Taiwan Semiconductor Manufacturing Co Ltd · Brief

Next report

75 days

Jan 14 · before openest.

Earnings

Expected move

Inputs

±11.7%implied · straddle

358.57453.69

spot 406.13exp Jan 15ATM strike 410ATM straddle 55.95IV 38%

Oct 30 closeprovisional

Expected move

Inputs

Implied vs realized

6 reportsHistory

—≥ implied

Jul 17 '25—▲+3.38%—

Oct 16 '25—▼−1.60%—

Jan 15 '26—▲+4.44%—

Apr 16 '26—▼−3.13%—

Jul 16 '26—▼−2.32%—

Oct 15 '26±3.2%▼−1.80%×0.57

quarterimplied−5%0+5%realized×

Oct '26±3.2%▼−1.80%×0.57

Jul '26—▼−2.32%—

Apr '26—▼−3.13%—

Jan '26—▲+4.44%—

Oct '25—▼−1.60%—

Jul '25—▲+3.38%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Jan 14 report · est.

Bull2 of 4

20customers disclosing the company as a supplierSEC filings

9.29%weight in the largest tracked semiconductor ETF's assetsN-PORT · Jun 30 '26

Bear2 of 3

16.00%share of Entegris Inc revenue coming from the companySEC filings

118managers holding the bulk of reported value13F · Jun 30 '26

AI captions · Oct 22 '26once per report · top 2 per case

Linked exposure

TSM report session

Suppliers 2

LRCXLAM Research×1.01 KLACKLA×0.90

Customers 4

NVTSNavitas Semiconductor×1.39 CRDOCredo Technology Group Holding×1.38 MXLMaxlinear×1.26 AMDAdvanced Micro Devices×0.98

× = co-movement · max 501dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 15unusualUnusual volume: ×6.80 RVOL at 10:31 ET.Source

Oct 14unusualUnusual volume: ×2.04 RVOL at 10:31 ET.Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.