TSM · Expected Move
Taiwan Semiconductor Manufacturing Company Ltd.
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).
TSM straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current TSM Expected Move
30-Day Straddle
$32.30
7-Day Straddle
$17.60
30-Day ATM IV
34.5%
IV Rank
16%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $32.30 | $17.60 | 34.5% | 16% |
| 20261022 | $32.98 | $19.05 | 35.4% | 19% |
| 20261021 | $32.02 | $18.32 | 32.4% | 8% |
| 20261020 | $32.42 | $19.55 | 32.9% | 10% |
| 20261019 | $31.90 | $12.68 | 32.2% | 8% |
| 20261016 | $29.82 | $15.50 | 32.4% | 8% |
| 20261015 | $30.30 | $15.75 | 31.5% | 5% |
| 20261014 | $33.30 | $21.45 | 33.9% | 14% |
| 20261013 | $33.70 | $22.25 | 32.8% | 10% |
| 20261012 | $33.20 | $17.73 | 31.8% | 6% |
| 20261009 | $32.12 | $19.33 | 32.0% | 7% |
| 20261008 | $34.45 | $21.75 | 33.2% | 11% |
| 20261007 | $35.28 | $22.52 | 32.2% | 7% |
| 20261006 | $36.00 | $23.27 | 31.9% | 6% |
| 20261005 | $36.97 | $12.80 | 32.5% | 8% |
| 20261002 | $33.53 | $14.52 | 32.2% | 7% |
| 20261001 | $32.83 | $16.02 | 32.0% | 7% |
| 20260930 | $35.52 | $17.98 | 33.9% | 14% |
| 20260929 | $35.42 | $18.40 | 33.6% | 13% |
| 20260928 | $36.05 | $12.60 | 33.8% | 14% |
| 20260925 | $32.08 | $13.12 | 32.2% | 8% |
| 20260924 | $34.08 | $15.35 | 33.6% | 13% |
| 20260923 | $33.85 | $17.02 | 33.3% | 12% |
| 20260922 | $34.52 | $18.05 | 32.9% | 10% |
| 20260921 | $34.75 | $11.95 | 33.4% | 12% |
| 20260918 | $31.55 | $12.60 | 32.4% | 8% |
| 20260917 | $31.25 | $14.65 | 32.5% | 9% |
| 20260916 | $32.45 | $16.98 | 33.6% | 13% |
| 20260915 | $32.05 | $16.95 | 32.6% | 9% |
| 20260914 | $33.50 | $12.48 | 33.2% | 11% |
| 20260911 | $29.62 | $14.40 | 31.7% | 5% |
| 20260910 | $31.52 | $16.77 | 33.0% | 11% |
| 20260909 | $32.62 | $18.27 | 32.9% | 10% |
| 20260908 | $35.15 | $20.52 | 34.3% | 15% |
| 20260904 | $29.42 | $13.82 | 30.9% | 3% |
| 20260903 | $28.48 | $14.20 | 30.3% | 0% |
| 20260902 | $29.48 | $15.90 | 31.1% | 0% |
| 20260901 | $30.05 | $17.27 | 31.3% | 1% |
| 20260831 | $30.33 | $11.18 | 31.1% | 0% |
| 20260828 | $28.43 | $13.30 | 31.0% | 0% |
| 20260827 | $30.92 | $16.65 | 32.1% | 0% |
| 20260826 | $31.85 | $18.25 | 33.2% | 0% |
| 20260825 | $33.08 | $19.45 | 34.1% | 3% |
| 20260824 | $33.17 | $13.15 | 34.4% | 4% |
| 20260821 | $30.85 | $14.80 | 33.4% | 0% |
| 20260820 | $32.35 | $16.90 | 34.3% | 3% |
| 20260819 | $32.10 | $17.30 | 33.9% | 2% |
| 20260818 | $33.42 | $19.00 | 33.6% | 0% |
| 20260817 | $35.95 | $13.50 | 35.3% | 7% |
| 20260814 | $31.45 | $14.32 | 33.6% | 0% |
| 20260813 | $35.10 | $17.48 | 36.3% | 0% |
| 20260812 | $35.95 | $19.30 | 36.6% | 0% |
| 20260811 | $36.65 | $20.77 | 37.3% | 0% |
| 20260810 | $39.30 | $14.75 | 39.3% | 0% |
| 20260807 | — | — | 39.7% | 0% |
| 20260806 | $42.05 | $22.40 | 44.2% | 22% |
| 20260805 | $41.80 | $23.07 | 44.2% | 22% |
| 20260804 | $45.80 | $27.68 | 47.5% | 43% |
| 20260803 | $46.08 | $19.12 | 48.3% | 48% |
| 20260731 | $42.30 | $21.52 | 47.6% | 44% |
More on TSM
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.