Dated end-of-day edition
JW Intelligence Report

Taiwan Semiconductor Manufacturing Co Ltd / TSM

StockTechnologySemiconductors
JW Rank67.2/ 100
Official close$416.80+1.30 (+0.31%)
Bid$416.70
Ask$416.94
Previous close$415.50
ATR (14)2.74%
RSI (14)49.6
Volume5.22M
Model reference$410.00
Upside scenario$432.00
Risk reference$398.00
Decision summary

TSM Option Market Implies Continued Upside Potential

ConstructiveHigh confidence

The TSM option market exhibits bullish sentiment, pricing in continued upside potential for the stock. This is supported by a positive skew, with call options trading at higher implied volatilities than put options. The term structure shows a slight upward slope, suggesting that investors expect volatility to increase further out in time.

Wheel contextTSM's recent earnings report and positive outlook on AI demand have fueled investor optimism, driving up call option premiums.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious hold/accumulate on dips; mixed short-term technicals vs strong AI fundamentals. High uncertainty from rich valuation, potential margin squeeze on overseas expansion, and geopolitics. Not a high-conviction 1-3 week trade.

Three-month outlook

Constructive but uncertain: AI/HPC demand and Q3 guidance support potential move toward 450-500 if technicals confirm, with analyst PTs averaging ~$520-555. Risks include overvaluation (trades 30%+ above some fair value estimates), capex/expansion cost pressures, Taiwan geopolitics, and broader market/macro volatility. Identify high uncertainty; not guaranteed.


Market sentiment context

Mixed-to-cautiously bullish. Long-term positive on AI supercycle, 1.9x equipment demand surge, 20 fabs under construction, Stifel Buy initiation, and bottleneck position. Short-term technicals seen as weak/pullback risk (possible 382-400), some 'AI overvalued' comments, watching 416-420 reclaim. Institutional buying noted but profit-taking after rally.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$419.49
50D SMA$420.53
200D SMA$372.10
9D EMA$416.99
21D EMA$417.36
20D MVWAP$419.92
YTD VWAP$383.46
Daily reference VWAP$414.04
Price vs 20D SMA-0.59%
Price vs 50D SMA-0.84%
Price vs 200D SMA12.07%
Momentum kinematics10 observations
RSI (7)49.61
RSI (14)49.62
RSI (21)49.76
Stochastic K33.78
Stochastic D33.15
MACD line-0.35
MACD histogram-0.12
ADX (14)7.57
MACD acceleration-0.16
RSI velocity0.41
Volatility and price boundaries11 observations
ATR (14)-0.35
ATR (14) %2.74%
Bollinger upper$431.93
Bollinger middle$419.49
Bollinger lower$407.05
Bollinger position0.40%
Volatility environmentMedium
20D realized volatility24.06%
Observed range position41.15%
5D true high$429.12
5D true low$407.81
Participation and institutional flow7 observations
Volume5.22M
20D average volume5.46M
Volume vs 20D average0.96x
20D SMA velocity-0.05
50D SMA velocity-0.66
Institutional flow-0.04
ATR velocity-0.35
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$416.80
DateSep 3, 2026
Volume5.22M
Vwap D$414.04
Mvwap 20$419.92
Change1.30
Change Percentage0.31%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$419.49
Sma 50$420.53
Sma 200$372.10
Ema 9$416.99
Ema 21$417.36
Momentum structure9 observations
Rsi 749.61
Rsi 1449.62
Rsi 2149.76
Rsi SignalNeutral
Stoch K33.78
Stoch D33.15
Macd Line-0.35
Macd SignalBearish
Macd Hist-0.12
Volatility structure3 observations
Atr11.43
Atr Pct2.74%
EnvironmentMedium
Option market context3 observations
Current Iv30.08
Iv Rank2.80
Iv Percentile0.79%
Price boundaries8 observations
Bb Upper431.9
Bb Middle419.5
Bb Lower407.1
Bb Pctb0.40
True High$417.30
True Low$407.81
True High 5d$429.12
True Low 5d$407.81
Three-day velocities7 observations
Sma20$-0.05
Sma50$-0.66
Mvwap20$-0.04
Macd-0.16
Rsi0.41
Volume301,351
Atr-0.35
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%
63
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 exhibits bullish sentiment, pricing in continued upside potential for the stock. This is supported by a positive skew, with call options trading at higher implied volatilities than put options. The term structure shows a slight upward slope, suggesting that investors expect volatility to increase further out in time.

Front ATM IV32.11%
Current IV29.91%
IV Rank2.15
IV Percentile0.40%
25Δ skew-1.78
Term slope-1.72
Term structureFlat
Quote coverage100%
Median option spread7.93%
Term structure

Implied volatility by expiration

3 observed expirations
32.1%28.9%
ExpirationDTEATM IVState
2026-09-041.0032.11%
2026-09-118.0028.90%
2026-09-1815.0030.39%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$410.00
Long strike$407.50
Net credit / share$0.32
Credit / width13.00%
$32$-218$406.13$411.38Expiration payoff per standard 100-share contract

Bear Call Spread Reference

Expiration
Short strike$422.50
Long strike$425.00
Net credit / share$0.38
Credit / width15.20%
$38$-212$421.13$426.38Expiration payoff per standard 100-share contract
Evidence used
  • Implied volatility for near-term calls (front expiration) is 32.11%, significantly higher than the overall market IV of 14.46%.
  • The delta 25 skew is -1.78, indicating a bullish bias as call options are more expensive than put options with similar deltas.
  • The term structure shows a slight upward slope (-1.72 points), suggesting that investors expect volatility to increase further out in time.
Risk context
  • High valuation relative to some DCF/GF estimates warrants caution.
  • Potential margin pressure from overseas expansion could impact future profitability.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score70.30

TSM's recent earnings report and positive outlook on AI demand have fueled investor optimism, driving up call option premiums.

Execution intelligence

Liquidity and quote conditions

Dollar volume$2.18B
Underlying bid/ask spread0.11%
Option quote coverage100%
Median option spread7.93%
Fundamental intelligence

Business quality context

Factor score93.10
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

TSM Covered Call signal

Sep 3, 2026 2:33 PM EDT

Covered Call | 2026-09-11 | short $417.50 | $6.48 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$61.85T
P/E (TTM)27.3×
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 identity8ded32bf69e1c48604579cd9

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