Dated end-of-day edition
JW Intelligence Report

Taiwan Semiconductor Manufacturing Co Ltd / TSM

StockTechnologySemiconductors
JW Rank74.1/ 100
Official close$433.34+3.08 (+0.72%)
Bid$434.00
Ask$434.35
Previous close$430.26
ATR (14)2.49%
RSI (14)56.9
Volume4.96M
Model reference$430.00
Upside scenario$450.00
Risk reference$415.00
Decision summary

TSM Option Market Implies Continued Upside Potential

ConstructiveHigh confidence

The TSM option market suggests continued upside potential for the stock. Implied volatility is elevated, reflecting investor anticipation of upcoming earnings and broader market uncertainty. The term structure shows a slight contango, with near-term options slightly more expensive than longer-dated options. Bullish sentiment is supported by strong technical indicators, including a positive MACD crossover and price trading above both the 50-day and 200-day moving averages. However, geopolitical risks and execution challenges remain potential headwinds.

Wheel contextThe market is pricing in potential for both upside and downside movement, with a slight skew towards the upside.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautiously bullish 1-3 weeks if holds/breaks 430; consider long on dip toward support amid high uncertainty from macro (Fed), geopolitics, and execution. Not a high-conviction trade given mixed techs and risks.

Three-month outlook

Constructive/bullish targeting 470-500+ on 2nm ramp, Q3 guidance ($44.6-45.8B), sustained AI/HPC demand (can't keep pace despite expansion), and record revenues, but HIGH UNCERTAINTY from Taiwan-China tensions, US policy/rates, capex intensity/margin dilution, talent shortages, and potential demand slowdown. Geopolitics and execution are key unquantifiable risks.


Market sentiment context

Constructive/bullish on AI leadership and 2nm/advanced nodes, with traders watching 430 hold/breakout to 450-477; reports of heavy insider buying; some caution on volatility spike, crowded semiconductor trade, need for volume confirmation, and unpriced Taiwan geopolitical risk. Mixed near-term views with patience advised over prediction.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$422.49
50D SMA$417.37
200D SMA$379.33
9D EMA$425.97
21D EMA$423.47
20D MVWAP$422.92
YTD VWAP$385.18
Daily reference VWAP$432.82
Price vs 20D SMA2.88%
Price vs 50D SMA4.15%
Price vs 200D SMA14.59%
Momentum kinematics10 observations
RSI (7)61.83
RSI (14)56.90
RSI (21)54.74
Stochastic K54.11
Stochastic D37.64
MACD line2.40
MACD histogram1.87
ADX (14)8.96
MACD acceleration0.26
RSI velocity3.79
Volatility and price boundaries11 observations
ATR (14)-0.21
ATR (14) %2.49%
Bollinger upper$439.77
Bollinger middle$422.49
Bollinger lower$405.21
Bollinger position0.85%
Volatility environmentMedium
20D realized volatility28.51%
Observed range position58.31%
5D true high$434.82
5D true low$412.55
Participation and institutional flow7 observations
Volume4.96M
20D average volume5.63M
Volume vs 20D average0.88x
20D SMA velocity0.69
50D SMA velocity-0.16
Institutional flow0.59
ATR velocity-0.21
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$433.34
DateSep 18, 2026
Volume4.96M
Vwap D$432.82
Mvwap 20$422.92
Change3.08
Change Percentage0.72%
Trend structure6 observations
Trend SignalStrong Bull
Sma 20$422.49
Sma 50$417.37
Sma 200$379.33
Ema 9$425.97
Ema 21$423.47
Momentum structure9 observations
Rsi 761.83
Rsi 1456.90
Rsi 2154.74
Rsi SignalNeutral
Stoch K54.11
Stoch D37.64
Macd Line2.40
Macd SignalBullish
Macd Hist1.87
Volatility structure3 observations
Atr10.82
Atr Pct2.49%
EnvironmentMedium
Option market context3 observations
Current Iv31.76
Iv Rank6.33
Iv Percentile2.79%
Price boundaries8 observations
Bb Upper439.8
Bb Middle422.5
Bb Lower405.2
Bb Pctb0.85
True High$434.82
True Low$428.98
True High 5d$434.82
True Low 5d$412.55
Three-day velocities7 observations
Sma20$0.69
Sma50$-0.16
Mvwap20$0.59
Macd0.26
Rsi3.79
Volume-181,557
Atr-0.21
Risk radar5 observations
Earnings RiskLow
Earnings DateOct 15, 2026
Macro RiskUnknown
Vol RiskMedium
Structure RiskMedium
Deterministic scoring

JW Rank factors

Higher scores indicate stronger observed structure
LiquidityTrading capacity and quote quality proxyCoverage 100%
96
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 Upside Potential

The TSM option market suggests continued upside potential for the stock. Implied volatility is elevated, reflecting investor anticipation of upcoming earnings and broader market uncertainty. The term structure shows a slight contango, with near-term options slightly more expensive than longer-dated options. Bullish sentiment is supported by strong technical indicators, including a positive MACD crossover and price trading above both the 50-day and 200-day moving averages. However, geopolitical risks and execution challenges remain potential headwinds.

Front ATM IV26.63%
Current IV31.84%
IV Rank6.65
IV Percentile2.79%
25Δ skew0.60
Term slope2.25
Term structureContango
Quote coverage100%
Median option spread4.89%
Term structure

Implied volatility by expiration

3 observed expirations
28.9%26.6%
ExpirationDTEATM IVState
2026-09-257.0026.63%
2026-10-0214.0027.89%
2026-10-0921.0028.88%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$422.50
Long strike$412.50
Net credit / share$2.06
Credit / width20.60%
$206$-794$407.00$428.00Expiration payoff per standard 100-share contract

Bear Call Spread Reference

Expiration
Short strike$442.50
Long strike$445.00
Net credit / share$0.48
Credit / width19.20%
$48$-202$441.13$446.38Expiration payoff per standard 100-share contract
Evidence used
  • Elevated implied volatility suggests market anticipation of significant price movement around upcoming earnings.
  • Slight contango in the term structure indicates a belief that future volatility will be higher than current levels.
  • Strong technical indicators like a positive MACD crossover and price above key moving averages support bullish sentiment.
Risk context
  • Geopolitical tensions between Taiwan and China could negatively impact TSM's operations and profitability.
  • Execution challenges related to capacity expansion and meeting surging demand for advanced chips pose risks.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score70.40

The market is pricing in potential for both upside and downside movement, with a slight skew towards the upside.

Execution intelligence

Liquidity and quote conditions

Dollar volume$2.15B
Underlying bid/ask spread0.08%
Option quote coverage100%
Median option spread4.89%
Fundamental intelligence

Business quality context

Factor score93.10
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

TSM Covered Call signal

Sep 18, 2026 9:31 AM EDT

Covered Call | 2026-09-25 | short $432.50 | $6.75 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$61.72T
P/E (TTM)27.2×
Beta0.97
52-week range$1,250.00 – $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 identity5a41c4e640219e8ab14ca659

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