Tour v536
TSM
TAIWAN SEMICONDUCTOR ADR
$370.68 +4.98%
◀ 11/6 10:30 ▶

Option Volume

Detail
ℹ
Current (11/06 10:30am) 59,439
Calls: 33,016 (56%)
Puts: 26,423 (44%)
Prior (10/15) 120,665
Calls: 65,312 (54%)
Puts: 55,353 (46%)
Current vs Prior -50.74%
Calls: -49.45% (Calls)
Puts: -52.26% (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 -37.71%
Calls: -38.33%
Puts: -36.92%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 10:30am) $61.09M
Calls: $25.59M (42%)
Puts: $35.50M (58%)
Prior (10/15) $141.76M
Calls: $63.13M (45%)
Puts: $78.63M (55%)
Current vs Prior -56.91%
Calls: -59.47%
Puts: -54.86%
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 -44.00%
Calls: -62.97%
Puts: -11.20%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 10:30am) 0.80
Prior (10/15) 0.85
Current vs Prior -5.57%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -1.98%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 10:30am) 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% | 6.95%8.98% | 13.41%
Prior 2.58% | 4.40%2.58% | 9.35%
Current vs Prior -18.00% | +58.24%+247.76% | +43.46%
Prior 7-Day Avg 2.63% | 4.93%4.81% | 10.17%
Current vs 7-Day Avg -19.40% | +40.99%+86.55% | +31.81%
Prior 7-Day Eod 2.58% | 4.40%11.35% | 14.82%
Current vs 7-Day Eod -18.00% | +58.24%-20.88% | -9.51%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 9.05% | 5.24%
Calls: 10.96% | 5.03%
Puts: 7.14% | 5.45%
Prior 4.63% | 2.75%
Calls: 5.22% | 2.58%
Puts: 4.04% | 2.93%
Current vs Prior +95.46% | +90.55%
Prior 7-Day Avg 5.42% | 2.87%
Calls: 5.78% | 2.53%
Puts: 5.05% | 3.21%
Current vs 7-Day Avg +67.11% | +82.76%
Liquidity Pricy
+
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🤖 AI Insights

Light premium activity with dollar volume down 57% vs prior. Below-average activity with volume down 51% vs prior.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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
10:30BEARISHBULLISHBULLISH
10:25BEARISHBULLISHBULLISH
10:20BEARISHBULLISHBULLISH
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 254 of results (avg 6.1%, best 1.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Dec 1818.1018.55$18.332.5%1140.461.3K
$350.00Dec 1834.9535.95$35.452.8%10.67823
$382.50Nov 136.957.15$7.052.8%640.36129
$360.00Dec 1828.7029.55$29.132.9%670.601.0K
$330.00Dec 1849.6051.30$50.453.4%10.78780
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Nov 137.858.00$7.931.9%1360.35711
$360.00Dec 1816.9517.30$17.132.0%1320.4014.8K
$380.00Dec 1826.0026.75$26.382.8%1380.544.7K
$350.00Nov 207.808.05$7.933.2%1910.286.8K
$440.00Dec 1869.5071.80$70.653.3%20.882.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.68, cheapest $0.50)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Nov 60.450.54$0.5018.0%9850.13646
$377.50Nov 60.820.95$0.8914.6%1870.20501
$430.00Nov 130.300.34$0.3212.5%1810.031.6K
$420.00Nov 130.610.70$0.6613.6%1840.06742
$417.50Nov 130.720.84$0.7815.4%630.07151
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Nov 60.410.45$0.439.3%5120.10462
$362.50Nov 60.700.77$0.749.5%1600.16163
$300.00Nov 130.480.50$0.494.1%3840.03333

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 198 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 660.0062.80$61.404.6%--1.0012
$315.00Nov 655.0057.80$56.405.0%111.0010
$320.00Nov 650.0052.85$51.435.5%421.009
$330.00Nov 640.2042.80$41.506.3%211.003
$340.00Nov 629.9032.85$31.389.4%10.9913
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Nov 617.9019.65$18.779.3%301.001.1K
$392.50Nov 619.7022.35$21.0312.6%191.00366
$395.00Nov 622.7024.80$23.758.8%191.00740
$397.50Nov 624.7027.55$26.1310.9%401.00564
$400.00Nov 627.1529.95$28.559.8%441.001.1K

Most actively traded options today. High liquidity = easy entry/exit. 384 active (total vol 45.3K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Nov 60.100.17$0.1450.0%2.7K0.04537
$390.00Nov 60.030.05$0.0450.0%2.3K0.012.3K
$400.00Nov 60.000.01$0.01100.0%2.3K0.001.3K
$400.00Nov 132.402.56$2.486.5%1.0K0.17520
$380.00Nov 60.450.54$0.5018.0%9850.13646
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Dec 186.056.45$6.256.4%2.4K0.1710.9K
$342.50Nov 133.403.90$3.6513.7%1.1K0.18--
$385.00Nov 612.7014.70$13.7014.6%8140.96541
$345.00Nov 133.454.30$3.8821.9%7980.20679
$380.00Nov 68.6010.05$9.3215.6%7970.88640

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 66.6%, max 103.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$365.00Nov 6Dec 1188.1%43.4%103.2%49463
$370.00Nov 6Dec 1885.9%42.6%101.6%1681.3K
$375.00Nov 6Dec 1183.8%46.6%79.9%298538
$362.50Nov 6Nov 1389.9%61.1%47.2%29420
$367.50Nov 6Nov 1387.2%59.3%47.1%2651.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$365.00Nov 6Dec 1188.1%43.4%103.2%441829
$370.00Nov 6Dec 1885.9%42.6%101.6%5459.0K
$375.00Nov 6Dec 1183.8%46.6%79.9%5196.5K
$362.50Nov 6Nov 1389.9%61.1%47.2%250400
$367.50Nov 6Nov 1387.2%59.3%47.1%402513

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 234 found (best R:R 4.75, avg 4.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$400.00$405.00Dec 11$0.89$4.11$0.8931%4.62$400.89
$345.00$347.50Nov 13$1.52$0.98$1.5280%0.64$346.52
$375.00$380.00Dec 11$1.97$3.03$1.9750%1.54$376.97
$375.00$380.00Dec 4$2.00$3.00$2.0050%1.50$377.00
$385.00$390.00Dec 4$1.60$3.40$1.6042%2.13$386.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$355.00$350.00Nov 27$0.87$4.13$0.8733%4.75$354.13
$410.00$407.50Nov 20$1.56$0.94$1.5684%0.60$408.44
$395.00$392.50Nov 20$1.28$1.22$1.2872%0.95$393.72
$380.00$377.50Nov 6$1.67$0.83$1.6788%0.50$378.33
$365.00$360.00Dec 4$1.53$3.47$1.5342%2.27$363.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 175 found (best R:R 1.36, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$380.00$385.00Dec 4$2.65$2.65$2.3554%1.13$382.65
$410.00$415.00Dec 11$1.55$1.55$3.4574%0.45$411.55
$380.00$385.00Dec 11$2.55$2.55$2.4554%1.04$382.55
$385.00$390.00Nov 27$2.17$2.17$2.8360%0.77$387.17
$395.00$400.00Dec 4$1.80$1.80$3.2066%0.56$396.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$370.00$365.00Dec 11$2.88$2.88$2.1253%1.36$367.12
$320.00$310.00Dec 18$1.85$1.85$8.1583%0.23$318.15
$350.00$345.00Dec 4$1.75$1.75$3.2570%0.54$348.25
$370.00$365.00Nov 27$2.55$2.55$2.4554%1.04$367.45
$340.00$330.00Dec 18$2.58$2.58$7.4273%0.35$337.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.88, cheapest $8.75)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$367.50Nov 6Nov 13$9.1287.2%59.3%
$370.00Nov 6Nov 13$9.2885.9%58.6%
$375.00Nov 6Nov 13$8.7983.8%58.5%
$372.50Nov 6Nov 13$9.1584.3%59.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$367.50Nov 6Nov 13$8.7587.2%59.3%
$370.00Nov 6Nov 13$8.8285.9%58.6%
$375.00Nov 6Nov 13$8.4583.8%58.5%
$372.50Nov 6Nov 13$8.6584.3%59.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 112 found (cheapest 1.78% of stock, avg 8.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Nov 6$3.65$2.93$6.58$363.42$376.581.78%
$372.50Nov 6$2.40$4.20$6.60$365.90$379.101.78%
$367.50Nov 6$5.18$1.93$7.11$360.39$374.611.92%
$375.00Nov 6$1.51$5.78$7.29$367.71$382.291.97%
$365.00Nov 6$7.05$1.22$8.27$356.73$373.272.23%
$377.50Nov 6$0.89$7.65$8.54$368.96$386.042.30%
$380.00Nov 6$0.50$9.32$9.82$370.18$389.822.65%
$362.50Nov 6$9.78$0.74$10.52$351.98$373.022.84%
$382.50Nov 6$0.26$11.20$11.46$371.04$393.963.09%
$360.00Nov 6$12.05$0.43$12.48$347.52$372.483.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.19% of stock, avg 5.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$382.50$360.00Nov 6$0.26$0.43$0.69$359.31$383.19
$380.00$360.00Nov 6$0.50$0.43$0.93$359.07$380.93
$382.50$362.50Nov 6$0.26$0.74$1.00$361.50$383.50
$380.00$362.50Nov 6$0.50$0.74$1.24$361.26$381.24
$377.50$360.00Nov 6$0.89$0.43$1.32$358.68$378.82
$377.50$362.50Nov 6$0.89$0.74$1.63$360.87$379.13
$382.50$365.00Nov 6$0.26$1.22$1.48$363.52$383.98
$380.00$365.00Nov 6$0.50$1.22$1.72$363.28$381.72
$377.50$365.00Nov 6$0.89$1.22$2.11$362.89$379.61
$375.00$360.00Nov 6$1.51$0.43$1.94$358.06$376.94

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 299 found (best R:R 1.56, avg credit $1.79)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
340/345410/415Dec 11$3.05$1.9546%1.56$341.95$413.05
345/350395/400Dec 4$3.55$1.4536%2.45$346.45$398.55
310/315410/415Dec 11$2.25$2.7560%0.82$312.75$412.25
325/330395/400Dec 4$2.88$2.1247%1.36$327.12$397.88
335/340410/415Dec 11$2.75$2.2549%1.22$337.25$412.75
345/350400/405Dec 4$3.20$1.8040%1.78$346.80$403.20
345/350405/410Dec 4$3.00$2.0044%1.50$347.00$408.00
325/330410/415Dec 11$2.40$2.6054%0.92$327.60$412.40
310/315395/400Nov 27$2.22$2.7858%0.80$312.78$397.22
345/350415/420Dec 4$2.60$2.4050%1.08$347.40$417.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 220 found (best R:R 29.30, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$350.00$360.00Nov 20$0.33$9.6716%29.30
$350.00$360.00$370.00Dec 18$0.52$9.4814%18.23
$380.00$390.00$400.00Dec 18$0.52$9.4814%18.23
$370.00$375.00$380.00Nov 27$0.06$4.949%82.33
$360.00$365.00$370.00Nov 27$0.09$4.919%54.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$340.00$350.00$360.00Nov 20$0.37$9.6316%26.03
$370.00$380.00$390.00Dec 18$0.37$9.6314%26.03
$350.00$360.00$370.00Dec 18$0.39$9.6114%24.64
$420.00$430.00$440.00Dec 18$0.10$9.908%99.00
$330.00$340.00$350.00Dec 18$0.27$9.7311%36.04

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 152 found (best net $-13.32, 145 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$317.50$340.001:2Nov 13-$13.32$9.18
$300.00$330.001:2Dec 4-$21.73$8.27
$375.00$377.501:2Nov 6-$0.27$2.23
$377.50$380.001:2Nov 6-$0.11$2.39
$372.50$375.001:2Nov 6-$0.62$1.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$365.00$362.501:2Nov 6-$0.26$2.24
$362.50$360.001:2Nov 6-$0.12$2.38
$367.50$365.001:2Nov 6-$0.51$1.99
$370.00$367.501:2Nov 6-$0.93$1.57
$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. 96 found (best yield 4.88%, avg 1.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Dec 18$18.100.462.5%4.88%7.40%1141.3K
$390.00Dec 18$13.950.395.2%3.76%8.98%1933.0K
$375.00Dec 11$18.550.501.2%5.00%6.17%79
$380.00Dec 11$16.400.462.5%4.42%6.94%1313
$400.00Dec 18$10.400.337.9%2.81%10.72%793.4K
$385.00Dec 11$14.050.423.9%3.79%7.65%665
$390.00Dec 11$12.150.395.2%3.28%8.49%8263
$375.00Dec 4$17.000.501.2%4.59%5.75%5379
$380.00Dec 4$14.750.462.5%3.98%6.49%738
$395.00Dec 11$10.450.356.6%2.82%9.38%429

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 33,016
Total Puts 26,423
Put/Call Ratio 0.80
Net Difference 6,593

Prior's Put/Call Breakdown

Total Calls 65,312
Total Puts 55,353
Put/Call Ratio 0.85
Net Difference 9,959

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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