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Twist Bioscience Corporation Common Stock TWST

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Market datapartial · fetched 2026-10-23T14:12:17.754Z

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 · 2026-10-23T14:12:05.127522243Z

FundamentalsAlpha Vantage · unavailable

Share price$138.56
1D+3.7%
$132$135$137$139$1415:30 AM6:30 AM9:00 AM1:00 PMTWST
Sold putSold call

Twist Bioscience Corporation Common Stock options

Live interpolated TWST call and put midpoint premiums by absolute delta.Twist Bioscience Corporation Common Stock$2.51$15.61$28.72$41.82$54.92$79.31$118.04$156.76$195.49$234.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TWST spot · $138.56TWST PRICE$3.93$5.29$6.67$8.32$9.99$11.86$14.00$15.73$18.14$21.26$24.01$27.73$31.49$5.49$7.13$9.05$11.27$13.69$16.54$19.61$22.60$26.89$31.34$36.63$42.46$51.15
PutsCheap0.92×
CallsFair0.99×
SkewBullish-1.63 pp
Implied moveBearish±$33.62
TiltBearish19.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ184.85104.4%36.2%112.58110.0%22.7%
25Δ177.05106.2%31.6%118.96106.4%19.3%
30Δ169.06105.5%26.8%124.45105.2%16.7%
35Δ162.94107.4%23.6%129.60105.1%14.6%
40Δ156.60107.1%20.2%134.68104.8%12.7%
45Δ150.86107.7%17.4%139.80105.4%11.0%
50Δ145.48109.2%15.1%145.02105.4%9.5%
55Δ139.82105.5%12.3%150.14103.6%8.0%
60Δ134.69105.9%10.3%156.10105.0%6.7%
65Δ129.48109.1%8.8%162.22105.0%5.5%
70Δ124.23107.8%7.0%169.04105.4%4.4%
75Δ118.57109.5%5.6%176.32104.8%3.4%
80Δ112.85108.6%4.2%186.26106.8%2.5%

20Δ

Calls
Pseudo strike
184.85
IV
104.4%
B/E move
36.2%
Puts
Pseudo strike
112.58
IV
110.0%
B/E move
22.7%

25Δ

Calls
Pseudo strike
177.05
IV
106.2%
B/E move
31.6%
Puts
Pseudo strike
118.96
IV
106.4%
B/E move
19.3%

30Δ

Calls
Pseudo strike
169.06
IV
105.5%
B/E move
26.8%
Puts
Pseudo strike
124.45
IV
105.2%
B/E move
16.7%

35Δ

Calls
Pseudo strike
162.94
IV
107.4%
B/E move
23.6%
Puts
Pseudo strike
129.60
IV
105.1%
B/E move
14.6%

40Δ

Calls
Pseudo strike
156.60
IV
107.1%
B/E move
20.2%
Puts
Pseudo strike
134.68
IV
104.8%
B/E move
12.7%

45Δ

Calls
Pseudo strike
150.86
IV
107.7%
B/E move
17.4%
Puts
Pseudo strike
139.80
IV
105.4%
B/E move
11.0%

50Δ

Calls
Pseudo strike
145.48
IV
109.2%
B/E move
15.1%
Puts
Pseudo strike
145.02
IV
105.4%
B/E move
9.5%

55Δ

Calls
Pseudo strike
139.82
IV
105.5%
B/E move
12.3%
Puts
Pseudo strike
150.14
IV
103.6%
B/E move
8.0%

60Δ

Calls
Pseudo strike
134.69
IV
105.9%
B/E move
10.3%
Puts
Pseudo strike
156.10
IV
105.0%
B/E move
6.7%

65Δ

Calls
Pseudo strike
129.48
IV
109.1%
B/E move
8.8%
Puts
Pseudo strike
162.22
IV
105.0%
B/E move
5.5%

70Δ

Calls
Pseudo strike
124.23
IV
107.8%
B/E move
7.0%
Puts
Pseudo strike
169.04
IV
105.4%
B/E move
4.4%

75Δ

Calls
Pseudo strike
118.57
IV
109.5%
B/E move
5.6%
Puts
Pseudo strike
176.32
IV
104.8%
B/E move
3.4%

80Δ

Calls
Pseudo strike
112.85
IV
108.6%
B/E move
4.2%
Puts
Pseudo strike
186.26
IV
106.8%
B/E move
2.5%

Options history

No recorded observations