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Twin Disc, Incorporated Common Stock TWIN

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Market dataready · fetched 2026-11-13T19:11:13.423Z

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 · 2026-11-13T19:06:27.608307703Z

FundamentalsSEC EDGAR · ready · as of 2026-09-25 · fetched 2026-11-13T19:11:12.875188+00:00

Share price$24.48
1D-1.6%
$24.10$24.31$24.52$24.72$24.935:30 AM6:30 AM9:00 AM1:00 PMTWIN
Sold putSold call

Twin Disc, Incorporated Common Stock options

Live interpolated TWIN call and put midpoint premiums by absolute delta.Twin Disc, Incorporated Common Stock$1.27$2.02$2.76$3.50$4.25$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICETWIN PRICE$1.35$1.58$1.81$2.04$2.10$2.11$2.11$2.11$2.12$2.12$1.75$1.77$1.85$1.56$2.05$2.55$3.04$3.54$4.03
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.17359.6%32.9%
25Δ20.25283.2%24.5%
30Δ21.62241.3%19.2%
35Δ28.48191.5%21.9%
40Δ27.41185.5%18.4%
45Δ26.35179.5%15.0%
50Δ25.29173.5%11.6%
55Δ24.74160.0%9.7%25.1088.4%3.8%
60Δ24.39143.9%8.3%25.7187.8%3.4%
65Δ24.04127.7%6.8%26.3287.3%2.9%
70Δ23.69111.5%5.4%26.9286.8%2.4%
75Δ23.3495.4%4.0%27.5386.2%2.0%
80Δ22.9979.2%2.6%28.1485.7%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.17
IV
359.6%
B/E move
32.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.25
IV
283.2%
B/E move
24.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.62
IV
241.3%
B/E move
19.2%

35Δ

Calls
Pseudo strike
28.48
IV
191.5%
B/E move
21.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
27.41
IV
185.5%
B/E move
18.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
26.35
IV
179.5%
B/E move
15.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
25.29
IV
173.5%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
24.74
IV
160.0%
B/E move
9.7%
Puts
Pseudo strike
25.10
IV
88.4%
B/E move
3.8%

60Δ

Calls
Pseudo strike
24.39
IV
143.9%
B/E move
8.3%
Puts
Pseudo strike
25.71
IV
87.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
24.04
IV
127.7%
B/E move
6.8%
Puts
Pseudo strike
26.32
IV
87.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
23.69
IV
111.5%
B/E move
5.4%
Puts
Pseudo strike
26.92
IV
86.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
23.34
IV
95.4%
B/E move
4.0%
Puts
Pseudo strike
27.53
IV
86.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
22.99
IV
79.2%
B/E move
2.6%
Puts
Pseudo strike
28.14
IV
85.7%
B/E move
1.5%

Options history

IV · four-Friday blend74.83%
Daily EOD
TWIN62.9%69.9%76.9%2026-10-19: 64.01%2026-10-20: 64.39%2026-10-21: 71.89%2026-10-23: 63.89%2026-10-26: 74.57%2026-10-27: 70.07%2026-10-28: 75.96%2026-10-29: 74.83%Oct 19Oct 23Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
64.01%
64.39%
71.89%
63.89%
74.57%
70.07%
75.96%
74.83%