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Tradeweb Markets Inc. Class A Common Stock TW

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Market datapartial · fetched 2026-10-22T23:45:45.638Z

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 · 2026-10-22T23:23:54.247541558Z

FundamentalsAlpha Vantage · unavailable

Share price$122.50
1D+0.9%
AH$120.11$120.70$121.30$121.90$122.495:30 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$0.80$4.42$8.04$11.67$15.29$95.87$106.53$117.20$127.86$138.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TW spot · $122.50TW PRICE$1.19$1.35$1.84$2.33$2.82$3.30$3.73$4.16$4.60$5.10$6.43$7.75$9.09$1.58$2.04$2.64$3.25$3.87$4.61$5.34$6.10$7.36$8.63$10.06$11.94$14.24
PutsExpensive1.56×
CallsCheap0.81×
SkewBearish+9.01 pp
Implied moveBearish±$9.07
TiltBearish20.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ134.5234.0%10.8%112.5938.6%9.4%
25Δ129.6226.5%6.9%115.0537.5%7.7%
30Δ128.3827.4%6.3%116.8237.3%6.8%
35Δ127.1428.3%5.7%118.5937.1%5.8%
40Δ125.8929.2%5.1%120.3236.9%4.9%
45Δ124.6729.5%4.5%121.9036.4%4.3%
50Δ123.4828.3%3.8%123.4835.9%3.6%
55Δ122.2927.1%3.2%125.0735.5%2.9%
60Δ121.1025.9%2.6%126.8736.1%2.4%
65Δ119.8824.9%2.0%128.6836.7%2.0%
70Δ118.2426.4%1.8%130.6437.3%1.6%
75Δ116.6028.0%1.5%132.9937.8%1.2%
80Δ114.9629.5%1.3%135.7439.1%0.8%

20Δ

Calls
Pseudo strike
134.52
IV
34.0%
B/E move
10.8%
Puts
Pseudo strike
112.59
IV
38.6%
B/E move
9.4%

25Δ

Calls
Pseudo strike
129.62
IV
26.5%
B/E move
6.9%
Puts
Pseudo strike
115.05
IV
37.5%
B/E move
7.7%

30Δ

Calls
Pseudo strike
128.38
IV
27.4%
B/E move
6.3%
Puts
Pseudo strike
116.82
IV
37.3%
B/E move
6.8%

35Δ

Calls
Pseudo strike
127.14
IV
28.3%
B/E move
5.7%
Puts
Pseudo strike
118.59
IV
37.1%
B/E move
5.8%

40Δ

Calls
Pseudo strike
125.89
IV
29.2%
B/E move
5.1%
Puts
Pseudo strike
120.32
IV
36.9%
B/E move
4.9%

45Δ

Calls
Pseudo strike
124.67
IV
29.5%
B/E move
4.5%
Puts
Pseudo strike
121.90
IV
36.4%
B/E move
4.3%

50Δ

Calls
Pseudo strike
123.48
IV
28.3%
B/E move
3.8%
Puts
Pseudo strike
123.48
IV
35.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
122.29
IV
27.1%
B/E move
3.2%
Puts
Pseudo strike
125.07
IV
35.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
121.10
IV
25.9%
B/E move
2.6%
Puts
Pseudo strike
126.87
IV
36.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
119.88
IV
24.9%
B/E move
2.0%
Puts
Pseudo strike
128.68
IV
36.7%
B/E move
2.0%

70Δ

Calls
Pseudo strike
118.24
IV
26.4%
B/E move
1.8%
Puts
Pseudo strike
130.64
IV
37.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
116.60
IV
28.0%
B/E move
1.5%
Puts
Pseudo strike
132.99
IV
37.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
114.96
IV
29.5%
B/E move
1.3%
Puts
Pseudo strike
135.74
IV
39.1%
B/E move
0.8%

Options history

No recorded observations