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Twin Disc, Incorporated Common Stock TWIN

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Market dataready · fetched 2026-11-04T02:51:51.826Z

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 · 2026-11-03T21:00:03.179489934Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T02:51:51.470653+00:00

Share price$25.04
1D-0.1%
AH$24.78$24.95$25.13$25.30$25.475:30 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$2.38$3.05$3.72$4.40$5.07$16.25$19.63$23.01$26.40$29.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TWIN spot · $25.04TWIN PRICE$2.45$2.46$2.48$2.50$2.71$2.95$3.19$3.50$4.52$2.45$2.45$2.45$2.46$2.48$2.54$2.87$3.21$3.54$3.87$4.21$4.54$4.87
PutsExpensive2.14×
Calls——
Skew——
Implied moveBearish±$5.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.96294.4%38.0%
25Δ20.25233.8%28.9%
30Δ21.93192.4%22.2%
35Δ23.15162.8%17.4%
40Δ30.95202.7%33.4%24.14139.2%13.5%
45Δ28.62171.0%24.1%25.08117.8%10.0%
50Δ26.89144.0%17.3%25.69112.4%8.9%
55Δ25.16116.9%10.5%26.31106.9%7.7%
60Δ24.40108.5%8.3%26.93101.5%6.6%
65Δ23.75102.0%6.6%27.5496.1%5.5%
70Δ23.0995.5%4.9%28.1690.7%4.3%
75Δ22.3990.7%3.4%28.7885.3%3.2%
80Δ21.22101.8%2.8%29.4079.8%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.96
IV
294.4%
B/E move
38.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.25
IV
233.8%
B/E move
28.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.93
IV
192.4%
B/E move
22.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.15
IV
162.8%
B/E move
17.4%

40Δ

Calls
Pseudo strike
30.95
IV
202.7%
B/E move
33.4%
Puts
Pseudo strike
24.14
IV
139.2%
B/E move
13.5%

45Δ

Calls
Pseudo strike
28.62
IV
171.0%
B/E move
24.1%
Puts
Pseudo strike
25.08
IV
117.8%
B/E move
10.0%

50Δ

Calls
Pseudo strike
26.89
IV
144.0%
B/E move
17.3%
Puts
Pseudo strike
25.69
IV
112.4%
B/E move
8.9%

55Δ

Calls
Pseudo strike
25.16
IV
116.9%
B/E move
10.5%
Puts
Pseudo strike
26.31
IV
106.9%
B/E move
7.7%

60Δ

Calls
Pseudo strike
24.40
IV
108.5%
B/E move
8.3%
Puts
Pseudo strike
26.93
IV
101.5%
B/E move
6.6%

65Δ

Calls
Pseudo strike
23.75
IV
102.0%
B/E move
6.6%
Puts
Pseudo strike
27.54
IV
96.1%
B/E move
5.5%

70Δ

Calls
Pseudo strike
23.09
IV
95.5%
B/E move
4.9%
Puts
Pseudo strike
28.16
IV
90.7%
B/E move
4.3%

75Δ

Calls
Pseudo strike
22.39
IV
90.7%
B/E move
3.4%
Puts
Pseudo strike
28.78
IV
85.3%
B/E move
3.2%

80Δ

Calls
Pseudo strike
21.22
IV
101.8%
B/E move
2.8%
Puts
Pseudo strike
29.40
IV
79.8%
B/E move
2.1%

Options history

IV · four-Friday blend74.83%
Daily EOD
TWIN62.9%69.9%76.9%2026-10-19: 64.01%2026-10-20: 64.39%2026-10-21: 71.89%2026-10-23: 63.89%2026-10-26: 74.57%2026-10-27: 70.07%2026-10-28: 75.96%2026-10-29: 74.83%Oct 19Oct 23Oct 29
8 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
64.01%
64.39%
71.89%
63.89%
74.57%
70.07%
75.96%
74.83%