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%
420 strike
EXPECTED MOVE
$55.60
ATM straddle
MAX PAIN
$75.00
-82.3%
PUT/CALL VOLUME
0.75
3,033 / 4,055
JAN 15, 2027 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 | 160.57 | 1 | 0.0% | 1.000 | 0.0000 | -0.033 | 270 | -0.000 | 0.0000 | -0.000 | 25.0% | 39 | 0.99 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 137.32 | 3 | 0.0% | 1.000 | 0.0000 | -0.034 | 280 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 1.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 138.96 | 1 | 0.0% | 1.000 | 0.0000 | -0.035 | 290 | -0.000 | 0.0000 | -0.000 | 12.5% | 12 | 1.19 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 130.04 | 12 | 0.0% | 1.000 | 0.0000 | -0.037 | 300 | -0.000 | 0.0000 | -0.000 | 12.5% | 11 | 1.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 115.00 | 1 | 0.0% | 1.000 | 0.0000 | -0.038 | 310 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 1.76 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 113.00 | 1 | 0.0% | 1.000 | 0.0000 | -0.039 | 320 | -0.000 | 0.0000 | -0.000 | 12.5% | 33 | 2.12 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 90.19 | 1 | 0.0% | 1.000 | 0.0000 | -0.040 | 330 | -0.000 | 0.0000 | -0.000 | 12.5% | 4 | 2.78 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 94.85 | 2 | 0.0% | 1.000 | 0.0000 | -0.042 | 340 | -0.000 | 0.0000 | -0.000 | 12.5% | 30 | 3.43 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 85.88 | 12 | 0.0% | 1.000 | 0.0000 | -0.043 | 350 | -0.000 | 0.0000 | -0.000 | 6.3% | 642 | 4.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 74.10 | 2 | 0.0% | 1.000 | 0.0000 | -0.044 | 360 | -0.000 | 0.0000 | -0.000 | 6.3% | 89 | 5.94 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 67.40 | 4 | 0.0% | 1.000 | 0.0000 | -0.045 | 370 | -0.000 | 0.0000 | -0.000 | 6.3% | 68 | 7.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 60.76 | 5 | 0.0% | 1.000 | 0.0000 | -0.046 | 380 | -0.000 | 0.0000 | -0.000 | 6.3% | 203 | 10.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 53.50 | 4 | 0.0% | 1.000 | 0.0000 | -0.048 | 390 | -0.000 | 0.0000 | -0.000 | 3.1% | 28 | 12.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 44.30 | 38 | 0.0% | 1.000 | 0.0000 | -0.049 | 400 | -0.000 | 0.0000 | -0.000 | 3.1% | 398 | 15.18 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 39.20 | 15 | 0.0% | 1.000 | 0.0000 | -0.050 | 410 | -0.000 | 0.0000 | -0.000 | 1.6% | 99 | 18.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 32.70 | 141 | 0.0% | 1.000 | 0.0000 | -0.051 | 420 | -0.000 | 0.0000 | 0.000 | 0.4% | 139 | 22.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 27.70 | 685 | 0.8% | 0.190 | 0.1738 | -0.013 | 430 | 0.052 | 0.0000 | -1.000 | 0.0% | 33 | 27.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 23.72 | 223 | 1.6% | 0.000 | 0.0002 | -0.000 | 440 | 0.054 | 0.0000 | -1.000 | 0.0% | 3 | 33.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 19.38 | 606 | 3.1% | 0.000 | 0.0003 | -0.000 | 450 | 0.055 | 0.0000 | -1.000 | 0.0% | 317 | 39.85 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 16.65 | 93 | 3.1% | 0.000 | 0.0000 | -0.000 | 460 | 0.056 | 0.0000 | -1.000 | 0.0% | 6 | 53.07 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 13.40 | 1,092 | 6.3% | 0.001 | 0.0002 | -0.000 | 470 | 0.057 | 0.0000 | -1.000 | 0.0% | 3 | 52.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.15 | 46 | 6.3% | 0.000 | 0.0000 | -0.000 | 480 | 0.059 | 0.0000 | -1.000 | 0.0% | 1 | 68.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.16 | 27 | 6.3% | 0.000 | 0.0000 | -0.000 | 490 | 0.060 | 0.0000 | -1.000 | 0.0% | 2 | 68.03 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.80 | 550 | 6.3% | 0.000 | 0.0000 | -0.000 | 500 | 0.061 | 0.0000 | -1.000 | 0.0% | 1 | 86.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.80 | 27 | 6.3% | 0.000 | 0.0000 | -0.000 | 510 | 0.062 | 0.0000 | -1.000 | 0.0% | 1 | 97.78 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.30 | 28 | 6.3% | 0.000 | 0.0000 | -0.000 | 520 | 0.063 | 0.0000 | -1.000 | 0.0% | 21 | 92.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.70 | 11 | 12.5% | 0.000 | 0.0000 | -0.000 | 530 | 0.065 | 0.0000 | -1.000 | 0.0% | 9 | 112.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.00 | 39 | 12.5% | 0.000 | 0.0000 | -0.000 | 540 | 0.066 | 0.0000 | -1.000 | 0.0% | 4 | 115.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.29 | 46 | 12.5% | 0.000 | 0.0000 | -0.000 | 550 | 0.067 | 0.0000 | -1.000 | 0.0% | 4 | 136.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.78 | 90 | 12.5% | 0.000 | 0.0000 | -0.000 | 560 | 0.068 | 0.0000 | -1.000 | 0.0% | 19 | 113.24 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.48 | 29 | 12.5% | 0.000 | 0.0000 | -0.000 | 570 | 0.070 | 0.0000 | -1.000 | 0.0% | 10 | 122.15 | 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