Tour v536
TSM
TAIWAN SEMICONDUCTOR ADR
$375.11 +6.23%
◀ 11/6 10:15 ▶

Option Volume

Detail
ℹ
Current (11/06 10:15am) 48,052
Calls: 29,954 (62%)
Puts: 18,098 (38%)
Prior (10/15) 94,887
Calls: 49,868 (53%)
Puts: 45,019 (47%)
Current vs Prior -49.36%
Calls: -39.93% (Calls)
Puts: -59.80% (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 -49.65%
Calls: -44.05%
Puts: -56.80%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 10:15am) $48.64M
Calls: $24.67M (51%)
Puts: $23.97M (49%)
Prior (10/15) $103.99M
Calls: $45.54M (44%)
Puts: $58.45M (56%)
Current vs Prior -53.23%
Calls: -45.84%
Puts: -58.99%
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 -55.42%
Calls: -64.31%
Puts: -40.04%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06 10:15am) 0.60
Prior (10/15) 0.90
Current vs Prior -33.07%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -26.00%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06 10:15am) 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 2.12% | 6.71%8.75% | 13.19%
Prior 2.58% | 4.40%2.58% | 9.35%
Current vs Prior -17.73% | +52.61%+238.90% | +41.11%
Prior 7-Day Avg 2.63% | 4.93%4.81% | 10.17%
Current vs 7-Day Avg -19.13% | +35.98%+81.80% | +29.65%
Prior 7-Day Eod 2.58% | 4.40%11.35% | 14.82%
Current vs 7-Day Eod -17.73% | +52.61%-22.90% | -10.99%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 9.34% | 6.00%
Calls: 8.82% | 7.74%
Puts: 9.85% | 4.27%
Prior 4.63% | 2.75%
Calls: 5.22% | 2.58%
Puts: 4.04% | 2.93%
Current vs Prior +101.73% | +118.18%
Prior 7-Day Avg 5.42% | 2.87%
Calls: 5.78% | 2.53%
Puts: 5.05% | 3.21%
Current vs 7-Day Avg +72.46% | +109.27%
Liquidity Pricy
+
Add Card

🤖 AI Insights

Light premium activity with dollar volume down 53% vs prior. Below-average activity with volume down 49% vs prior. Bullish P/C ratio of 0.60. P/C ratio dropping 33% - 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
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
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 265 of results (avg 6.1%, best 2.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Dec 1811.9512.20$12.082.1%680.353.4K
$420.00Dec 186.506.70$6.603.0%1290.236.7K
$360.00Nov 2024.4025.20$24.803.2%2130.672.2K
$380.00Dec 1819.9520.65$20.303.4%1020.491.3K
$375.00Nov 2015.3515.90$15.633.5%820.52191
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Nov 2022.7023.25$22.982.4%510.639.7K
$430.00Nov 2054.6556.05$55.352.5%990.924.0K
$430.00Dec 1857.8059.40$58.602.7%110.823.2K
$440.00Nov 2764.6566.55$65.602.9%40.931.1K
$360.00Dec 1815.0515.50$15.282.9%620.3714.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 16 found (avg $0.69, cheapest $0.44)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Nov 60.410.46$0.4411.4%2.7K0.11537
$382.50Nov 60.750.84$0.8011.2%4120.18243
$432.50Nov 130.300.35$0.3215.6%170.0387
$422.50Nov 130.630.72$0.6813.2%3430.06140
$420.00Nov 130.760.86$0.8112.3%1650.07742
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$362.50Nov 60.310.37$0.3417.6%1130.08163
$365.00Nov 60.530.60$0.5612.5%1870.12745
$367.50Nov 60.860.96$0.9111.0%2120.19321
$312.50Nov 130.630.73$0.6814.7%280.04--
$305.00Nov 130.430.52$0.4818.8%1030.0384

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 663.5067.00$65.255.4%--1.0012
$315.00Nov 658.5061.85$60.185.6%--1.0010
$330.00Nov 643.4545.95$44.705.6%211.003
$340.00Nov 633.9036.55$35.227.5%11.0013
$345.00Nov 628.5031.00$29.758.4%--1.0039
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$435.00Nov 1358.4061.65$60.035.4%41.0012
$440.00Nov 1363.4066.45$64.934.7%111.0021
$445.00Nov 1368.3571.55$69.954.6%--1.0022
$425.00Nov 648.9551.50$50.235.1%--1.00155
$427.50Nov 650.8054.00$52.406.1%11.006

Most actively traded options today. High liquidity = easy entry/exit. 386 active (total vol 37.1K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Nov 60.410.46$0.4411.4%2.7K0.11537
$390.00Nov 60.090.15$0.1250.0%2.3K0.042.3K
$400.00Nov 60.010.02$0.0250.0%2.3K0.011.3K
$400.00Nov 133.053.30$3.187.9%9650.21520
$392.50Nov 134.855.15$5.006.0%9220.2976
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$342.50Nov 132.783.10$2.9410.9%1.1K0.15--
$345.00Nov 133.053.45$3.2512.3%7960.17679
$327.50Nov 131.351.51$1.4311.2%5630.08--
$385.00Nov 69.4011.10$10.2516.6%5610.89541
$330.00Dec 187.107.45$7.284.8%4330.205.3K

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 70.1%, max 106.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Nov 6Dec 1887.6%42.5%106.1%1381.3K
$375.00Nov 6Dec 1184.8%42.8%98.3%281538
$380.00Nov 6Dec 1882.9%44.8%85.2%9852.0K
$367.50Nov 6Nov 1390.0%57.7%56.1%2611.1K
$372.50Nov 6Nov 1385.9%56.8%51.3%121338
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$370.00Nov 6Dec 1887.6%42.5%106.1%4339.0K
$375.00Nov 6Dec 1184.8%42.8%98.3%3836.5K
$380.00Nov 6Dec 1882.9%44.8%85.2%3675.4K
$367.50Nov 6Nov 1390.0%57.7%56.1%278513
$372.50Nov 6Nov 1385.9%56.8%51.3%197521

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 242 found (best R:R 0.72, avg 5.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$360.00$370.00Dec 18$5.65$4.35$5.6563%0.77$365.65
$370.00$375.00Nov 20$2.37$2.63$2.3758%1.11$372.37
$370.00$372.50Nov 13$1.15$1.35$1.1559%1.17$371.15
$400.00$405.00Dec 11$1.33$3.67$1.3334%2.76$401.33
$357.50$360.00Nov 13$1.57$0.93$1.5773%0.59$359.07
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$410.00$407.50Nov 13$1.45$1.05$1.4588%0.72$408.55
$400.00$397.50Nov 20$1.20$1.30$1.2073%1.08$398.80
$397.50$395.00Nov 13$1.42$1.08$1.4276%0.76$396.08
$360.00$355.00Dec 11$1.22$3.78$1.2236%3.10$358.78
$407.50$405.00Nov 20$1.64$0.86$1.6479%0.52$405.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 184 found (best R:R 0.82, avg 0.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$385.00$390.00Dec 4$2.28$2.28$2.7255%0.84$387.28
$380.00$385.00Nov 27$2.43$2.43$2.5752%0.95$382.43
$405.00$410.00Dec 4$1.43$1.43$3.5771%0.40$406.43
$380.00$382.50Nov 13$1.22$1.22$1.2855%0.95$381.22
$425.00$430.00Nov 27$0.68$0.68$4.3286%0.16$425.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$365.00$360.00Dec 11$2.25$2.25$2.7560%0.82$362.75
$350.00$345.00Dec 4$1.60$1.60$3.4072%0.47$348.40
$320.00$310.00Dec 18$1.52$1.52$8.4884%0.18$318.48
$350.00$345.00Nov 27$1.42$1.42$3.5874%0.40$348.58
$360.00$350.00Dec 18$3.43$3.43$6.5763%0.52$356.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $8.58, cheapest $8.39)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$372.50Nov 6Nov 13$8.7585.9%56.8%
$375.00Nov 6Nov 13$8.8884.8%56.1%
$377.50Nov 6Nov 13$8.6784.0%56.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$372.50Nov 6Nov 13$8.3985.9%56.8%
$375.00Nov 6Nov 13$8.4584.8%56.1%
$377.50Nov 6Nov 13$8.3184.0%56.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 121 found (cheapest 1.77% of stock, avg 8.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$375.00Nov 6$3.40$3.23$6.63$368.37$381.631.77%
$377.50Nov 6$2.23$4.57$6.80$370.70$384.301.81%
$372.50Nov 6$4.90$2.19$7.09$365.41$379.591.89%
$380.00Nov 6$1.37$6.15$7.52$372.48$387.522.00%
$370.00Nov 6$6.65$1.45$8.10$361.90$378.102.16%
$382.50Nov 6$0.80$8.00$8.80$373.70$391.302.35%
$367.50Nov 6$8.90$0.91$9.81$357.69$377.312.62%
$385.00Nov 6$0.44$10.25$10.69$374.31$395.692.85%
$365.00Nov 6$10.60$0.56$11.16$353.84$376.162.98%
$387.50Nov 6$0.23$12.58$12.81$374.69$400.313.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.21% of stock, avg 5.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$387.50$365.00Nov 6$0.23$0.56$0.79$364.21$388.29
$385.00$365.00Nov 6$0.44$0.56$1.00$364.00$386.00
$387.50$367.50Nov 6$0.23$0.91$1.14$366.36$388.64
$382.50$365.00Nov 6$0.80$0.56$1.36$363.64$383.86
$385.00$367.50Nov 6$0.44$0.91$1.35$366.15$386.35
$382.50$367.50Nov 6$0.80$0.91$1.71$365.79$384.21
$387.50$370.00Nov 6$0.23$1.45$1.68$368.32$389.18
$385.00$370.00Nov 6$0.44$1.45$1.89$368.11$386.89
$380.00$365.00Nov 6$1.37$0.56$1.93$363.07$381.93
$382.50$370.00Nov 6$0.80$1.45$2.25$367.75$384.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 305 found (best R:R 1.54, avg credit $1.73)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
345/350405/410Dec 4$3.03$1.9744%1.54$346.97$408.03
345/350400/405Dec 4$3.20$1.8040%1.78$346.80$403.20
345/350415/420Dec 4$2.60$2.4051%1.08$347.40$417.60
345/350425/430Nov 27$2.10$2.9060%0.72$347.90$427.10
335/340420/425Dec 11$2.28$2.7256%0.84$337.72$422.28
345/350405/410Nov 27$2.67$2.3348%1.15$347.33$407.67
345/350425/430Dec 4$2.23$2.7756%0.81$347.77$427.23
350/355420/425Dec 11$2.70$2.3047%1.17$352.30$422.70
310/312390/392Nov 13$0.93$1.5764%0.59$311.57$390.93
310/312392/395Nov 13$0.85$1.6567%0.52$311.65$393.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 224 found (best R:R 165.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$330.00$340.00Dec 18$0.06$9.949%165.67
$360.00$370.00$380.00Dec 18$0.47$9.5314%20.28
$370.00$380.00$390.00Dec 18$0.56$9.4414%16.86
$390.00$400.00$410.00Dec 18$0.54$9.4613%17.52
$390.00$395.00$400.00Dec 11$0.05$4.958%99.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$330.00$340.00Dec 18$0.16$9.849%61.50
$380.00$390.00$400.00Dec 18$0.47$9.5314%20.28
$340.00$350.00$360.00Nov 20$0.55$9.4515%17.18
$310.00$320.00$330.00Dec 18$0.19$9.818%51.63
$350.00$360.00$370.00Dec 18$0.54$9.4614%17.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 157 found (best net $-18.03, 153 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$317.50$340.001:2Nov 13-$18.03$4.47
$380.00$382.501:2Nov 6-$0.23$2.27
$377.50$380.001:2Nov 6-$0.51$1.99
$382.50$385.001:2Nov 6-$0.08$2.42
$385.00$387.501:2Nov 6-$0.02$2.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$370.00$367.501:2Nov 6-$0.37$2.13
$367.50$365.001:2Nov 6-$0.21$2.29
$365.00$362.501:2Nov 6-$0.12$2.38
$355.00$350.001:2Nov 6$0.00$5.00
$362.50$360.001:2Nov 6-$0.08$2.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 99 found (best yield 5.32%, avg 1.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Dec 18$19.950.491.3%5.32%6.62%1021.3K
$390.00Dec 18$15.300.424.0%4.08%8.05%1703.0K
$400.00Dec 18$11.950.356.6%3.19%9.82%683.4K
$380.00Dec 11$18.200.491.3%4.85%6.16%813
$385.00Dec 11$15.600.452.6%4.16%6.80%665
$390.00Dec 11$13.250.414.0%3.53%7.50%8263
$410.00Dec 18$8.850.299.3%2.36%11.66%553.4K
$380.00Dec 4$16.450.491.3%4.39%5.69%738
$395.00Dec 11$11.300.385.3%3.01%8.31%429
$385.00Dec 4$14.100.452.6%3.76%6.40%748

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 29,954
Total Puts 18,098
Put/Call Ratio 0.60
Net Difference 11,856

Prior's Put/Call Breakdown

Total Calls 49,868
Total Puts 45,019
Put/Call Ratio 0.90
Net Difference 4,849

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