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 ±15.6% (347.75–476.75) · ATM IV 33.2% · P/C open interest 1.53
| 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 | |
| 204.95 | 208.20 | 4 | 59.1% | 1.00 | 0.0002 | -0.009 | 210 | 0.0600 | 0.7500 | 215 | 52.9% | -0.01 | 0.0002 | -0.009 | ||
| 194.85 | 198.45 | 24 | 54.6% | 0.99 | 0.0002 | -0.011 | 220 | 0.0900 | 0.8100 | 232 | 50.3% | -0.01 | 0.0002 | -0.011 | ||
| 185.25 | 188.70 | 1 | 52.9% | 0.99 | 0.0003 | -0.013 | 230 | 0.1200 | 0.9500 | 569 | 48.4% | -0.01 | 0.0003 | -0.013 | ||
| 175.70 | 178.95 | 26 | 51.1% | 0.99 | 0.0003 | -0.015 | 240 | 0.1500 | 0.9000 | 219 | 45.1% | -0.01 | 0.0003 | -0.016 | ||
| 165.65 | 169.25 | 11 | 47.5% | 0.98 | 0.0004 | -0.018 | 250 | 0.2100 | 0.9000 | 1,631 | 42.5% | -0.02 | 0.0004 | -0.019 | ||
| 156.00 | 159.60 | 8 | 45.7% | 0.98 | 0.0005 | -0.022 | 260 | 0.8100 | 1.00 | 10 | 102 | 42.8% | -0.02 | 0.0005 | -0.022 | |
| 146.30 | 150.00 | 17 | 45.3% | 0.97 | 0.0006 | -0.026 | 270 | 0.7300 | 1.34 | 242 | 41.5% | -0.03 | 0.0006 | -0.026 | ||
| 136.65 | 140.30 | 23 | 43.5% | 0.97 | 0.0008 | -0.030 | 280 | 1.35 | 1.71 | 2 | 181 | 40.7% | -0.04 | 0.0008 | -0.031 | |
| 127.50 | 131.00 | 34 | 41.2% | 0.96 | 0.0010 | -0.036 | 290 | 1.73 | 2.21 | 1,114 | 39.7% | -0.05 | 0.0010 | -0.036 | ||
| 118.30 | 121.25 | 4 | 322 | 39.3% | 0.95 | 0.0012 | -0.042 | 300 | 2.26 | 2.64 | 16 | 581 | 38.5% | -0.06 | 0.0012 | -0.043 |
| 109.05 | 112.40 | 22 | 38.6% | 0.93 | 0.0015 | -0.049 | 310 | 2.97 | 3.70 | 1 | 1,319 | 38.2% | -0.07 | 0.0015 | -0.050 | |
| 100.50 | 103.40 | 1 | 32 | 38.4% | 0.91 | 0.0018 | -0.057 | 320 | 3.75 | 4.35 | 5 | 1,185 | 36.7% | -0.09 | 0.0018 | -0.058 |
| 91.30 | 94.65 | 16 | 116 | 37.5% | 0.89 | 0.0022 | -0.065 | 330 | 4.90 | 5.35 | 27 | 1,016 | 36.1% | -0.11 | 0.0022 | -0.067 |
| 83.10 | 86.15 | 66 | 36.3% | 0.87 | 0.0025 | -0.074 | 340 | 6.20 | 6.85 | 13 | 1,027 | 35.5% | -0.14 | 0.0026 | -0.076 | |
| 75.20 | 77.95 | 1 | 65 | 35.9% | 0.84 | 0.0029 | -0.084 | 350 | 7.95 | 8.45 | 60 | 1,768 | 34.9% | -0.17 | 0.0030 | -0.086 |
| 67.45 | 70.20 | 1 | 76 | 35.3% | 0.80 | 0.0033 | -0.093 | 360 | 9.95 | 10.70 | 215 | 3,480 | 34.5% | -0.20 | 0.0034 | -0.095 |
| 60.45 | 62.85 | 3 | 67 | 35.1% | 0.76 | 0.0037 | -0.102 | 370 | 12.50 | 13.60 | 42 | 1,679 | 34.4% | -0.24 | 0.0038 | -0.105 |
| 53.15 | 55.85 | 10 | 117 | 34.4% | 0.72 | 0.0041 | -0.110 | 380 | 15.50 | 16.45 | 242 | 2,085 | 33.9% | -0.29 | 0.0042 | -0.113 |
| 46.55 | 49.40 | 21 | 555 | 34.0% | 0.68 | 0.0044 | -0.116 | 390 | 18.35 | 20.25 | 62 | 1,699 | 33.4% | -0.33 | 0.0046 | -0.121 |
| 41.70 | 42.90 | 9 | 214 | 34.0% | 0.63 | 0.0046 | -0.122 | 400 | 22.30 | 24.40 | 39 | 11.2K | 33.2% | -0.38 | 0.0048 | -0.127 |
| 35.40 | 37.20 | 33 | 846 | 33.1% | 0.58 | 0.0048 | -0.125 | 410 | 27.40 | 29.00 | 233 | 1,591 | 33.3% | -0.43 | 0.0050 | -0.131 |
| 31.20 | 32.80 | 30 | 297 | 33.6% | 0.54 | 0.0050 | -0.127 | 420 | 32.40 | 34.25 | 17 | 414 | 33.2% | -0.48 | 0.0052 | -0.133 |
| 26.25 | 28.45 | 25 | 293 | 33.2% | 0.49 | 0.0050 | -0.127 | 430 | 37.95 | 39.50 | 26 | 442 | 32.8% | -0.53 | 0.0052 | -0.134 |
| 22.50 | 24.05 | 22 | 513 | 32.9% | 0.44 | 0.0049 | -0.125 | 440 | 44.05 | 45.95 | 7 | 656 | 32.9% | -0.58 | 0.0052 | -0.132 |
| 19.65 | 20.60 | 20 | 374 | 33.2% | 0.40 | 0.0048 | -0.122 | 450 | 49.85 | 52.80 | 2 | 339 | 32.4% | -0.63 | 0.0051 | -0.129 |
| 16.20 | 17.55 | 16 | 485 | 32.8% | 0.35 | 0.0046 | -0.118 | 460 | 57.10 | 59.75 | 201 | 32.4% | -0.67 | 0.0050 | -0.126 | |
| 13.75 | 15.15 | 26 | 452 | 33.0% | 0.31 | 0.0044 | -0.112 | 470 | 64.45 | 67.70 | 144 | 32.2% | -0.72 | 0.0048 | -0.121 | |
| 11.90 | 13.50 | 4 | 2,423 | 33.6% | 0.28 | 0.0042 | -0.106 | 480 | 72.10 | 75.65 | 16 | 64 | 32.3% | -0.76 | 0.0046 | -0.116 |
| 10.00 | 11.00 | 17 | 562 | 33.4% | 0.24 | 0.0039 | -0.099 | 490 | 80.55 | 84.00 | 15 | 32.0% | -0.80 | 0.0044 | -0.110 | |
| 8.40 | 9.05 | 38 | 2,510 | 33.2% | 0.21 | 0.0036 | -0.092 | 500 | 89.20 | 92.55 | 21 | 32.1% | -0.83 | 0.0042 | -0.105 | |
| 7.00 | 8.35 | 22 | 326 | 33.9% | 0.18 | 0.0033 | -0.084 | 510 | 98.00 | 100.90 | 9 | 31.9% | -0.86 | 0.0039 | -0.101 | |
| 5.90 | 7.05 | 1,037 | 33.9% | 0.16 | 0.0030 | -0.077 | 520 | 107.00 | 110.00 | 3 | 31.5% | -0.89 | 0.0037 | -0.096 | ||
| 4.95 | 5.40 | 5 | 403 | 33.5% | 0.14 | 0.0027 | -0.070 | 530 | 116.35 | 119.30 | 13 | 30.8% | -0.92 | 0.0035 | -0.092 | |
| 4.10 | 4.80 | 745 | 33.9% | 0.12 | 0.0024 | -0.063 | 540 | 125.90 | 128.75 | 52 | -0.94 | 0.0031 | -0.087 | |||
| 3.30 | 4.45 | 41 | 807 | 34.3% | 0.10 | 0.0022 | -0.057 | 550 | 135.50 | 138.55 | 26 | -0.96 | 0.0026 | -0.079 | ||
| 2.90 | 3.30 | 90 | 204 | 34.0% | 0.09 | 0.0020 | -0.051 | 560 | 145.35 | 148.40 | 5 | -0.98 | 0.0019 | -0.055 | ||
| 2.29 | 2.69 | 4 | 72 | 33.8% | 0.08 | 0.0017 | -0.046 | 570 | 155.30 | 159.00 | 47 | -0.99 | 0.0011 | -0.019 | ||
| 2.00 | 2.23 | 153 | 34.1% | 0.07 | 0.0015 | -0.041 | 580 | 165.25 | 168.40 | -1.00 | 0.0006 | -0.001 | ||||
| 1.66 | 1.97 | 81 | 34.4% | 0.06 | 0.0014 | -0.036 | 590 | 175.30 | 178.35 | -1.00 | 0.0002 | 0.000 | ||||
| 1.39 | 1.67 | 103 | 4,372 | 34.5% | 0.05 | 0.0012 | -0.032 | 600 | 185.30 | 188.35 | -1.00 | 0.0000 | 0.000 | |||
| 1.07 | 1.33 | 83 | 34.3% | 0.04 | 0.0010 | -0.028 | 610 | 195.30 | 198.35 | -1.00 | 0.0000 | 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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.