Quantchabot has detected a new Bear Call Spread trade opportunity for TAIWAN SEMICONDUCTOR (TSM) for the 24-Dec-2026 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
TSM was recently trading at $361.31 and has an implied volatility of 45.44% for this period. Based on an analysis of the options available for TSM expiring on 24-Dec-2026, there is a 34.19% likelihood that the underlying will close within the analyzed range of $306.49-$362.47 at expiration. In this scenario, the average linear return for the trade would be 101.23%.
Big -8.70% Change: After closing the last trading session at $395.75, TAIWAN SEMICONDUCTOR opened today at $379.75 and has reached a low of $361.22.
Trade approach: A movement as big as -8.70% is a significantly bearish indicator, so this trade is designed to be profitable if TSM maintains its current direction and does not revert back to pricing on the bullish side of $361.31 on 24-Dec-2026. If possible, the trade has been padded such that slight movement against the trade would still return a profit.
Upside potential: Using this bearish strategy, the trade would be profitable if TAIWAN SEMICONDUCTOR closes at or below $363.80 on 24-Dec-2026. Based on our risk-neutral analysis, there is a 50.88% likelihood of this return.
Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.
To analyze this trade in depth, please visit the Quantcha Options Search Engine.
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