Tour v536
TSM
TAIWAN SEMICONDUCTOR ADR
$377.60 +6.94%
◀ 11/6 10:05 ▶

Option Volume

Detail
ℹ
Current (11/06 10:05am) 42,537
Calls: 28,206 (66%)
Puts: 14,331 (34%)
Prior (10/15) 82,566
Calls: 44,032 (53%)
Puts: 38,534 (47%)
Current vs Prior -48.48%
Calls: -35.94% (Calls)
Puts: -62.81% (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 -55.43%
Calls: -47.32%
Puts: -65.79%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 10:05am) $43.48M
Calls: $24.26M (56%)
Puts: $19.22M (44%)
Prior (10/15) $86.72M
Calls: $39.40M (45%)
Puts: $47.32M (55%)
Current vs Prior -49.87%
Calls: -38.42%
Puts: -59.39%
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 -60.14%
Calls: -64.90%
Puts: -51.93%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06 10:05am) 0.51
Prior (10/15) 0.88
Current vs Prior -41.94%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -37.77%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06 10:05am) 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 2.13% | 6.63%8.69% | 13.14%
Prior 2.58% | 4.40%2.58% | 9.35%
Current vs Prior -17.66% | +50.82%+236.67% | +40.55%
Prior 7-Day Avg 2.63% | 4.93%4.81% | 10.17%
Current vs 7-Day Avg -19.06% | +34.38%+80.60% | +29.14%
Prior 7-Day Eod 2.58% | 4.40%11.35% | 14.82%
Current vs 7-Day Eod -17.66% | +50.82%-23.40% | -11.35%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 6.72% | 5.84%
Calls: 5.88% | 7.41%
Puts: 7.56% | 4.27%
Prior 4.63% | 2.75%
Calls: 5.22% | 2.58%
Puts: 4.04% | 2.93%
Current vs Prior +45.14% | +112.36%
Prior 7-Day Avg 5.42% | 2.87%
Calls: 5.78% | 2.53%
Puts: 5.05% | 3.21%
Current vs 7-Day Avg +24.08% | +103.69%
Liquidity Pricy
+
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🤖 AI Insights

Below-average activity with volume down 48% vs prior. Bullish P/C ratio of 0.51. P/C ratio dropping 42% - 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
10:05BULLISHBULLISHBULLISH
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 278 of results (avg 6.3%, best 2.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Nov 2011.6511.90$11.782.1%480.44183
$380.00Dec 1821.2021.75$21.482.6%980.511.3K
$390.00Nov 209.559.80$9.682.6%400.383.5K
$310.00Dec 1871.1073.10$72.102.8%10.88526
$380.00Nov 2013.9014.30$14.102.8%3820.492.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Dec 1873.4575.25$74.352.4%340.893.4K
$380.00Dec 1822.5023.25$22.883.3%1100.494.7K
$420.00Dec 1847.8549.45$48.653.3%240.767.5K
$410.00Dec 1840.3541.75$41.053.4%210.704.9K
$390.00Nov 1318.3018.95$18.633.5%270.66680

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 14 found (avg $0.76, cheapest $0.37)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$387.50Nov 60.420.50$0.4617.4%1710.10116
$385.00Nov 60.780.87$0.8310.8%2.6K0.16537
$425.00Nov 130.620.71$0.6713.4%2420.06730
$422.50Nov 130.730.86$0.8016.2%3430.07140
$420.00Nov 130.890.99$0.9410.6%1610.07742
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Nov 60.340.39$0.3713.5%1790.09745
$367.50Nov 60.550.63$0.5913.6%1990.14321
$370.00Nov 60.900.98$0.948.5%2190.212.0K
$320.00Nov 130.680.80$0.7416.2%1520.051.3K
$322.50Nov 130.810.90$0.8610.5%580.05--

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 666.5069.00$67.753.7%--1.0012
$330.00Nov 646.4049.00$47.705.5%211.003
$315.00Nov 661.4063.95$62.684.1%--1.0010
$340.00Nov 636.2539.00$37.637.3%11.0013
$345.00Nov 631.5034.00$32.757.6%--0.9939
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$395.00Nov 616.0518.95$17.5016.6%121.00740
$397.50Nov 618.9521.45$20.2012.4%401.00564
$400.00Nov 621.0523.90$22.4812.7%381.001.1K
$402.50Nov 624.0526.20$25.138.6%71.0060
$405.00Nov 626.0528.70$27.389.7%221.00156

Most actively traded options today. High liquidity = easy entry/exit. 377 active (total vol 32.5K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Nov 60.780.87$0.8310.8%2.6K0.16537
$400.00Nov 60.010.02$0.0250.0%2.3K0.011.3K
$390.00Nov 60.210.26$0.2420.8%2.2K0.062.3K
$392.50Nov 135.455.80$5.636.2%9140.3176
$385.00Nov 138.158.65$8.406.0%8270.41342
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$327.50Nov 131.051.15$1.109.1%5610.07--
$385.00Nov 68.008.50$8.256.1%5590.84541
$330.00Dec 186.606.90$6.754.4%4180.195.3K
$375.00Nov 62.182.30$2.245.4%3310.406.1K
$380.00Nov 2015.6516.30$15.984.1%3170.515.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 75.5%, max 109.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Nov 6Dec 1888.7%42.5%109.0%1231.3K
$375.00Nov 6Dec 1185.7%42.5%101.5%226538
$380.00Nov 6Dec 1881.3%44.4%83.0%9152.0K
$385.00Nov 6Dec 1180.4%44.5%80.8%2.6K602
$372.50Nov 6Nov 1387.0%55.3%57.4%121338
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Nov 6Dec 1888.7%42.5%109.0%3959.0K
$375.00Nov 6Dec 1185.7%42.5%101.5%3336.5K
$380.00Nov 6Dec 1881.3%44.4%83.0%3165.4K
$385.00Nov 6Dec 1180.4%44.5%80.8%559595
$372.50Nov 6Nov 1387.0%55.3%57.4%156521

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 234 found (best R:R 1.10, avg 5.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$375.00$380.00Nov 27$2.10$2.90$2.1055%1.38$377.10
$350.00$352.50Nov 13$1.55$0.95$1.5582%0.61$351.55
$400.00$405.00Dec 11$1.22$3.78$1.2235%3.10$401.22
$430.00$435.00Dec 11$0.35$4.65$0.3516%13.29$430.35
$365.00$370.00Nov 20$2.73$2.27$2.7364%0.83$367.73
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$390.00$385.00Nov 20$2.38$2.62$2.3862%1.10$387.62
$412.50$410.00Nov 20$1.50$1.00$1.5082%0.67$411.00
$402.50$400.00Nov 20$1.43$1.07$1.4374%0.75$401.07
$392.50$390.00Nov 13$1.30$1.20$1.3069%0.92$391.20
$395.00$390.00Dec 4$2.68$2.32$2.6862%0.87$392.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 180 found (best R:R 1.27, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$380.00$385.00Nov 27$2.80$2.80$2.2050%1.27$382.80
$420.00$425.00Dec 11$1.30$1.30$3.7078%0.35$421.30
$405.00$410.00Nov 27$1.55$1.55$3.4572%0.45$406.55
$410.00$415.00Dec 11$1.60$1.60$3.4071%0.47$411.60
$395.00$400.00Dec 11$2.13$2.13$2.8761%0.74$397.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$350.00$345.00Dec 4$1.43$1.43$3.5774%0.40$348.57
$375.00$370.00Dec 4$2.37$2.37$2.6354%0.90$372.63
$367.50$365.00Nov 13$1.05$1.05$1.4564%0.72$366.45
$360.00$357.50Nov 13$0.81$0.81$1.6972%0.48$359.19
$360.00$350.00Nov 20$2.65$2.65$7.3569%0.36$357.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $8.48, cheapest $8.26)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$375.00Nov 6Nov 13$8.7085.7%54.4%
$377.50Nov 6Nov 13$8.7583.8%55.9%
$380.00Nov 6Nov 13$8.5181.3%55.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$375.00Nov 6Nov 13$8.2685.7%54.4%
$377.50Nov 6Nov 13$8.4083.8%55.9%
$380.00Nov 6Nov 13$8.2581.3%55.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 127 found (cheapest 1.78% of stock, avg 8.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$377.50Nov 6$3.40$3.33$6.73$370.77$384.231.78%
$380.00Nov 6$2.29$4.63$6.92$373.08$386.921.83%
$375.00Nov 6$4.88$2.24$7.12$367.88$382.121.89%
$382.50Nov 6$1.42$6.25$7.67$374.83$390.172.03%
$372.50Nov 6$6.63$1.46$8.09$364.41$380.592.14%
$385.00Nov 6$0.83$8.25$9.08$375.92$394.082.40%
$370.00Nov 6$8.55$0.94$9.49$360.51$379.492.51%
$387.50Nov 6$0.46$10.65$11.11$376.39$398.612.94%
$367.50Nov 6$10.90$0.59$11.49$356.01$378.993.04%
$390.00Nov 6$0.24$12.68$12.92$377.08$402.923.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.22% of stock, avg 5.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$387.50$365.00Nov 6$0.46$0.37$0.83$364.17$388.33
$387.50$367.50Nov 6$0.46$0.59$1.05$366.45$388.55
$385.00$365.00Nov 6$0.83$0.37$1.20$363.80$386.20
$385.00$367.50Nov 6$0.83$0.59$1.42$366.08$386.42
$387.50$370.00Nov 6$0.46$0.94$1.40$368.60$388.90
$385.00$370.00Nov 6$0.83$0.94$1.77$368.23$386.77
$382.50$365.00Nov 6$1.42$0.37$1.79$363.21$384.29
$382.50$367.50Nov 6$1.42$0.59$2.01$365.49$384.51
$387.50$372.50Nov 6$0.46$1.46$1.92$370.58$389.42
$382.50$370.00Nov 6$1.42$0.94$2.36$367.64$384.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 292 found (best R:R 0.87, avg credit $1.73)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
330/335420/425Dec 11$2.32$2.6858%0.87$332.68$422.32
330/335410/415Dec 11$2.62$2.3852%1.10$332.38$412.62
340/342390/392Nov 13$1.34$1.1653%1.16$341.16$391.34
305/310405/410Nov 27$1.92$3.0865%0.62$308.08$406.92
320/325420/425Dec 11$2.00$3.0063%0.67$323.00$422.00
350/355420/425Dec 11$2.80$2.2047%1.27$352.20$422.80
310/315420/425Dec 11$1.83$3.1766%0.58$313.17$421.83
340/342402/405Nov 13$0.95$1.5567%0.61$341.55$403.45
320/325410/415Dec 11$2.30$2.7056%0.85$322.70$412.30
350/355410/415Dec 11$3.10$1.9040%1.63$351.90$413.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 220 found (best R:R 27.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$370.00$380.00$390.00Dec 18$0.35$9.6514%27.57
$330.00$340.00$350.00Dec 18$0.18$9.8210%54.56
$390.00$400.00$410.00Dec 18$0.43$9.5714%22.26
$340.00$350.00$360.00Dec 18$0.34$9.6612%28.41
$330.00$340.00$350.00Nov 20$0.36$9.6411%26.78
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$390.00$400.00$410.00Dec 18$0.45$9.5514%21.22
$375.00$380.00$385.00Nov 27$0.05$4.959%99.00
$360.00$370.00$380.00Dec 18$0.58$9.4214%16.24
$330.00$340.00$350.00Nov 20$0.40$9.6011%24.00
$365.00$370.00$375.00Nov 27$0.07$4.939%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. 159 found (best net $-18.47, 154 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$317.50$340.001:2Nov 13-$18.47$4.03
$382.50$385.001:2Nov 6-$0.24$2.26
$385.00$387.501:2Nov 6-$0.09$2.41
$380.00$382.501:2Nov 6-$0.55$1.95
$387.50$390.001:2Nov 6-$0.02$2.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$372.50$370.001:2Nov 6-$0.42$2.08
$375.00$372.501:2Nov 6-$0.68$1.82
$370.00$367.501:2Nov 6-$0.24$2.26
$367.50$365.001:2Nov 6-$0.15$2.35
$365.00$362.501:2Nov 6-$0.09$2.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 101 found (best yield 5.61%, avg 1.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Dec 18$21.200.510.6%5.61%6.25%981.3K
$390.00Dec 18$16.050.433.3%4.25%7.53%1693.0K
$400.00Dec 18$12.300.365.9%3.26%9.19%663.4K
$380.00Dec 11$18.950.500.6%5.02%5.65%413
$385.00Dec 11$16.600.472.0%4.40%6.36%665
$390.00Dec 11$14.250.433.3%3.77%7.06%8263
$395.00Dec 11$12.200.394.6%3.23%7.84%429
$410.00Dec 18$9.100.308.6%2.41%10.99%543.4K
$380.00Dec 4$17.500.510.6%4.63%5.27%738
$400.00Dec 11$10.700.355.9%2.83%8.77%18215

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 28,206
Total Puts 14,331
Put/Call Ratio 0.51
Net Difference 13,875

Prior's Put/Call Breakdown

Total Calls 44,032
Total Puts 38,534
Put/Call Ratio 0.88
Net Difference 5,498

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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