Dated end-of-day edition
JW Intelligence Report

Taiwan Semiconductor Manufacturing Co Ltd / TSM

StockTechnologySemiconductors
JW Rank66.5/ 100
Official close$415.20+1.20 (+0.29%)
Bid$415.00
Ask$415.39
Previous close$414.00
ATR (14)2.79%
RSI (14)48.6
Volume4.04M
Model reference$405.00
Upside scenario$430.00
Risk reference$392.00
Decision summary

TSM Option Market Implies Continued Upside Potential

ConstructiveHigh confidence

The TSM option market suggests a bullish outlook, despite recent price weakness. Implied volatility is elevated, reflecting uncertainty surrounding upcoming earnings and broader macroeconomic factors. The term structure is backwardated, indicating a higher probability of near-term upside movement. Positive sentiment from analysts and the company's strong fundamentals support this view.

Wheel contextThe option market is pricing in potential upside from upcoming earnings and the company's expansion plans. However, near-term volatility may present opportunities for strategic options trading.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Hold or cautious scale-in on further dip given mixed short-term technicals, market weakness, and profit-taking; high uncertainty from rates, geopolitics, and valuation. Not a clean 1-3 week breakout setup.

Three-month outlook

Constructive bias from accelerating AI/agentic demand, Q3 guidance $44.6-45.8B (~+37% YoY), 2nm ramp, and packaging expansion, supporting potential move toward 450+. However, elevated valuation, overseas cost/margin dilution risks, Taiwan geopolitics, higher yields, and Oct 15 earnings create substantial uncertainty; range could be 380-480 depending on macro and execution.


Market sentiment context

Cautiously positive on long-term AI/HPC bottleneck role and fundamentals; short-term mixed with notes of pullback, consolidation, and technical weakness (RSI/MACD). Recent mentions include Stifel Buy initiation (PT $515) and rate/valuation caution. Overall wait-and-see for confirmation rather than aggressive short-term buying.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$419.55
50D SMA$421.01
200D SMA$371.44
9D EMA$416.99
21D EMA$417.40
20D MVWAP$420.03
YTD VWAP$383.35
Daily reference VWAP$414.42
Price vs 20D SMA-0.97%
Price vs 50D SMA-1.31%
Price vs 200D SMA11.86%
Momentum kinematics10 observations
RSI (7)46.90
RSI (14)48.62
RSI (21)49.20
Stochastic K31.81
Stochastic D37.97
MACD line-0.36
MACD histogram-0.06
ADX (14)7.53
MACD acceleration-0.26
RSI velocity-0.32
Volatility and price boundaries11 observations
ATR (14)-0.39
ATR (14) %2.79%
Bollinger upper$431.95
Bollinger middle$419.55
Bollinger lower$407.15
Bollinger position0.34%
Volatility environmentMedium
20D realized volatility24.30%
Observed range position39.68%
5D true high$429.64
5D true low$411.27
Participation and institutional flow7 observations
Volume4.04M
20D average volume5.49M
Volume vs 20D average0.74x
20D SMA velocity0.13
50D SMA velocity-0.81
Institutional flow0.29
ATR velocity-0.39
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$415.20
DateSep 2, 2026
Volume4.04M
Vwap D$414.42
Mvwap 20$420.03
Change1.20
Change Percentage0.29%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$419.55
Sma 50$421.01
Sma 200$371.44
Ema 9$416.99
Ema 21$417.40
Momentum structure9 observations
Rsi 746.90
Rsi 1448.62
Rsi 2149.20
Rsi SignalNeutral
Stoch K31.81
Stoch D37.97
Macd Line-0.36
Macd SignalBearish
Macd Hist-0.06
Volatility structure3 observations
Atr11.57
Atr Pct2.79%
EnvironmentMedium
Option market context3 observations
Current Iv30.56
Iv Rank4.54
Iv Percentile0.79%
Price boundaries8 observations
Bb Upper432.0
Bb Middle419.6
Bb Lower407.2
Bb Pctb0.34
True High$416.50
True Low$411.27
True High 5d$429.64
True Low 5d$411.27
Three-day velocities7 observations
Sma20$0.13
Sma50$-0.81
Mvwap20$0.29
Macd-0.26
Rsi-0.32
Volume-575,420
Atr-0.39
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%
97
Strategy FitGeneric Wheel premium-selling environment fitCoverage 100%
70
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
61
Market Tail RiskMarket-wide volatility and tail-risk regimeCoverage 100%
64
Fundamental QualityBusiness quality and balance-sheet durabilityCoverage 100%
93
Volatility PressureOption premium pressure relative to realized movementCoverage 100%
40

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 Implies Continued Upside Potential

The TSM option market suggests a bullish outlook, despite recent price weakness. Implied volatility is elevated, reflecting uncertainty surrounding upcoming earnings and broader macroeconomic factors. The term structure is backwardated, indicating a higher probability of near-term upside movement. Positive sentiment from analysts and the company's strong fundamentals support this view.

Front ATM IV32.93%
Current IV30.11%
IV Rank2.91
IV Percentile0.79%
25Δ skew-0.49
Term slope-3.16
Term structureBackwardation
Quote coverage100%
Median option spread7.75%
Term structure

Implied volatility by expiration

3 observed expirations
32.9%29.5%
ExpirationDTEATM IVState
2026-09-042.0032.93%
2026-09-119.0029.47%
2026-09-1816.0029.77%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$407.50
Long strike$405.00
Net credit / share$0.50
Credit / width19.80%
$50$-200$403.63$408.88Expiration payoff per standard 100-share contract

Bear Call Spread Reference

Expiration
Short strike$422.50
Long strike$425.00
Net credit / share$0.45
Credit / width18.20%
$45$-205$421.13$426.38Expiration payoff per standard 100-share contract
Evidence used
  • The front-month ATM implied volatility is 32.93%, suggesting market participants anticipate significant price swings in the near term.
  • The term structure is backwardated, with shorter-dated options more expensive than longer-dated options. This suggests a higher probability of near-term upside movement.
  • Analysts maintain Buy ratings on TSM with an average price target above $500.
  • TSM recently announced a new advanced packaging hub in Kaohsiung to boost capacity, driven by strong demand for AI and HPC applications.
Risk context
  • Elevated implied volatility could lead to significant price swings, both positive and negative.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score69.70

The option market is pricing in potential upside from upcoming earnings and the company's expansion plans. However, near-term volatility may present opportunities for strategic options trading.

Execution intelligence

Liquidity and quote conditions

Dollar volume$1.68B
Underlying bid/ask spread0.14%
Option quote coverage100%
Median option spread7.75%
Fundamental intelligence

Business quality context

Factor score93.10
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

TSM Covered Call signal

Sep 2, 2026 9:34 AM EDT

Covered Call | 2026-09-04 | short $415.00 | $4.83 credit | High turnover | also meets Conservative

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$62.37T
P/E (TTM)27.9×
Beta0.98
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 identity00b60265d0f85a68451597fd

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