TSM Options History — December 2024 In December 2024, TSM traded between $191.32 and $207.80. ATM implied volatility averaged 38.4%, placing in the 42.0% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 1.2% (HV 20d: 37.2%). Max pain ranged from $160.00 to $185.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.63.
Notable Days 2024-12-13 : Highest Volume — 254,596 contracts2024-12-16 : Largest IV spike — 13.3% change2024-12-18 : Highest IV Rank — 63.6%2024-12-30 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $199.32 $191.32 $207.80 $194.81 $198.20 Max Pain $166.67 $160.00 $185.00 $185.00 $165.00 ATM IV 38.4% 31.9% 46.4% 32.7% 41.8% Expected Move 12.0% 9.9% 13.4% 10.1% 13.4% HV 20d 37.2% 32.8% 42.6% 35.2% 37.1% HV 60d 41.4% 40.4% 42.2% 42.1% 40.5% IV Rank 42.0% 24.9% 63.6% 29.2% 50.3% IV Percentile 53.9% 22.2% 91.7% 30.2% 65.5% Term Structure 1.6% -1.5% 7.4% 0.8% -0.4% VWIV 42.5% 35.6% 47.5% 36.0% 46.8% Skew 25d 0.1% -1.1% 2.2% -1.0% 1.5% Skew 10d 1.6% -0.8% 4.9% -0.8% 3.7% Call IV 25d 38.7% 32.5% 46.7% 33.3% 41.2% Put IV 25d 38.9% 31.9% 46.9% 32.4% 42.7% Bid-Ask Spread % 11.68 2.49 20.09 2.57 6.50 Gamma HHI 0.09 0.07 0.16 0.09 0.08 Net GEX 153.7M 43.6M 226.9M 159.0M 110.8M Net DEX -6.10B -8.09B -4.33B -5.50B -4.82B Net VEX -27.3M -28.7M -25.5M -27.9M -26.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.09 1.74 0.65 0.35 Total Volume 130,907.381 54,093 254,596 178,515 82,048 Total OI 1,673,091.667 1,516,594 1,756,299 1,649,567 1,576,825
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2024-12-02 $194.81 $185.00 32.7% 10.1% 35.2% 29.2% 36.0% -1.0% 0.8% 159.0M -5.50B -27.9M 0.65 2.57 108,498 70,017 685,983 963,584 2024-12-03 $197.99 $185.00 32.3% 10.0% 35.3% 27.9% 35.6% -0.8% 1.2% 180.4M -6.15B -27.5M 0.14 2.49 205,370 29,102 689,803 970,949 2024-12-04 $201.23 $185.00 31.9% 9.9% 35.2% 24.9% 35.6% -0.6% 0.9% 210.3M -7.53B -27.6M 0.56 2.66 80,311 45,077 726,856 981,319 2024-12-05 $203.45 $160.00 32.2% 11.1% 35.2% 25.6% 39.9% -0.9% 1.0% 226.9M -8.09B -27.0M 0.83 3.23 74,936 61,909 736,636 991,916 2024-12-06 $202.37 $160.00 32.1% 11.1% 32.8% 25.5% 41.8% -0.7% 1.1% 190.5M -7.68B -27.6M 0.73 8.61 72,494 52,734 744,816 1,001,917 2024-12-09 $199.62 $160.00 33.9% 11.6% 33.2% 30.4% 41.4% -1.1% 6.3% 153.6M -6.50B -28.0M 1.74 16.41 32,816 57,157 710,861 957,666 2024-12-10 $191.32 $160.00 33.9% 11.8% 33.5% 30.4% 43.1% -0.2% 7.4% 87.4M -4.33B -28.4M 0.88 12.24 71,722 62,784 717,780 977,313 2024-12-11 $195.38 $160.00 33.9% 11.7% 34.0% 28.7% 41.7% -0.3% 7.0% 116.6M -5.59B -27.6M 0.09 14.97 220,645 20,317 732,247 988,784 2024-12-12 $191.82 $165.00 35.4% 11.8% 34.0% 33.0% 41.7% -0.5% 7.2% 84.8M -4.33B -28.7M 0.50 12.71 48,369 23,951 719,545 997,217 2024-12-13 $200.85 $165.00 36.9% 11.8% 37.6% 37.3% 41.7% -0.9% 6.6% 218.6M -6.97B -27.2M 0.40 13.09 181,961 72,635 735,162 1,002,487 2024-12-16 $203.38 $165.00 41.8% 12.4% 37.1% 50.4% 43.8% -1.1% -0.7% 190.2M -7.14B -27.7M 0.48 13.46 68,395 32,686 712,717 968,972 2024-12-17 $200.57 $165.00 42.4% 12.4% 37.6% 52.0% 43.6% -0.7% -0.2% 183.3M -6.53B -27.4M 0.80 20.09 30,133 23,960 725,631 978,378 2024-12-18 $194.56 $165.00 46.4% 13.3% 39.3% 63.6% 46.7% 0.2% -1.3% 120.2M -4.93B -28.1M 0.60 19.46 71,092 42,594 728,526 984,007 2024-12-19 $194.88 $165.00 45.5% 13.1% 38.9% 61.1% 46.4% 1.5% -1.2% 89.4M -4.79B -28.3M 0.81 17.41 43,472 35,038 742,403 1,004,682 2024-12-20 $196.81 $165.00 42.6% 12.3% 38.4% 52.7% 43.3% 2.2% -1.5% 43.6M -5.45B -27.2M 0.64 16.92 55,062 35,369 743,182 1,013,117 2024-12-23 $207.80 $165.00 42.6% 12.4% 42.6% 52.7% 43.6% 1.0% -0.2% 178.9M -7.39B -25.5M 0.48 11.17 135,787 65,484 645,627 870,967 2024-12-24 $205.56 $165.00 41.3% 11.9% 41.3% 48.9% 42.2% 1.0% -0.5% 210.6M -7.06B -26.4M 0.45 19.26 55,835 25,384 692,119 903,893 2024-12-26 $203.68 $165.00 41.4% 12.2% 41.3% 49.3% 43.2% 0.9% -0.2% 221.4M -6.53B -26.3M 0.66 12.02 65,393 43,258 699,401 914,134 2024-12-27 $200.97 $165.00 43.9% 13.2% 41.3% 56.4% 46.6% 1.7% -0.5% 124.8M -5.44B -27.0M 0.53 10.33 97,919 51,602 698,570 937,775 2024-12-30 $200.41 $165.00 42.5% 13.4% 40.7% 52.4% 47.5% 1.5% -0.3% 125.9M -5.34B -26.2M 0.93 9.64 49,625 46,114 663,939 897,219 2024-12-31 $198.20 $165.00 41.8% 13.4% 37.1% 50.3% 46.8% 1.5% -0.4% 110.8M -4.82B -26.0M 0.35 6.50 60,687 21,361 672,544 904,281
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