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Twin Disc, Incorporated Common Stock TWIN

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Market datapartial · fetched 2026-10-22T22:42:28.065Z

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 · 2026-10-22T20:00:09.575615443Z

FundamentalsAlpha Vantage · unavailable

Share price$23.95
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$1.71$2.87$4.03$5.19$6.35$12.51$17.60$22.69$27.78$32.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TWIN spot · $23.95TWIN PRICE$2.50$1.83$1.89$2.33$2.77$3.21$4.04$4.87$6.02$2.45$2.45$2.45$2.45$2.46$2.48$2.49
PutsExpensive2.75×
CallsExpensive2.31×
SkewBearish+37.32 pp
Implied moveBearish±$4.38
TiltBullish26.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.16230.9%38.6%
25Δ19.31185.1%29.6%
30Δ20.91152.9%22.9%
35Δ22.28126.1%17.2%
40Δ30.23166.2%36.7%23.09110.2%13.9%
45Δ26.3098.0%17.5%23.7896.3%11.0%
50Δ24.5477.7%10.4%24.4882.5%8.2%
55Δ23.8682.1%9.4%
60Δ23.1886.5%8.3%
65Δ22.4991.0%7.3%
70Δ21.4599.6%6.4%
75Δ20.42108.3%5.6%
80Δ19.05119.9%4.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.16
IV
230.9%
B/E move
38.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.31
IV
185.1%
B/E move
29.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.91
IV
152.9%
B/E move
22.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.28
IV
126.1%
B/E move
17.2%

40Δ

Calls
Pseudo strike
30.23
IV
166.2%
B/E move
36.7%
Puts
Pseudo strike
23.09
IV
110.2%
B/E move
13.9%

45Δ

Calls
Pseudo strike
26.30
IV
98.0%
B/E move
17.5%
Puts
Pseudo strike
23.78
IV
96.3%
B/E move
11.0%

50Δ

Calls
Pseudo strike
24.54
IV
77.7%
B/E move
10.4%
Puts
Pseudo strike
24.48
IV
82.5%
B/E move
8.2%

55Δ

Calls
Pseudo strike
23.86
IV
82.1%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
23.18
IV
86.5%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
22.49
IV
91.0%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.45
IV
99.6%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.42
IV
108.3%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
19.05
IV
119.9%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations