Taiwan Semiconductor Manufacturing Company Ltd TSM 395.75 -9.05 -2.24% Regime: Trend Down (95%)
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
TSM / Comparative study
3 signals / 506 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 0.20
47.24
Mean
42.27
Window
-1.7%
ATM IV
z -0.60
0.37
Mean
0.4
Window
-10.9%
IV Percentile
z -0.61
29.69
Mean
50.09
Window
-50.5%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.84 | 0.81 |
| ATM IV | 0.84 | 1.00 | 0.94 |
| IV Percent... | 0.81 | 0.94 | 1.00 |
Source observations
Data inspector
1-50 of 506
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-04 | 395.75 | 47.24 | 0.37 | 29.69 |
| 2026-11-03 | 404.8 | 52.67 | 0.39 | 39.06 |
| 2026-11-02 | 398.63 | 53.29 | 0.39 | 40 |
| 2026-10-30 | 406.13 | 51.3 | 0.38 | 38.28 |
| 2026-10-29 | 431.81 | 42.17 | 0.35 | 19.92 |
| 2026-10-28 | 439.51 | 40.58 | 0.34 | 15.63 |
| 2026-10-27 | 436.87 | 42.77 | 0.35 | 20.7 |
| 2026-10-26 | 424.37 | 44.86 | 0.36 | 25.1 |
| 2026-10-23 | 418.51 | 42.24 | 0.35 | 19.53 |
| 2026-10-22 | 412.35 | 43.66 | 0.35 | 22.66 |
| 2026-10-21 | 431.89 | 35.43 | 0.32 | 2.73 |
| 2026-10-20 | 425.08 | 35.89 | 0.32 | 3.13 |
| 2026-10-19 | 420.22 | 35.01 | 0.32 | 2.35 |
| 2026-10-15 | 422.25 | 34.7 | 0.32 | 1.95 |
| 2026-10-14 | 430 | 38.29 | 0.33 | 7 |
| 2026-10-13 | 445.12 | 37.4 | 0.33 | 4.67 |
| 2026-10-12 | 444.35 | 36.85 | 0.33 | 4.3 |
| 2026-10-09 | 453.31 | 36.77 | 0.33 | 3.89 |
| 2026-10-08 | 457.99 | 39.62 | 0.34 | 9.73 |
| 2026-10-07 | 472.2 | 38.11 | 0.33 | 5.06 |
| 2026-10-06 | 482.3 | 38.2 | 0.33 | 5.06 |
| 2026-10-05 | 485.8 | 39.34 | 0.34 | 7.81 |
| 2026-10-02 | 472.78 | 40.19 | 0.34 | 9.73 |
| 2026-10-01 | 459.2 | 39.18 | 0.33 | 7 |
| 2026-09-30 | 456.19 | 40.43 | 0.34 | 9.34 |
| 2026-09-29 | 456.94 | 42.32 | 0.35 | 13.62 |
| 2026-09-28 | 452.88 | 42.42 | 0.35 | 13.67 |
| 2026-09-25 | 450.61 | 39.85 | 0.34 | 8.56 |
| 2026-09-24 | 451.15 | 41.32 | 0.34 | 10.55 |
| 2026-09-23 | 446.57 | 40.83 | 0.34 | 9.77 |
| 2026-09-22 | 452 | 42.82 | 0.35 | 13.28 |
| 2026-09-21 | 445.14 | 41.82 | 0.34 | 11.37 |
| 2026-09-18 | 434.67 | 36.65 | 0.32 | 3.52 |
| 2026-09-17 | 430.26 | 36.03 | 0.32 | 2.34 |
| 2026-09-16 | 417.72 | 38.8 | 0.33 | 5.47 |
| 2026-09-15 | 413.75 | 38.09 | 0.33 | 3.52 |
| 2026-09-14 | 418.01 | 39.52 | 0.34 | 6.27 |
| 2026-09-11 | 433.24 | 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 |