Taiwan Semiconductor Manufacturing (ADR) has an Implied Volatility (IV) of 33.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TSM is 12 and the Implied Volatility Percentile (IVP) is 13. The current Implied Volatility Index for TSM is -1.15 standard deviations away from its 1 year mean.
Market Cap | $490.91B |
---|---|
Dividend Yield | 1.91% ($1.80) |
Next Earnings Date | 4/13/2023 (64d) |
Next Dividend Date | 3/16/2023 (36d) |
Implied Volatility (IV) 30d | 32.99 |
Implied Volatility Rank (IVR) 1y | 11.76 |
Implied Volatility Percentile (IVP) 1y | 13.15 |
Historical Volatility (HV) 30d | 36.61 |
IV / HV | 0.90 |
Open Interest | 719.64K |
Option Volume | 63.24K |
Put/Call Ratio (Volume) | 1.06 |
Data was calculated after the 2/6/2023 closing.