TSM (Taiwan Semiconductor Manufacturing Company Ltd.)

Expected Move & Straddle Price History

The expected move for TSM is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current TSM Expected Move
30-Day Straddle
$47.70
7-Day Straddle
$19.48
Avg IV
0.6%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to TSM's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
TSM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260608 $47.70 $19.48 0.6% 20%
20260605 $44.20 $24.00 0.6% 13%
20260604 $43.25 $24.02 0.6% 23%
20260603 $45.83 $26.55 0.6% 15%
20260602 $48.27 $30.05 0.6% 23%
20260601 $48.17 $20.20 0.6% 24%
20260529 $39.50 $20.25 0.6% 15%
20260528 $41.98 $22.58 0.5% 1%
20260527 $44.35 $25.32 0.5% 7%
20260526 $42.47 $24.95 0.6% 17%
20260522 $36.85 $17.35 0.7% 32%
20260521 $37.33 $19.30 0.9% 64%
20260520 $39.78 $23.15 0.8% 56%
20260519 $39.40 $24.12 0.9% 66%
20260518 $40.42 $17.45 0.8% 62%
20260515 $39.55 $20.77 0.6% 19%
20260514 $43.73 $24.55 0.6% 19%
20260513 $41.05 $24.27 0.6% 18%
20260512 $41.28 $24.58 0.6% 17%
20260511 $43.00 $16.73 0.6% 18%
20260510 $45.22 $20.20 0.6% 24%
20260508 $41.67 $20.55 0.6% 27%
20260507 $40.40 $21.62 0.6% 16%
20260506 $43.08 $24.15 0.6% 28%
20260505 $39.80 $23.43 0.6% 21%
20260504 $41.30 $16.65 0.6% 20%
20260502 $38.20 $17.80 0.6% 29%
20260501 $38.20 $17.80 0.6% 27%
20260430 $38.77 $20.52 0.6% 27%
20260429 $42.00 $23.85 0.6% 26%
20260428 $40.92 $25.30 0.6% 24%
20260427 $44.75 $18.42 0.6% 29%
20260424 $42.85 $20.88 0.7% 31%
20260423 $38.17 $20.57 0.6% 16%
20260422 $39.45 $22.35 0.6% 25%
20260421 $36.30 $23.00 0.6% 19%
20260420 $35.73 $13.43 0.5% 14%
20260417 $33.02 $15.82 0.8% 56%
20260416 $33.80 $17.05 0.7% 43%
20260415 $39.85 $24.90 0.8% 59%
20260414 $39.17 $24.67 0.8% 53%
20260413 $41.47 $21.45 0.9% 68%
20260410 $37.75 $21.45 0.6% 18%
20260409 $37.65 $22.05 0.6% 26%
20260408 $37.38 $23.60 0.5% 17%
20260407 $38.03 $26.10 0.5% 20%
20260406 $35.92 $13.62 0.6% 25%
20260402 $34.08 $15.78 0.6% 24%
20260401 $35.95 $18.52 0.6% 25%
20260331 $38.40 $20.27 0.6% 28%
20260330 $37.80 $12.53 0.6% 29%
20260327 $36.27 $15.68 0.6% 29%
20260326 $33.88 $16.85 0.6% 27%
20260325 $35.67 $17.42 0.6% 25%
20260324 $35.23 $19.50 0.6% 24%
20260323 $34.92 $13.30 0.6% 28%
20260320 $32.10 $15.93 0.8% 52%
20260319 $32.17 $16.62 0.8% 52%
20260318 $34.65 $18.68 0.7% 46%
20260317 $32.83 $18.00 0.7% 43%