Put-Call Implied Volatility Ratio (20-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Taiwan Semiconductor Manufacturing Company Ltd. (TSM) had 20-Day Put-Call Implied Volatility Ratio of 0.9935 for 2025-09-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-09-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2886
Historical Volatility (Parkinson)	0.2034
Implied Volatility (Calls)	0.3131
Implied Volatility (Puts)	0.3111
Implied Volatility (Mean)	0.3121
Put-Call Implied Volatility Ratio	0.9935
Implied Volatility Skew	0.0933
Option Statistics
Put-Call Ratio (Volume)	1.3191
Put-Call Ratio (Open Interest)	2.2485