Dated end-of-day edition
JW Intelligence Report

Taiwan Semiconductor Manufacturing Co Ltd / TSM

StockTechnologySemiconductors
JW Rank73.4/ 100
Official close$428.70+10.98 (+2.63%)
Bid$428.10
Ask$428.83
Previous close$417.72
ATR (14)2.60%
RSI (14)54.8
Volume5.27M
Model reference$422.00
Upside scenario$455.00
Risk reference$405.00
Decision summary

TSM Option Market Implies Continued Upside Potential

ConstructiveHigh confidence

The TSM option market exhibits bullish sentiment, pricing in continued upside potential despite recent consolidation. Elevated implied volatility suggests heightened uncertainty surrounding the stock's near-term direction.

Wheel contextThe market anticipates continued growth driven by AI demand and TSM's expansion plans.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious hold/accumulate on dips; mixed signals and options flow suggest possible consolidation or mild pullback before next leg. High uncertainty from weak ADX, fading MACD, and macro (Fed hike).

Three-month outlook

Bullish bias from AI-driven revenue acceleration, 2nm ramp, and raised capex/guidance, with analyst averages ~$540 (~26% upside) and some targets to $590; however high uncertainty from Taiwan geopolitics, capacity/talent constraints, valuation (trailing ~31x), potential rate impacts, and short-term technical weakness that could see range $400-500.


Market sentiment context

Mixed/cautiously bullish: Strong AI thesis and inclusion in must-own lists, but recent options flow shows put accumulation (targets ~$401-403, stop ~$439); technical caution to defend $430 or risk 50DMA pullback; some spam but overall optimistic on demand yet wary of near-term volatility.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$421.56
50D SMA$417.42
200D SMA$378.59
9D EMA$423.79
21D EMA$422.35
20D MVWAP$422.11
YTD VWAP$385.03
Daily reference VWAP$428.06
Price vs 20D SMA2.06%
Price vs 50D SMA3.08%
Price vs 200D SMA13.65%
Momentum kinematics10 observations
RSI (7)57.95
RSI (14)54.76
RSI (21)53.34
Stochastic K35.00
Stochastic D32.49
MACD line1.62
MACD histogram1.74
ADX (14)8.81
MACD acceleration-0.36
RSI velocity2.34
Volatility and price boundaries11 observations
ATR (14)-0.14
ATR (14) %2.60%
Bollinger upper$438.06
Bollinger middle$421.56
Bollinger lower$405.05
Bollinger position0.76%
Volatility environmentMedium
20D realized volatility28.48%
Observed range position54.02%
5D true high$435.37
5D true low$412.55
Participation and institutional flow7 observations
Volume5.27M
20D average volume5.61M
Volume vs 20D average0.94x
20D SMA velocity0.09
50D SMA velocity-0.40
Institutional flow0.09
ATR velocity-0.14
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$428.70
DateSep 17, 2026
Volume5.27M
Vwap D$428.06
Mvwap 20$422.11
Change10.98
Change Percentage2.63%
Trend structure6 observations
Trend SignalStrong Bull
Sma 20$421.56
Sma 50$417.42
Sma 200$378.59
Ema 9$423.79
Ema 21$422.35
Momentum structure9 observations
Rsi 757.95
Rsi 1454.76
Rsi 2153.34
Rsi SignalNeutral
Stoch K35.00
Stoch D32.49
Macd Line1.62
Macd SignalBullish
Macd Hist1.74
Volatility structure3 observations
Atr11.20
Atr Pct2.60%
EnvironmentMedium
Option market context3 observations
Current Iv31.99
Iv Rank7.21
Iv Percentile3.59%
Price boundaries8 observations
Bb Upper438.1
Bb Middle421.6
Bb Lower405.1
Bb Pctb0.76
True High$430.53
True Low$417.72
True High 5d$435.37
True Low 5d$412.55
Three-day velocities7 observations
Sma20$0.09
Sma50$-0.40
Mvwap20$0.09
Macd-0.36
Rsi2.34
Volume-1.12M
Atr-0.14
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%
71
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
87
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 Upside Potential

The TSM option market exhibits bullish sentiment, pricing in continued upside potential despite recent consolidation. Elevated implied volatility suggests heightened uncertainty surrounding the stock's near-term direction.

Front ATM IV32.43%
Current IV32.23%
IV Rank8.11
IV Percentile4.78%
25Δ skew15.91
Term slope-3.08
Term structureBackwardation
Quote coverage100%
Median option spread4.24%
Term structure

Implied volatility by expiration

3 observed expirations
32.4%28.9%
ExpirationDTEATM IVState
2026-09-181.0032.43%
2026-09-258.0028.88%
2026-10-0215.0029.35%
Reference structures

Defined-risk observations

Bear Call Spread Reference

Expiration
Short strike$435.00
Long strike$437.50
Net credit / share$0.49
Credit / width19.40%
$49$-201$433.63$438.88Expiration payoff per standard 100-share contract
Evidence used
  • Elevated call skew indicates strong demand for bullish options strategies.
  • Positive term structure with a backwardated slope suggests expectations for future price increases.
  • Strong technical indicators like the uptrend above key moving averages and positive RSI readings support the bullish outlook.
Risk context
  • Geopolitical risks related to Taiwan could negatively impact the stock price.
  • Potential capacity constraints and talent shortages may hinder future growth.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score70.70

The market anticipates continued growth driven by AI demand and TSM's expansion plans.

Execution intelligence

Liquidity and quote conditions

Dollar volume$2.27B
Underlying bid/ask spread0.09%
Option quote coverage100%
Median option spread4.24%
Fundamental intelligence

Business quality context

Factor score93.10
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

TSM Covered Call signal

Sep 17, 2026 2:34 PM EDT

Covered Call | 2026-09-25 | short $430.00 | $7.65 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)27.2×
Beta0.97
52-week range$1,235.00 – $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 identitye19990bf49244893be3c79a9

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