Something to keep an eye on: Mostly large institutional traders are showing a short build up in $TSM. Net option volume delta is -347 K!
Unusual Option Volume
TSMTaiwan Semiconductor Manufacturing Company Ltd.213.36-6.65 (-3.0%)
Taiwan Semiconductor Manufacturing Company Ltd. trades 95,510 contracts. The company has the following event: TSMC Monthly Sales Report For December 2024 on Jan 10, 2025.
I noticed a lot of bullish pressure coming from the options market on $TSM. Check out this order imbalance! 681 K option volume delta. What is option volume delta?
TSM220.23+11.62 (+5.6%)Taiwan Semiconductor Manufacturing Company Ltd.
ATM straddle for 10-Jan-25 expiration returned a positive 59.3% from the previous business day
The upside wing (25 delta calls) gained 316.9%
Downside put (25 delta puts) lost -86.0%
TSM will report earnings on Jan 16, 2025
The company has the following event: TSMC Monthly Sales Report For December 2024 on Jan 10, 2025.
The option volume for 10-Jan-25 expiration is 56,321
Unusual Option Volume
TSMTaiwan Semiconductor Manufacturing Company Ltd.219.52+10.91 (+5.2%)
Taiwan Semiconductor Manufacturing Company Ltd. trades 98,768 contracts. The company has the following event: TSMC Monthly Sales Report For December 2024 on Jan 10, 2025.