Taiwan Semiconductor Manufacturing Company Limited (TSM)
Ikhtisar · Rantai opsi · Volatilitas · Riwayat pergerakan yang diharapkan · Laba
Cboe delayed options data · per 09:43 UTC · Angka yang diturunkan dari rantai opsi penuh (2,362 kontrak, 18 kedaluwarsa) · Persentil riwayat IV sendiri muncul setelah 60 hari pencatatan (28 sejauh ini)
Pergerakan yang diharapkan · Nov 20, 2026 (32 hari)
Metodologi →Dibaca dari harga opsi: straddle at-the-money berharga sebesar ini, sehingga pasar memperkirakan pergerakan sekitar sebesar itu ke salah satu arah pada tanggal ini. Ini adalah estimasi besarnya pergerakan, bukan prediksi arahnya.
Opsi memperkirakan pergerakan sekitar ±8.1% (rentang 379.00–445.50) oleh Nov 20, 2026. ATM straddle: 33.25 @ strike 410 · ATM IV: 32.5%.
Distribusi probabilitas
Model & asumsi →Kurva ini menunjukkan kisaran hasil yang diperkirakan oleh model lognormal — yang menggunakan implied volatility saat ini — pada ekspirasi ini. Bagian yang diarsir: pita pergerakan yang diperkirakan.
| Level | vs harga | P(di atas)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(di bawah) |
|---|---|---|---|
| 371.02 | -10% | 85.3% | 14.7% |
| 391.63 | -5% | 68.6% | 31.4% |
| 412.25 | +0% | 48.1% | 51.9% |
| 432.86 | +5% | 28.9% | 71.1% |
| 453.47 | +10% | 14.9% | 85.1% |
Probabilitas yang diestimasi model untuk harga berakhir di atas/di bawah setiap level saat kedaluwarsa: estimasi berdasarkan asumsi tertentu, bukan prediksi.
Penjelajah probabilitas
Geser slider ke level mana pun dan lihat perkiraan peluang dari model bahwa saham akan berakhir di atas atau di bawah level tersebut pada expirasi yang dipilih.
Horizon: Nov 20, 2026 · Model lognormal dengan zero drift: estimasi, bukan prediksi. Asumsi
Expirasi
Buka rantai opsi →| Kedaluwarsa | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±3.8% | 33.8% | 62.7K |
| Oct 30, 2026 | 11 | ±5.4% | 34.1% | 41.6K |
| Nov 06, 2026 | 18 | ±6.5% | 33.8% | 33.9K |
| Nov 13, 2026 | 25 | ±7.3% | 32.6% | 10.7K |
| Nov 20, 2026 | 32 | ±8.1% | 32.5% | 189.5K |
| Nov 27, 2026 | 39 | ±8.6% | 31.8% | 14.4K |
| Dec 18, 2026 | 60 | ±10.7% | 32.3% | 307.7K |
| Jan 15, 2027 | 88 | ±13.0% | 32.4% | 417.8K |
| Feb 19, 2027 | 123 | ±15.6% | 33.2% | 59.1K |
| Mar 19, 2027 | 151 | ±17.6% | 33.9% | 100.0K |
| Apr 16, 2027 | 179 | ±19.4% | 34.6% | 29.2K |
Open interest per strike · Nov 20
Tempat posisi opsi terkonsentrasi. Batang teal adalah call, batang merah adalah put; garis putus-putus adalah harga saat ini.
Konsentrasi open interest terbesar (semua kedaluwarsa ≤ 60 hari): 400 P · 32.1K360 P · 26.5K500 C · 26.0K460 C · 21.6K300 P · 18.1K
Struktur tenor IV
Halaman volatilitas →Implied volatility at-the-money untuk setiap tanggal kedaluwarsa. Tonjolan di sekitar suatu tanggal sering menandai acara terjadwal yang sedang dihargai oleh pasar.
Kapan open interest kedaluwarsa?
Implied vs volatilitas terealisasi
HV dari penutupan harian tersimpan kami (disetahunkan); IV30 diinterpolasi dari rantai opsi. Metode
Harga, 60 sesi terakhir
Penutupan harian; Financial Modeling Prep.
Rekam jejak
Riwayat lengkap →Dari 93 perbandingan snapshot-versus-hasil yang direkam sejauh ini, penutupan berada di dalam kisaran yang diperkirakan 44.1% dari waktu ke waktu.
Reaksi pendapatan masa lalu
Rata-rata |reaksi| 3.7% · median 3.2% (21 laporan). Jendela waktu dua sesi penutupan ke penutupan; definisi
Tentang Taiwan Semiconductor Manufacturing Company Limited
Taiwan Semiconductor Manufacturing Company Limited (TSMC), along with its affiliated entities, operates globally in the semiconductor industry, specializing in the manufacturing, packaging, meticulous testing, and worldwide distribution of integrated circuits and other crucial semiconductor components. Its expansive international presence covers key markets such as Taiwan, China, Europe, the Middle East, Africa, Japan, and the United States. The company is renowned for its diverse array of wafer fabrication processes. These capabilities enable the production of various advanced semiconductor types, including complementary metal-oxide-semiconductor (CMOS) logic, mixed-signal devices, radio frequency components, embedded memory, and bipolar CMOS mixed-signal circuits. Beyond its core foundry services, TSMC extends its offerings to include dedicated customer and engineering support. It also undertakes the production of specialized masks, actively invests in burgeoning technology startups, and manages the entire lifecycle—from research and development through to manufacturing, packaging, testing, and sales—of color filters. Furthermore, the company provides a range of investment servic
Teknologi · Semiconductors · NYSE · Profil: Financial Modeling Prep
TSM berita
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