{
  "title": "TSM — Taiwan Semiconductor Manufacturing Company Limited Swing Snapshot",
  "generated": "2026-08-28 16:42 UTC",
  "description": "Swing-trading snapshot for TSM (Taiwan Semiconductor Manufacturing Company Limited): price, technicals (incl. ATR, SMA-20, MACD, Bollinger), price levels (pivots/PDH-PDL/VWAP/ORB + volume profile POC/VAH/VAL + recent daily bars), short & liquidity, options/whale flow, a compact analyst read, next earnings and recent news. Trimmed to swing-relevant fields.",
  "company": {
    "companyName": "Taiwan Semiconductor Manufacturing Company Limited",
    "sector": "Technology",
    "industry": "Semiconductors",
    "marketCap": 2186205049600,
    "beta": 1.392,
    "exchange": "NYSE",
    "averageVolume": 13437857,
    "isEtf": false,
    "isActivelyTrading": true,
    "isAdr": true
  },
  "volume": {
    "volume": 4518440,
    "avgVolume": 13437857,
    "short_ratio": [
      {
        "symbol": "TSM",
        "file_date": "2026-08-27",
        "date": "20260827",
        "short_volume": 2908788,
        "short_exempt_volume": 2145,
        "total_volume": 6278522,
        "short_volume_ratio": 0.4633,
        "signal": "Neutral"
      }
    ],
    "volume_profile": {
      "poc": 414.24,
      "vah": 427.15,
      "val": 412.14,
      "profile": [
        {
          "price": 399.82,
          "volume": 1001311
        },
        {
          "price": 400.42,
          "volume": 499626
        },
        {
          "price": 401.03,
          "volume": 1205951
        },
        {
          "price": 401.63,
          "volume": 43027
        },
        {
          "price": 402.23,
          "volume": 1281926
        },
        {
          "price": 402.83,
          "volume": 1073203
        },
        {
          "price": 403.43,
          "volume": 973802
        },
        {
          "price": 404.03,
          "volume": 386168
        },
        {
          "price": 404.63,
          "volume": 545463
        },
        {
          "price": 405.23,
          "volume": 342015
        },
        {
          "price": 405.83,
          "volume": 1192593
        },
        {
          "price": 406.43,
          "volume": 2657645
        },
        {
          "price": 407.03,
          "volume": 1407695
        },
        {
          "price": 407.63,
          "volume": 1032851
        },
        {
          "price": 408.23,
          "volume": 909106
        },
        {
          "price": 408.83,
          "volume": 947442
        },
        {
          "price": 409.43,
          "volume": 1339694
        },
        {
          "price": 410.04,
          "volume": 2545911
        },
        {
          "price": 410.64,
          "volume": 1362784
        },
        {
          "price": 411.24,
          "volume": 1214960
        },
        {
          "price": 411.84,
          "volume": 1795878
        },
        {
          "price": 412.44,
          "volume": 2597638
        },
        {
          "price": 413.04,
          "volume": 4503032
        },
        {
          "price": 413.64,
          "volume": 3501798
        },
        {
          "price": 414.24,
          "volume": 7586174
        },
        {
          "price": 414.84,
          "volume": 6701436
        },
        {
          "price": 415.44,
          "volume": 6650905
        },
        {
          "price": 416.04,
          "volume": 6225556
        },
        {
          "price": 416.64,
          "volume": 4652152
        },
        {
          "price": 417.24,
          "volume": 6674010
        },
        {
          "price": 417.84,
          "volume": 6831772
        },
        {
          "price": 418.44,
          "volume": 5955449
        },
        {
          "price": 419.05,
          "volume": 6981141
        },
        {
          "price": 419.65,
          "volume": 4601769
        },
        {
          "price": 420.25,
          "volume": 4448791
        },
        {
          "price": 420.85,
          "volume": 4080711
        },
        {
          "price": 421.45,
          "volume": 5950245
        },
        {
          "price": 422.05,
          "volume": 5421046
        },
        {
          "price": 422.65,
          "volume": 3413406
        },
        {
          "price": 423.25,
          "volume": 2910809
        },
        {
          "price": 423.85,
          "volume": 2572704
        },
        {
          "price": 424.45,
          "volume": 2327593
        },
        {
          "price": 425.05,
          "volume": 4024426
        },
        {
          "price": 425.65,
          "volume": 3244960
        },
        {
          "price": 426.25,
          "volume": 3225179
        },
        {
          "price": 426.85,
          "volume": 2918465
        },
        {
          "price": 427.45,
          "volume": 1865967
        },
        {
          "price": 428.06,
          "volume": 1578371
        },
        {
          "price": 428.66,
          "volume": 2151381
        },
        {
          "price": 429.26,
          "volume": 1963359
        },
        {
          "price": 429.86,
          "volume": 3030712
        },
        {
          "price": 430.46,
          "volume": 2009531
        },
        {
          "price": 431.06,
          "volume": 3124415
        },
        {
          "price": 431.66,
          "volume": 1860738
        },
        {
          "price": 432.26,
          "volume": 574402
        },
        {
          "price": 432.86,
          "volume": 1093074
        },
        {
          "price": 433.46,
          "volume": 2356418
        },
        {
          "price": 434.06,
          "volume": 1431468
        },
        {
          "price": 434.66,
          "volume": 1323381
        },
        {
          "price": 435.26,
          "volume": 1267418
        }
      ],
      "sessions": 20
    }
  },
  "technical": {
    "price": 421.31,
    "rsi": 51.61788725206175,
    "sma20": 419.36449999999985,
    "sma50": 423.50760000000054,
    "sma200": 369.55214999999987,
    "adx": 9.032742736450247,
    "atr": 10.29,
    "atr_pct": 2.44,
    "atr_expansion_pct": -26.8,
    "di_plus": 28.2,
    "di_minus": 24.8,
    "high_52w": 477.57,
    "low_52w": 227.33,
    "structure": {
      "ema8": 419.8474142747409,
      "ema21": 418.5560771481253,
      "ema50": 417.4406126478106,
      "ema200": 372.01538506944144,
      "ema10": 419.53098498285846,
      "ema20": 418.58738478222205,
      "ema10_slope_pct": 0.18,
      "ema20_slope_pct": 0.12,
      "trend_dir": "chop",
      "checks": {
        "price_above_all": true,
        "ema_stacked": true,
        "ema21_rising": false,
        "ema50_rising": true,
        "adx_over_30": false,
        "higher_highs_lows": false,
        "lower_highs_lows": false,
        "near_21ema": false
      },
      "dist_21ema_pct": 0.7,
      "_no_bars": false,
      "macd": {
        "macd": 0.697,
        "signal": 0.074,
        "histogram": 0.624
      },
      "bollinger": {
        "mid": 419.36,
        "upper": 432.64,
        "lower": 406.09,
        "width_pct": 6.33
      },
      "crossover": {
        "fresh_cross": false,
        "pre_compressed": true,
        "held_above_21": true,
        "candles_since": 1,
        "intraday_support": false
      },
      "momentum": {
        "roc10": -1.2,
        "ret_3d": 0.93,
        "ret_5d": 0.56,
        "roc10_accel": -0.92,
        "checks": {
          "roc_over_5": false,
          "rsi_in_band": false,
          "macd_expanding": false,
          "top_quartile_3d": false,
          "no_big_down": true,
          "near_high": false
        },
        "volume": {
          "rvol": 0.46,
          "checks": {
            "rvol_over_2": false,
            "up_vol_beats_down": true,
            "obv_new_high": false,
            "surge_day": false,
            "pullback_declining_vol": false,
            "last_up_beats_down": true
          }
        }
      },
      "relative_strength": {
        "sector": "Technology",
        "sector_etf": "XLK",
        "sector_etf_ret10d": -1.13,
        "checks": {
          "beats_spy_all": false,
          "beats_sector_10d": false,
          "rs_line_at_high": false,
          "sector_top3": true
        }
      },
      "commodity": {},
      "universe": {
        "checks": {
          "price_over_20": true,
          "avg_vol_over_2m": true,
          "mcap_over_1b": true,
          "no_earnings_7d": true,
          "not_lev_etf_spac": true,
          "bidask_spread": null,
          "dollar_vol_over_10m": true
        },
        "avg_dollar_vol": 5664325482.639999,
        "avg_vol": 13437857
      },
      "options": {
        "checks": {
          "call_vol_2x": false,
          "ivr_under_40": true,
          "iv_contracting": false,
          "oi_calls_above_price": true
        },
        "vals": {
          "call_vol_mult": 0.3,
          "iv_rank": 8.0
        }
      }
    }
  },
  "levels": {
    "prior_day": {
      "high": 429.12,
      "low": 419.73,
      "close": 421.19,
      "date": "2026-08-28"
    },
    "woodie_pivots": {
      "PP": 422.81,
      "R1": 425.89,
      "S1": 416.5,
      "R2": 432.2,
      "S2": 413.42
    },
    "swing": {
      "high_20d": 436.04,
      "low_20d": 398.2,
      "high_60d": 479,
      "low_60d": 372.72
    },
    "orb": {
      "high": 429.12,
      "low": 425.4,
      "date": "2026-08-28"
    },
    "vwap": 424.57,
    "volume_profile": {
      "poc": 414.24,
      "vah": 427.15,
      "val": 412.14,
      "sessions": 20
    },
    "premarket": {
      "date": "2026-08-28",
      "high": 430,
      "low": 425.15,
      "last": 427.32,
      "volume": 89236,
      "gap_pct": 0.0,
      "path": "04:00 425.61 -> 05:25 425.75 -> 07:00 426.07 -> 08:05 426.43 -> 09:10 426.65 -> 09:25 427.32",
      "bars": 56,
      "last_bar_et": "09:25"
    },
    "recent_daily": [
      {
        "d": "2026-07-27",
        "o": 406.075,
        "h": 407.43,
        "l": 388.8,
        "c": 399.09,
        "v": 17932307.660443
      },
      {
        "d": "2026-07-28",
        "o": 385,
        "h": 395.36,
        "l": 381.3,
        "c": 392.31,
        "v": 18276277.250945
      },
      {
        "d": "2026-07-29",
        "o": 388.08,
        "h": 391.25,
        "l": 372.72,
        "c": 374.67,
        "v": 21700216.987592
      },
      {
        "d": "2026-07-30",
        "o": 392.49,
        "h": 406.77,
        "l": 387.6,
        "c": 403.31,
        "v": 17474236.308221
      },
      {
        "d": "2026-07-31",
        "o": 419.5,
        "h": 420.35,
        "l": 398.8,
        "c": 404.25,
        "v": 11956081.948779
      },
      {
        "d": "2026-08-03",
        "o": 400.585,
        "h": 407.44,
        "l": 398.2001,
        "c": 406.11,
        "v": 12676907.2652
      },
      {
        "d": "2026-08-04",
        "o": 418,
        "h": 420.25,
        "l": 412.11,
        "c": 417.17,
        "v": 13929095.119175
      },
      {
        "d": "2026-08-05",
        "o": 419.32,
        "h": 426.3,
        "l": 413.0701,
        "c": 414,
        "v": 12790436.859968
      },
      {
        "d": "2026-08-06",
        "o": 409.54,
        "h": 423.91,
        "l": 407.99,
        "c": 418.2,
        "v": 10628860.403133
      },
      {
        "d": "2026-08-07",
        "o": 424.79,
        "h": 424.79,
        "l": 413.1,
        "c": 420.04,
        "v": 9159559.890823
      },
      {
        "d": "2026-08-10",
        "o": 420.34,
        "h": 425.88,
        "l": 416,
        "c": 418.47,
        "v": 11776122.100933
      },
      {
        "d": "2026-08-11",
        "o": 424.2,
        "h": 424.9,
        "l": 418.87,
        "c": 422.06,
        "v": 9703611.730306
      },
      {
        "d": "2026-08-12",
        "o": 432.65,
        "h": 433.28,
        "l": 427.02,
        "c": 429.15,
        "v": 9534228.004569
      },
      {
        "d": "2026-08-13",
        "o": 429.15,
        "h": 436.04,
        "l": 428.3922,
        "c": 430.49,
        "v": 8194037.736695
      },
      {
        "d": "2026-08-14",
        "o": 429.2,
        "h": 429.2699,
        "l": 424.1,
        "c": 426.35,
        "v": 6324715.663918
      },
      {
        "d": "2026-08-17",
        "o": 429.97,
        "h": 435.71,
        "l": 426.8,
        "c": 430.97,
        "v": 9479386.691185
      },
      {
        "d": "2026-08-18",
        "o": 417,
        "h": 419.63,
        "l": 410.765,
        "c": 413.41,
        "v": 14030094.675749
      },
      {
        "d": "2026-08-19",
        "o": 418.13,
        "h": 419.6,
        "l": 407.88,
        "c": 412.09,
        "v": 8424682.806464
      },
      {
        "d": "2026-08-20",
        "o": 408.6,
        "h": 417.96,
        "l": 407.7183,
        "c": 416,
        "v": 10447899.766521
      },
      {
        "d": "2026-08-21",
        "o": 423.015,
        "h": 425.68,
        "l": 416.7,
        "c": 418.95,
        "v": 8947202.904296
      },
      {
        "d": "2026-08-24",
        "o": 413.87,
        "h": 414.34,
        "l": 405.15,
        "c": 410.12,
        "v": 10645649.891747
      },
      {
        "d": "2026-08-25",
        "o": 414.585,
        "h": 419.7695,
        "l": 414.03,
        "c": 417.41,
        "v": 7049839.489168
      },
      {
        "d": "2026-08-26",
        "o": 418.45,
        "h": 420.75,
        "l": 414.41,
        "c": 417.69,
        "v": 7449310.529479
      },
      {
        "d": "2026-08-27",
        "o": 423.015,
        "h": 429.64,
        "l": 420.53,
        "c": 427.3,
        "v": 12749846.422007
      },
      {
        "d": "2026-08-28",
        "o": 427.49,
        "h": 429.12,
        "l": 419.73,
        "c": 421.195,
        "v": 4517244.858255
      }
    ]
  },
  "patterns": {
    "days": 80,
    "patterns": [
      {
        "name": "VWAP Touch",
        "count": 80,
        "pct": 100
      },
      {
        "name": "9 EMA Touch",
        "count": 80,
        "pct": 100
      },
      {
        "name": "21 EMA Touch",
        "count": 80,
        "pct": 100
      },
      {
        "name": "ORB Breakout",
        "count": 79,
        "pct": 99
      },
      {
        "name": "Woodie Pivot Touch",
        "count": 76,
        "pct": 95
      },
      {
        "name": "PDH/PDL Touch",
        "count": 72,
        "pct": 90
      },
      {
        "name": "Open Retracement",
        "count": 55,
        "pct": 69
      },
      {
        "name": "Gap Fill",
        "count": 37,
        "pct": 46
      },
      {
        "name": "Darvas Box",
        "count": 19,
        "pct": 24
      },
      {
        "name": "High Vol Open",
        "count": 12,
        "pct": 15
      },
      {
        "name": "Power Hour",
        "count": 11,
        "pct": 14
      }
    ]
  },
  "price": {
    "symbol": "TSM",
    "name": "Taiwan Semiconductor Manufacturing Company Limited",
    "price": 421.31,
    "changePercentage": -1.40183,
    "change": -5.99,
    "volume": 4518440,
    "dayLow": 419.73,
    "dayHigh": 429.12,
    "yearHigh": 479,
    "yearLow": 225.63,
    "priceAvg50": 423.725,
    "priceAvg200": 368.92056,
    "exchange": "NYSE",
    "open": 427.49,
    "previousClose": 427.3,
    "chart_vwap_daily": [
      {
        "t": "2026-07-20",
        "v": 404.0889,
        "c": 402.3
      },
      {
        "t": "2026-07-21",
        "v": 421.4056,
        "c": 424.61
      },
      {
        "t": "2026-07-22",
        "v": 421.0859,
        "c": 421.21
      },
      {
        "t": "2026-07-23",
        "v": 415.8599,
        "c": 415.58
      },
      {
        "t": "2026-07-24",
        "v": 405.4931,
        "c": 403.41
      },
      {
        "t": "2026-07-27",
        "v": 396.0925,
        "c": 399.09
      },
      {
        "t": "2026-07-28",
        "v": 389.1061,
        "c": 392.31
      },
      {
        "t": "2026-07-29",
        "v": 379.996,
        "c": 374.67
      },
      {
        "t": "2026-07-30",
        "v": 400.9548,
        "c": 403.31
      },
      {
        "t": "2026-07-31",
        "v": 407.5879,
        "c": 404.25
      },
      {
        "t": "2026-08-03",
        "v": 403.8091,
        "c": 406.11
      },
      {
        "t": "2026-08-04",
        "v": 416.6593,
        "c": 417.17
      },
      {
        "t": "2026-08-05",
        "v": 417.6669,
        "c": 414
      },
      {
        "t": "2026-08-06",
        "v": 419.1017,
        "c": 418.2
      },
      {
        "t": "2026-08-07",
        "v": 418.7994,
        "c": 420.04
      },
      {
        "t": "2026-08-10",
        "v": 421.2752,
        "c": 418.47
      },
      {
        "t": "2026-08-11",
        "v": 421.9648,
        "c": 422.06
      },
      {
        "t": "2026-08-12",
        "v": 429.9468,
        "c": 429.15
      },
      {
        "t": "2026-08-13",
        "v": 432.7778,
        "c": 430.49
      },
      {
        "t": "2026-08-14",
        "v": 426.4659,
        "c": 426.35
      },
      {
        "t": "2026-08-17",
        "v": 431.3608,
        "c": 430.97
      },
      {
        "t": "2026-08-18",
        "v": 414.1781,
        "c": 413.41
      },
      {
        "t": "2026-08-19",
        "v": 412.6942,
        "c": 412.09
      },
      {
        "t": "2026-08-20",
        "v": 414.6153,
        "c": 416
      },
      {
        "t": "2026-08-21",
        "v": 419.4662,
        "c": 418.95
      },
      {
        "t": "2026-08-24",
        "v": 409.1047,
        "c": 410.12
      },
      {
        "t": "2026-08-25",
        "v": 416.4251,
        "c": 417.41
      },
      {
        "t": "2026-08-26",
        "v": 417.7638,
        "c": 417.69
      },
      {
        "t": "2026-08-27",
        "v": 425.4929,
        "c": 427.3
      },
      {
        "t": "2026-08-28",
        "v": 424.6133,
        "c": 421.195
      }
    ],
    "vwap_summary": {
      "days": 30,
      "days_above": 13,
      "days_below": 17,
      "pct_days_above": 43,
      "position": "below",
      "gap_pct": -0.81,
      "streak_days": 1
    }
  },
  "fundamentals": {
    "priceToEarningsRatioTTM": 28.051466326648896,
    "priceToSalesRatioTTM": 14.132760063524493,
    "priceToBookRatioTTM": 9.755127951449184,
    "dividendYieldTTM": 0.00909095,
    "netDebtToEBITDATTM": -0.6601458058946372,
    "currentRatioTTM": 2.457635046900518,
    "debtToEquityRatioTTM": 0.15273132543119194
  },
  "analyst": {
    "price_target": {
      "symbol": "TSM",
      "targetHigh": 700,
      "targetLow": 500,
      "targetConsensus": 589,
      "targetMedian": 577
    },
    "ratings": {
      "rating": "B+",
      "overallScore": 3
    }
  },
  "news": [
    {
      "title": "Cathie Wood Trims AMD After a 120% Rally — Is the AI Trade Getting Too Crowded?",
      "source": "benzinga",
      "date": "2026-08-28T16:11:24.299000+00:00"
    },
    {
      "title": "Meet the Super Semiconductor ETF Obliterating the S&P 500 and the Nasdaq-100 in 2026",
      "source": "The Motley Fool",
      "date": "2026-08-28T08:30:00Z"
    },
    {
      "title": "Billionaire Stanley Druckenmiller Just Bought Taiwan Semiconductor Stock. Is the Foundry Giant Still a Screaming Buy?",
      "source": "The Motley Fool",
      "date": "2026-08-28 11:56:00"
    },
    {
      "title": "How TSMC is Advancing its A14 Technology Roadmap for AI Transformation",
      "source": "Zacks Investment Research",
      "date": "2026-08-28 10:55:42"
    },
    {
      "title": "First Look: Nvidia, Marvell Earnings, Meta Settlement, and Fed in Focus",
      "source": "GuruFocus",
      "date": "2026-08-28 07:36:00"
    },
    {
      "title": "Top China Tech Plays Worth Adding to Your Portfolio Right Now",
      "source": "Zacks Investment Research",
      "date": "2026-08-27T15:49:00Z"
    },
    {
      "title": "3 Artificial Intelligence (AI) Stocks Hedge Funds Are Buying Hand Over Fist",
      "source": "The Motley Fool",
      "date": "2026-08-27T14:19:00Z"
    },
    {
      "title": "TSMC ADRs Jump 2% as Nvidia Extends the Foundry Runway",
      "source": "GuruFocus",
      "date": "2026-08-27 12:06:00"
    },
    {
      "title": "This Hedge Fund Just Sold Sandisk and Bought Taiwan Semiconductor Manufacturing Stock. Does Wall Street Agree With the Move?",
      "source": "The Motley Fool",
      "date": "2026-08-27 06:40:00"
    },
    {
      "title": "Billionaire David Tepper Sold Every Single Share of UnitedHealth in Q2. Here's Whether He Made a Costly Mistake.",
      "source": "The Motley Fool",
      "date": "2026-08-26T10:30:00Z"
    }
  ],
  "calendar": [
    {
      "symbol": "TSM",
      "date": "2026-10-15",
      "epsEstimated": 4.45,
      "revenueEstimated": 45052550000
    },
    {
      "symbol": "TSM",
      "date": "2026-07-16",
      "epsEstimated": 3.87,
      "revenueEstimated": 39834730000
    }
  ],
  "liquidity": {
    "borrow": []
  },
  "whale_insider": {
    "options_flow": [
      {
        "option_type": "call",
        "strike": "380",
        "expiry": "2026-11-20",
        "size": 17,
        "premium": "95200.00",
        "volume": 509,
        "open_interest": 9919,
        "implied_volatility": "0.3722006393219681",
        "delta": "0.762696854244293"
      },
      {
        "option_type": "put",
        "strike": "360",
        "expiry": "2027-06-17",
        "size": 9,
        "premium": "23490.00",
        "volume": 19,
        "open_interest": 4759,
        "implied_volatility": "0.4029157294342464",
        "delta": "-0.2403671500289055"
      },
      {
        "option_type": "call",
        "strike": "380",
        "expiry": "2026-11-20",
        "size": 3,
        "premium": "16821.00",
        "volume": 515,
        "open_interest": 9919,
        "implied_volatility": "0.3733213395677921",
        "delta": "0.76219927108612"
      }
    ],
    "net_premium": {
      "ticker": "TSM",
      "net_call_premium": "-9612854.00",
      "net_put_premium": "-989801.00",
      "call_premium": "36701505.00",
      "put_premium": "9072106.00",
      "bullish_premium": "15576933.00",
      "bearish_premium": "24199986.00",
      "put_call_ratio": "0.83588924835090962565",
      "iv_rank": "7.9639",
      "implied_move_perc": "0.062000",
      "gex_ratio": "0.59011216877991322192",
      "gex_net_change": "57347.2665",
      "gex_call": "429874.6232",
      "gex_put": "-253674.2462",
      "gex_net": 176200.377,
      "gex_call_delta": "38068567.0062",
      "gex_put_delta": "-13463573.7701",
      "gex_date": "2026-08-28"
    },
    "hot_chains": [
      {
        "strike": "400",
        "expires": "2026-08-28",
        "option_type": "put",
        "volume": 1282,
        "open_interest": 4331,
        "implied_volatility": "1.04559438498403",
        "last_price": "0.02",
        "total_premium": "3792.00",
        "delta": -0.00603616911961194
      },
      {
        "strike": "425",
        "expires": "2026-09-04",
        "option_type": "call",
        "volume": 1185,
        "open_interest": 13485,
        "implied_volatility": "0.2974509348788521",
        "last_price": "5.40",
        "total_premium": "740940.00",
        "delta": 0.426083216142135
      },
      {
        "strike": "425",
        "expires": "2026-08-28",
        "option_type": "call",
        "volume": 1174,
        "open_interest": 4081,
        "implied_volatility": "0.4386433032644712",
        "last_price": "0.27",
        "total_premium": "153721.00",
        "delta": 0.1475280001998834
      }
    ],
    "gamma_profile": {
      "spot": 421.39,
      "flip_point": 430.07,
      "net_gex": 176200.38,
      "call_walls": [
        {
          "strike": 425.0,
          "gex": 53058.87
        },
        {
          "strike": 430.0,
          "gex": 49111.03
        },
        {
          "strike": 420.0,
          "gex": 31169.06
        }
      ],
      "put_walls": [
        {
          "strike": 400.0,
          "gex": -43986.21
        },
        {
          "strike": 420.0,
          "gex": -23538.01
        },
        {
          "strike": 410.0,
          "gex": -20877.07
        }
      ]
    },
    "ats": {
      "symbol": "TSM",
      "date": "20260827",
      "ats_volume": 0,
      "total_volume": 6278522,
      "ats_ratio": 0.0,
      "ats_pct": 0.0,
      "signal": "Low"
    },
    "polygon_dp": {
      "ticker": "TSM",
      "signal": "Neutral",
      "avg_vwap_discount_pct": -0.02
    },
    "oi_changes": {
      "net_call_oi_change": 211,
      "net_put_oi_change": -200,
      "top": [
        {
          "strike": "430",
          "oi_change": 505,
          "type": "call"
        },
        {
          "strike": "450",
          "oi_change": -305,
          "type": "call"
        },
        {
          "strike": "400",
          "oi_change": -99,
          "type": "put"
        },
        {
          "strike": "360",
          "oi_change": -80,
          "type": "put"
        },
        {
          "strike": "500",
          "oi_change": 44,
          "type": "call"
        }
      ]
    }
  }
}