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TSM - Taiwan Semiconductor Manufacturing (ADR)
Implied Volatility Analysis

Implied Volatility:
43.4%
Put/Call-Ratio:
1.27

Taiwan Semiconductor Manufacturing (ADR) has an Implied Volatility (IV) of 43.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TSM is 67 and the Implied Volatility Percentile (IVP) is 86. The current Implied Volatility Index for TSM is 1.04 standard deviations away from its 1 year mean.

Market Cap$386.26B
Dividend Yield2.51% ($1.87)
Next Earnings Date10/13/2022 (6d) !
Next Dividend Date12/15/2022 (69d)
Implied Volatility (IV) 30d
43.37
Implied Volatility Rank (IVR) 1y
66.87
Implied Volatility Percentile (IVP) 1y
85.60
Historical Volatility (HV) 30d
31.18
IV / HV
1.39
Open Interest
873.55K
Option Volume
29.81K
Put/Call Ratio (Volume)
1.27

Data was calculated after the 10/6/2022 closing.

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