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Taiwan Semiconductor Manufacturing Company Ltd TSM 432.96 4.93 1.15% Regime: Neutral (40%)

Previous-day view · Fri Sep 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

TSM / Comparative study

3 signals / 507 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.20
38.1
Mean
43.12
Window
-31.1%
ATM IV z -1.30
0.33
Mean
0.41
Window
-24.6%
IV Percentile z -1.60
3.52
Mean
54.57
Window
-95.7%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.87 0.85
ATM IV 0.87 1.00 0.93
IV Percent... 0.85 0.93 1.00
Source observations

Data inspector

1-50 of 507
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-11 432.96 38.1 0.33 3.52
2026-09-10 428.03 42.78 0.35 10.55
2026-09-09 435.36 42.79 0.35 10.55
2026-09-08 439 45.64 0.36 15.23
2026-09-07 427.98 43.29 0.35 11.37
2026-09-04 428.91 38.93 0.33 5.08
2026-09-03 417.01 36.17 0.32 2.34
2026-09-02 415.5 37.95 0.33 3.13
2026-09-01 414 39.52 0.34 5.1
2026-08-31 415.32 32.71 0.31 1.18
2026-08-28 417.52 32.39 0.31 1.57
2026-08-27 427.3 35.44 0.32 2.35
2026-08-26 417.69 38.63 0.33 4.31
2026-08-25 417.41 39.85 0.34 5.49
2026-08-24 410.12 40.54 0.34 5.91
2026-08-21 418.95 38.55 0.33 4.71
2026-08-20 416 42.03 0.35 9.02
2026-08-19 412.09 40.73 0.34 7.06
2026-08-18 413.41 42.08 0.35 9.41
2026-08-17 430.97 44.51 0.35 12.99
2026-08-14 426.35 41.35 0.34 9.02
2026-08-13 430.49 48.55 0.37 21.57
2026-08-12 429.15 47.98 0.37 21.18
2026-08-11 422.06 50.37 0.38 25.88
2026-08-10 418.47 55.64 0.4 32.28
2026-08-07 420.04 56.89 0.4 36.47
2026-08-06 418.2 64.11 0.43 50.59
2026-08-05 414 67.67 0.44 58.04
2026-08-04 417.17 74.59 0.47 74.9
2026-08-03 406.11 77.54 0.48 78.35
2026-07-31 404.25 76.5 0.48 77.65
2026-07-30 403.31 71.65 0.46 69.02
2026-07-29 374.67 82.99 0.5 88.24
2026-07-28 392.31 80.76 0.49 85.1
2026-07-27 399.09 83.79 0.5 89.37
2026-07-24 403.41 80.99 0.49 86.27
2026-07-23 415.58 81.89 0.5 87.06
2026-07-22 421.21 85.9 0.51 91.76
2026-07-21 424.61 87.43 0.52 94.12
2026-07-20 402.3 89.83 0.53 95.67
2026-07-17 398.37 87.41 0.52 94.51
2026-07-16 409.74 82.41 0.5 90.2
2026-07-15 419.48 87.27 0.52 94.51
2026-07-14 420.39 86.91 0.52 94.51
2026-07-13 421.58 89.84 0.53 96.06
2026-07-10 434.11 88.65 0.52 95.29
2026-07-09 436.96 92.77 0.54 97.65
2026-07-08 436.98 95 0.55 99.61
2026-07-07 432.57 93.71 0.54 99.61
2026-07-02 434.16 100 0.57 100