Dated end-of-day edition
JW Intelligence Report

Taiwan Semiconductor Manufacturing Co Ltd / TSM

StockTechnologySemiconductors
JW Rank73.4/ 100
Official close$427.98+10.97 (+2.63%)
Bid$428.00
Ask$429.00
Previous close$417.01
ATR (14)2.69%
RSI (14)56.8
Volume7.63M
Model reference$422.50
Upside scenario$448.00
Risk reference$408.00
Decision summary

TSM Option Market Prices in Strong Bullish Sentiment

ConstructiveHigh confidence

The TSM option market reflects strong bullish sentiment driven by positive news surrounding AI demand, capacity expansions, and analyst upgrades. Implied volatility is elevated but term structure is relatively flat, suggesting a balanced view on future price direction.

Wheel contextThe market is pricing in strong demand for TSM's products driven by AI growth, with analysts raising price targets and highlighting capacity constraints as a positive factor.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Bullish bias over 1-3 weeks on AI expansion news and sector strength, but high uncertainty after today's 2.66% rally; prefer entry on pullback. Not financial advice.

Three-month outlook

Constructive outlook with potential to challenge $470-500+ levels, supported by accelerating AI demand, raised guidance, capacity expansions and analyst targets averaging over $500. Significant uncertainty remains from elevated valuation (P/E ~31), near-term margin pressure from 2nm ramp and high capex/overseas fabs, macroeconomic/interest rate risks, and geopolitical factors involving Taiwan. Execution on massive investments is critical; results could be volatile.


Market sentiment context

Predominantly positive among investors, highlighting TSM's central role in the AI supply chain, capacity constraints as a bullish 'chokehold', and institutional buying (Druckenmiller, Tepper). Semiconductor sector rally noted with TSM as core holding. Some posts flag short-term mixed/weak technicals versus intact long-term uptrend. Overall bullish on AI supercycle continuation.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$419.94
50D SMA$420.41
200D SMA$372.83
9D EMA$419.38
21D EMA$418.41
20D MVWAP$420.37
YTD VWAP$383.68
Daily reference VWAP$426.05
Price vs 20D SMA2.14%
Price vs 50D SMA2.02%
Price vs 200D SMA15.04%
Momentum kinematics10 observations
RSI (7)65.73
RSI (14)56.77
RSI (21)53.99
Stochastic K56.33
Stochastic D40.64
MACD line0.61
MACD histogram0.03
ADX (14)7.63
MACD acceleration0.28
RSI velocity3.04
Volatility and price boundaries11 observations
ATR (14)-0.18
ATR (14) %2.69%
Bollinger upper$433.07
Bollinger middle$419.94
Bollinger lower$406.80
Bollinger position0.84%
Volatility environmentMedium
20D realized volatility26.05%
Observed range position52.71%
5D true high$429.82
5D true low$407.81
Participation and institutional flow7 observations
Volume7.63M
20D average volume5.55M
Volume vs 20D average1.37x
20D SMA velocity0.15
50D SMA velocity-0.34
Institutional flow0.10
ATR velocity-0.18
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$427.98
DateSep 4, 2026
Volume7.63M
Vwap D$426.05
Mvwap 20$420.37
Change10.97
Change Percentage2.63%
Trend structure6 observations
Trend SignalStrong Bull
Sma 20$419.94
Sma 50$420.41
Sma 200$372.83
Ema 9$419.38
Ema 21$418.41
Momentum structure9 observations
Rsi 765.73
Rsi 1456.77
Rsi 2153.99
Rsi SignalNeutral
Stoch K56.33
Stoch D40.64
Macd Line0.61
Macd SignalBullish
Macd Hist0.03
Volatility structure3 observations
Atr11.52
Atr Pct2.69%
EnvironmentMedium
Option market context3 observations
Current Iv30.75
Iv Rank2.74
Iv Percentile1.98%
Price boundaries8 observations
Bb Upper433.1
Bb Middle419.9
Bb Lower406.8
Bb Pctb0.84
True High$429.82
True Low$417.01
True High 5d$429.82
True Low 5d$407.81
Three-day velocities7 observations
Sma20$0.15
Sma50$-0.34
Mvwap20$0.10
Macd0.28
Rsi3.04
Volume900,834
Atr-0.18
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%
70
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
83
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%
39

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 Strong Bullish Sentiment

The TSM option market reflects strong bullish sentiment driven by positive news surrounding AI demand, capacity expansions, and analyst upgrades. Implied volatility is elevated but term structure is relatively flat, suggesting a balanced view on future price direction.

Front ATM IV28.69%
Current IV31.71%
IV Rank6.38
IV Percentile3.97%
25Δ skew0.29
Term slope1.84
Term structureFlat
Quote coverage100%
Median option spread4.96%
Term structure

Implied volatility by expiration

3 observed expirations
30.5%28.7%
ExpirationDTEATM IVState
2026-09-117.0028.69%
2026-09-1814.0029.46%
2026-09-2521.0030.53%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$417.50
Long strike$415.00
Net credit / share$0.52
Credit / width21.00%
$52$-198$413.63$418.88Expiration payoff per standard 100-share contract

Bear Call Spread Reference

Expiration
Short strike$440.00
Long strike$442.50
Net credit / share$0.59
Credit / width23.60%
$59$-191$438.63$443.88Expiration payoff per standard 100-share contract
Evidence used
  • TSM's implied volatility is 31.71%, indicating market participants anticipate significant price movement in the coming weeks.
  • The term structure of options shows a slight upward slope, with near-term IV slightly higher than further out expirations. This suggests some expectation for potential short-term volatility.
  • Strong technical indicators like a bullish trend signal and positive RSI readings support the bullish outlook.
Risk context
  • Elevated valuation (P/E ~31) could pose a risk if future earnings fail to meet expectations.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score69.50

The market is pricing in strong demand for TSM's products driven by AI growth, with analysts raising price targets and highlighting capacity constraints as a positive factor.

Execution intelligence

Liquidity and quote conditions

Dollar volume$3.27B
Underlying bid/ask spread0.23%
Option quote coverage100%
Median option spread4.96%
Fundamental intelligence

Business quality context

Factor score93.10
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

TSM Covered Call signal

Sep 4, 2026 11:07 AM EDT

Covered Call | 2026-09-11 | short $430.00 | $5.23 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$61.98T
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 identityc811deacdc044b265c66d077

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