1 consecutive session in contango (the normal upward slope).
Skew · risk reversal
25-delta
—
own 3y insufficient data (n=0)
10-delta
—
own 3y insufficient data (n=0)
Skew has been collected since 2026-07-30 only: the vendor serves no earlier history, so each percentile here is taken over all of it - the few weeks of readings there are, which the n beside it counts.
Expiry window · 0–120 DTE
Next earnings: 2026-10-15 premarket, stated by the company, first moves the 2026-10-15 session, expected move ±$22.08 (±4.8%). As the vendor's calendar stood on 2026-10-02, not on the page's date.
No book to list expiries from. No TSM chain book on or before 2026-10-01: no net_gex reading for TSM is dated on or before it and knowable as of it under the lag metric_registry declares. A book is dated by the session its chain describes, not by when it was fetched.
Chain · one strike axis
No TSM chain book on or before 2026-10-01: no net_gex reading for TSM is dated on or before it and knowable as of it under the lag metric_registry declares. A book is dated by the session its chain describes, not by when it was fetched.
━ 2026-10-01◆ scheduled release, at the first tenor spanning it■ earnings, at the first session it can move (□ no expected move served)tenors in calendar days, log scale
Scheduled after the 2026-10-01 close, from the 2026-10-01 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
Earnings: 2026-10-15 premarket, stated by the company, first moves the 2026-10-15 session (14d on the tenor axis), expected move ±$22.08 (±4.8%). As the vendor's calendar stood on 2026-10-02, not on the page's date.
