TSM · Expected-Move

Taiwan Semiconductor Manufacturing Company Ltd. (TSM) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$472.20

Expected move: $22.38
Expected move %: 4.7%
Lower boundary: $449.83
Upper boundary: $494.58
Median historical move: 3.1%
Method: ATM_STRADDLE_MIDPOINT

Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Select observation

Loading graph — the exact table is available below.

2023-10-19Realized move 3.6942%Implied move UnavailableSigned actual 3.6942% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
Realized move (%)	Implied move (%)	Context	Updated
3.6942%	Unavailable	Signed actual 3.6942% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.0735%	Unavailable	Signed actual 1.0735% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
4.8623%	Unavailable	Signed actual 4.8623% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.3913%	Unavailable	Signed actual 0.3913% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
9.793%	Unavailable	Signed actual 9.793% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.0462%	Unavailable	Signed actual 0.0462% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
3.3844%	Unavailable	Signed actual 3.3844% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.5982%	Unavailable	Signed actual 1.5982% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
4.4419%	Unavailable	Signed actual 4.4419% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
3.1325%	Unavailable	Signed actual 3.1325% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
2.3219%	Unavailable	Signed actual 2.3219% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable

Next steps

Calculator

Run the numbers

Open the calculator that uses the same formulas as this page.

Open tool →Guide

Understand the strategy

Learn the risk, the payoff and the common mistakes.

Read guide →

Data provenance

Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.