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Taiwan Semiconductor Manufacturing TSM

TECHNOLOGY · SEMICONDUCTORS
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Market dataready · fetched 2026-10-20T14:19:02.193Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T14:19:00.98067237Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-20T14:09:23.033146+00:00

Share price$423.35
1D+2.3%
$413$416$418$421$4245:30 AM6:30 AM9:00 AM1:00 PMTSM
Sold putSold call

Taiwan Semiconductor Manufacturing options

Live interpolated TSM call and put midpoint premiums by absolute delta.Taiwan Semiconductor Manufacturing$1.21$5.15$9.10$13.05$16.99$403.79$413.65$423.51$433.37$443.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSM spot · $423.35TSM PRICE$1.63$2.19$2.80$3.46$4.18$5.06$6.00$7.02$8.17$9.48$11.07$13.11$15.85$1.84$2.40$3.03$3.72$4.46$5.27$6.15$7.12$8.23$9.51$10.85$12.45$14.26
PutsExpensive1.34×
CallsExpensive1.46×
SkewBullish-0.80 pp
Implied moveBalanced±$12.14
TiltBalanced0.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ436.4638.6%3.5%410.4042.0%3.5%
25Δ433.9638.8%3.0%413.2241.2%3.0%
30Δ431.6838.9%2.6%415.6640.6%2.5%
35Δ429.5638.9%2.3%417.8440.3%2.2%
40Δ427.5639.0%2.0%419.8939.9%1.9%
45Δ425.6739.6%1.7%421.8439.6%1.6%
50Δ423.7639.9%1.5%423.7539.2%1.4%
55Δ421.8240.2%1.3%425.6438.9%1.1%
60Δ419.8440.5%1.1%427.5538.9%1.0%
65Δ417.7740.8%0.9%429.5538.8%0.8%
70Δ415.5141.4%0.8%431.5738.4%0.6%
75Δ412.8642.7%0.6%433.7938.2%0.5%
80Δ409.5844.8%0.5%436.1537.7%0.3%

20Δ

Calls
Pseudo strike
436.46
IV
38.6%
B/E move
3.5%
Puts
Pseudo strike
410.40
IV
42.0%
B/E move
3.5%

25Δ

Calls
Pseudo strike
433.96
IV
38.8%
B/E move
3.0%
Puts
Pseudo strike
413.22
IV
41.2%
B/E move
3.0%

30Δ

Calls
Pseudo strike
431.68
IV
38.9%
B/E move
2.6%
Puts
Pseudo strike
415.66
IV
40.6%
B/E move
2.5%

35Δ

Calls
Pseudo strike
429.56
IV
38.9%
B/E move
2.3%
Puts
Pseudo strike
417.84
IV
40.3%
B/E move
2.2%

40Δ

Calls
Pseudo strike
427.56
IV
39.0%
B/E move
2.0%
Puts
Pseudo strike
419.89
IV
39.9%
B/E move
1.9%

45Δ

Calls
Pseudo strike
425.67
IV
39.6%
B/E move
1.7%
Puts
Pseudo strike
421.84
IV
39.6%
B/E move
1.6%

50Δ

Calls
Pseudo strike
423.76
IV
39.9%
B/E move
1.5%
Puts
Pseudo strike
423.75
IV
39.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
421.82
IV
40.2%
B/E move
1.3%
Puts
Pseudo strike
425.64
IV
38.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
419.84
IV
40.5%
B/E move
1.1%
Puts
Pseudo strike
427.55
IV
38.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
417.77
IV
40.8%
B/E move
0.9%
Puts
Pseudo strike
429.55
IV
38.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
415.51
IV
41.4%
B/E move
0.8%
Puts
Pseudo strike
431.57
IV
38.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
412.86
IV
42.7%
B/E move
0.6%
Puts
Pseudo strike
433.79
IV
38.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
409.58
IV
44.8%
B/E move
0.5%
Puts
Pseudo strike
436.15
IV
37.7%
B/E move
0.3%

Options history

TSM31.8332.5133.192026-10-19T19:55:02.227000+00:00: 31.92%2026-10-20T13:30:08.070000+00:00: 32.50%2026-10-20T13:37:46.840000+00:00: 32.17%2026-10-20T13:45:25.711000+00:00: 32.84%2026-10-20T13:50:44.252000+00:00: 33.09%2026-10-20T14:00:48.267000+00:00: 32.66%2026-10-20T14:05:32.358000+00:00: 32.59%Oct 19Oct 20
Table
ObservationIVSkewImplied move
31.92%1.87 pp7.57%
32.50%2.95 pp7.58%
32.17%2.13 pp7.50%
32.84%2.14 pp7.65%
33.09%2.54 pp7.73%
32.66%2.38 pp7.61%
32.59%1.92 pp7.59%