TSM ボラティリティ 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.30.4%
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.24.1%
HV6046.1%
IV − HV20スプレッド
+6.4pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
44
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 日分記録済み
Cboe delayed options data · 基準日時： 06:38 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 33.0% | +0.3pt | ±1.4% |
| Sep 11, 2026 | 7 | 28.7% | +0.8pt | ±3.4% |
| Sep 18, 2026 | 14 | 29.7% | +0.7pt | ±4.9% |
| Sep 25, 2026 | 21 | 30.1% | +0.3pt | ±5.9% |
| Oct 02, 2026 | 28 | 30.2% | +0.6pt | ±6.8% |
| Oct 09, 2026 | 35 | 30.8% | -0.0pt | ±7.8% |
| Oct 16, 2026 | 42 | 33.0% | +0.1pt | ±9.1% |
| Oct 23, 2026 | 49 | 33.3% | +0.3pt | ±9.9% |
| Nov 20, 2026 | 77 | 34.7% | +0.6pt | ±12.9% |
| Dec 18, 2026 | 105 | 34.5% | +0.2pt | ±14.9% |
| Jan 15, 2027 | 133 | 35.6% | -0.1pt | ±17.3% |
| Feb 19, 2027 | 168 | 35.7% | +0.1pt | ±19.5% |
| Mar 19, 2027 | 196 | 35.9% | -0.3pt | ±21.1% |
| Apr 16, 2027 | 224 | 36.7% | -0.4pt | ±22.9% |
| Jun 17, 2027 | 286 | 36.9% | +0.0pt | ±26.0% |
| Sep 17, 2027 | 378 | 38.2% | -0.2pt | ±30.8% |
ボラティリティスマイル — Sep 18, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20