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Twist Bioscience Corporation Common Stock TWST

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T16:05:42.013Z

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 · 2026-11-12T16:05:27.118617949Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T16:05:40.487707+00:00

Share price$109.52
1D-2.9%
$98$102$106$110$1145:30 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$1.37$6.87$12.36$17.85$23.34$68.35$89.84$111.33$132.83$154.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TWST spot · $109.52TWST PRICE$1.97$2.69$3.34$4.05$4.88$5.83$6.88$8.06$9.38$10.68$11.95$13.45$15.50$2.49$3.30$4.25$5.35$6.51$7.74$9.10$10.56$12.12$13.74$16.23$19.07$21.76
PutsCheap0.61×
CallsCheap0.80×
SkewBearish+5.94 pp
Implied moveBearish±$15.98
TiltBearish14.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.60115.9%19.2%95.35125.4%15.2%
25Δ125.65120.5%17.2%98.45123.4%13.1%
30Δ122.13118.1%14.6%101.27123.2%11.4%
35Δ118.87115.6%12.2%103.83124.9%10.1%
40Δ116.20115.5%10.6%106.38125.3%8.8%
45Δ113.69116.1%9.1%108.93124.7%7.6%
50Δ111.29117.4%7.9%111.49124.0%6.5%
55Δ108.87118.6%6.8%114.05123.2%5.5%
60Δ106.43119.9%5.7%116.62121.5%4.6%
65Δ104.03119.3%4.7%119.19119.3%3.7%
70Δ101.67116.1%3.7%122.45120.7%3.0%
75Δ99.17113.9%2.8%125.97122.4%2.4%
80Δ96.37114.0%2.1%129.38120.0%1.7%

20Δ

Calls
Pseudo strike
128.60
IV
115.9%
B/E move
19.2%
Puts
Pseudo strike
95.35
IV
125.4%
B/E move
15.2%

25Δ

Calls
Pseudo strike
125.65
IV
120.5%
B/E move
17.2%
Puts
Pseudo strike
98.45
IV
123.4%
B/E move
13.1%

30Δ

Calls
Pseudo strike
122.13
IV
118.1%
B/E move
14.6%
Puts
Pseudo strike
101.27
IV
123.2%
B/E move
11.4%

35Δ

Calls
Pseudo strike
118.87
IV
115.6%
B/E move
12.2%
Puts
Pseudo strike
103.83
IV
124.9%
B/E move
10.1%

40Δ

Calls
Pseudo strike
116.20
IV
115.5%
B/E move
10.6%
Puts
Pseudo strike
106.38
IV
125.3%
B/E move
8.8%

45Δ

Calls
Pseudo strike
113.69
IV
116.1%
B/E move
9.1%
Puts
Pseudo strike
108.93
IV
124.7%
B/E move
7.6%

50Δ

Calls
Pseudo strike
111.29
IV
117.4%
B/E move
7.9%
Puts
Pseudo strike
111.49
IV
124.0%
B/E move
6.5%

55Δ

Calls
Pseudo strike
108.87
IV
118.6%
B/E move
6.8%
Puts
Pseudo strike
114.05
IV
123.2%
B/E move
5.5%

60Δ

Calls
Pseudo strike
106.43
IV
119.9%
B/E move
5.7%
Puts
Pseudo strike
116.62
IV
121.5%
B/E move
4.6%

65Δ

Calls
Pseudo strike
104.03
IV
119.3%
B/E move
4.7%
Puts
Pseudo strike
119.19
IV
119.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
101.67
IV
116.1%
B/E move
3.7%
Puts
Pseudo strike
122.45
IV
120.7%
B/E move
3.0%

75Δ

Calls
Pseudo strike
99.17
IV
113.9%
B/E move
2.8%
Puts
Pseudo strike
125.97
IV
122.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
96.37
IV
114.0%
B/E move
2.1%
Puts
Pseudo strike
129.38
IV
120.0%
B/E move
1.7%

Options history

IV · four-Friday blend103.87%
Daily close
TWST68.3%87.4%106.5%2026-08-14: 70.96%2026-08-17: 71.36%2026-08-18: 75.66%2026-08-19: 88.98%2026-08-20: 85.64%2026-08-24: 82.39%2026-08-25: 87.90%2026-08-26: 88.73%2026-08-27: 88.08%2026-08-28: 87.24%2026-08-31: 85.26%2026-09-01: 82.28%2026-09-02: 82.64%2026-09-03: 76.03%2026-09-04: 74.92%2026-09-08: 78.25%2026-09-09: 79.69%2026-09-10: 77.98%2026-09-11: 77.51%2026-09-14: 78.83%2026-09-15: 80.12%2026-09-16: 82.79%2026-09-17: 90.30%2026-09-18: 84.91%2026-09-21: 85.83%2026-09-22: 85.72%2026-09-23: 86.53%2026-09-24: 95.38%2026-09-25: 96.67%2026-09-28: 97.39%2026-09-29: 93.82%2026-09-30: 94.84%2026-10-01: 93.59%2026-10-02: 91.43%2026-10-05: 94.73%2026-10-06: 90.35%2026-10-07: 85.66%2026-10-08: 85.23%2026-10-09: 84.87%2026-10-12: 89.68%2026-10-13: 90.83%2026-10-14: 93.14%2026-10-15: 96.83%2026-10-16: 90.31%2026-10-19: 90.28%2026-10-20: 91.25%2026-10-21: 91.71%2026-10-22: 96.25%2026-10-23: 96.22%2026-10-26: 96.33%2026-10-27: 94.59%2026-10-28: 102.93%2026-10-29: 102.14%2026-10-30: 103.87%Aug 14Sep 23Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
70.96%
71.36%
75.66%
88.98%
85.64%
82.39%
87.90%
88.73%
88.08%
87.24%
85.26%
82.28%
82.64%
76.03%
74.92%
78.25%
79.69%
77.98%
77.51%
78.83%
80.12%
82.79%
90.30%
84.91%
85.83%
85.72%
86.53%
95.38%
96.67%
97.39%
93.82%
94.84%
93.59%
91.43%
94.73%
90.35%
85.66%
85.23%
84.87%
89.68%
90.83%
93.14%
96.83%
90.31%
90.28%
91.25%
91.71%
96.25%
96.22%
96.33%
94.59%
102.93%
102.14%
103.87%