What is TSM's IV rank?

At the close on Sep 28, 2026, TSM's IV rank was 14 with 30-day implied volatility of 34.0%. IV sits 14% of the way from its one-year low to its one-year high. Its IV percentile was 14: IV is higher than 14% of the past year's readings.

What is the expected move for TSM?

Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $45.18 (10.0%), a range of $407.70 to $498.06. 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 close on Sep 28, 2026, these OptionClaws preset screens had passing trades on TSM: Cash-Secured Put Entries on Mega Caps (14). Open a screen in the app to see the individual trades, refreshed intraday.

Is TSM option volume above average?

On Sep 28, 2026, TSM option volume was 1.0x its average, close to normal.

TSM options: IV rank, expected move and trade screens

Taiwan Semiconductor Manufacturing Co Ltd · Technology

As of the close on Sep 28, 2026. In the app, data is refreshed intraday.

TSM closed at $452.88 on Sep 28, 2026 with 30-day implied volatility of 34.0%. That is near the bottom of its one-year range (IV rank 14), so options on TSM are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 14% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $45.18, or 10.0%.

The price is above both its 50-day (+7.5%) and 200-day (+18.0%) moving averages. It is 5.2% below its 52-week high and 65.8% above its 52-week low. The 14-day RSI of 63.2 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $10.61, about 2.3% of the price, a measure of a typical day's range.

Option volume at the close (96.1K contracts) was 1.0x its average, close to normal. A beta of 2.16 means TSM has tended to move about 2.2 times as much as the broad market. 1 of our preset screen found trades on TSM at the close, led by Cash-Secured Put Entries on Mega Caps with 14 trades.

TSM stats at the close

Price: $452.88; Market cap $2.35T
Implied volatility: 34.0%; 30-day, at the money
IV rank: 14; IV sits 14% of the way from its one-year low to its one-year high.
IV percentile: 14; IV is higher than 14% of the past year's readings.
ATR (14-day): $10.61; 2.3% of the price on a typical day
RSI (14-day): 63.2; Between 30 and 70, neutral
52-week range: -5.2% from high; +65.8% from the 52-week low
Moving averages: +7.5% vs 50-day; +18.0% vs the 200-day
Beta: 2.16; Sensitivity to the broad market
Option volume: 1.0x avg; 96.1K contracts vs 94K 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
Oct 2, 20264 days	33.3%	±$15.79 (3.5%)	$437.09 to $468.67	$12.60
Oct 30, 202632 days	33.7%	±$45.18 (10.0%)	$407.70 to $498.06	$36.05
Nov 20, 202653 days	34.5%	±$59.61 (13.2%)	$393.27 to $512.49	$47.45
Dec 18, 202681 days	34.4%	±$73.31 (16.2%)	$379.57 to $526.19	$58.25

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

14 trades pass on TSM

Annualized return: 3.3% to 12.7%
Probability of profit: 85.7% to 96.7%

Cash-secured put screener

TSM options FAQ

What is TSM's IV rank?: At the close on Sep 28, 2026, TSM's IV rank was 14 with 30-day implied volatility of 34.0%. IV sits 14% of the way from its one-year low to its one-year high. Its IV percentile was 14: IV is higher than 14% of the past year's readings.
What is the expected move for TSM?: Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $45.18 (10.0%), a range of $407.70 to $498.06. 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 close on Sep 28, 2026, these OptionClaws preset screens had passing trades on TSM: Cash-Secured Put Entries on Mega Caps (14). Open a screen in the app to see the individual trades, refreshed intraday.
Is TSM option volume above average?: On Sep 28, 2026, TSM option volume was 1.0x 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.