Dated end-of-day edition
JW Intelligence Report

Taiwan Semiconductor Manufacturing Co Ltd / TSM

StockTechnologySemiconductors
JW Rank66.2/ 100
Official close$418.84-8.46 (-1.98%)
Bid$417.59
Ask$418.40
Previous close$427.30
ATR (14)3.05%
RSI (14)49.6
Volume5.77M
Model reference$415.00
Upside scenario$445.00
Risk reference$405.00
Decision summary

TSM Option Market Prices in Bullish Sentiment Despite Recent Pullback

ConstructiveHigh confidence

The TSM option market displays a bullish outlook despite a recent pullback in price. Implied volatility is elevated, suggesting expectations for continued price movement. The term structure is flat, indicating similar expected volatility across various expirations. Positive news flow surrounding Nvidia's strong earnings and TSMC's expansion plans contributes to the bullish sentiment. However, geopolitical risks and potential margin pressure from N2 ramp remain concerns.

Wheel contextThe option market pricing suggests a balanced view with both bullish and bearish elements. While the overall trend is positive, traders are hedging against potential downside risk.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious accumulate on dip (1-3 weeks); recent Nvidia-driven rally followed by profit-taking. High uncertainty from geopolitics, mixed short-term technicals, and valuation. Not financial advice.

Three-month outlook

Constructive but uncertain: AI demand confirmed through at least 2028-2030 by Nvidia and TSMC management, supporting Q3/Q4 growth and N2/A14 ramps. Analyst targets imply 25-30%+ upside. Key events include Oct 15 earnings. Risks include Taiwan tensions, potential AI capex slowdown, N2 margin dilution, and broader market/valuation compression. Geopolitical and macro factors could cause sharp swings; position sizing and monitoring essential.


Market sentiment context

Predominantly bullish; TSM frequently cited as top AI/semiconductor pick due to foundry monopoly, Nvidia/AMD/Apple demand, high margins/growth, and analyst Strong Buy ratings (avg target ~$554). Recent posts highlight pullback as opportunity, strong Q2/July numbers, and PEG under 1. Caution on Taiwan/China geopolitics, valuation premium, and potential N2 ramp margin pressure. Some volatility noted but overall positive on multi-year AI runway. ( )

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$419.18
50D SMA$423.43
200D SMA$369.53
9D EMA$418.93
21D EMA$418.21
20D MVWAP$419.14
YTD VWAP$383.05
Daily reference VWAP$421.32
Price vs 20D SMA-0.40%
Price vs 50D SMA-1.40%
Price vs 200D SMA12.99%
Momentum kinematics10 observations
RSI (7)48.63
RSI (14)49.59
RSI (21)49.81
Stochastic K50.78
Stochastic D44.52
MACD line0.43
MACD histogram0.06
ADX (14)8.83
MACD acceleration0.24
RSI velocity-0.10
Volatility and price boundaries11 observations
ATR (14)-0.21
ATR (14) %3.05%
Bollinger upper$432.78
Bollinger middle$419.18
Bollinger lower$405.57
Bollinger position0.44%
Volatility environmentMedium
20D realized volatility26.14%
Observed range position41.64%
5D true high$429.64
5D true low$405.15
Participation and institutional flow7 observations
Volume5.77M
20D average volume5.99M
Volume vs 20D average0.96x
20D SMA velocity1.34
50D SMA velocity-0.25
Institutional flow2.30
ATR velocity-0.21
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$418.84
DateAug 28, 2026
Volume5.77M
Vwap D$421.32
Mvwap 20$419.14
Change-8.46
Change Percentage 1.98%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$419.18
Sma 50$423.43
Sma 200$369.53
Ema 9$418.93
Ema 21$418.21
Momentum structure9 observations
Rsi 748.63
Rsi 1449.59
Rsi 2149.81
Rsi SignalNeutral
Stoch K50.78
Stoch D44.52
Macd Line0.43
Macd SignalBullish
Macd Hist0.06
Volatility structure3 observations
Atr12.74
Atr Pct3.05%
EnvironmentMedium
Option market context3 observations
Current Iv30.79
Iv Rank5.40
Iv Percentile1.99%
Price boundaries8 observations
Bb Upper432.8
Bb Middle419.2
Bb Lower405.6
Bb Pctb0.44
True High$429.12
True Low$417.32
True High 5d$429.64
True Low 5d$405.15
Three-day velocities7 observations
Sma20$1.34
Sma50$-0.25
Mvwap20$2.30
Macd0.24
Rsi-0.10
Volume413,411
Atr-0.21
Risk radar5 observations
Earnings RiskLow
Earnings DateOct 15, 2026
Macro RiskUnknown
Vol RiskMedium
Structure RiskLow
Deterministic scoring

JW Rank factors

Higher scores indicate stronger observed structure
LiquidityTrading capacity and quote quality proxyCoverage 100%
99
Strategy FitGeneric Wheel premium-selling environment fitCoverage 100%
69
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
64
Market Tail RiskMarket-wide volatility and tail-risk regimeCoverage 100%
56
Fundamental QualityBusiness quality and balance-sheet durabilityCoverage 100%
93
Volatility PressureOption premium pressure relative to realized movementCoverage 100%
37

JW Rank is not a buy/sell rating, and coverage measures field availability—not accuracy or certainty.

Options Intelligence

What the closing chain was pricing

TSM Option Market Prices in Bullish Sentiment Despite Recent Pullback

The TSM option market displays a bullish outlook despite a recent pullback in price. Implied volatility is elevated, suggesting expectations for continued price movement. The term structure is flat, indicating similar expected volatility across various expirations. Positive news flow surrounding Nvidia's strong earnings and TSMC's expansion plans contributes to the bullish sentiment. However, geopolitical risks and potential margin pressure from N2 ramp remain concerns.

Front ATM IV29.81%
Current IV31.27%
IV Rank7.17
IV Percentile2.79%
25Δ skew-0.37
Term slope0.88
Term structureFlat
Quote coverage100%
Median option spread8.48%
Term structure

Implied volatility by expiration

3 observed expirations
30.7%29.2%
ExpirationDTEATM IVState
2026-09-047.0029.81%
2026-09-1114.0029.21%
2026-09-1821.0030.69%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$407.50
Long strike$405.00
Net credit / share$0.51
Credit / width20.40%
$51$-199$403.63$408.88Expiration payoff per standard 100-share contract

Bear Call Spread Reference

Expiration
Short strike$442.50
Long strike$445.00
Net credit / share$0.17
Credit / width6.80%
$17$-233$441.13$446.38Expiration payoff per standard 100-share contract
Evidence used
  • Elevated implied volatility (31.27%) suggests market expectations for significant price movement in TSM.
  • Flat term structure indicates similar expected volatility across various expirations.
  • Positive news flow surrounding Nvidia's strong earnings and TSMC's expansion plans supports bullish sentiment.
  • Bull Put Spread reference spreads indicate a bearish outlook on near-term downside, while Bear Call Spread references suggest limited upside potential.
Risk context
  • Geopolitical tensions between Taiwan and China could negatively impact TSM's operations and share price.
  • Potential margin pressure from the ramp-up of N2 production could affect TSMC's profitability.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score69.20

The option market pricing suggests a balanced view with both bullish and bearish elements. While the overall trend is positive, traders are hedging against potential downside risk.

Execution intelligence

Liquidity and quote conditions

Dollar volume$2.41B
Underlying bid/ask spread0.19%
Option quote coverage100%
Median option spread8.48%
Fundamental intelligence

Business quality context

Factor score93.10
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

TSM Covered Call signal

Aug 28, 2026 9:45 AM EDT

Covered Call | 2026-09-04 | short $427.50 | $8.00 credit | High turnover

Generalized structural observation only; no quantity, order instruction or personalized recommendation is provided.

Company and fundamental profile

Taiwan Semiconductor Manufacturing Co Ltd at a glance

Dated valuation, quality, growth and shareholder context

Market position and valuation

Market capitalization$62.50T
P/E (TTM)27.9×
Beta0.99
52-week range$1,145.00 – $2,535.00
52-week return17.52%
Shares outstanding25.93B

Profitability and financial quality

Return on equity39.86%
Operating margin56.38%
Net margin50.70%
Debt / equity0.20×

Growth and cash generation

Revenue growth (3Y)18.94%
EPS growth (3Y)19.11%
Free cash flow CAGR (5Y)26.54%
Revenue / share (TTM)172.3
Book value / share248.0

Shareholder return and calendar

Dividend yield1.99%

Trading and reference facts

MarketTaiwan Stock Exchange
CountryTw
CurrencyTwd
IPO date1994-09-05
Company website
Methodology, edition and field coverage
EditionOfficial Close
Ready sections3 / 3
Report identity5dab53a7e3180c20bd72f859

JW Rank is deterministic and is not a buy/sell rating. Narrative sections explain dated evidence and do not change the score or observed facts. Coverage measures field availability, not accuracy or certainty. This public edition remains fixed.

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Important disclosures. Generalized market-structure research only. This report does not consider holdings, objectives, risk tolerance or financial circumstances and is not an investment recommendation, transaction instruction, offer, solicitation or return forecast. Market data, model scores and AI explanations may be delayed, incomplete or incorrect. Past, hypothetical, model and settled-signal results do not predict future results. Options are complex and may involve loss of the entire premium, substantial or theoretically unlimited loss, assignment, early exercise, margin, liquidity and execution risk. Before trading standardized options, read the OCC’s Characteristics and Risks of Standardized Options. Terms of Use · Privacy Policy