Tour v536
TSM
TAIWAN SEMICONDUCTOR ADR
$375.44 +6.33%
$378.62 (+0.85%)🌙
as of 11/06 07:59 PM
◀ 11/6 18:07

Option Volume

Detail
ℹ
Current (11/06) 194,987
Calls: 111,102 (57%)
Puts: 83,885 (43%)
Prior (11/05) 417,519
Calls: 218,055 (52%)
Puts: 199,464 (48%)
Current vs Prior -53.30%
Calls: -49.05% (Calls)
Puts: -57.94% (Puts)
Prior 7-Day Total 1,078,472
Calls: 595,975 (55%)
Puts: 482,497 (45%)
Prior 7-Day Average 154,067
Calls: 85,139 (55%)
Puts: 68,928 (45%)
Current vs Prior 7-Day Avg +26.56%
Calls: +30.49%
Puts: +21.70%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $226.49M
Calls: $120.54M (53%)
Puts: $105.94M (47%)
Prior (11/05) $836.54M
Calls: $195.91M (23%)
Puts: $640.64M (77%)
Current vs Prior -72.93%
Calls: -38.47%
Puts: -83.46%
Prior 7-Day Total $1.65B
Calls: $677.27M (41%)
Puts: $971.22M (59%)
Prior 7-Day Average $235.50M
Calls: $96.75M (41%)
Puts: $138.75M (59%)
Current vs Prior 7-Day Avg -3.83%
Calls: +24.59%
Puts: -23.64%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.76
Prior (11/05) 0.91
Current vs Prior -17.46%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -5.68%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06) 1,989,057
Calls: 1,023,290 (51%)
Puts: 965,767 (49%)
Prior (11/05) 1,752,887
Calls: 872,447 (50%)
Puts: 880,440 (50%)
Current vs Prior +13.47%
Prior 7-Day Total 11,505,074
Calls: 5,805,231 (50%)
Puts: 5,699,843 (50%)
Prior 7-Day Average 1,643,582
Calls: 829,318 (50%)
Puts: 814,263 (50%)
Current vs Prior 7-Day Avg +21.02%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 0.99% | 6.93%9.17% | 13.63%
Prior 5.13% | 8.49%11.35% | 14.82%
Current vs Prior +35.25% | +7.95%-19.26% | -8.02%
Prior 7-Day Avg 3.99% | 6.17%8.11% | 12.32%
Current vs 7-Day Avg +73.90% | +48.44%+13.05% | +10.60%
Prior 7-Day Eod 5.13% | 8.49%11.35% | 14.82%
Current vs 7-Day Eod +35.25% | +7.95%-19.26% | -8.02%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 8.75% | 5.46%
Calls: 10.27% | 6.29%
Puts: 7.23% | 4.63%
Prior 4.63% | 2.75%
Calls: 5.22% | 2.58%
Puts: 4.04% | 2.93%
Current vs Prior +88.98% | +98.55%
Prior 7-Day Avg 4.63% | 2.75%
Calls: 5.22% | 2.58%
Puts: 4.04% | 2.93%
Current vs 7-Day Avg +88.98% | +98.55%
Liquidity Pricy
+
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🤖 AI Insights

Light premium activity with dollar volume down 73% vs prior. Below-average activity with volume down 53% vs prior.

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 BEARISH
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

📈 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 6.2%, best 2.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Dec 1861.5563.00$62.282.3%50.85654
$370.00Dec 1825.9026.65$26.282.9%3500.56818
$390.00Dec 1816.1516.65$16.403.0%7910.423.0K
$380.00Dec 1820.6521.30$20.983.1%3730.491.3K
$305.00Nov 2771.4073.75$72.583.2%--0.9330
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$437.50Nov 2062.2063.65$62.932.3%20.93116
$390.00Dec 1829.6530.40$30.032.5%1670.574.5K
$440.00Nov 2064.5566.40$65.472.8%1090.941.2K
$435.00Nov 2059.8061.55$60.682.9%400.93194
$430.00Nov 2055.0556.70$55.883.0%4640.914.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.81, cheapest $0.53)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$427.50Nov 130.490.58$0.5317.0%580.05332
$425.00Nov 130.590.69$0.6415.6%3580.05730
$422.50Nov 130.680.83$0.7619.7%4370.06140
$420.00Nov 130.860.97$0.9212.0%4750.07742
$440.00Nov 200.770.88$0.8313.3%4330.064.4K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$317.50Nov 130.891.05$0.9716.5%4350.05--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 204 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 663.5065.90$64.703.7%--1.0012
$315.00Nov 658.5560.90$59.723.9%111.0010
$320.00Nov 653.5556.45$55.005.3%421.009
$330.00Nov 643.7546.25$45.005.6%211.003
$340.00Nov 633.7536.15$34.956.9%41.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$425.00Nov 648.8551.45$50.155.2%190.99155
$430.00Nov 653.9555.85$54.903.5%100.9940
$437.50Nov 661.6564.05$62.853.8%120.9920
$397.50Nov 621.5023.70$22.609.7%1300.99564
$400.00Nov 624.0026.45$25.239.7%4740.991.1K

Most actively traded options today. High liquidity = easy entry/exit. 433 active (total vol 119.4K, top 4.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Dec 46.307.00$6.6510.5%4.0K0.267.2K
$380.00Nov 60.000.08$0.04200.0%3.4K0.04646
$385.00Nov 60.020.04$0.0366.7%3.1K0.02537
$390.00Nov 60.000.01$0.01100.0%2.4K0.002.3K
$375.00Nov 61.001.23$1.1220.5%2.4K1.00529
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Nov 60.640.90$0.7733.8%4.8K0.476.1K
$320.00Dec 185.706.05$5.886.0%3.1K0.1610.9K
$370.00Nov 60.010.09$0.05160.0%2.7K0.042.0K
$380.00Nov 64.205.85$5.0332.8%2.5K0.96640
$367.50Nov 60.010.03$0.02100.0%2.5K0.02321

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 25.5%, max 65.3%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$335.00Nov 27Dec 456.1%52.8%6.2%315
$377.50Nov 6Nov 1361.2%58.3%5.1%2.4K1.9K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$375.00Nov 6Dec 1174.4%45.0%65.3%4.8K6.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 234 found (best R:R 1.21, avg 5.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$357.50$360.00Nov 13$1.13$1.37$1.1373%1.21$358.63
$375.00$377.50Nov 6$0.90$1.60$0.90100%1.78$375.90
$345.00$347.50Nov 13$1.56$0.94$1.5686%0.60$346.56
$377.50$380.00Nov 13$0.60$1.90$0.6048%3.17$378.10
$370.00$375.00Dec 4$2.20$2.80$2.2057%1.27$372.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$390.00$387.50Nov 13$0.97$1.53$0.9767%1.58$389.03
$407.50$405.00Nov 20$1.35$1.15$1.3578%0.85$406.15
$405.00$400.00Dec 4$3.02$1.98$3.0270%0.66$401.98
$375.00$370.00Nov 27$1.82$3.18$1.8247%1.75$373.18
$365.00$362.50Nov 13$0.48$2.02$0.4836%4.21$364.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 180 found (best R:R 1.08, avg 0.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$385.00$390.00Dec 4$2.60$2.60$2.4055%1.08$387.60
$400.00$402.50Nov 20$0.95$0.95$1.5572%0.61$400.95
$385.00$390.00Nov 20$2.22$2.22$2.7858%0.80$387.22
$410.00$415.00Dec 4$1.33$1.33$3.6774%0.36$411.33
$400.00$405.00Nov 27$1.55$1.55$3.4570%0.45$401.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$345.00$340.00Nov 27$1.36$1.36$3.6476%0.37$343.64
$335.00$330.00Dec 11$1.23$1.23$3.7778%0.33$333.77
$370.00$365.00Dec 11$2.35$2.35$2.6556%0.89$367.65
$372.50$370.00Nov 13$1.33$1.33$1.1755%1.14$371.17
$355.00$350.00Dec 4$1.67$1.67$3.3368%0.50$353.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $11.02, cheapest $11.43)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$377.50Nov 6Nov 13$10.6161.2%58.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$375.00Nov 6Nov 13$11.4374.4%58.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 121 found (cheapest 0.50% of stock, avg 9.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$375.00Nov 6$1.12$0.77$1.89$373.11$376.890.50%
$377.50Nov 6$0.22$2.58$2.80$374.70$380.300.75%
$372.50Nov 6$2.84$0.16$3.00$369.50$375.500.80%
$380.00Nov 6$0.04$5.03$5.07$374.93$385.071.35%
$370.00Nov 6$5.35$0.05$5.40$364.60$375.401.44%
$367.50Nov 6$7.38$0.02$7.40$360.10$374.901.97%
$382.50Nov 6$0.03$7.40$7.43$375.07$389.931.98%
$365.00Nov 6$9.88$0.02$9.90$355.10$374.902.64%
$385.00Nov 6$0.03$10.20$10.23$374.77$395.232.72%
$362.50Nov 6$12.33$0.07$12.40$350.10$374.903.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 152 found (cheapest 0.10% of stock, avg 6.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$377.50$372.50Nov 6$0.22$0.16$0.38$372.12$377.88
$377.50$375.00Nov 6$0.22$0.77$0.99$374.01$378.49
$420.00$330.00Dec 18$7.03$7.65$14.68$315.32$434.68
$387.50$365.00Nov 13$7.05$8.18$15.23$349.77$402.73
$395.00$350.00Nov 20$7.55$6.88$14.43$335.57$409.43
$387.50$367.50Nov 13$7.05$9.07$16.12$351.38$403.62
$385.00$365.00Nov 13$8.05$8.18$16.23$348.77$401.23
$392.50$350.00Nov 20$8.43$6.88$15.31$334.69$407.81
$420.00$340.00Dec 18$7.03$9.82$16.85$323.15$436.85
$385.00$367.50Nov 13$8.05$9.07$17.12$350.38$402.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 291 found (best R:R 1.39, avg credit $1.88)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
340/345400/405Nov 27$2.91$2.0946%1.39$342.09$402.91
330/335410/415Dec 11$2.61$2.3951%1.09$332.39$412.61
350/355410/415Dec 4$3.00$2.0043%1.50$352.00$413.00
305/310410/415Dec 11$2.03$2.9761%0.68$307.97$412.03
330/335415/420Dec 11$2.35$2.6555%0.89$332.65$417.35
325/330400/405Nov 27$2.38$2.6254%0.91$327.62$402.38
340/345415/420Nov 27$2.21$2.7957%0.79$342.79$417.21
325/330410/415Dec 4$2.21$2.7957%0.79$327.79$412.21
340/345425/430Nov 27$1.90$3.1063%0.61$343.10$426.90
340/345410/415Dec 4$2.58$2.4249%1.07$342.42$412.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 207 found (best R:R 2.47, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$375.00$377.50$380.00Nov 6$0.72$1.7896%2.47
$340.00$350.00$360.00Nov 20$0.18$9.8215%54.56
$360.00$370.00$380.00Dec 18$0.42$9.5814%22.81
$377.50$380.00$382.50Nov 6$0.17$2.3335%13.71
$372.50$375.00$377.50Nov 6$0.82$1.6863%2.05
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$370.00$380.00$390.00Dec 18$0.18$9.8214%54.56
$410.00$420.00$430.00Dec 18$0.22$9.7811%44.45
$372.50$375.00$377.50Nov 6$1.20$1.3078%1.08
$370.00$372.50$375.00Nov 6$0.50$2.0043%4.00
$375.00$377.50$380.00Nov 6$0.64$1.8650%2.91

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 $-0.33, 143 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$370.00$372.501:2Nov 6-$0.33$2.17
$320.00$340.001:2Nov 13-$19.53$0.47
$380.00$382.501:2Nov 6-$0.02$2.48
$382.50$385.001:2Nov 6-$0.03$2.47
$442.50$445.001:2Nov 6$0.00$2.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$380.00$377.501:2Nov 6-$0.13$2.37
$362.50$360.001:2Nov 6-$0.03$2.47
$367.50$365.001:2Nov 6-$0.02$2.48
$330.00$325.001:2Nov 6-$0.01$4.99
$355.00$350.001:2Nov 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. 97 found (best yield 5.50%, avg 1.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Dec 18$20.650.491.2%5.50%6.71%3731.3K
$390.00Dec 18$16.150.423.9%4.30%8.18%7913.0K
$400.00Dec 18$12.350.366.5%3.29%9.83%5533.4K
$385.00Dec 11$16.100.452.5%4.29%6.83%2865
$380.00Dec 11$17.950.481.2%4.78%6.00%3213
$390.00Dec 11$13.950.413.9%3.72%7.59%23263
$410.00Dec 18$9.300.299.2%2.48%11.68%2653.4K
$380.00Dec 4$16.750.491.2%4.46%5.68%1638
$385.00Dec 4$14.550.452.5%3.88%6.42%2148
$395.00Dec 11$11.550.375.2%3.08%8.29%1029

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 111,102
Total Puts 83,885
Put/Call Ratio 0.76
Net Difference 27,217

Prior's Put/Call Breakdown

Total Calls 218,055
Total Puts 199,464
Put/Call Ratio 0.91
Net Difference 18,591

Prior 7-Day Put/Call Summary

Total Calls 595,975
Total Puts 482,497
Average Put/Call Ratio 0.80
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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