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Tradeweb Markets Inc. Class A Common Stock TW

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-13T02:53:21.145Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T21:04:20.056501037Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:53:20.640486+00:00

Share price$131.64
1D+0.8%
AH$130.48$130.91$131.34$131.77$132.195:30 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$0.53$2.29$4.05$5.81$7.58$122.28$127.27$132.25$137.24$142.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TW spot · $131.64TW PRICE$0.72$0.93$1.14$1.49$1.87$2.24$2.61$2.99$3.36$4.07$4.97$5.86$6.76$1.30$1.58$1.86$2.16$2.63$3.10$3.57$4.04$4.52$5.25$6.16$7.07
Puts——
CallsCheap0.73×
Skew——
Implied moveBearish±$5.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ137.8432.8%5.3%
25Δ136.5332.1%4.4%126.1843.3%5.1%
30Δ135.2131.4%3.6%127.5141.3%4.3%
35Δ134.3231.5%3.2%128.8439.2%3.5%
40Δ133.5231.7%2.8%130.1137.4%2.8%
45Δ132.7132.0%2.5%131.0237.0%2.5%
50Δ131.9032.2%2.2%131.9336.6%2.1%
55Δ131.1032.4%1.9%132.8336.3%1.8%
60Δ130.2932.6%1.5%133.7435.9%1.5%
65Δ129.2733.4%1.3%134.6435.5%1.1%
70Δ128.1234.5%1.1%135.7135.1%0.9%
75Δ126.9735.6%0.9%136.8734.7%0.7%
80Δ125.8236.7%0.7%138.0434.3%0.5%

20Δ

Calls
Pseudo strike
137.84
IV
32.8%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
136.53
IV
32.1%
B/E move
4.4%
Puts
Pseudo strike
126.18
IV
43.3%
B/E move
5.1%

30Δ

Calls
Pseudo strike
135.21
IV
31.4%
B/E move
3.6%
Puts
Pseudo strike
127.51
IV
41.3%
B/E move
4.3%

35Δ

Calls
Pseudo strike
134.32
IV
31.5%
B/E move
3.2%
Puts
Pseudo strike
128.84
IV
39.2%
B/E move
3.5%

40Δ

Calls
Pseudo strike
133.52
IV
31.7%
B/E move
2.8%
Puts
Pseudo strike
130.11
IV
37.4%
B/E move
2.8%

45Δ

Calls
Pseudo strike
132.71
IV
32.0%
B/E move
2.5%
Puts
Pseudo strike
131.02
IV
37.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
131.90
IV
32.2%
B/E move
2.2%
Puts
Pseudo strike
131.93
IV
36.6%
B/E move
2.1%

55Δ

Calls
Pseudo strike
131.10
IV
32.4%
B/E move
1.9%
Puts
Pseudo strike
132.83
IV
36.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
130.29
IV
32.6%
B/E move
1.5%
Puts
Pseudo strike
133.74
IV
35.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
129.27
IV
33.4%
B/E move
1.3%
Puts
Pseudo strike
134.64
IV
35.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
128.12
IV
34.5%
B/E move
1.1%
Puts
Pseudo strike
135.71
IV
35.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
126.97
IV
35.6%
B/E move
0.9%
Puts
Pseudo strike
136.87
IV
34.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
125.82
IV
36.7%
B/E move
0.7%
Puts
Pseudo strike
138.04
IV
34.3%
B/E move
0.5%

Options history

IV · four-Friday blend28.11%
Daily EOD
TW27.4%28.6%29.8%2026-10-19: 29.66%2026-10-20: 28.99%2026-10-21: 28.34%2026-10-22: 28.44%2026-10-23: 28.24%2026-10-26: 28.06%2026-10-27: 28.84%2026-10-28: 29.43%2026-10-29: 27.56%2026-10-30: 28.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.66%
28.99%
28.34%
28.44%
28.24%
28.06%
28.84%
29.43%
27.56%
28.11%