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Twist Bioscience Corporation Common Stock TWST

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Market datapartial · fetched 2026-10-23T01:40:23.053Z

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 · 2026-10-22T23:28:40.653255015Z

FundamentalsAlpha Vantage · unavailable

Share price$133.99
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$2.84$14.15$25.46$36.77$48.08$75.42$115.22$155.03$194.83$234.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TWST spot · $133.99TWST PRICE$4.06$5.38$6.79$8.49$10.46$12.46$14.34$16.49$19.14$22.17$25.63$29.67$34.57$5.31$6.98$9.05$10.97$13.47$15.66$18.94$21.91$25.41$29.18$33.40$38.41$44.82
PutsCheap0.89×
CallsFair1.02×
SkewBullish-13.68 pp
Implied moveBearish±$33.28
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ183.54110.7%40.0%109.02107.6%22.6%
25Δ174.11110.5%34.0%114.92105.7%19.4%
30Δ166.04110.2%29.0%120.13106.4%17.1%
35Δ159.70112.5%25.5%125.33103.8%14.7%
40Δ153.91115.6%22.7%130.27104.5%12.8%
45Δ148.00117.0%19.8%135.09101.7%10.9%
50Δ141.65114.9%16.4%140.24103.4%9.5%
55Δ135.96114.3%13.8%145.24102.0%8.0%
60Δ130.51115.8%11.7%150.52101.3%6.6%
65Δ124.97117.9%9.8%155.95100.1%5.4%
70Δ119.17120.0%8.1%161.7198.7%4.2%
75Δ112.98122.5%6.5%168.0997.6%3.2%
80Δ106.12126.1%5.0%175.7397.1%2.3%

20Δ

Calls
Pseudo strike
183.54
IV
110.7%
B/E move
40.0%
Puts
Pseudo strike
109.02
IV
107.6%
B/E move
22.6%

25Δ

Calls
Pseudo strike
174.11
IV
110.5%
B/E move
34.0%
Puts
Pseudo strike
114.92
IV
105.7%
B/E move
19.4%

30Δ

Calls
Pseudo strike
166.04
IV
110.2%
B/E move
29.0%
Puts
Pseudo strike
120.13
IV
106.4%
B/E move
17.1%

35Δ

Calls
Pseudo strike
159.70
IV
112.5%
B/E move
25.5%
Puts
Pseudo strike
125.33
IV
103.8%
B/E move
14.7%

40Δ

Calls
Pseudo strike
153.91
IV
115.6%
B/E move
22.7%
Puts
Pseudo strike
130.27
IV
104.5%
B/E move
12.8%

45Δ

Calls
Pseudo strike
148.00
IV
117.0%
B/E move
19.8%
Puts
Pseudo strike
135.09
IV
101.7%
B/E move
10.9%

50Δ

Calls
Pseudo strike
141.65
IV
114.9%
B/E move
16.4%
Puts
Pseudo strike
140.24
IV
103.4%
B/E move
9.5%

55Δ

Calls
Pseudo strike
135.96
IV
114.3%
B/E move
13.8%
Puts
Pseudo strike
145.24
IV
102.0%
B/E move
8.0%

60Δ

Calls
Pseudo strike
130.51
IV
115.8%
B/E move
11.7%
Puts
Pseudo strike
150.52
IV
101.3%
B/E move
6.6%

65Δ

Calls
Pseudo strike
124.97
IV
117.9%
B/E move
9.8%
Puts
Pseudo strike
155.95
IV
100.1%
B/E move
5.4%

70Δ

Calls
Pseudo strike
119.17
IV
120.0%
B/E move
8.1%
Puts
Pseudo strike
161.71
IV
98.7%
B/E move
4.2%

75Δ

Calls
Pseudo strike
112.98
IV
122.5%
B/E move
6.5%
Puts
Pseudo strike
168.09
IV
97.6%
B/E move
3.2%

80Δ

Calls
Pseudo strike
106.12
IV
126.1%
B/E move
5.0%
Puts
Pseudo strike
175.73
IV
97.1%
B/E move
2.3%

Options history

No recorded observations