Taiwan Semiconductor Manufacturing Company Limited options tape
Read from CBOE's delayed chain on 26 September 2026, with Taiwan Semiconductor Manufacturing Company Limited at $451.35: open interest within 90 days was 340,493 call and 443,507 put contracts, a put/call ratio of 1.3; the day's volume was 28,767 calls and 32,657 puts (1.14). The most call open interest sits at the $500.00 strike (41,949 contracts) and the most put open interest at $400.00 (35,712). The at-the-money straddle for 2 October 2026, 6 days out, was priced at 3.0% of spot. For 16 October 2026, implied volatility was 33.1% at the put 5% below spot and 33.2% at the call 5% above, -0.1 points.
Where the open interest sits
| Side | Strike | Open interest |
|---|---|---|
| Calls | $500.00 | 41,949 |
| Puts | $400.00 | 35,712 |
The strike with the most open interest on each side, across expiries within 90 days.
Strikes where the day's volume was at least twice the open interest
| Contract | Volume | Open interest before | Premium traded |
|---|---|---|---|
| 20 November 2026 put at $460.00 | 591 | 231 | $1.6 million |
| 9 October 2026 put at $465.00 | 476 | 16 | $872,270 |
| 2 October 2026 put at $440.00 | 2,562 | 557 | $663,558 |
| 2 October 2026 call at $460.00 | 1,937 | 909 | $663,422 |
| 2 October 2026 put at $450.00 | 1,130 | 473 | $655,400 |
| 2 October 2026 call at $470.00 | 1,866 | 513 | $263,106 |
| 2 October 2026 call at $467.50 | 538 | 188 | $101,682 |
| 2 October 2026 call at $472.50 | 366 | 82 | $35,319 |
Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.
Open-interest builds against the previous day appear from the second daily read of this name.
Source
CBOE delayed quotes for TSM, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.
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