IntraAlpha
Create free account Start free

Twin Disc, Incorporated Common Stock TWIN

i

Market datapartial · fetched 2026-10-22T23:59:32.868Z

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 · 2026-10-22T23:59:23.093224448Z

FundamentalsAlpha Vantage · unavailable

Share price$24.90
1D-6.4%
AH$23.68$24.19$24.70$25.21$25.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTWIN
Sold putSold callAH

Twin Disc, Incorporated Common Stock options

Live interpolated TWIN call and put midpoint premiums by absolute delta.Twin Disc, Incorporated Common Stock$1.55$3.37$5.19$7.02$8.84$15.30$19.52$23.75$27.97$32.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TWIN spot · $24.90TWIN PRICE$2.49$2.21$1.83$1.74$2.11$2.47$2.84$3.20$3.87$2.45$2.45$2.45$2.46$2.48$2.50$3.04$3.60$4.16$4.72$5.28$5.97$8.32
PutsExpensive2.23×
CallsExpensive1.81×
SkewBearish+32.97 pp
Implied moveBearish±$4.87
TiltBearish37.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.89225.0%38.0%
25Δ20.17178.6%28.8%
30Δ21.82147.5%22.2%
35Δ23.06124.5%17.3%
40Δ31.08158.4%34.8%24.02107.0%13.5%
45Δ28.40120.3%22.9%24.9789.6%9.8%
50Δ26.2881.2%12.9%25.8288.1%8.5%
55Δ24.7758.1%6.5%26.6787.1%7.4%
60Δ24.2159.4%5.7%27.5286.2%6.2%
65Δ23.6460.8%4.9%28.3785.2%5.0%
70Δ23.0762.1%4.0%29.2184.2%3.9%
75Δ22.5063.5%3.2%30.1884.0%2.8%
80Δ21.6764.4%2.5%32.6893.6%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.89
IV
225.0%
B/E move
38.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.17
IV
178.6%
B/E move
28.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.82
IV
147.5%
B/E move
22.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.06
IV
124.5%
B/E move
17.3%

40Δ

Calls
Pseudo strike
31.08
IV
158.4%
B/E move
34.8%
Puts
Pseudo strike
24.02
IV
107.0%
B/E move
13.5%

45Δ

Calls
Pseudo strike
28.40
IV
120.3%
B/E move
22.9%
Puts
Pseudo strike
24.97
IV
89.6%
B/E move
9.8%

50Δ

Calls
Pseudo strike
26.28
IV
81.2%
B/E move
12.9%
Puts
Pseudo strike
25.82
IV
88.1%
B/E move
8.5%

55Δ

Calls
Pseudo strike
24.77
IV
58.1%
B/E move
6.5%
Puts
Pseudo strike
26.67
IV
87.1%
B/E move
7.4%

60Δ

Calls
Pseudo strike
24.21
IV
59.4%
B/E move
5.7%
Puts
Pseudo strike
27.52
IV
86.2%
B/E move
6.2%

65Δ

Calls
Pseudo strike
23.64
IV
60.8%
B/E move
4.9%
Puts
Pseudo strike
28.37
IV
85.2%
B/E move
5.0%

70Δ

Calls
Pseudo strike
23.07
IV
62.1%
B/E move
4.0%
Puts
Pseudo strike
29.21
IV
84.2%
B/E move
3.9%

75Δ

Calls
Pseudo strike
22.50
IV
63.5%
B/E move
3.2%
Puts
Pseudo strike
30.18
IV
84.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
21.67
IV
64.4%
B/E move
2.5%
Puts
Pseudo strike
32.68
IV
93.6%
B/E move
2.2%

Options history

No recorded observations