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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Taiwan Semiconductor Manufacturing Company Ltd. (TSM) - NYSE Next Earnings Date: OS Estimate: Oct. 15, 2026 BO
OS Projected Window: Oct. 12, 2026 to Oct. 17, 2026
EVR: 1.9
Avg Daily Volume: 13,670,655    Market Cap: 2.2T
Sector: Technology    Short Interest: 0.64
Live Interactive Chart
Days to Next Earnings: 55 Days

DMH Warning: This company sometimes reports During Market Hours
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
July 16, 2026 BO 2.0 $419.48 @$420.00 $55.23
($419.48)
13.15% -3.8% I -2.32% I $409.74 $51.60
( $409.74 )
-6.57%
April 16, 2026 BO 2.1 $375.10 @$380.00 $39.85
($375.10)
10.49% -3.87% I -3.13% I $363.35 $36.55
( $363.35 )
-8.28%
Jan. 15, 2026 BO 2.2 $327.11 @$330.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 16, 2025 BO 2.4 $304.71 @$300.00
July 17, 2025 BO 2.4 $237.56 @$240.00
April 17, 2025 BO 2.5 $151.67 @$150.00
Jan. 16, 2025 BO 2.6 $206.80 @$210.00
Oct. 17, 2024 BO 2.2 $187.48 @$185.00
July 18, 2024 BO 2.2 $171.20 @$170.00
April 18, 2024 BO 2.3 $139.03 @$140.00

 
 
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