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
$35.57
ATM straddle
MAX PAIN
$235.00
-44.6%
PUT/CALL VOLUME
0.82
1,868 / 2,286
NOV 27, 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% | 6 | 1.21 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 61.10 | 1 | 0.0% | 1.000 | 0.0000 | -0.044 | 355 | -0.000 | 0.0000 | -0.000 | 12.5% | 34 | 1.33 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 62.60 | 1 | 0.0% | 1.000 | 0.0000 | -0.044 | 360 | -0.000 | 0.0000 | -0.000 | 12.5% | 51 | 1.64 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 57.80 | 1 | 0.0% | 1.000 | 0.0000 | -0.045 | 365 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 1.92 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 53.08 | 0.0% | 1.000 | 0.0000 | -0.045 | 370 | -0.000 | 0.0000 | -0.000 | 12.5% | 14 | 2.58 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 63.85 | 0.0% | 1.000 | 0.0000 | -0.046 | 375 | -0.000 | 0.0000 | -0.000 | 6.3% | 9 | 2.80 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 39.06 | 2 | 0.0% | 1.000 | 0.0000 | -0.047 | 380 | -0.000 | 0.0000 | -0.000 | 6.3% | 44 | 3.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 48.40 | 30 | 0.0% | 1.000 | 0.0000 | -0.047 | 385 | -0.000 | 0.0000 | -0.000 | 6.3% | 55 | 4.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 33.99 | 1 | 0.0% | 1.000 | 0.0000 | -0.048 | 390 | -0.000 | 0.0000 | -0.000 | 6.3% | 199 | 5.34 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 29.45 | 58 | 0.0% | 1.000 | 0.0000 | -0.049 | 395 | -0.000 | 0.0000 | -0.000 | 6.3% | 53 | 6.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 34.20 | 1 | 0.0% | 1.000 | 0.0000 | -0.049 | 400 | -0.000 | 0.0000 | -0.000 | 3.1% | 218 | 7.47 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 32.58 | 1 | 0.0% | 1.000 | 0.0000 | -0.050 | 405 | -0.000 | 0.0000 | -0.000 | 3.1% | 74 | 7.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 29.40 | 15 | 0.0% | 1.000 | 0.0000 | -0.050 | 410 | -0.000 | 0.0000 | -0.000 | 3.1% | 27 | 10.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 25.62 | 21 | 0.0% | 1.000 | 0.0000 | -0.051 | 415 | -0.000 | 0.0000 | -0.000 | 1.6% | 3 | 11.17 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 22.32 | 24 | 0.0% | 1.000 | 0.0000 | -0.052 | 420 | -0.000 | 0.0000 | -0.000 | 0.8% | 32 | 12.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 19.85 | 52 | 0.2% | 1.000 | 0.0003 | -0.052 | 425 | 0.000 | 0.0000 | 0.000 | 0.0% | 73 | 15.72 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 16.90 | 1,121 | 0.8% | 0.000 | 0.0001 | -0.000 | 430 | 0.053 | 0.0000 | -1.000 | 0.0% | 33 | 17.44 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 14.96 | 18 | 1.6% | 0.000 | 0.0000 | -0.000 | 435 | 0.053 | 0.0000 | -1.000 | 0.0% | 2 | 21.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.41 | 64 | 3.1% | 0.000 | 0.0002 | -0.000 | 440 | 0.054 | 0.0000 | -1.000 | 0.0% | 65 | 22.89 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.47 | 18 | 3.1% | 0.000 | 0.0000 | -0.000 | 445 | 0.055 | 0.0000 | -1.000 | 0.0% | 29 | 26.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.90 | 51 | 3.1% | 0.000 | 0.0000 | -0.000 | 450 | 0.055 | 0.0000 | -1.000 | 0.0% | 7 | 31.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.20 | 25 | 6.3% | 0.000 | 0.0001 | -0.000 | 455 | 0.056 | 0.0000 | -1.000 | 0.0% | 3 | 35.81 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.66 | 187 | 6.3% | 0.000 | 0.0000 | -0.000 | 460 | 0.056 | 0.0000 | -1.000 | 0.0% | 2 | 44.93 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.00 | 41 | 6.3% | 0.000 | 0.0000 | -0.000 | 465 | 0.057 | 0.0000 | -1.000 | 0.0% | 1 | 43.63 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.72 | 238 | 6.3% | 0.000 | 0.0000 | -0.000 | 470 | 0.058 | 0.0000 | -1.000 | 0.0% | 5 | 57.12 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.40 | 13 | 6.3% | 0.000 | 0.0000 | -0.000 | 475 | 0.058 | 0.0000 | -1.000 | 0.0% | 1 | 54.85 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.54 | 35 | 6.3% | 0.000 | 0.0000 | -0.000 | 480 | 0.059 | 0.0000 | -1.000 | 0.0% | 3 | 59.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.02 | 1 | 12.5% | 0.000 | 0.0001 | -0.000 | 485 | 0.060 | 0.0000 | -1.000 | 0.0% | 44.55 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 1.84 | 27 | 12.5% | 0.000 | 0.0000 | -0.000 | 490 | 0.060 | 0.0000 | -1.000 | 0.0% | 62.70 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 1.33 | 8 | 12.5% | 0.000 | 0.0000 | -0.000 | 495 | ||||||||||
| 0.00 | 0.00 | 1.07 | 60 | 12.5% | 0.000 | 0.0000 | -0.000 | 500 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology