TSM options: estimated premium turnover $123M; largest line TSM270115P00420000 (Put) $25M (expires 2027-01-15)TSM 期权异动：所扫描合约成交权利金估算约 $123M；最大合约 TSM270115P00420000（看跌期权 Put）约 $25M（2027-01-15 到期）
Estimated premium turnover across the scanned TSM contracts was $123M on 92,144 contracts. The call/put volume ratio was 1.1x (calls 48,059 / puts 44,085). The largest line was TSM270115P00420000 (Put), with estimated premium turnover of $25M and expiration on 2027-01-15. The nearest expiration was 2026-09-25; the ATM options implied a move of about 2.9%. Average call IV was 34.3%, average put IV was 33.2%, and put/call IV skew was -1.1 pts.
The underlying moved -1.2% in the same snapshot.
TSM 所扫描合约权利金成交额估算为 $123M，成交量 92,144 张；Call/Put 成交量比为 1.1x（Call 48,059 张 / Put 44,085 张）。最大合约为 TSM270115P00420000（看跌期权 Put），权利金成交额估算 $25M，到期日 2027-01-15。最近到期日为 2026-09-25，ATM 隐含波动对应的价格区间约 2.9%；平均 Call IV 为 34.3%，平均 Put IV 为 33.2%，Put/Call IV 偏斜为 -1.1 pts。
同期标的价格变动为 -1.2%。
For information only. Not investment advice.内容仅供参考，不构成投资建议。