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Option traders moderately bearish in Taiwan Semi with shares down 1.13%

Option traders moderately bearish in Taiwan Semi (TSM), with shares down $2.75 near $241.54. Options volume relatively light with 76k contracts traded and calls leading puts for a put/call ratio of 0.98, compared to a typical level near 0.8. Implied volatility (IV30) is higher by 0.6 points near 30.58,in the lowest 10% of observations over the past year, suggesting an expected daily move of $4.65. Put-call skew steepened, indicating increased demand for downside protection.

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