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TSM - Taiwan Semiconductor Manufacturing (ADR)
Implied Volatility Analysis

Implied Volatility:
38.0%
Put/Call-Ratio:
1.06

Taiwan Semiconductor Manufacturing (ADR) has an Implied Volatility (IV) of 38.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for TSM is 50 and the Implied Volatility Percentile (IVP) is 73. The current Implied Volatility Index for TSM is 0.65 standard deviations away from its 1 year mean.

Market Cap$467.84B
Dividend Yield2.10% ($1.90)
Next Earnings Date7/14/2022 (52d)
Next Dividend Date6/16/2022 (24d)
Implied Volatility (IV) 30d
37.96
Implied Volatility Rank (IVR) 1y
50.03
Implied Volatility Percentile (IVP) 1y
73.02
Historical Volatility (HV) 30d
40.58
IV / HV
0.94
Open Interest
990.13K
Option Volume
46.49K
Put/Call Ratio (Volume)
1.06

Data was calculated after the 5/20/2022 closing.

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