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 44.5%. The at-the-money straddle prices a move of about $15.23 (3.6%) 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
44.5%
425 strike
EXPECTED MOVE
$15.23
ATM straddle
MAX PAIN
$425.00
+0.1%
PUT/CALL VOLUME
0.45
11,958 / 26,413
OCT 30, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 36.55 | 39.60 | 28.40 | 2 | 65.6% | 0.922 | 0.0052 | -0.597 | 387.5 | -0.213 | 0.0035 | -0.033 | 50.1% | 230 | 207 | 0.37 | 0.57 | 0.15 | |
| 34.05 | 37.20 | 29.59 | 5 | 9 | 62.8% | 0.916 | 0.0058 | -0.605 | 390 | -0.263 | 0.0043 | -0.043 | 50.0% | 1,006 | 418 | 0.48 | 0.50 | 0.46 |
| 31.70 | 34.55 | 22.25 | 33 | 59.2% | 0.911 | 0.0064 | -0.594 | 392.5 | -0.329 | 0.0053 | -0.057 | 50.2% | 287 | 262 | 0.51 | 0.65 | 0.56 | |
| 29.35 | 32.45 | 25.75 | 6 | 42 | 58.9% | 0.894 | 0.0073 | -0.667 | 395 | -0.376 | 0.0063 | -0.069 | 49.3% | 1,366 | 403 | 0.74 | 0.79 | 0.68 |
| 27.25 | 30.10 | 23.60 | 6 | 6 | 58.2% | 0.876 | 0.0082 | -0.730 | 397.5 | -0.429 | 0.0075 | -0.085 | 48.5% | 264 | 251 | 0.67 | 0.97 | 0.84 |
| 25.00 | 26.75 | 28.58 | 24 | 234 | 51.2% | 0.882 | 0.0091 | -0.629 | 400 | -0.466 | 0.0087 | -0.099 | 46.9% | 2,705 | 429 | 1.12 | 1.12 | 1.05 |
| 23.05 | 25.05 | 20.65 | 2 | 165 | 53.9% | 0.844 | 0.0104 | -0.785 | 402.5 | -0.547 | 0.0102 | -0.124 | 46.9% | 301 | 94 | 1.12 | 1.45 | 1.30 |
| 21.00 | 22.00 | 21.98 | 9 | 177 | 53.5% | 0.817 | 0.0116 | -0.861 | 405 | -0.616 | 0.0118 | -0.150 | 46.3% | 737 | 457 | 1.70 | 1.79 | 1.60 |
| 18.55 | 20.65 | 21.35 | 29 | 98 | 57.8% | 0.769 | 0.0123 | -1.055 | 407.5 | -0.680 | 0.0135 | -0.179 | 45.6% | 404 | 81 | 2.10 | 2.18 | 1.99 |
| 17.05 | 17.70 | 20.00 | 28 | 567 | 49.9% | 0.764 | 0.0144 | -0.925 | 410 | -0.749 | 0.0151 | -0.214 | 45.1% | 1,383 | 867 | 2.54 | 2.68 | 2.42 |
| 15.10 | 15.75 | 18.36 | 95 | 180 | 48.8% | 0.729 | 0.0159 | -0.970 | 412.5 | -0.819 | 0.0167 | -0.254 | 44.9% | 602 | 200 | 2.97 | 3.30 | 3.00 |
| 13.25 | 14.00 | 15.80 | 180 | 434 | 48.5% | 0.688 | 0.0171 | -1.026 | 415 | -0.852 | 0.0185 | -0.294 | 43.6% | 3,232 | 275 | 3.80 | 3.85 | 3.60 |
| 11.55 | 12.30 | 14.25 | 54 | 736 | 47.9% | 0.645 | 0.0182 | -1.063 | 417.5 | -0.928 | 0.0194 | -0.345 | 44.4% | 794 | 356 | 4.65 | 4.85 | 4.40 |
| 10.00 | 10.65 | 10.60 | 348 | 817 | 47.0% | 0.600 | 0.0193 | -1.079 | 420 | -0.955 | 0.0205 | -0.395 | 43.9% | 1,408 | 1,517 | 5.50 | 5.75 | 5.30 |
| 8.50 | 9.15 | 10.40 | 560 | 2,491 | 46.3% | 0.551 | 0.0200 | -1.086 | 422.5 | -0.964 | 0.0214 | -0.447 | 43.3% | 515 | 103 | 6.50 | 6.75 | 6.30 |
| 7.25 | 7.80 | 7.40 | 571 | 2,415 | 45.7% | 0.500 | 0.0204 | -1.080 | 425 | -0.971 | 0.0216 | -0.501 | 43.3% | 697 | 677 | 7.65 | 8.00 | 7.40 |
| 6.10 | 6.60 | 6.33 | 662 | 487 | 45.4% | 0.449 | 0.0204 | -1.060 | 427.5 | -0.956 | 0.0214 | -0.554 | 43.2% | 350 | 106 | 9.05 | 9.35 | 8.75 |
| 5.00 | 5.50 | 5.20 | 4,650 | 3,360 | 44.9% | 0.398 | 0.0201 | -1.020 | 430 | -0.920 | 0.0210 | -0.608 | 42.9% | 1,329 | 359 | 8.98 | 10.80 | 10.10 |
| 4.10 | 4.55 | 4.40 | 1,378 | 401 | 44.5% | 0.348 | 0.0194 | -0.968 | 432.5 | -0.895 | 0.0197 | -0.655 | 43.7% | 102 | 28 | 9.70 | 12.55 | 11.65 |
| 3.40 | 3.65 | 3.45 | 1,325 | 1,809 | 43.7% | 0.298 | 0.0186 | -0.891 | 435 | -0.816 | 0.0188 | -0.706 | 42.9% | 694 | 35 | 13.35 | 14.15 | 13.40 |
| 2.69 | 2.93 | 2.88 | 1,028 | 543 | 43.3% | 0.252 | 0.0173 | -0.813 | 437.5 | -0.738 | 0.0174 | -0.752 | 42.6% | 818 | 288 | 13.60 | 15.95 | 15.25 |
| 2.14 | 2.33 | 2.16 | 1,642 | 1,914 | 43.0% | 0.211 | 0.0157 | -0.729 | 440 | -0.684 | 0.0157 | -0.787 | 43.4% | 1,040 | 248 | 15.40 | 18.00 | 17.15 |
| 1.65 | 1.84 | 1.74 | 679 | 402 | 42.9% | 0.174 | 0.0140 | -0.646 | 442.5 | -0.670 | 0.0139 | -0.810 | 45.6% | 156 | 79 | 17.35 | 20.30 | 18.50 |
| 1.28 | 1.42 | 1.33 | 4,821 | 2,063 | 42.5% | 0.141 | 0.0123 | -0.556 | 445 | -0.634 | 0.0124 | -0.833 | 47.1% | 323 | 88 | 19.05 | 22.55 | 20.00 |
| 0.96 | 1.09 | 0.96 | 1,121 | 461 | 42.3% | 0.112 | 0.0106 | -0.473 | 447.5 | -0.518 | 0.0109 | -0.868 | 45.9% | 227 | 175 | 21.35 | 24.55 | 22.60 |
| 0.71 | 0.82 | 0.76 | 3,553 | 2,585 | 42.1% | 0.088 | 0.0089 | -0.393 | 450 | -0.440 | 0.0095 | -0.892 | 45.8% | 952 | 202 | 22.40 | 26.75 | 24.15 |
| 0.51 | 0.61 | 0.56 | 429 | 359 | 41.9% | 0.068 | 0.0073 | -0.321 | 452.5 | -0.327 | 0.0078 | -0.920 | 44.3% | 22 | 13 | 25.10 | 28.90 | 26.95 |
| 0.36 | 0.45 | 0.50 | 397 | 785 | 41.7% | 0.052 | 0.0059 | -0.258 | 455 | -0.559 | 0.0081 | -0.888 | 55.3% | 153 | 3 | 27.70 | 32.05 | 28.80 |
| 0.26 | 0.33 | 0.28 | 119 | 219 | 41.6% | 0.039 | 0.0047 | -0.204 | 457.5 | -0.587 | 0.0074 | -0.891 | 59.0% | 50 | 1 | 39.89 | 34.60 | 31.35 |
| 0.16 | 0.25 | 0.21 | 715 | 2,264 | 41.8% | 0.030 | 0.0038 | -0.165 | 460 | -0.548 | 0.0067 | -0.902 | 60.2% | 24 | 2 | 32.23 | 36.95 | 34.30 |
| 0.14 | 0.19 | 0.23 | 46 | 100 | 42.2% | 0.023 | 0.0030 | -0.134 | 462.5 | -0.411 | 0.0057 | -0.926 | 57.6% | 1 | 52.30 | 39.05 | 36.15 | |
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology
