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Taiwan Semiconductor Manufacturing TSM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-20T06:42:02.322Z

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

Calculation methodology

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

History data

PriceAlpaca · sip · 2026-10-19T23:58:53.381923735Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-20T06:42:01.816411+00:00

Share price$420.88
1D-0.3%
AH$416$419$422$425$4285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSM
Sold putSold callAH

Taiwan Semiconductor Manufacturing options

Live interpolated TSM call and put midpoint premiums by absolute delta.Taiwan Semiconductor Manufacturing$1.20$5.42$9.64$13.86$18.09$398.53$409.30$420.08$430.86$441.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSM spot · $420.88TSM PRICE$1.65$2.22$2.84$3.50$4.24$5.07$5.97$6.95$8.04$9.30$10.71$12.36$14.28$1.96$2.59$3.28$4.03$4.84$5.75$6.74$7.86$9.12$10.56$12.25$14.30$16.87
PutsExpensive1.77×
CallsExpensive1.40×
SkewBearish+3.85 pp
Implied moveBearish±$12.71
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ434.1739.4%3.6%407.0945.1%3.7%
25Δ431.6339.6%3.1%410.0344.6%3.2%
30Δ429.3439.7%2.7%412.5944.2%2.7%
35Δ427.1739.6%2.3%414.9443.9%2.4%
40Δ425.1639.8%2.0%417.1543.5%2.0%
45Δ423.2139.9%1.8%419.2643.3%1.8%
50Δ421.2940.0%1.5%421.3443.1%1.5%
55Δ419.3740.0%1.3%423.4243.0%1.3%
60Δ417.4340.1%1.1%425.5443.1%1.1%
65Δ415.4140.2%0.9%427.7743.3%0.9%
70Δ413.2940.3%0.7%430.1643.5%0.7%
75Δ410.9940.4%0.6%432.8644.0%0.6%
80Δ408.4840.3%0.4%436.0044.7%0.4%

20Δ

Calls
Pseudo strike
434.17
IV
39.4%
B/E move
3.6%
Puts
Pseudo strike
407.09
IV
45.1%
B/E move
3.7%

25Δ

Calls
Pseudo strike
431.63
IV
39.6%
B/E move
3.1%
Puts
Pseudo strike
410.03
IV
44.6%
B/E move
3.2%

30Δ

Calls
Pseudo strike
429.34
IV
39.7%
B/E move
2.7%
Puts
Pseudo strike
412.59
IV
44.2%
B/E move
2.7%

35Δ

Calls
Pseudo strike
427.17
IV
39.6%
B/E move
2.3%
Puts
Pseudo strike
414.94
IV
43.9%
B/E move
2.4%

40Δ

Calls
Pseudo strike
425.16
IV
39.8%
B/E move
2.0%
Puts
Pseudo strike
417.15
IV
43.5%
B/E move
2.0%

45Δ

Calls
Pseudo strike
423.21
IV
39.9%
B/E move
1.8%
Puts
Pseudo strike
419.26
IV
43.3%
B/E move
1.8%

50Δ

Calls
Pseudo strike
421.29
IV
40.0%
B/E move
1.5%
Puts
Pseudo strike
421.34
IV
43.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
419.37
IV
40.0%
B/E move
1.3%
Puts
Pseudo strike
423.42
IV
43.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
417.43
IV
40.1%
B/E move
1.1%
Puts
Pseudo strike
425.54
IV
43.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
415.41
IV
40.2%
B/E move
0.9%
Puts
Pseudo strike
427.77
IV
43.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
413.29
IV
40.3%
B/E move
0.7%
Puts
Pseudo strike
430.16
IV
43.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
410.99
IV
40.4%
B/E move
0.6%
Puts
Pseudo strike
432.86
IV
44.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
408.48
IV
40.3%
B/E move
0.4%
Puts
Pseudo strike
436.00
IV
44.7%
B/E move
0.4%

Options history

TSM31.8931.9231.952026-10-19T19:55:02.227000+00:00: 31.92%Oct 19Oct 19
Table
ObservationIVSkewImplied move
31.92%1.87 pp7.57%