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
$79.10
ATM straddle
MAX PAIN
$670.00
+57.9%
PUT/CALL VOLUME
3.47
2,855 / 823
MAR 19, 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 | 156.91 | 1 | 0.0% | 1.000 | 0.0000 | -0.033 | 270 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 1.62 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 204.40 | 1 | 0.0% | 1.000 | 0.0000 | -0.034 | 280 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 2.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 132.00 | 1 | 0.0% | 1.000 | 0.0000 | -0.035 | 290 | -0.000 | 0.0000 | -0.000 | 12.5% | 3 | 2.88 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 135.97 | 7 | 0.0% | 1.000 | 0.0000 | -0.036 | 300 | -0.000 | 0.0000 | -0.000 | 12.5% | 71 | 3.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 112.38 | 4 | 0.0% | 1.000 | 0.0000 | -0.038 | 310 | -0.000 | 0.0000 | -0.000 | 12.5% | 33 | 4.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 114.93 | 10 | 0.0% | 1.000 | 0.0000 | -0.039 | 320 | -0.000 | 0.0000 | -0.000 | 6.3% | 2 | 5.33 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 105.25 | 1 | 0.0% | 1.000 | 0.0000 | -0.040 | 330 | -0.000 | 0.0000 | -0.000 | 6.3% | 261 | 5.83 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 106.00 | 1 | 0.0% | 1.000 | 0.0000 | -0.041 | 340 | -0.000 | 0.0000 | -0.000 | 6.3% | 14 | 7.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 91.50 | 5 | 0.0% | 1.000 | 0.0000 | -0.042 | 350 | -0.000 | 0.0000 | -0.000 | 6.3% | 2 | 9.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 80.80 | 1 | 0.0% | 1.000 | 0.0000 | -0.044 | 360 | -0.000 | 0.0000 | -0.000 | 6.3% | 11 | 10.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 76.22 | 1 | 0.0% | 1.000 | 0.0000 | -0.045 | 370 | -0.000 | 0.0000 | -0.000 | 6.3% | 27 | 13.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 69.24 | 11 | 0.0% | 1.000 | 0.0000 | -0.046 | 380 | -0.000 | 0.0000 | -0.000 | 3.1% | 8 | 15.97 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 62.39 | 10 | 0.0% | 1.000 | 0.0000 | -0.047 | 390 | -0.000 | 0.0000 | -0.000 | 3.1% | 2 | 19.03 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 57.08 | 23 | 0.0% | 1.000 | 0.0000 | -0.048 | 400 | -0.000 | 0.0000 | -0.000 | 1.6% | 3 | 22.59 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 48.93 | 21 | 0.0% | 1.000 | 0.0000 | -0.050 | 410 | -0.000 | 0.0000 | -0.000 | 1.6% | 3 | 26.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 43.50 | 77 | 0.0% | 1.000 | 0.0000 | -0.051 | 420 | -0.000 | 0.0000 | 0.000 | 0.4% | 635 | 35.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 39.80 | 40 | 0.4% | 0.967 | 0.0698 | -0.051 | 430 | 0.000 | 0.0000 | 0.000 | 0.0% | 111 | 36.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 35.70 | 6 | 1.6% | 0.030 | 0.0165 | -0.003 | 440 | 0.053 | 0.0000 | -1.000 | 0.0% | 12 | 41.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 29.99 | 40 | 1.6% | 0.000 | 0.0000 | -0.000 | 450 | 0.055 | 0.0000 | -1.000 | 0.0% | 6 | 46.84 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 26.00 | 2 | 3.1% | 0.001 | 0.0003 | -0.000 | 460 | 0.056 | 0.0000 | -1.000 | 0.0% | 10 | 55.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 23.40 | 50 | 3.1% | 0.000 | 0.0000 | -0.000 | 470 | 0.057 | 0.0000 | -1.000 | 0.0% | 1 | 64.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 21.00 | 44 | 3.1% | 0.000 | 0.0000 | -0.000 | 480 | 0.058 | 0.0000 | -1.000 | 0.0% | 18 | 64.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 18.27 | 7 | 6.3% | 0.001 | 0.0001 | -0.000 | 490 | 0.059 | 0.0000 | -1.000 | 0.0% | 2 | 74.59 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 16.10 | 11 | 6.3% | 0.000 | 0.0000 | -0.000 | 500 | 0.061 | 0.0000 | -1.000 | 0.0% | 2 | 86.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.86 | 19 | 6.3% | 0.000 | 0.0000 | -0.000 | 520 | 0.063 | 0.0000 | -1.000 | 0.0% | 4 | 104.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.80 | 5 | 6.3% | 0.000 | 0.0000 | -0.000 | 540 | 0.065 | 0.0000 | -1.000 | 0.0% | 58 | 115.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.43 | 4 | 6.3% | 0.000 | 0.0000 | -0.000 | 560 | 0.068 | 0.0000 | -1.000 | 0.0% | 3 | 125.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.55 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 570 | 0.069 | 0.0000 | -1.000 | 0.0% | 4 | 131.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.96 | 3 | 12.5% | 0.000 | 0.0000 | -0.000 | 580 | 0.070 | 0.0000 | -1.000 | 0.0% | 29 | 117.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.20 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 590 | 0.071 | 0.0000 | -1.000 | 0.0% | 2 | 148.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.53 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 600 | 0.073 | 0.0000 | -1.000 | 0.0% | 2 | 157.75 | 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