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
$29.42
7-Day Straddle
$13.82
Avg IV
0.5%
IV Rank
17%
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
20260904 $29.42 $13.82 0.5% 17%
20260903 $28.48 $14.20 0.4% 12%
20260902 $29.48 $15.90 0.4% 13%
20260901 $30.05 $17.27 0.4% 0%
20260831 $30.33 $11.18 0.5% 10%
20260828 $28.43 $13.30 0.5% 7%
20260827 $30.92 $16.65 0.5% 16%
20260826 $31.85 $18.25 0.5% 7%
20260825 $33.08 $19.45 0.5% 15%
20260824 $33.17 $13.15 0.5% 10%
20260821 $30.85 $14.80 0.8% 81%
20260820 $32.35 $16.90 0.8% 88%
20260819 $32.10 $17.30 0.9% 100%
20260818 $33.42 $19.00 0.6% 43%
20260817 $35.95 $13.50 0.8% 87%
20260814 $31.45 $14.32 0.5% 15%
20260813 $35.10 $17.48 0.4% 0%
20260812 $35.95 $19.30 0.5% 6%
20260811 $36.65 $20.77 0.5% 3%
20260810 $39.30 $14.75 0.5% 5%
20260806 $42.05 $22.40 0.6% 18%
20260805 $41.80 $23.07 0.6% 14%
20260804 $45.80 $27.68 0.6% 17%
20260803 $46.08 $19.12 0.6% 21%
20260731 $42.30 $21.52 0.6% 18%
20260730 $42.80 $23.95 0.6% 21%
20260729 $42.52 $27.15 0.6% 29%
20260728 $45.30 $28.35 0.6% 24%
20260727 $47.35 $20.90 0.6% 22%
20260724 $44.33 $24.20 0.7% 49%
20260723 $47.10 $26.35 0.7% 44%
20260722 $49.20 $29.60 0.7% 50%
20260721 $50.38 $30.80 0.7% 49%
20260720 $50.40 $20.90 0.7% 48%
20260716 $45.12 $23.23 0.6% 26%
20260715 $49.65 $28.30 0.6% 31%
20260714 $50.95 $31.50 0.6% 33%
20260713 $52.95 $24.90 0.6% 34%
20260710 $50.38 $27.80 0.7% 45%
20260709 $54.27 $32.92 0.7% 45%
20260708 $55.42 $34.67 0.7% 50%
20260707 $55.28 $36.27 0.7% 43%
20260706 $60.02 $22.80 0.7% 51%
20260702 $54.88 $27.40 0.7% 60%
20260701 $54.77 $27.73 0.7% 54%
20260630 $59.38 $31.30 0.7% 54%
20260629 $56.02 $17.85 0.7% 50%
20260626 $48.27 $20.60 0.7% 40%
20260625 $50.92 $23.40 0.7% 44%
20260624 $54.45 $28.00 0.7% 46%
20260623 $53.33 $29.00 0.7% 48%
20260622 $56.67 $21.30 0.7% 35%
20260618 $53.00 $26.07 0.9% 64%
20260617 $51.05 $26.32 0.8% 59%
20260616 $49.45 $26.45 0.8% 61%
20260615 $52.70 $16.57 0.6% 27%
20260613 $42.85 $19.50 0.6% 15%
20260612 $43.15 $19.48 0.6% 23%
20260611 $44.25 $23.58 0.6% 26%
20260610 $46.17 $25.77 0.6% 23%