TSM volatility 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.31.9%
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.28.8%
HV6032.4%
IV − HV20 स्प्रेड
+3.1pt
यूनिवर्स पर्सेंटाइलWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
33
स्वयं-इतिहास पर्सेंटाइलWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 दिन रिकॉर्ड किए गए
Cboe delayed options data · के अनुसार 22:03 UTC · इनकी गणना कैसे की जाती है
IV टर्म स्ट्रक्चर
प्रत्येक सूचीबद्ध एक्सपायरी के लिए at-the-money इम्प्लाइड वोलैटिलिटी, शेष दिनों के अनुसार प्लॉट की गई।
| समाप्त होती है | DTE | ATM IV | 25Δ स्क्यूThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 36.7% | +3.0pt | ±3.0% |
| Oct 30, 2026 | 10 | 32.7% | +2.3pt | ±4.5% |
| Nov 06, 2026 | 17 | 33.3% | +1.5pt | ±5.8% |
| Nov 13, 2026 | 24 | 32.8% | +2.1pt | ±6.7% |
| Nov 20, 2026 | 31 | 31.8% | +1.8pt | ±7.4% |
| Nov 27, 2026 | 38 | 30.9% | +1.7pt | ±7.9% |
| Dec 18, 2026 | 59 | 31.8% | +1.3pt | ±10.1% |
| Jan 15, 2027 | 87 | 33.3% | +1.0pt | ±12.9% |
| Feb 19, 2027 | 122 | 33.5% | +1.0pt | ±15.3% |
| Mar 19, 2027 | 150 | 33.6% | +0.5pt | ±17.0% |
| Apr 16, 2027 | 178 | 34.5% | +0.3pt | ±19.0% |
| Jun 17, 2027 | 240 | 35.2% | +0.8pt | ±22.4% |
| Sep 17, 2027 | 332 | 35.6% | +0.1pt | ±26.6% |
| Dec 17, 2027 | 423 | 36.6% | +0.9pt | ±30.7% |
| Jan 21, 2028 | 458 | 36.5% | +0.2pt | ±31.9% |
वोलैटिलिटी स्माइल — Nov 20, 2026
strike के अनुसार implied volatility। puts की ओर झुकाव (बाईं ओर अधिक) skew है: downside protection की कीमत upside से अधिक।
callsputs
Implied बनाम realized, दैनिक रिकॉर्ड
IV30HV20