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
0.1%
425 strike
EXPECTED MOVE
$22.32
ATM straddle
MAX PAIN
$230.00
-45.8%
PUT/CALL VOLUME
1.75
9,724 / 5,562
NOV 6, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 387.5 | -0.000 | 0.0000 | -0.000 | 12.5% | 80 | 1.35 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 34.20 | 3 | 0.0% | 1.000 | 0.0000 | -0.048 | 390 | -0.000 | 0.0000 | -0.000 | 12.5% | 605 | 1.53 | 0.00 | 0.00 | ||
| 392.5 | -0.000 | 0.0000 | -0.000 | 12.5% | 126 | 1.80 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 35.90 | 2 | 0.0% | 1.000 | 0.0000 | -0.049 | 395 | -0.000 | 0.0000 | -0.000 | 6.3% | 141 | 1.96 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 21.62 | 0.0% | 1.000 | 0.0000 | -0.049 | 397.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 339 | 2.24 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 30.95 | 2 | 0.0% | 1.000 | 0.0000 | -0.049 | 400 | -0.000 | 0.0000 | -0.000 | 6.3% | 532 | 2.79 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 21.20 | 1 | 0.0% | 1.000 | 0.0000 | -0.050 | 402.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 62 | 3.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 26.95 | 1 | 0.0% | 1.000 | 0.0000 | -0.050 | 405 | -0.000 | 0.0000 | -0.000 | 6.3% | 112 | 3.43 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 24.70 | 51 | 0.0% | 1.000 | 0.0000 | -0.050 | 407.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 93 | 3.83 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 21.38 | 25 | 0.0% | 1.000 | 0.0000 | -0.050 | 410 | -0.000 | 0.0003 | -0.000 | 6.3% | 521 | 4.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 21.40 | 26 | 0.0% | 1.000 | 0.0000 | -0.051 | 412.5 | -0.000 | 0.0000 | -0.000 | 3.1% | 378 | 5.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 19.67 | 48 | 0.0% | 1.000 | 0.0000 | -0.051 | 415 | -0.000 | 0.0000 | -0.000 | 3.1% | 182 | 6.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 16.57 | 50 | 0.0% | 1.000 | 0.0000 | -0.051 | 417.5 | -0.000 | 0.0007 | -0.000 | 3.1% | 365 | 6.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 14.68 | 367 | 0.0% | 1.000 | 0.0000 | -0.052 | 420 | -0.000 | 0.0000 | -0.000 | 1.6% | 792 | 8.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.85 | 87 | 0.0% | 1.000 | 0.0000 | -0.052 | 422.5 | -0.000 | 0.0001 | -0.000 | 0.8% | 62 | 9.96 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.28 | 144 | 0.2% | 0.305 | 2.4610 | -0.018 | 425 | 0.052 | 0.0000 | -1.000 | 0.0% | 157 | 11.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.25 | 129 | 0.8% | 0.000 | 0.0000 | -0.000 | 427.5 | 0.053 | 0.0000 | -1.000 | 0.0% | 183 | 12.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.86 | 110 | 1.6% | 0.000 | 0.0000 | -0.000 | 430 | 0.053 | 0.0000 | -1.000 | 0.0% | 340 | 13.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.79 | 60 | 3.1% | 0.000 | 0.0007 | -0.000 | 432.5 | 0.053 | 0.0000 | -1.000 | 0.0% | 219 | 12.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.00 | 176 | 3.1% | 0.000 | 0.0000 | -0.000 | 435 | 0.054 | 0.0000 | -1.000 | 0.0% | 645 | 14.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.25 | 174 | 3.1% | 0.000 | 0.0000 | -0.000 | 437.5 | 0.054 | 0.0000 | -1.000 | 0.0% | 574 | 16.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.16 | 239 | 6.3% | 0.001 | 0.0004 | -0.000 | 440 | 0.054 | 0.0000 | -1.000 | 0.0% | 235 | 18.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.45 | 142 | 6.3% | 0.000 | 0.0001 | -0.000 | 442.5 | ||||||||||
| 0.00 | 0.00 | 3.95 | 1,231 | 6.3% | 0.000 | 0.0000 | -0.000 | 445 | 0.055 | 0.0000 | -1.000 | 0.0% | 84 | 20.85 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.75 | 350 | 6.3% | 0.000 | 0.0000 | -0.000 | 447.5 | ||||||||||
| 0.00 | 0.00 | 2.94 | 571 | 6.3% | 0.000 | 0.0000 | -0.000 | 450 | 0.055 | 0.0000 | -1.000 | 0.0% | 11 | 27.96 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.40 | 207 | 6.3% | 0.000 | 0.0000 | -0.000 | 452.5 | 0.056 | 0.0000 | -1.000 | 0.0% | 10 | 27.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.30 | 127 | 6.3% | 0.000 | 0.0000 | -0.000 | 455 | 0.056 | 0.0000 | -1.000 | 0.0% | 17 | 38.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.56 | 77 | 12.5% | 0.000 | 0.0001 | -0.000 | 457.5 | 0.056 | 0.0000 | -1.000 | 0.0% | 1 | 40.31 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.55 | 300 | 12.5% | 0.000 | 0.0000 | -0.000 | 460 | 0.057 | 0.0000 | -1.000 | 0.0% | 5 | 35.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.18 | 56 | 12.5% | 0.000 | 0.0000 | -0.000 | 465 | 0.057 | 0.0000 | -1.000 | 0.0% | 2 | 45.05 | 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