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Taiwan Semiconductor Manufacturing TSM

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-20T06:02:47.759Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 2026-10-20T06:02:47.094874+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$3.09$13.39$23.69$33.99$44.29$367.60$400.74$433.88$467.03$500.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSM spot · $420.88TSM PRICE$4.20$5.61$7.04$8.75$10.57$12.66$14.91$17.31$20.05$23.19$27.78$31.95$38.17$4.98$6.53$7.99$10.20$11.97$14.42$16.96$19.77$23.18$25.76$29.87$34.43$41.32
PutsFair1.03×
CallsExpensive1.15×
SkewNeutral+0.03 pp
Implied moveBearish±$31.86
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ458.6831.9%10.0%389.8934.6%8.5%
25Δ451.8132.1%8.7%396.9633.9%7.2%
30Δ445.0631.6%7.4%403.6532.5%6.0%
35Δ439.5531.8%6.5%408.6533.4%5.3%
40Δ434.2031.8%5.7%414.1232.4%4.5%
45Δ429.1632.1%5.0%419.1832.6%3.8%
50Δ424.1532.3%4.3%424.2032.6%3.2%
55Δ419.1732.2%3.7%429.2732.5%2.7%
60Δ414.1632.3%3.2%434.6332.8%2.2%
65Δ408.9732.5%2.7%439.4031.6%1.7%
70Δ402.8334.1%2.3%445.1631.7%1.3%
75Δ396.8234.1%1.9%451.2931.6%1.0%
80Δ389.1135.5%1.5%459.4632.5%0.7%

20Δ

Calls
Pseudo strike
458.68
IV
31.9%
B/E move
10.0%
Puts
Pseudo strike
389.89
IV
34.6%
B/E move
8.5%

25Δ

Calls
Pseudo strike
451.81
IV
32.1%
B/E move
8.7%
Puts
Pseudo strike
396.96
IV
33.9%
B/E move
7.2%

30Δ

Calls
Pseudo strike
445.06
IV
31.6%
B/E move
7.4%
Puts
Pseudo strike
403.65
IV
32.5%
B/E move
6.0%

35Δ

Calls
Pseudo strike
439.55
IV
31.8%
B/E move
6.5%
Puts
Pseudo strike
408.65
IV
33.4%
B/E move
5.3%

40Δ

Calls
Pseudo strike
434.20
IV
31.8%
B/E move
5.7%
Puts
Pseudo strike
414.12
IV
32.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
429.16
IV
32.1%
B/E move
5.0%
Puts
Pseudo strike
419.18
IV
32.6%
B/E move
3.8%

50Δ

Calls
Pseudo strike
424.15
IV
32.3%
B/E move
4.3%
Puts
Pseudo strike
424.20
IV
32.6%
B/E move
3.2%

55Δ

Calls
Pseudo strike
419.17
IV
32.2%
B/E move
3.7%
Puts
Pseudo strike
429.27
IV
32.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
414.16
IV
32.3%
B/E move
3.2%
Puts
Pseudo strike
434.63
IV
32.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
408.97
IV
32.5%
B/E move
2.7%
Puts
Pseudo strike
439.40
IV
31.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
402.83
IV
34.1%
B/E move
2.3%
Puts
Pseudo strike
445.16
IV
31.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
396.82
IV
34.1%
B/E move
1.9%
Puts
Pseudo strike
451.29
IV
31.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
389.11
IV
35.5%
B/E move
1.5%
Puts
Pseudo strike
459.46
IV
32.5%
B/E move
0.7%

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%