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Tradeweb Markets Inc. Class A Common Stock TW

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Market datapartial · fetched 2026-10-23T20:14:44.584Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T20:00:01.394660175Z

FundamentalsAlpha Vantage · unavailable

Share price$122.57
1D+0.6%
AH$121.04$121.50$121.97$122.43$122.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTW
Sold putSold callAH

Tradeweb Markets Inc. Class A Common Stock options

Live interpolated TW call and put midpoint premiums by absolute delta.Tradeweb Markets Inc. Class A Common Stock$0.89$3.53$6.18$8.83$11.48$96.02$106.61$117.20$127.80$138.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TW spot · $122.57TW PRICE$1.17$1.27$1.60$1.92$2.24$2.87$3.60$4.33$5.07$6.00$7.31$8.61$10.40$1.67$2.08$2.43$2.79$3.26$3.83$4.41$4.99$5.97$7.12$8.27$9.47$10.72
PutsExpensive1.38×
CallsCheap0.82×
SkewBearish+4.56 pp
Implied moveBearish±$8.01
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ134.3634.0%10.6%112.0342.0%10.0%
25Δ129.4825.9%6.7%115.0038.8%7.9%
30Δ128.1025.2%5.8%116.9936.1%6.5%
35Δ126.7324.6%5.0%118.9833.4%5.2%
40Δ125.3624.0%4.1%120.6531.7%4.2%
45Δ124.1624.7%3.6%121.9731.1%3.6%
50Δ123.0226.0%3.3%123.3030.4%3.0%
55Δ121.8927.2%3.0%124.6229.8%2.4%
60Δ120.7528.4%2.6%126.1230.1%2.0%
65Δ119.4229.7%2.3%127.7030.7%1.6%
70Δ117.7231.0%2.0%129.2831.4%1.3%
75Δ116.0232.3%1.7%130.8931.1%0.9%
80Δ113.8634.2%1.4%132.5330.0%0.6%

20Δ

Calls
Pseudo strike
134.36
IV
34.0%
B/E move
10.6%
Puts
Pseudo strike
112.03
IV
42.0%
B/E move
10.0%

25Δ

Calls
Pseudo strike
129.48
IV
25.9%
B/E move
6.7%
Puts
Pseudo strike
115.00
IV
38.8%
B/E move
7.9%

30Δ

Calls
Pseudo strike
128.10
IV
25.2%
B/E move
5.8%
Puts
Pseudo strike
116.99
IV
36.1%
B/E move
6.5%

35Δ

Calls
Pseudo strike
126.73
IV
24.6%
B/E move
5.0%
Puts
Pseudo strike
118.98
IV
33.4%
B/E move
5.2%

40Δ

Calls
Pseudo strike
125.36
IV
24.0%
B/E move
4.1%
Puts
Pseudo strike
120.65
IV
31.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
124.16
IV
24.7%
B/E move
3.6%
Puts
Pseudo strike
121.97
IV
31.1%
B/E move
3.6%

50Δ

Calls
Pseudo strike
123.02
IV
26.0%
B/E move
3.3%
Puts
Pseudo strike
123.30
IV
30.4%
B/E move
3.0%

55Δ

Calls
Pseudo strike
121.89
IV
27.2%
B/E move
3.0%
Puts
Pseudo strike
124.62
IV
29.8%
B/E move
2.4%

60Δ

Calls
Pseudo strike
120.75
IV
28.4%
B/E move
2.6%
Puts
Pseudo strike
126.12
IV
30.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
119.42
IV
29.7%
B/E move
2.3%
Puts
Pseudo strike
127.70
IV
30.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
117.72
IV
31.0%
B/E move
2.0%
Puts
Pseudo strike
129.28
IV
31.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
116.02
IV
32.3%
B/E move
1.7%
Puts
Pseudo strike
130.89
IV
31.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
113.86
IV
34.2%
B/E move
1.4%
Puts
Pseudo strike
132.53
IV
30.0%
B/E move
0.6%

Options history

No recorded observations