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Taiwan Semiconductor Manufacturing Company Ltd. TSM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-09T20:53:33.531Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-09T20:53:31.626211357Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-09T08:11:47.566878+00:00

NewsAlpha Vantage · collected 2026-11-08T23:36:46.905903+00:00

Earnings observationsAlpha Vantage · collected 2026-11-08T23:36:11.418374+00:00

Share price$390.24
1D+2.2%
$381$384$388$391$3955:30 AM6:30 AM9:00 AM1:00 PMTSM
Sold putSold call

Taiwan Semiconductor Manufacturing Company Ltd. options

Live interpolated TSM call and put midpoint premiums by absolute delta.Taiwan Semiconductor Manufacturing Company Ltd.$1.75$7.94$14.12$20.31$26.49$346.35$366.12$385.89$405.67$425.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSM spot · $390.24TSM PRICE$2.42$3.26$4.22$5.26$6.43$7.70$9.11$10.77$12.43$14.54$17.12$19.87$24.71$2.99$3.86$4.90$5.93$7.09$8.33$9.73$11.18$12.87$14.71$17.21$19.36$21.98
PutsExpensive1.51×
CallsCheap0.87×
SkewBullish-0.78 pp
Implied moveBearish±$18.84
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ410.3054.5%5.8%369.9863.5%6.0%
25Δ406.5655.0%5.0%374.6161.4%5.0%
30Δ403.2555.8%4.4%378.3360.9%4.3%
35Δ400.1156.5%3.9%381.8759.5%3.7%
40Δ397.0757.1%3.4%385.1058.7%3.1%
45Δ394.0957.5%3.0%388.1557.9%2.7%
50Δ391.1257.9%2.6%391.1157.4%2.3%
55Δ388.1258.9%2.2%394.0156.6%1.9%
60Δ385.0858.9%1.9%396.9556.1%1.6%
65Δ381.8359.9%1.6%399.9355.6%1.3%
70Δ378.2261.4%1.3%403.3756.3%1.0%
75Δ374.4462.1%1.0%406.5154.9%0.8%
80Δ368.8667.2%0.9%410.0053.8%0.6%

20Δ

Calls
Pseudo strike
410.30
IV
54.5%
B/E move
5.8%
Puts
Pseudo strike
369.98
IV
63.5%
B/E move
6.0%

25Δ

Calls
Pseudo strike
406.56
IV
55.0%
B/E move
5.0%
Puts
Pseudo strike
374.61
IV
61.4%
B/E move
5.0%

30Δ

Calls
Pseudo strike
403.25
IV
55.8%
B/E move
4.4%
Puts
Pseudo strike
378.33
IV
60.9%
B/E move
4.3%

35Δ

Calls
Pseudo strike
400.11
IV
56.5%
B/E move
3.9%
Puts
Pseudo strike
381.87
IV
59.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
397.07
IV
57.1%
B/E move
3.4%
Puts
Pseudo strike
385.10
IV
58.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
394.09
IV
57.5%
B/E move
3.0%
Puts
Pseudo strike
388.15
IV
57.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
391.12
IV
57.9%
B/E move
2.6%
Puts
Pseudo strike
391.11
IV
57.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
388.12
IV
58.9%
B/E move
2.2%
Puts
Pseudo strike
394.01
IV
56.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
385.08
IV
58.9%
B/E move
1.9%
Puts
Pseudo strike
396.95
IV
56.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
381.83
IV
59.9%
B/E move
1.6%
Puts
Pseudo strike
399.93
IV
55.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
378.22
IV
61.4%
B/E move
1.3%
Puts
Pseudo strike
403.37
IV
56.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
374.44
IV
62.1%
B/E move
1.0%
Puts
Pseudo strike
406.51
IV
54.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
368.86
IV
67.2%
B/E move
0.9%
Puts
Pseudo strike
410.00
IV
53.8%
B/E move
0.6%

Options history

IV · four-Friday blend52.15%
Daily close
TSM27.4%40.7%54.0%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%2026-11-06: 52.15%Aug 11Sep 22Nov 6
60 observations2026-08-11 — 2026-11-06
Table
DateIV (%)
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%
52.15%

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