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Taiwan Semiconductor Manufacturing Company Ltd. TSM

i

Market datapartial · fetched 2026-11-05T21:18:13.089Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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

FundamentalsAlpha Vantage · unavailable

NewsAlpha Vantage · collected 2026-11-04T03:17:26.242859+00:00

Earnings observationsAlpha Vantage · collected 2026-11-04T03:16:15.449890+00:00

Share priceTSM
1D
Price history unavailable.

Taiwan Semiconductor Manufacturing Company Ltd. options

Live interpolated TSM call and put midpoint premiums by absolute delta.Taiwan Semiconductor Manufacturing Company Ltd.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETSM PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.54%
Daily close
TSM27.9%37.9%47.9%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%2026-11-03: 46.54%Aug 7Sep 21Nov 3
61 observations2026-08-07 — 2026-11-03
Table
DateIV (%)
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%
46.54%

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