What is TSM's IV rank?

At the last close, TSM's IV rank was 42 with 30-day implied volatility of 41.3%. IV sits 42% of the way from its one-year low to its one-year high. Its IV percentile was 49: IV is higher than 49% of the past year's readings.

What is the expected move for TSM?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $46.09 (11.6%), a range of $352.64 to $444.82. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on TSM?

At the last close, these OptionClaws preset screens had passing trades on TSM: Cash-Secured Put Entries on Mega Caps (19), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.

Is TSM option volume above average?

At the last close, TSM option volume was 1.1x its average, close to normal.

TSM options: IV rank, expected move and trade screens

Taiwan Semiconductor Manufacturing Co Ltd · Technology

In the app, stock prices are live and options data is refreshed intraday.

TSM last closed at $398.73 with 30-day implied volatility of 41.3%. That is in the lower half of its one-year range (IV rank 42), so premiums are on the modest side for TSM. Measured by IV percentile, IV is higher than 49% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $46.09, or 11.6%.

The price is below both its 50-day (-7.3%) and 200-day (-1.1%) moving averages. It is 17.9% below its 52-week high and 45.0% above its 52-week low. The 14-day RSI of 45.3 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $17.10, about 4.3% of the price, a measure of a typical day's range.

Option volume at the close (127K contracts) was 1.1x its average, close to normal. A beta of 2.17 means TSM has tended to move about 2.2 times as much as the broad market. 2 of our preset screens found trades on TSM at the close, led by Cash-Secured Put Entries on Mega Caps with 19 trades.

TSM stats at the close

Price: $398.73; Market cap $2.07T
Implied volatility: 41.3%; 30-day, at the money
IV rank: 42; IV sits 42% of the way from its one-year low to its one-year high.
IV percentile: 49; IV is higher than 49% of the past year's readings.
ATR (14-day): $17.10; 4.3% of the price on a typical day
RSI (14-day): 45.3; Between 30 and 70, neutral
52-week range: -17.9% from high; +45.0% from the 52-week low
Moving averages: -7.3% vs 50-day; -1.1% vs the 200-day
Beta: 2.17; Sensitivity to the broad market
Option volume: 1.1x avg; 127K contracts vs 116K average

TSM expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 20, 20267 days	48.4%	±$26.74 (6.7%)	$371.99 to $425.47	$21.33
Dec 11, 202628 days	41.7%	±$46.09 (11.6%)	$352.64 to $444.82	$36.75
Jan 15, 202763 days	40.9%	±$67.83 (17.0%)	$330.90 to $466.56	$53.95
Feb 19, 202798 days	40.0%	±$82.66 (20.7%)	$316.07 to $481.39	$65.60

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for TSM from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Cash-Secured Put Entries on Mega Caps

Cash-Secured Put

19 trades pass on TSM

Annualized return: 5.0% to 22.4%
Probability of profit: 88.2% to 97.7%

Cash-secured put screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

1 trade passes on TSM

Return on risk: 20.8%
Probability of profit: 88.0%

Iron condor scanner

TSM options FAQ

What is TSM's IV rank?: At the last close, TSM's IV rank was 42 with 30-day implied volatility of 41.3%. IV sits 42% of the way from its one-year low to its one-year high. Its IV percentile was 49: IV is higher than 49% of the past year's readings.
What is the expected move for TSM?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $46.09 (11.6%), a range of $352.64 to $444.82. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on TSM?: At the last close, these OptionClaws preset screens had passing trades on TSM: Cash-Secured Put Entries on Mega Caps (19), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is TSM option volume above average?: At the last close, TSM option volume was 1.1x its average, close to normal.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.