Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Taiwan Semiconductor Manufacturing Company Ltd. (TSM) had 20-Day Implied Volatility Skew of 0.0077 for 2026-05-22.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-05-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4096
Historical Volatility (Parkinson)	0.3254
Implied Volatility (Calls)	0.4215
Implied Volatility (Puts)	0.4237
Implied Volatility (Mean)	0.4226
Put-Call Implied Volatility Ratio	1.0052
Implied Volatility Skew	0.0077
Option Statistics
Put-Call Ratio (Volume)	3.2093
Put-Call Ratio (Open Interest)	2.5258