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TSM - Taiwan Semiconductor Manufacturing (ADR)
Implied Volatility Analysis

Implied Volatility:
33.0%
Put/Call-Ratio:
1.06

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 Yield1.91% ($1.80)
Next Earnings Date4/13/2023 (64d)
Next Dividend Date3/16/2023 (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.

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