TSM volatilité 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.31.0%
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%
Écart IV − HV20
+6.7pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
44
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 09:38 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 34.6% | -0.3pt | ±2.1% |
| Sep 11, 2026 | 8 | 30.4% | -0.2pt | ±3.8% |
| Sep 18, 2026 | 15 | 30.4% | +0.0pt | ±5.2% |
| Sep 25, 2026 | 22 | 30.7% | +0.0pt | ±6.2% |
| Oct 02, 2026 | 29 | 30.9% | -0.6pt | ±7.1% |
| Oct 09, 2026 | 36 | 31.2% | -0.2pt | ±7.9% |
| Oct 16, 2026 | 43 | 33.4% | +0.1pt | ±9.4% |
| Nov 20, 2026 | 78 | 34.8% | +0.6pt | ±13.0% |
| Dec 18, 2026 | 106 | 34.8% | +0.3pt | ±15.1% |
| Jan 15, 2027 | 134 | 35.7% | +0.2pt | ±17.4% |
| Feb 19, 2027 | 169 | 36.0% | -0.2pt | ±19.7% |
| Mar 19, 2027 | 197 | 36.4% | -0.1pt | ±21.4% |
| Apr 16, 2027 | 225 | 37.0% | -0.2pt | ±23.2% |
| Jun 17, 2027 | 287 | 37.5% | -0.2pt | ±26.4% |
| Sep 17, 2027 | 379 | 38.8% | -0.2pt | ±31.3% |
| Dec 17, 2027 | 470 | 39.3% | -0.9pt | ±35.0% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20