Taiwan Semiconductor Manufacturing Limited (TSM) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Taiwan Semiconductor Manu...

NYSE: TSM · Real-Time Price · USD
292.25
4.14 (1.44%)
At close: Oct 03, 2025, 3:59 PM
292.17
-0.03%
After-hours: Oct 03, 2025, 07:59 PM EDT

TSM Delta Exposure By Expiry

The total Delta Exposure (DEX) for TSM across all expirations shows 94,892,729.31 net shares that market makers must hedge, with 125,765,454.56 from calls and 30,872,725.25 from puts. The put-call delta ratio of 0.25 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

TSM DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 10, 25 2,297,088.6 -5,058,238.96 -2,761,150.36 2.20
Oct 17, 25 17,418,030.45 -5,763,114.67 11,654,915.78 0.33
Oct 24, 25 1,368,737.03 -694,789.67 673,947.36 0.51
Oct 31, 25 783,072.51 -546,266.88 236,805.63 0.70
Nov 7, 25 275,281.45 -263,012.75 12,268.7 0.96
Nov 14, 25 41,121.5 -80,550.1 -39,428.6 1.96
Nov 21, 25 30,400,443.17 -3,930,257.77 26,470,185.4 0.13
Dec 19, 25 18,179,144.12 -2,652,278.26 15,526,865.86 0.15
Jan 16, 26 24,441,653.6 -4,120,829.33 20,320,824.27 0.17
Feb 20, 26 1,606,441.46 -941,928.37 664,513.09 0.59
Mar 20, 26 6,131,588.62 -1,878,420.65 4,253,167.97 0.31
Apr 17, 26 502,719.55 -268,099.12 234,620.43 0.53
May 15, 26 734,301.03 -477,572.98 256,728.05 0.65
Jun 18, 26 5,929,700.6 -1,393,025.03 4,536,675.57 0.23
Sep 18, 26 1,506,077.43 -831,833.91 674,243.52 0.55
Dec 18, 26 2,589,787.08 -638,355.45 1,951,431.63 0.25
Jan 15, 27 7,975,346.26 -1,062,818.74 6,912,527.52 0.13
Dec 17, 27 2,182,452.41 -228,237.85 1,954,214.56 0.10
Jan 21, 28 1,402,467.69 -43,094.76 1,359,372.93 0.03