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Twist Bioscience Corporation Common Stock TWST

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Market datapartial · fetched 2026-10-22T22:59:50.549Z

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 · 2026-10-22T20:34:58.148698897Z

FundamentalsAlpha Vantage · unavailable

Share price$135.47
1D-4.3%
AH$131$136$141$146$1515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTWST
Sold putSold callAH

Twist Bioscience Corporation Common Stock options

Live interpolated TWST call and put midpoint premiums by absolute delta.Twist Bioscience Corporation Common Stock$2.58$15.82$29.06$42.30$55.54$76.60$116.08$155.55$195.03$234.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TWST spot · $135.47TWST PRICE$4.01$5.30$6.70$8.33$10.22$12.29$13.97$16.07$18.49$21.32$24.48$28.07$32.27$5.54$7.32$9.44$11.62$14.14$16.85$20.17$23.59$27.49$31.67$37.11$43.93$51.72
PutsCheap0.94×
CallsFair0.97×
SkewBullish-2.37 pp
Implied moveBearish±$34.14
TiltBearish19.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ183.90107.9%38.7%109.69110.9%23.1%
25Δ174.49107.4%32.7%115.80108.9%19.9%
30Δ166.66107.1%28.0%121.22109.2%17.5%
35Δ160.22108.6%24.4%126.60107.8%15.1%
40Δ154.49111.0%21.6%131.74107.7%13.2%
45Δ148.96113.6%19.0%136.96106.9%11.3%
50Δ142.58109.8%15.6%142.32107.8%9.8%
55Δ137.11109.2%13.1%147.79107.3%8.3%
60Δ131.78109.3%10.9%153.53107.0%7.0%
65Δ126.50110.6%9.1%159.46106.0%5.7%
70Δ121.05111.6%7.4%166.42106.5%4.5%
75Δ115.36112.6%5.9%174.63107.7%3.5%
80Δ109.23113.5%4.5%183.76107.7%2.5%

20Δ

Calls
Pseudo strike
183.90
IV
107.9%
B/E move
38.7%
Puts
Pseudo strike
109.69
IV
110.9%
B/E move
23.1%

25Δ

Calls
Pseudo strike
174.49
IV
107.4%
B/E move
32.7%
Puts
Pseudo strike
115.80
IV
108.9%
B/E move
19.9%

30Δ

Calls
Pseudo strike
166.66
IV
107.1%
B/E move
28.0%
Puts
Pseudo strike
121.22
IV
109.2%
B/E move
17.5%

35Δ

Calls
Pseudo strike
160.22
IV
108.6%
B/E move
24.4%
Puts
Pseudo strike
126.60
IV
107.8%
B/E move
15.1%

40Δ

Calls
Pseudo strike
154.49
IV
111.0%
B/E move
21.6%
Puts
Pseudo strike
131.74
IV
107.7%
B/E move
13.2%

45Δ

Calls
Pseudo strike
148.96
IV
113.6%
B/E move
19.0%
Puts
Pseudo strike
136.96
IV
106.9%
B/E move
11.3%

50Δ

Calls
Pseudo strike
142.58
IV
109.8%
B/E move
15.6%
Puts
Pseudo strike
142.32
IV
107.8%
B/E move
9.8%

55Δ

Calls
Pseudo strike
137.11
IV
109.2%
B/E move
13.1%
Puts
Pseudo strike
147.79
IV
107.3%
B/E move
8.3%

60Δ

Calls
Pseudo strike
131.78
IV
109.3%
B/E move
10.9%
Puts
Pseudo strike
153.53
IV
107.0%
B/E move
7.0%

65Δ

Calls
Pseudo strike
126.50
IV
110.6%
B/E move
9.1%
Puts
Pseudo strike
159.46
IV
106.0%
B/E move
5.7%

70Δ

Calls
Pseudo strike
121.05
IV
111.6%
B/E move
7.4%
Puts
Pseudo strike
166.42
IV
106.5%
B/E move
4.5%

75Δ

Calls
Pseudo strike
115.36
IV
112.6%
B/E move
5.9%
Puts
Pseudo strike
174.63
IV
107.7%
B/E move
3.5%

80Δ

Calls
Pseudo strike
109.23
IV
113.5%
B/E move
4.5%
Puts
Pseudo strike
183.76
IV
107.7%
B/E move
2.5%

Options history

No recorded observations