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
$30.35
ATM straddle
MAX PAIN
$180.00
-57.6%
PUT/CALL VOLUME
1.60
9,061 / 5,677
NOV 20, 2026 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 | 38.40 | 1 | 0.0% | 1.000 | 0.0000 | -0.047 | 385 | -0.000 | 0.0000 | -0.000 | 6.3% | 65 | 3.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 37.50 | 1 | 0.0% | 1.000 | 0.0000 | -0.048 | 390 | -0.000 | 0.0000 | -0.000 | 6.3% | 206 | 4.57 | 0.00 | 0.00 | ||
| 392.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 20 | 4.15 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 31.75 | 5 | 0.0% | 1.000 | 0.0000 | -0.049 | 395 | -0.000 | 0.0000 | -0.000 | 6.3% | 112 | 5.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 31.60 | 2 | 0.0% | 1.000 | 0.0000 | -0.049 | 397.5 | -0.000 | 0.0000 | -0.000 | 6.3% | 12 | 5.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 35.20 | 13 | 0.0% | 1.000 | 0.0000 | -0.049 | 400 | -0.000 | 0.0000 | -0.000 | 6.3% | 1,100 | 6.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 25.35 | 19 | 0.0% | 1.000 | 0.0000 | -0.049 | 402.5 | -0.000 | 0.0000 | -0.000 | 3.1% | 210 | 6.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 30.52 | 7 | 0.0% | 1.000 | 0.0000 | -0.050 | 405 | -0.000 | 0.0000 | -0.000 | 3.1% | 302 | 7.73 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 25.55 | 11 | 0.0% | 1.000 | 0.0000 | -0.050 | 407.5 | -0.000 | 0.0000 | -0.000 | 3.1% | 101 | 7.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 24.80 | 76 | 0.0% | 1.000 | 0.0000 | -0.050 | 410 | -0.000 | 0.0000 | -0.000 | 3.1% | 795 | 9.23 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 25.20 | 196 | 0.0% | 1.000 | 0.0000 | -0.051 | 412.5 | -0.000 | 0.0001 | -0.000 | 3.1% | 35 | 10.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 22.40 | 249 | 0.0% | 1.000 | 0.0000 | -0.051 | 415 | -0.000 | 0.0000 | -0.000 | 1.6% | 29 | 10.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 22.56 | 50 | 0.0% | 1.000 | 0.0000 | -0.051 | 417.5 | -0.000 | 0.0000 | -0.000 | 1.6% | 38 | 11.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 19.20 | 207 | 0.0% | 1.000 | 0.0000 | -0.052 | 420 | -0.000 | 0.0000 | -0.000 | 0.8% | 105 | 11.97 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 19.50 | 24 | 0.0% | 1.000 | 0.0000 | -0.052 | 422.5 | -0.000 | 0.0000 | -0.000 | 0.4% | 7 | 12.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 16.55 | 61 | 0.2% | 0.999 | 0.0175 | -0.052 | 425 | 0.000 | 0.0000 | 0.000 | 0.0% | 128 | 13.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 15.64 | 135 | 0.8% | 0.017 | 0.0491 | -0.002 | 427.5 | 0.053 | 0.0000 | -1.000 | 0.0% | 14 | 15.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 14.41 | 752 | 1.6% | 0.006 | 0.0103 | -0.001 | 430 | 0.053 | 0.0000 | -1.000 | 0.0% | 118 | 16.32 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 14.00 | 28 | 1.6% | 0.000 | 0.0001 | -0.000 | 432.5 | 0.053 | 0.0000 | -1.000 | 0.0% | 1 | 17.85 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.34 | 199 | 1.6% | 0.000 | 0.0000 | -0.000 | 435 | 0.053 | 0.0000 | -1.000 | 0.0% | 51 | 19.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.68 | 9 | 3.1% | 0.000 | 0.0004 | -0.000 | 437.5 | 0.054 | 0.0000 | -1.000 | 0.0% | 55 | 20.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.87 | 393 | 3.1% | 0.000 | 0.0000 | -0.000 | 440 | 0.054 | 0.0000 | -1.000 | 0.0% | 50 | 22.56 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.10 | 334 | 3.1% | 0.000 | 0.0000 | -0.000 | 445 | 0.055 | 0.0000 | -1.000 | 0.0% | 17 | 25.99 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.80 | 495 | 6.3% | 0.000 | 0.0002 | -0.000 | 450 | 0.055 | 0.0000 | -1.000 | 0.0% | 60 | 28.82 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.96 | 18 | 6.3% | 0.000 | 0.0000 | -0.000 | 455 | 0.056 | 0.0000 | -1.000 | 0.0% | 8 | 39.59 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.90 | 488 | 6.3% | 0.000 | 0.0000 | -0.000 | 460 | 0.057 | 0.0000 | -1.000 | 0.0% | 15 | 35.84 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.69 | 275 | 6.3% | 0.000 | 0.0000 | -0.000 | 470 | 0.058 | 0.0000 | -1.000 | 0.0% | 6 | 45.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.00 | 436 | 12.5% | 0.000 | 0.0000 | -0.000 | 480 | 0.059 | 0.0000 | -1.000 | 0.0% | 6 | 54.85 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.00 | 172 | 12.5% | 0.000 | 0.0000 | -0.000 | 490 | 0.060 | 0.0000 | -1.000 | 0.0% | 5 | 68.08 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.60 | 468 | 12.5% | 0.000 | 0.0000 | -0.000 | 500 | 0.061 | 0.0000 | -1.000 | 0.0% | 1,098 | 87.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.42 | 37 | 12.5% | 0.000 | 0.0000 | -0.000 | 510 | 0.063 | 0.0000 | -1.000 | 0.0% | 2 | 71.30 | 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