Tour v492
TSM
TAIWAN SEMICONDUCTOR ADR
$418.20 +1.01%
$419.50 (+0.31%)🌙
as of 08/06 06:14 PM
8/6 18:14

Option Volume

Detail
Current (08/06) 170,996
Calls: 111,465 (65%)
Puts: 59,531 (35%)
Prior (08/05) 118,911
Calls: 59,490 (50%)
Puts: 59,421 (50%)
Current vs Prior +43.80%
Calls: +87.37% (Calls)
Puts: +0.19% (Puts)
Prior 7-Day Total 1,166,112
Calls: 766,472 (66%)
Puts: 399,640 (34%)
Prior 7-Day Average 166,587
Calls: 109,496 (66%)
Puts: 57,091 (34%)
Current vs Prior 7-Day Avg +2.65%
Calls: +1.80%
Puts: +4.27%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $218.40M
Calls: $169.41M (78%)
Puts: $48.99M (22%)
Prior (08/05) $162.98M
Calls: $116.32M (71%)
Puts: $46.67M (29%)
Current vs Prior +34.00%
Calls: +45.64%
Puts: +4.98%
Prior 7-Day Total $1.54B
Calls: $1.08B (70%)
Puts: $461.29M (30%)
Prior 7-Day Average $220.04M
Calls: $154.14M (70%)
Puts: $65.90M (30%)
Current vs Prior 7-Day Avg -0.75%
Calls: +9.90%
Puts: -25.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 0.53
Prior (08/05) 1.00
Current vs Prior -46.53%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg -15.01%
Sentiment BULLISH

Open Interest

Detail
Current (08/06) 1,424,785
Calls: 663,743 (47%)
Puts: 761,042 (53%)
Prior (08/05) 1,481,301
Calls: 705,927 (48%)
Puts: 775,374 (52%)
Current vs Prior -3.82%
Prior 7-Day Total 11,957,955
Calls: 5,652,066 (47%)
Puts: 6,305,889 (53%)
Prior 7-Day Average 1,708,279
Calls: 807,438 (47%)
Puts: 900,841 (53%)
Current vs Prior 7-Day Avg -16.60%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.16% | 5.28%6.99% | 12.85%
Prior 3.20% | 5.84%7.52% | 13.54%
Current vs Prior -32.53% | -9.64%-7.04% | -5.08%
Prior 7-Day Avg 4.43% | 7.05%9.41% | 14.92%
Current vs 7-Day Avg -51.24% | -25.11%-25.67% | -13.84%
Prior 7-Day Eod 3.20% | 5.84%7.52% | 13.54%
Current vs 7-Day Eod -32.53% | -9.64%-7.04% | -5.08%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 13.17% | 6.30%
Calls: 11.76% | 6.83%
Puts: 14.58% | 5.77%
Prior 8.37% | 5.33%
Calls: 9.60% | 7.44%
Puts: 7.14% | 3.21%
Current vs Prior +57.35% | +18.20%
Prior 7-Day Avg 10.59% | 8.24%
Calls: 9.78% | 7.66%
Puts: 11.40% | 8.82%
Current vs 7-Day Avg +24.36% | -23.53%
Liquidity Pricy
+
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($169.41M) vs puts ($48.99M). Bullish P/C ratio of 0.53. P/C ratio dropping 47% - 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 BULLISH
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

📈 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 145 of results (avg 7.0%, best 2.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 1458.0059.65$58.832.8%21.00--
$340.00Aug 2177.9580.25$79.102.9%11.00--
$350.00Sep 1871.8574.05$72.953.0%150.892.8K
$370.00Sep 1855.4057.25$56.333.3%160.811.1K
$365.00Aug 752.1553.95$53.053.4%21.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 1451.1553.30$52.224.1%200.9625
$500.00Sep 1181.5585.00$83.284.1%20.88--
$410.00Sep 1819.3520.20$19.774.3%420.4210.4K
$440.00Aug 2126.8528.05$27.454.4%1430.717.1K
$470.00Aug 2151.8054.30$53.054.7%890.90707

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.88, cheapest $0.72)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Aug 140.831.01$0.9219.6%1640.08577
$480.00Aug 210.911.07$0.9916.2%2420.0614.3K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$355.00Aug 210.650.78$0.7218.1%720.04461
$377.50Aug 140.770.94$0.8619.8%1950.07148
$345.00Aug 280.821.00$0.9119.8%190.04309

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 134 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 757.2059.50$58.353.9%91.00--
$365.00Aug 752.1553.95$53.053.4%21.00--
$370.00Aug 747.1549.50$48.334.9%31.0089
$375.00Aug 742.1544.50$43.335.4%11.00--
$380.00Aug 737.1538.95$38.054.7%401.001.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 731.2033.00$32.105.6%310.99170
$445.00Aug 725.6528.10$26.889.1%10.98--
$442.50Aug 723.1525.85$24.5011.0%600.97--
$440.00Aug 721.1523.00$22.088.4%30.97--
$470.00Aug 1451.1553.30$52.224.1%200.9625

Most actively traded options today. High liquidity = easy entry/exit. 410 active (total vol 87.8K, top 7.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 2124.2526.35$25.308.3%5.1K0.7125.0K
$430.00Aug 70.550.70$0.6323.8%2.6K0.122.8K
$450.00Aug 213.804.20$4.0010.0%2.6K0.2117.7K
$420.00Aug 72.603.35$2.9825.2%2.2K0.426.7K
$430.00Aug 145.556.20$5.8811.1%2.1K0.343.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 210.470.68$0.5736.8%7.9K0.0317.6K
$412.50Aug 147.258.20$7.7312.3%2.2K0.4052
$380.00Sep 188.709.30$9.006.7%1.6K0.236.8K
$380.00Aug 212.402.59$2.507.6%1.3K0.1327.1K
$400.00Aug 70.100.22$0.1675.0%1.0K0.043.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 88 strikes (avg 64.7%, max 228.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$495.00Aug 7Aug 28146.0%44.5%228.2%6121
$500.00Aug 7Sep 18138.4%43.9%215.3%1476.2K
$490.00Aug 7Sep 18119.8%44.7%167.8%381.9K
$360.00Aug 7Sep 18108.7%44.3%145.6%262.4K
$485.00Aug 7Sep 11100.5%43.3%132.1%109
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$340.00Aug 7Sep 18146.3%45.6%220.5%1339.2K
$335.00Aug 7Sep 11146.6%46.8%212.9%84247
$345.00Aug 7Sep 4142.4%46.4%206.6%38680
$355.00Aug 7Sep 11134.2%44.6%200.8%662.6K
$350.00Aug 7Sep 18123.9%44.3%179.5%1897.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 253 found (best R:R 99.00, avg 6.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$490.00$500.00Aug 14$0.10$9.90$0.1099.00$490.10
$480.00$490.00Aug 21$0.26$9.74$0.2637.46$480.26
$490.00$500.00Aug 21$0.32$9.68$0.3230.25$490.32
$480.00$482.50Aug 14$0.10$2.40$0.1024.00$480.10
$485.00$490.00Aug 28$0.21$4.79$0.2122.81$485.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$335.00Aug 28$0.11$4.89$0.1144.45$339.89
$345.00$340.00Aug 21$0.14$4.86$0.1434.71$344.86
$355.00$350.00Aug 21$0.15$4.85$0.1532.33$354.85
$345.00$340.00Aug 28$0.18$4.82$0.1826.78$344.82
$360.00$355.00Aug 21$0.20$4.80$0.2024.00$359.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 315 found (best R:R 114.38, avg 2.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$345.00$360.00Aug 14$14.87$14.87$0.13114.38$359.87
$340.00$345.00Aug 21$4.90$4.90$0.1049.00$344.90
$390.00$392.50Aug 14$2.38$2.38$0.1219.83$392.38
$350.00$360.00Aug 21$9.47$9.47$0.5317.87$359.47
$365.00$370.00Aug 7$4.72$4.72$0.2816.86$369.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$470.00$460.00Aug 14$9.59$9.59$0.4123.39$460.41
$445.00$442.50Aug 7$2.38$2.38$0.1219.83$442.62
$432.50$430.00Aug 7$2.35$2.35$0.1515.67$430.15
$470.00$460.00Aug 21$9.10$9.10$0.9010.11$460.90
$435.00$432.50Aug 7$2.25$2.25$0.259.00$432.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 88 found (avg debit $2.75, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$500.00Aug 7Aug 14$0.05138.4%50.8%
$490.00Aug 7Aug 14$0.16119.8%50.4%
$485.00Aug 7Aug 14$0.23100.5%49.0%
$475.00Aug 7Aug 14$0.2693.0%44.5%
$480.00Aug 7Aug 14$0.26100.1%47.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$335.00Aug 7Aug 14$0.08146.6%62.4%
$340.00Aug 7Aug 14$0.11146.3%61.1%
$355.00Aug 7Aug 14$0.12134.2%52.5%
$357.50Aug 7Aug 14$0.12140.3%52.8%
$345.00Aug 7Aug 14$0.15142.4%59.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 134 found (cheapest 1.84% of stock, avg 8.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$417.50Aug 7$4.13$3.55$7.68$409.82$425.181.84%
$415.00Aug 7$5.43$2.33$7.76$407.24$422.761.86%
$420.00Aug 7$2.98$4.90$7.88$412.12$427.881.88%
$422.50Aug 7$2.05$6.48$8.53$413.97$431.032.04%
$412.50Aug 7$7.13$1.53$8.66$403.84$421.162.07%
$425.00Aug 7$1.41$8.05$9.46$415.54$434.462.26%
$410.00Aug 7$9.10$0.96$10.06$399.94$420.062.41%
$427.50Aug 7$0.94$10.10$11.04$416.46$438.542.64%
$407.50Aug 7$11.23$0.57$11.80$395.70$419.302.82%
$430.00Aug 7$0.63$12.58$13.21$416.79$443.213.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.29% of stock, avg 5.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$430.00$407.50Aug 7$0.63$0.57$1.20$406.30$431.20
$427.50$407.50Aug 7$0.94$0.57$1.51$405.99$429.01
$430.00$410.00Aug 7$0.63$0.96$1.59$408.41$431.59
$427.50$410.00Aug 7$0.94$0.96$1.90$408.10$429.40
$425.00$407.50Aug 7$1.41$0.57$1.98$405.52$426.98
$430.00$412.50Aug 7$0.63$1.53$2.16$410.34$432.16
$425.00$410.00Aug 7$1.41$0.96$2.37$407.63$427.37
$427.50$412.50Aug 7$0.94$1.53$2.47$410.03$429.97
$422.50$407.50Aug 7$2.05$0.57$2.62$404.88$425.12
$425.00$412.50Aug 7$1.41$1.53$2.94$409.56$427.94

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 411 found (best R:R 32.33, avg credit $4.41)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
365/370380/385Sep 4$4.85$0.1532.33$365.15$384.85
368/370375/380Aug 14$4.83$0.1728.41$365.17$379.83
340/345350/360Aug 21$9.61$0.3924.64$335.39$359.61
360/362375/380Aug 14$4.80$0.2024.00$357.70$379.80
375/378385/388Aug 21$2.38$0.1219.83$375.12$387.38
370/375380/385Sep 4$4.74$0.2618.23$370.26$384.74
388/390392/395Aug 14$2.36$0.1416.86$387.64$394.86
360/365380/385Sep 4$4.69$0.3115.13$360.31$384.69
350/355360/380Aug 21$18.75$1.2515.00$336.25$378.75
340/345360/380Aug 21$18.74$1.2614.87$326.26$378.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 203 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$485.00$490.00$495.00Aug 7$0.05$4.9599.00
$465.00$470.00$475.00Aug 21$0.06$4.9482.33
$350.00$360.00$370.00Sep 18$0.12$9.8882.33
$440.00$450.00$460.00Sep 18$0.13$9.8775.92
$465.00$470.00$475.00Aug 7$0.07$4.9370.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$420.00$430.00$440.00Sep 18$0.05$9.95199.00
$350.00$360.00$370.00Sep 18$0.09$9.91110.11
$350.00$355.00$360.00Aug 21$0.05$4.9599.00
$345.00$350.00$355.00Aug 7$0.06$4.9482.33
$365.00$370.00$375.00Aug 21$0.06$4.9482.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 188 found (best net $--, 174 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$500.001:2Aug 14$0.00$10.00
$490.00$500.001:2Aug 21-$0.09$9.91
$480.00$490.001:2Aug 21-$0.47$9.53
$490.00$500.001:2Sep 4-$0.87$9.13
$490.00$500.001:2Sep 11-$2.32$7.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$340.001:2Sep 11-$1.09$8.91
$350.00$340.001:2Sep 18-$1.68$8.32
$360.00$350.001:2Sep 18-$1.93$8.07
$450.00$430.001:2Sep 4-$12.25$7.75
$370.00$360.001:2Sep 18-$3.41$6.59

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 98 found (best yield 5.62%, avg 1.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$420.00Sep 18$23.500.520.4%5.62%6.05%8226.7K
$420.00Sep 11$20.550.520.4%4.91%5.34%13243
$430.00Sep 18$19.350.452.8%4.63%7.45%4438.7K
$420.00Sep 4$18.800.520.4%4.50%4.93%5158
$425.00Sep 11$18.600.481.6%4.45%6.07%3020
$430.00Sep 11$16.400.452.8%3.92%6.74%560313
$425.00Sep 4$16.300.471.6%3.90%5.52%11--
$420.00Aug 28$16.000.500.4%3.83%4.26%68322
$440.00Sep 18$15.650.395.2%3.74%8.96%3996.6K
$435.00Sep 11$14.900.424.0%3.56%7.58%2--

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 111,465
Total Puts 59,531
Put/Call Ratio 0.53
Net Difference 51,934

Prior's Put/Call Breakdown

Total Calls 59,490
Total Puts 59,421
Put/Call Ratio 1.00
Net Difference 69

Prior 7-Day Put/Call Summary

Total Calls 766,472
Total Puts 399,640
Average Put/Call Ratio 0.63
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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