Taiwan Semiconductor Manu... (TSM)
NYSE: TSM
· Real-Time Price · USD
238.93
-2.07 (-0.86%)
At close: Aug 15, 2025, 3:59 PM
TSM Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for TSM across all expirations is 178,005.1 shares per 1% move, with 1,002,831.54 from calls and 824,826.44 from puts. The put-call GEX ratio of 0.82 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Oct 17, 25 expiration with 163,426.48 net GEX, which may act as a magnet point for price action. Near-term exposure for Aug 22, 25 suggests possible volatility from negative gamma effects.
TSM GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 22, 25 | 76,323.34 | -102,969.02 | -26,645.68 | 1.35 |
| Aug 29, 25 | 50,847.29 | -121,810.76 | -70,963.47 | 2.40 |
| Sep 5, 25 | 16,851.81 | -149,633.24 | -132,781.43 | 8.88 |
| Sep 12, 25 | 5,755.37 | -11,108.65 | -5,353.28 | 1.93 |
| Sep 19, 25 | 226,739.5 | -110,708.16 | 116,031.34 | 0.49 |
| Sep 26, 25 | 1,238.48 | -6,582.76 | -5,344.28 | 5.32 |
| Oct 17, 25 | 217,379.53 | -53,953.05 | 163,426.48 | 0.25 |
| Nov 21, 25 | 53,217.83 | -38,276.2 | 14,941.63 | 0.72 |
| Dec 19, 25 | 122,758.09 | -50,268.58 | 72,489.51 | 0.41 |
| Jan 16, 26 | 126,631.37 | -105,815.73 | 20,815.64 | 0.84 |
| Feb 20, 26 | 8,622.51 | -7,608.31 | 1,014.2 | 0.88 |
| Mar 20, 26 | 27,588.78 | -26,918.36 | 670.42 | 0.98 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| May 15, 26 | 2,297.27 | -3,632.31 | -1,335.04 | 1.58 |
| Jun 18, 26 | 31,748.23 | -18,037.44 | 13,710.79 | 0.57 |
| Sep 18, 26 | 2,469.32 | -1,626.65 | 842.67 | 0.66 |
| Dec 18, 26 | 5,832.06 | -6,371.44 | -539.38 | 1.09 |
| Jan 15, 27 | 24,437.05 | -8,532.98 | 15,904.07 | 0.35 |
| Dec 17, 27 | 2,093.71 | -972.8 | 1,120.91 | 0.46 |