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
$28.48
ATM straddle
MAX PAIN
$230.00
-45.8%
PUT/CALL VOLUME
0.75
1,624 / 2,167
NOV 13, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 350 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 1.05 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 58.67 | 0.0% | 1.000 | 0.0000 | -0.044 | 355 | -0.000 | 0.0000 | -0.000 | 12.5% | 17 | 0.73 | 0.00 | 0.00 | |||
| 360 | -0.000 | 0.0000 | -0.000 | 12.5% | 132 | 0.86 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 49.94 | 0.0% | 1.000 | 0.0000 | -0.045 | 365 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.95 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 51.90 | 15 | 0.0% | 1.000 | 0.0000 | -0.046 | 370 | -0.000 | 0.0000 | -0.000 | 12.5% | 13 | 1.26 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 54.29 | 1 | 0.0% | 1.000 | 0.0000 | -0.046 | 375 | -0.000 | 0.0000 | -0.000 | 12.5% | 13 | 1.44 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 48.50 | 1 | 0.0% | 1.000 | 0.0000 | -0.047 | 380 | -0.000 | 0.0000 | -0.000 | 12.5% | 65 | 2.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 38.80 | 13 | 0.0% | 1.000 | 0.0000 | -0.047 | 385 | -0.000 | 0.0000 | -0.000 | 12.5% | 25 | 2.19 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 41.00 | 9 | 0.0% | 1.000 | 0.0000 | -0.048 | 390 | -0.000 | 0.0000 | -0.000 | 6.3% | 36 | 3.21 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 37.08 | 27 | 0.0% | 1.000 | 0.0000 | -0.049 | 395 | -0.000 | 0.0000 | -0.000 | 6.3% | 77 | 3.44 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 31.39 | 23 | 0.0% | 1.000 | 0.0000 | -0.049 | 400 | -0.000 | 0.0000 | -0.000 | 6.3% | 57 | 4.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 27.00 | 45 | 0.0% | 1.000 | 0.0000 | -0.050 | 405 | -0.000 | 0.0001 | -0.000 | 6.3% | 11 | 5.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 26.00 | 59 | 0.0% | 1.000 | 0.0000 | -0.050 | 410 | -0.000 | 0.0000 | -0.000 | 3.1% | 27 | 6.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 22.40 | 99 | 0.0% | 1.000 | 0.0000 | -0.051 | 415 | -0.000 | 0.0002 | -0.000 | 3.1% | 33 | 7.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 18.65 | 61 | 0.0% | 1.000 | 0.0000 | -0.052 | 420 | -0.000 | 0.0004 | -0.000 | 1.6% | 49 | 11.37 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 15.85 | 56 | 0.2% | 0.945 | 0.6031 | -0.050 | 425 | 0.000 | 0.0000 | 0.000 | 0.0% | 31 | 12.63 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.68 | 88 | 1.6% | 0.001 | 0.0016 | -0.000 | 430 | 0.053 | 0.0000 | -1.000 | 0.0% | 23 | 14.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.39 | 102 | 3.1% | 0.001 | 0.0006 | -0.000 | 435 | 0.054 | 0.0000 | -1.000 | 0.0% | 257 | 16.56 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.68 | 64 | 3.1% | 0.000 | 0.0000 | -0.000 | 440 | 0.054 | 0.0000 | -1.000 | 0.0% | 52 | 20.51 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.95 | 33 | 6.3% | 0.001 | 0.0003 | -0.000 | 445 | 0.055 | 0.0000 | -1.000 | 0.0% | 111 | 23.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.82 | 573 | 6.3% | 0.000 | 0.0000 | -0.000 | 450 | 0.055 | 0.0000 | -1.000 | 0.0% | 11 | 27.76 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.45 | 405 | 6.3% | 0.000 | 0.0000 | -0.000 | 455 | 0.056 | 0.0000 | -1.000 | 0.0% | 1 | 31.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.20 | 24 | 6.3% | 0.000 | 0.0000 | -0.000 | 460 | 0.057 | 0.0000 | -1.000 | 0.0% | 12 | 36.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.48 | 11 | 6.3% | 0.000 | 0.0000 | -0.000 | 465 | 0.057 | 0.0000 | -1.000 | 0.0% | 2 | 54.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.85 | 30 | 12.5% | 0.000 | 0.0000 | -0.000 | 470 | 0.058 | 0.0000 | -1.000 | 0.0% | 2 | 44.92 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.28 | 33 | 12.5% | 0.000 | 0.0000 | -0.000 | 475 | 0.058 | 0.0000 | -1.000 | 0.0% | 1 | 52.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.82 | 72 | 12.5% | 0.000 | 0.0000 | -0.000 | 480 | 0.059 | 0.0000 | -1.000 | 0.0% | 1 | 58.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.68 | 19 | 12.5% | 0.000 | 0.0000 | -0.000 | 485 | 0.060 | 0.0000 | -1.000 | 0.0% | 1 | 66.73 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.53 | 20 | 12.5% | 0.000 | 0.0000 | -0.000 | 490 | 0.060 | 0.0000 | -1.000 | 0.0% | 220 | 77.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.30 | 100 | 12.5% | 0.000 | 0.0000 | -0.000 | 495 | 0.061 | 0.0000 | -1.000 | 0.0% | 45.95 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.28 | 58 | 12.5% | 0.000 | 0.0000 | -0.000 | 500 | 0.062 | 0.0000 | -1.000 | 0.0% | 27.75 | 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