TSM option chain Taiwan Semiconductor Manufacturing Company Limited
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±12.6% (359.02–462.57) · ATM IV 34.0% · P/C open interest 1.15
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 200.30 | 203.55 | 2 | 45 | 1.00 | 0.0001 | 0.000 | 210 | 0.0700 | 0.2100 | 3 | 143 | 58.1% | -0.00 | 0.0001 | -0.008 | |
| 190.40 | 194.10 | 16 | 1.00 | 0.0001 | 0.000 | 220 | 0.0500 | 0.2500 | 1 | 558 | 54.9% | -0.01 | 0.0001 | -0.010 | ||
| 180.55 | 183.85 | 3 | 1.00 | 0.0002 | 0.000 | 230 | 0.0300 | 0.5000 | 184 | 54.9% | -0.01 | 0.0002 | -0.011 | |||
| 170.70 | 174.00 | 4 | 0.99 | 0.0002 | 0.000 | 240 | 0.0300 | 0.5500 | 1,043 | 51.9% | -0.01 | 0.0002 | -0.013 | |||
| 160.85 | 163.95 | 14 | 0.99 | 0.0003 | 0.000 | 250 | 0.2700 | 0.3300 | 2 | 1,815 | 48.6% | -0.01 | 0.0003 | -0.015 | ||
| 151.05 | 154.35 | 31 | 0.99 | 0.0004 | 0.000 | 260 | 0.1300 | 0.6800 | 1,470 | 47.1% | -0.01 | 0.0004 | -0.018 | |||
| 141.25 | 144.80 | 35 | 0.99 | 0.0005 | 0.000 | 270 | 0.4600 | 0.5300 | 1,926 | 45.1% | -0.02 | 0.0005 | -0.021 | |||
| 131.90 | 134.70 | 45 | 35.1% | 0.98 | 0.0006 | 0.000 | 280 | 0.6000 | 0.7000 | 3 | 3,327 | 43.4% | -0.02 | 0.0006 | -0.025 | |
| 121.80 | 124.60 | 60 | 0.98 | 0.0008 | 0.000 | 290 | 0.7900 | 0.8900 | 2,811 | 41.8% | -0.03 | 0.0008 | -0.030 | |||
| 112.15 | 114.90 | 111 | 30.1% | 0.97 | 0.0010 | 0.000 | 300 | 1.05 | 1.14 | 11 | 3,382 | 40.3% | -0.03 | 0.0010 | -0.036 | |
| 102.65 | 105.40 | 40 | 32.8% | 0.96 | 0.0013 | -0.004 | 310 | 1.41 | 1.51 | 3,462 | 39.0% | -0.05 | 0.0013 | -0.044 | ||
| 93.50 | 96.35 | 311 | 35.0% | 0.94 | 0.0016 | -0.017 | 320 | 1.92 | 2.03 | 7 | 4,504 | 37.9% | -0.06 | 0.0017 | -0.053 | |
| 84.00 | 86.65 | 2 | 85 | 33.0% | 0.92 | 0.0021 | -0.032 | 330 | 2.62 | 2.74 | 57 | 3,689 | 36.9% | -0.08 | 0.0021 | -0.065 |
| 75.00 | 77.65 | 288 | 32.9% | 0.90 | 0.0026 | -0.049 | 340 | 3.50 | 3.80 | 12 | 1,878 | 36.2% | -0.10 | 0.0027 | -0.078 | |
| 67.00 | 69.40 | 1 | 633 | 34.2% | 0.87 | 0.0032 | -0.067 | 350 | 4.80 | 5.10 | 13 | 5,236 | 35.5% | -0.14 | 0.0033 | -0.092 |
| 59.55 | 60.75 | 10 | 2,378 | 34.2% | 0.83 | 0.0038 | -0.085 | 360 | 6.50 | 6.90 | 60 | 3,616 | 35.1% | -0.18 | 0.0039 | -0.108 |
| 52.15 | 53.00 | 1 | 244 | 33.2% | 0.78 | 0.0044 | -0.103 | 370 | 8.75 | 9.00 | 394 | 4,629 | 34.6% | -0.22 | 0.0045 | -0.123 |
| 44.65 | 46.15 | 1 | 9,988 | 34.0% | 0.73 | 0.0050 | -0.120 | 380 | 11.60 | 12.05 | 33 | 3,800 | 34.6% | -0.27 | 0.0051 | -0.136 |
| 38.10 | 39.65 | 8 | 1,392 | 33.9% | 0.68 | 0.0055 | -0.135 | 390 | 15.05 | 15.60 | 21 | 4,736 | 34.6% | -0.33 | 0.0057 | -0.148 |
| 32.20 | 33.65 | 20 | 4,327 | 33.8% | 0.62 | 0.0059 | -0.145 | 400 | 19.10 | 20.05 | 21 | 3,231 | 34.7% | -0.39 | 0.0061 | -0.156 |
| 27.00 | 28.20 | 54 | 1,120 | 33.6% | 0.56 | 0.0061 | -0.153 | 410 | 23.80 | 24.55 | 39 | 2,073 | 34.4% | -0.45 | 0.0063 | -0.160 |
| 22.45 | 23.55 | 96 | 1,759 | 33.6% | 0.50 | 0.0062 | -0.156 | 420 | 29.10 | 29.60 | 50 | 1,310 | 34.3% | -0.52 | 0.0064 | -0.161 |
| 18.70 | 19.50 | 22 | 1,796 | 33.8% | 0.44 | 0.0061 | -0.155 | 430 | 34.95 | 36.05 | 1,081 | 34.3% | -0.58 | 0.0064 | -0.157 | |
| 15.45 | 15.95 | 52 | 2,246 | 33.9% | 0.38 | 0.0059 | -0.151 | 440 | 41.30 | 43.20 | 4 | 504 | 34.5% | -0.64 | 0.0063 | -0.150 |
| 12.45 | 12.95 | 33 | 2,776 | 33.8% | 0.33 | 0.0056 | -0.144 | 450 | 48.70 | 50.05 | 3 | 442 | 34.5% | -0.69 | 0.0060 | -0.141 |
| 10.10 | 10.45 | 86 | 2,842 | 33.9% | 0.28 | 0.0052 | -0.135 | 460 | 56.30 | 58.40 | 2 | 129 | 35.1% | -0.74 | 0.0056 | -0.128 |
| 7.90 | 8.50 | 22 | 1,518 | 33.9% | 0.24 | 0.0048 | -0.124 | 470 | 63.55 | 66.35 | 314 | 34.3% | -0.79 | 0.0052 | -0.114 | |
| 6.35 | 6.85 | 8 | 4,058 | 34.1% | 0.20 | 0.0043 | -0.113 | 480 | 72.75 | 75.10 | 4 | 310 | 35.4% | -0.83 | 0.0047 | -0.098 |
| 5.05 | 5.45 | 37 | 742 | 34.2% | 0.17 | 0.0038 | -0.101 | 490 | 81.05 | 83.25 | 67 | 34.1% | -0.87 | 0.0041 | -0.080 | |
| 4.10 | 4.35 | 35 | 2,411 | 34.5% | 0.14 | 0.0034 | -0.090 | 500 | 90.80 | 92.60 | 6 | 283 | 35.5% | -0.90 | 0.0035 | -0.062 |
| 3.15 | 3.50 | 366 | 34.6% | 0.11 | 0.0029 | -0.079 | 510 | 99.70 | 102.60 | 2 | 58 | 36.2% | -0.92 | 0.0030 | -0.044 | |
| 2.57 | 2.82 | 1 | 6,171 | 34.9% | 0.09 | 0.0025 | -0.069 | 520 | 109.30 | 112.20 | 169 | 37.0% | -0.94 | 0.0024 | -0.026 | |
| 2.05 | 2.28 | 1 | 696 | 35.2% | 0.08 | 0.0022 | -0.060 | 530 | 119.00 | 121.85 | 111 | 37.8% | -0.96 | 0.0020 | -0.009 | |
| 1.61 | 1.81 | 3 | 320 | 35.4% | 0.06 | 0.0018 | -0.052 | 540 | 128.30 | 131.60 | 66 | 37.2% | -0.97 | 0.0015 | 0.000 | |
| 1.30 | 1.47 | 1 | 572 | 35.8% | 0.05 | 0.0016 | -0.045 | 550 | 138.60 | 141.50 | 49 | 39.9% | -0.98 | 0.0012 | 0.000 | |
| 1.03 | 1.18 | 11 | 1,453 | 36.0% | 0.04 | 0.0013 | -0.038 | 560 | 148.50 | 151.35 | 31 | 41.0% | -0.99 | 0.0009 | 0.000 | |
| 0.7900 | 1.02 | 208 | 36.4% | 0.04 | 0.0011 | -0.033 | 570 | 158.45 | 161.30 | 42.6% | -0.99 | 0.0006 | 0.000 | |||
| 0.6000 | 0.7900 | 302 | 36.4% | 0.03 | 0.0010 | -0.029 | 580 | 168.20 | 171.25 | 2 | 43.1% | -0.99 | 0.0005 | 0.000 | ||
| 0.5200 | 0.6600 | 300 | 37.0% | 0.02 | 0.0008 | -0.025 | 590 | 178.00 | 181.25 | 1 | 44.0% | -1.00 | 0.0003 | 0.000 | ||
| 0.4000 | 0.5000 | 14 | 1,494 | 37.0% | 0.02 | 0.0007 | -0.021 | 600 | 188.15 | 191.25 | 46.5% | -1.00 | 0.0002 | 0.000 | ||
| 0.1300 | 0.6900 | 142 | 37.9% | 0.02 | 0.0006 | -0.018 | 610 | 198.35 | 201.25 | 49.2% | -1.00 | 0.0002 | 0.000 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.