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Taiwan Semiconductor Manufacturing Company Ltd. TSM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-04T00:31:08.478Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:30:57.227652898Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-02T06:27:03.274739+00:00

Share price$403.23
1D+1.4%
AH$403$405$408$411$4135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSM
Sold putSold callAH

Taiwan Semiconductor Manufacturing Company Ltd. options

Live interpolated TSM call and put midpoint premiums by absolute delta.Taiwan Semiconductor Manufacturing Company Ltd.$1.60$8.00$14.39$20.79$27.19$380.48$393.15$405.81$418.48$431.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSM spot · $403.23TSM PRICE$2.29$3.11$4.03$5.02$6.18$7.45$8.87$10.42$12.35$14.43$17.21$21.92$25.34$2.34$3.05$3.83$4.68$5.58$6.55$7.58$8.63$9.82$11.25$12.38$14.11$15.75
PutsExpensive1.09×
CallsExpensive1.53×
SkewBullish-14.48 pp
Implied moveBullish±$16.46
TiltBullish13.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ422.0557.5%5.2%386.9656.0%4.6%
25Δ418.6458.4%4.6%390.6054.5%3.9%
30Δ415.5459.5%4.1%393.6753.5%3.3%
35Δ412.5260.0%3.5%396.4252.8%2.8%
40Δ409.7061.2%3.1%399.0052.0%2.4%
45Δ406.8662.0%2.7%401.4351.3%2.1%
50Δ404.0162.9%2.4%403.7750.4%1.7%
55Δ401.1163.6%2.1%406.0249.2%1.4%
60Δ398.0465.2%1.8%408.2748.3%1.2%
65Δ394.8366.3%1.5%410.5648.0%1.0%
70Δ391.1168.9%1.3%412.6245.9%0.7%
75Δ385.7676.8%1.1%415.0545.3%0.6%
80Δ381.2677.0%0.8%417.3643.7%0.4%

20Δ

Calls
Pseudo strike
422.05
IV
57.5%
B/E move
5.2%
Puts
Pseudo strike
386.96
IV
56.0%
B/E move
4.6%

25Δ

Calls
Pseudo strike
418.64
IV
58.4%
B/E move
4.6%
Puts
Pseudo strike
390.60
IV
54.5%
B/E move
3.9%

30Δ

Calls
Pseudo strike
415.54
IV
59.5%
B/E move
4.1%
Puts
Pseudo strike
393.67
IV
53.5%
B/E move
3.3%

35Δ

Calls
Pseudo strike
412.52
IV
60.0%
B/E move
3.5%
Puts
Pseudo strike
396.42
IV
52.8%
B/E move
2.8%

40Δ

Calls
Pseudo strike
409.70
IV
61.2%
B/E move
3.1%
Puts
Pseudo strike
399.00
IV
52.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
406.86
IV
62.0%
B/E move
2.7%
Puts
Pseudo strike
401.43
IV
51.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
404.01
IV
62.9%
B/E move
2.4%
Puts
Pseudo strike
403.77
IV
50.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
401.11
IV
63.6%
B/E move
2.1%
Puts
Pseudo strike
406.02
IV
49.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
398.04
IV
65.2%
B/E move
1.8%
Puts
Pseudo strike
408.27
IV
48.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
394.83
IV
66.3%
B/E move
1.5%
Puts
Pseudo strike
410.56
IV
48.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
391.11
IV
68.9%
B/E move
1.3%
Puts
Pseudo strike
412.62
IV
45.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
385.76
IV
76.8%
B/E move
1.1%
Puts
Pseudo strike
415.05
IV
45.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
381.26
IV
77.0%
B/E move
0.8%
Puts
Pseudo strike
417.36
IV
43.7%
B/E move
0.4%

Options history

IV · four-Friday blend39.39%
Daily close
TSM28.0%37.1%46.2%2026-08-05: 44.95%2026-08-06: 42.57%2026-08-07: 39.40%2026-08-10: 40.07%2026-08-11: 38.07%2026-08-12: 36.71%2026-08-13: 35.03%2026-08-14: 32.38%2026-08-17: 35.74%2026-08-18: 35.14%2026-08-19: 33.96%2026-08-20: 34.72%2026-08-21: 32.48%2026-08-24: 35.06%2026-08-25: 35.80%2026-08-26: 36.29%2026-08-27: 33.77%2026-08-28: 29.88%2026-08-31: 31.08%2026-09-01: 32.46%2026-09-02: 31.80%2026-09-03: 30.80%2026-09-04: 30.46%2026-09-08: 35.40%2026-09-09: 34.39%2026-09-10: 34.71%2026-09-11: 30.51%2026-09-14: 32.33%2026-09-15: 31.82%2026-09-16: 32.46%2026-09-17: 30.27%2026-09-18: 29.27%2026-09-21: 31.75%2026-09-22: 31.29%2026-09-23: 31.53%2026-09-24: 30.91%2026-09-25: 30.59%2026-09-28: 33.83%2026-09-29: 33.59%2026-09-30: 34.35%2026-10-01: 32.91%2026-10-02: 31.62%2026-10-05: 33.33%2026-10-06: 32.85%2026-10-07: 34.53%2026-10-08: 34.39%2026-10-09: 34.21%2026-10-12: 37.58%2026-10-13: 40.99%2026-10-14: 43.40%2026-10-15: 35.79%2026-10-16: 33.34%2026-10-19: 33.49%2026-10-20: 34.95%2026-10-21: 34.34%2026-10-22: 39.70%2026-10-23: 36.10%2026-10-26: 38.19%2026-10-27: 36.84%2026-10-28: 37.22%2026-10-29: 36.68%2026-10-30: 39.39%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
44.95%
42.57%
39.40%
40.07%
38.07%
36.71%
35.03%
32.38%
35.74%
35.14%
33.96%
34.72%
32.48%
35.06%
35.80%
36.29%
33.77%
29.88%
31.08%
32.46%
31.80%
30.80%
30.46%
35.40%
34.39%
34.71%
30.51%
32.33%
31.82%
32.46%
30.27%
29.27%
31.75%
31.29%
31.53%
30.91%
30.59%
33.83%
33.59%
34.35%
32.91%
31.62%
33.33%
32.85%
34.53%
34.39%
34.21%
37.58%
40.99%
43.40%
35.79%
33.34%
33.49%
34.95%
34.34%
39.70%
36.10%
38.19%
36.84%
37.22%
36.68%
39.39%