TSEM implied volatility

TSEM implied volatility: the term structure across expirations and the front expiry's smile by strike.

• TSEM options traded $3.07M in premium on 2026-11-02: $234.14K in calls and $2.83M in puts, a net bullish lean of $1.38M.
• Put/call ratio 12.10, implied volatility 90.3%.
• Options price a move of about ±$20.20 by 2026-11-06.
• Max pain for 2026-11-06 is $160.0.

Updated 2026-11-02 17:54 UTC