60$9.306.5%8270.44342
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$327.50Nov 130.921.06$0.9914.1%5610.06--
$385.00Nov 66.407.15$6.7811.1%5540.75541
$330.00Dec 186.106.55$6.327.1%3880.185.3K
$380.00Nov 2014.9015.50$15.203.9%3150.495.9K
$377.50Nov 62.402.69$2.5511.4%3070.42309

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 75.7%, max 110.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Nov 6Dec 1890.6%43.0%110.6%1121.3K
$380.00Nov 6Dec 1883.8%41.6%101.3%8272.0K
$375.00Nov 6Dec 1186.4%43.7%98.0%223538
$385.00Nov 6Dec 1182.1%44.4%84.9%2.6K602
$372.50Nov 6Nov 1388.3%57.1%54.7%120338
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Nov 6Dec 1890.6%43.0%110.6%3279.0K
$380.00Nov 6Dec 1883.8%41.6%101.3%2955.4K
$375.00Nov 6Dec 1186.4%43.7%98.0%2566.5K
$385.00Nov 6Dec 1182.1%44.4%84.9%554595
$372.50Nov 6Nov 1388.3%57.1%54.7%140521

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 245 found (best R:R 0.67, avg 5.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$352.50$355.00Nov 13$1.50$1.00$1.5081%0.67$354.00
$365.00$370.00Nov 20$2.82$2.18$2.8266%0.77$367.82
$360.00$370.00Dec 18$5.94$4.06$5.9466%0.68$365.94
$385.00$390.00Dec 11$1.92$3.08$1.9248%1.60$386.92
$415.00$420.00Dec 4$0.72$4.28$0.7224%5.94$415.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$370.00$367.50Nov 13$0.37$2.13$0.3736%5.76$369.63
$415.00$412.50Nov 20$1.67$0.83$1.6782%0.50$413.33
$400.00$390.00Dec 18$5.52$4.48$5.5262%0.81$394.48
$395.00$392.50Nov 20$1.27$1.23$1.2765%0.97$393.73
$355.00$350.00Dec 4$1.00$4.00$1.0029%4.00$354.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 185 found (best R:R 0.79, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$452.50$455.00Nov 6$0.42$0.42$2.0897%0.20$452.92
$380.00$385.00Dec 11$2.90$2.90$2.1048%1.38$382.90
$385.00$390.00Nov 27$2.58$2.58$2.4253%1.07$387.58
$410.00$415.00Dec 4$1.55$1.55$3.4573%0.45$411.55
$400.00$405.00Nov 27$1.77$1.77$3.2367%0.55$401.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$362.50$360.00Nov 13$1.10$1.10$1.4072%0.79$361.40
$370.00$360.00Dec 18$4.06$4.06$5.9459%0.68$365.94
$350.00$345.00Dec 4$1.53$1.53$3.4774%0.44$348.47
$345.00$340.00Nov 27$1.25$1.25$3.7579%0.33$343.75
$355.00$350.00Dec 11$1.67$1.67$3.3370%0.50$353.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.28, cheapest $7.90)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$375.00Nov 6Nov 13$8.4886.4%56.0%
$377.50Nov 6Nov 13$8.5285.6%55.8%
$382.50Nov 6Nov 13$8.4882.7%54.7%
$380.00Nov 6Nov 13$8.5783.8%56.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$375.00Nov 6Nov 13$7.9086.4%56.0%
$377.50Nov 6Nov 13$8.1885.6%55.8%
$382.50Nov 6Nov 13$7.8582.7%54.7%
$380.00Nov 6Nov 13$8.2583.8%56.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 121 found (cheapest 1.78% of stock, avg 8.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$380.00Nov 6$3.01$3.73$6.74$373.26$386.741.78%
$377.50Nov 6$4.43$2.55$6.98$370.52$384.481.84%
$382.50Nov 6$1.97$5.15$7.12$375.38$389.621.88%
$375.00Nov 6$6.05$1.73$7.78$367.22$382.782.05%
$385.00Nov 6$1.21$6.78$7.99$377.01$392.992.11%
$372.50Nov 6$7.93$1.10$9.03$363.47$381.532.38%
$387.50Nov 6$0.70$8.68$9.38$378.12$396.882.47%
$370.00Nov 6$10.23$0.71$10.94$359.06$380.942.88%
$390.00Nov 6$0.40$11.10$11.50$378.50$401.503.03%
$367.50Nov 6$12.35$0.43$12.78$354.72$380.283.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.22% of stock, avg 5.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$390.00$367.50Nov 6$0.40$0.43$0.83$366.67$390.83
$390.00$370.00Nov 6$0.40$0.71$1.11$368.89$391.11
$387.50$367.50Nov 6$0.70$0.43$1.13$366.37$388.63
$387.50$370.00Nov 6$0.70$0.71$1.41$368.59$388.91
$390.00$372.50Nov 6$0.40$1.10$1.50$371.00$391.50
$387.50$372.50Nov 6$0.70$1.10$1.80$370.70$389.30
$385.00$367.50Nov 6$1.21$0.43$1.64$365.86$386.64
$385.00$370.00Nov 6$1.21$0.71$1.92$368.08$386.92
$385.00$372.50Nov 6$1.21$1.10$2.31$370.19$387.31
$390.00$375.00Nov 6$0.40$1.73$2.13$372.87$392.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 290 found (best R:R 1.60, avg credit $1.79)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
345/350410/415Dec 4$3.08$1.9247%1.60$346.92$413.08
340/345400/405Nov 27$3.02$1.9846%1.53$341.98$403.02
345/350425/430Dec 4$2.45$2.5556%0.96$347.55$427.45
365/368452/455Nov 6$0.58$1.9287%0.30$366.92$453.08
368/370452/455Nov 6$0.70$1.8082%0.39$369.30$453.20
340/345410/415Dec 4$2.69$2.3150%1.16$342.31$412.69
372/375452/455Nov 6$1.05$1.4566%0.72$373.95$453.55
325/330410/415Dec 4$2.32$2.6858%0.87$327.68$412.32
370/372452/455Nov 6$0.81$1.6975%0.48$371.69$453.31
345/350400/405Dec 4$3.20$1.8039%1.78$346.80$403.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 226 found (best R:R 89.91, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$370.00$380.00Dec 18$0.11$9.8914%89.91
$330.00$340.00$350.00Nov 20$0.23$9.7710%42.48
$400.00$410.00$420.00Dec 18$0.47$9.5313%20.28
$375.00$380.00$385.00Nov 27$0.08$4.929%61.50
$375.00$380.00$385.00Nov 20$0.17$4.8311%28.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$360.00$370.00$380.00Dec 18$0.14$9.8614%70.43
$375.00$380.00$385.00Dec 4$0.07$4.938%70.43
$310.00$320.00$330.00Dec 18$0.21$9.797%46.62
$365.00$370.00$375.00Dec 11$0.06$4.948%82.33
$350.00$355.00$360.00Nov 27$0.07$4.937%70.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 167 found (best net $-20.38, 162 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$317.50$340.001:2Nov 13-$20.38$2.12
$385.00$387.501:2Nov 6-$0.19$2.31
$382.50$385.001:2Nov 6-$0.45$2.05
$387.50$390.001:2Nov 6-$0.10$2.40
$390.00$392.501:2Nov 6-$0.04$2.46
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$375.00$372.501:2Nov 6-$0.47$2.03
$370.00$367.501:2Nov 6-$0.15$2.35
$372.50$370.001:2Nov 6-$0.32$2.18
$367.50$365.001:2Nov 6-$0.11$2.39
$360.00$355.001:2Nov 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. 104 found (best yield 5.81%, avg 1.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Dec 18$22.050.520.2%5.81%6.00%931.3K
$390.00Dec 18$17.150.452.8%4.52%7.35%1673.0K
$400.00Dec 18$13.050.385.5%3.44%8.90%563.4K
$380.00Dec 11$20.050.520.2%5.29%5.48%413
$390.00Dec 11$15.400.442.8%4.06%6.89%2263
$385.00Dec 11$16.900.481.5%4.46%5.96%665
$410.00Dec 18$9.950.318.1%2.62%10.72%523.4K
$395.00Dec 11$12.700.404.1%3.35%7.49%429
$400.00Dec 11$10.950.365.5%2.89%8.35%17215
$380.00Dec 4$18.000.520.2%4.75%4.94%738

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 27,046
Total Puts 13,514
Put/Call Ratio 0.50
Net Difference 13,532

Prior's Put/Call Breakdown

Total Calls 41,032
Total Puts 34,215
Put/Call Ratio 0.83
Net Difference 6,817

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