TSM volatilidad Taiwan Semiconductor Manufacturing Company Limited
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.29.9%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.24.3%
HV6046.1%
Diferencial IV − HV20
+5.6pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
42
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 15:38 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 30.5% | +0.8pt | ±1.4% |
| Sep 11, 2026 | 8 | 28.1% | +0.8pt | ±3.4% |
| Sep 18, 2026 | 15 | 29.5% | +0.9pt | ±4.9% |
| Sep 25, 2026 | 22 | 29.8% | +1.0pt | ±5.9% |
| Oct 02, 2026 | 29 | 29.9% | +0.9pt | ±6.8% |
| Oct 09, 2026 | 36 | 30.2% | +0.6pt | ±7.6% |
| Oct 16, 2026 | 43 | 32.8% | +0.7pt | ±9.0% |
| Oct 23, 2026 | 50 | 33.2% | +1.1pt | ±9.9% |
| Nov 20, 2026 | 78 | 34.0% | +0.8pt | ±12.6% |
| Dec 18, 2026 | 106 | 34.2% | +0.7pt | ±14.7% |
| Jan 15, 2027 | 134 | 35.2% | +0.4pt | ±17.0% |
| Feb 19, 2027 | 169 | 35.5% | +0.2pt | ±19.3% |
| Mar 19, 2027 | 197 | 35.8% | +0.1pt | ±20.9% |
| Apr 16, 2027 | 225 | 36.6% | -0.1pt | ±22.8% |
| Jun 17, 2027 | 287 | 37.4% | -0.1pt | ±26.2% |
| Sep 17, 2027 | 379 | 38.1% | -0.2pt | ±30.6% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20