TSM Options Chain
TSM $424.37 · Updated Oct 26, 4:00 PM ET
TSM is at $424.37. The nearest expiration, Oct 30, 2026 (4 days out), lists 92 strikes, with 26,413 calls and 11,958 puts traded in the latest session. At-the-money implied volatility is 0.2%. The at-the-money straddle prices a move of about $15.05 (3.5%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Feb 19, 2027
- Mar 19, 2027
- Apr 16, 2027
ATM IV
0.2%
425 strike
EXPECTED MOVE
$15.05
ATM straddle
MAX PAIN
$230.00
-45.8%
PUT/CALL VOLUME
0.45
11,958 / 26,413
OCT 30, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 28.40 | 0.0% | 1.000 | 0.0000 | -0.048 | 387.5 | -0.001 | 0.0000 | -0.000 | 25.0% | 207 | 0.37 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 29.59 | 5 | 0.0% | 1.000 | 0.0000 | -0.048 | 390 | -0.000 | 0.0000 | -0.000 | 12.5% | 418 | 0.48 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 22.25 | 0.0% | 1.000 | 0.0000 | -0.048 | 392.5 | -0.000 | 0.0000 | -0.000 | 12.5% | 262 | 0.51 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 25.75 | 6 | 0.0% | 1.000 | 0.0000 | -0.049 | 395 | -0.000 | 0.0000 | -0.000 | 12.5% | 403 | 0.74 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 23.60 | 6 | 0.0% | 1.000 | 0.0000 | -0.049 | 397.5 | -0.000 | 0.0000 | -0.000 | 12.5% | 251 | 0.67 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 28.58 | 24 | 0.0% | 1.000 | 0.0000 | -0.049 | 400 | -0.000 | 0.0000 | -0.000 | 12.5% | 429 | 1.12 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 20.65 | 2 | 0.0% | 1.000 | 0.0000 | -0.050 | 402.5 | -0.000 | 0.0000 | -0.000 | 12.5% | 94 | 1.12 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 21.98 | 9 | 0.0% | 1.000 | 0.0000 | -0.050 | 405 | -0.000 | 0.0001 | -0.000 | 12.5% | 457 | 1.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 21.35 | 29 | 0.0% | 1.000 | 0.0000 | -0.050 | 407.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 81 | 2.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 20.00 | 28 | 0.0% | 1.000 | 0.0000 | -0.051 | 410 | -0.000 | 0.0000 | -0.000 | 6.3% | 867 | 2.54 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 18.36 | 95 | 0.0% | 1.000 | 0.0000 | -0.051 | 412.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 200 | 2.97 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 15.80 | 180 | 0.0% | 1.000 | 0.0000 | -0.051 | 415 | -0.000 | 0.0002 | -0.000 | 6.3% | 275 | 3.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 14.25 | 54 | 0.0% | 1.000 | 0.0000 | -0.051 | 417.5 | -0.000 | 0.0000 | -0.000 | 3.1% | 356 | 4.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.60 | 348 | 0.0% | 1.000 | 0.0000 | -0.052 | 420 | -0.000 | 0.0008 | -0.000 | 3.1% | 1,517 | 5.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.40 | 560 | 0.0% | 1.000 | 0.0000 | -0.052 | 422.5 | -0.000 | 0.0049 | -0.001 | 1.6% | 103 | 6.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.40 | 571 | 0.4% | 0.004 | 0.0779 | -0.001 | 425 | 0.052 | 0.0000 | -1.000 | 0.0% | 677 | 7.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.33 | 662 | 1.6% | 0.000 | 0.0000 | -0.000 | 427.5 | 0.053 | 0.0000 | -1.000 | 0.0% | 106 | 9.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.20 | 4,650 | 3.1% | 0.000 | 0.0001 | -0.000 | 430 | 0.053 | 0.0000 | -1.000 | 0.0% | 359 | 8.98 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.40 | 1,378 | 3.1% | 0.000 | 0.0000 | -0.000 | 432.5 | 0.053 | 0.0000 | -1.000 | 0.0% | 28 | 9.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.45 | 1,325 | 6.3% | 0.000 | 0.0001 | -0.000 | 435 | 0.054 | 0.0000 | -1.000 | 0.0% | 35 | 13.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.88 | 1,028 | 6.3% | 0.000 | 0.0000 | -0.000 | 437.5 | 0.054 | 0.0000 | -1.000 | 0.0% | 288 | 13.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.16 | 1,642 | 6.3% | 0.000 | 0.0000 | -0.000 | 440 | 0.054 | 0.0000 | -1.000 | 0.0% | 248 | 15.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.74 | 679 | 6.3% | 0.000 | 0.0000 | -0.000 | 442.5 | 0.055 | 0.0000 | -1.000 | 0.0% | 79 | 17.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.33 | 4,821 | 12.5% | 0.000 | 0.0001 | -0.000 | 445 | 0.055 | 0.0000 | -1.000 | 0.0% | 88 | 19.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.96 | 1,121 | 12.5% | 0.000 | 0.0000 | -0.000 | 447.5 | 0.055 | 0.0000 | -1.000 | 0.0% | 175 | 21.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.76 | 3,553 | 12.5% | 0.000 | 0.0000 | -0.000 | 450 | 0.055 | 0.0000 | -1.000 | 0.0% | 202 | 22.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.56 | 429 | 12.5% | 0.000 | 0.0000 | -0.000 | 452.5 | 0.056 | 0.0000 | -1.000 | 0.0% | 13 | 25.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.50 | 397 | 12.5% | 0.000 | 0.0000 | -0.000 | 455 | 0.056 | 0.0000 | -1.000 | 0.0% | 3 | 27.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.28 | 119 | 12.5% | 0.000 | 0.0000 | -0.000 | 457.5 | 0.056 | 0.0000 | -1.000 | 0.0% | 1 | 39.89 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.21 | 715 | 12.5% | 0.000 | 0.0000 | -0.000 | 460 | 0.057 | 0.0000 | -1.000 | 0.0% | 2 | 32.23 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.23 | 46 | 12.5% | 0.000 | 0.0000 | -0.000 | 462.5 | 0.057 | 0.0000 | -1.000 | 0.0% | 1 | 52.30 | 0.00 | 0.00 | ||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology
