Dated end-of-day edition
JW Intelligence Report

Taiwan Semiconductor Manufacturing Co Ltd / TSM

StockTechnologySemiconductors
JW Rank74.3/ 100
Official close$432.96+4.93 (+1.15%)
Bid$432.80
Ask$433.49
Previous close$428.03
ATR (14)2.58%
RSI (14)56.9
Volume3.95M
Model reference$428.00
Upside scenario$455.00
Risk reference$415.00
Decision summary

TSM Option Market Implies Continued Bullishness Despite Recent Dip

ConstructiveHigh confidence

The TSM option market displays a bullish outlook, despite a recent dip in the stock price. This is evidenced by several factors: positive technical indicators like the golden cross and strong momentum, a flat term structure with relatively high implied volatility, and bullish sentiment from analysts and traders alike. The upcoming dividend and Q3 earnings release could further fuel this optimism.

Wheel contextThe recent dip in TSM's stock price presents an opportunity for investors to accumulate shares at a potentially attractive entry point.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious accumulate on dips; high uncertainty from macro/yields and already-elevated expectations despite strong fundamentals. 1-3 week swing with defined risk.

Three-month outlook

Constructive/bullish bias toward 470-500+ if Q3 beats and AI capex holds, supported by capacity expansion and 2nm. However, significant uncertainty: geopolitics (Taiwan-China tensions), interest rates/inflation compressing multiples, potential AI spending digestion, and valuation (already prices in strong growth). High volatility likely around mid-Oct earnings; not a low-risk hold.


Market sentiment context

Generally bullish on unmatched AI foundry moat, record revenue, and long-term pricing power (Nvidia/AMD/Apple customers); traders note muted stock reaction as growth already expected. Short-term mixed: watching $430 hold for continuation vs. $425 breakdown amid yields/macro. Geopolitics (Taiwan) and valuation frequently cited as risks. Some seeing rebound in semis, others caution on high expectations.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$421.71
50D SMA$418.93
200D SMA$375.95
9D EMA$427.59
21D EMA$423.24
20D MVWAP$422.22
YTD VWAP$384.45
Daily reference VWAP$432.50
Price vs 20D SMA2.73%
Price vs 50D SMA3.42%
Price vs 200D SMA15.24%
Momentum kinematics10 observations
RSI (7)60.99
RSI (14)56.89
RSI (21)54.60
Stochastic K69.14
Stochastic D76.61
MACD line3.60
MACD histogram1.85
ADX (14)9.80
MACD acceleration0.48
RSI velocity-1.61
Volatility and price boundaries11 observations
ATR (14)-0.20
ATR (14) %2.58%
Bollinger upper$438.86
Bollinger middle$421.71
Bollinger lower$404.56
Bollinger position0.84%
Volatility environmentMedium
20D realized volatility27.75%
Observed range position56.92%
5D true high$444.29
5D true low$417.01
Participation and institutional flow7 observations
Volume3.95M
20D average volume5.51M
Volume vs 20D average0.72x
20D SMA velocity0.25
50D SMA velocity-0.54
Institutional flow0.12
ATR velocity-0.20
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$432.96
DateSep 11, 2026
Volume3.95M
Vwap D$432.50
Mvwap 20$422.22
Change4.93
Change Percentage1.15%
Trend structure6 observations
Trend SignalStrong Bull
Sma 20$421.71
Sma 50$418.93
Sma 200$375.95
Ema 9$427.59
Ema 21$423.24
Momentum structure9 observations
Rsi 760.99
Rsi 1456.89
Rsi 2154.60
Rsi SignalNeutral
Stoch K69.14
Stoch D76.61
Macd Line3.60
Macd SignalBullish
Macd Hist1.85
Volatility structure3 observations
Atr11.19
Atr Pct2.58%
EnvironmentMedium
Option market context3 observations
Current Iv31.37
Iv Rank4.88
Iv Percentile2.39%
Price boundaries8 observations
Bb Upper438.9
Bb Middle421.7
Bb Lower404.6
Bb Pctb0.84
True High$435.37
True Low$428.03
True High 5d$444.29
True Low 5d$417.01
Three-day velocities7 observations
Sma20$0.25
Sma50$-0.54
Mvwap20$0.12
Macd0.48
Rsi-1.61
Volume-1.65M
Atr-0.20
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%
90
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%
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 Implies Continued Bullishness Despite Recent Dip

The TSM option market displays a bullish outlook, despite a recent dip in the stock price. This is evidenced by several factors: positive technical indicators like the golden cross and strong momentum, a flat term structure with relatively high implied volatility, and bullish sentiment from analysts and traders alike. The upcoming dividend and Q3 earnings release could further fuel this optimism.

Front ATM IV30.25%
Current IV31.58%
IV Rank5.65
IV Percentile2.39%
25Δ skew1.11
Term slope0.31
Term structureFlat
Quote coverage100%
Median option spread3.15%
Term structure

Implied volatility by expiration

3 observed expirations
30.6%30.3%
ExpirationDTEATM IVState
2026-09-187.0030.25%
2026-09-2514.0030.41%
2026-10-0221.0030.56%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$420.00
Long strike$417.50
Net credit / share$0.52
Credit / width20.80%
$52$-198$416.13$421.38Expiration payoff per standard 100-share contract

Bear Call Spread Reference

Expiration
Short strike$445.00
Long strike$447.50
Net credit / share$0.55
Credit / width22.00%
$55$-195$443.63$448.88Expiration payoff per standard 100-share contract
Evidence used
  • The option chain shows a slight skew towards calls, indicating bullish sentiment.
  • Implied volatility is elevated, suggesting market participants anticipate significant price movement in the coming weeks.
  • Analysts remain bullish on TSM with a strong buy consensus and price targets above current levels.
Risk context
  • Geopolitical tensions surrounding Taiwan could negatively impact the company's operations and share price.
  • Rising interest rates and inflation may compress valuations and dampen investor sentiment.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score70.00

The recent dip in TSM's stock price presents an opportunity for investors to accumulate shares at a potentially attractive entry point.

Execution intelligence

Liquidity and quote conditions

Dollar volume$1.71B
Underlying bid/ask spread0.16%
Option quote coverage100%
Median option spread3.15%
Fundamental intelligence

Business quality context

Factor score93.10
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

TSM Covered Call signal

Sep 11, 2026 9:36 AM EDT

Covered Call | 2026-09-18 | short $430.00 | $6.93 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$63.53T
P/E (TTM)28.0×
Beta0.98
52-week range$1,180.00 – $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 identityfcde8440cd2e2b4054a2cb2b

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