IntraAlpha
Create free account Start free

Twist Bioscience Corporation Common Stock TWST

i

Market datapartial · fetched 2026-11-04T07:33:44.300Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:42:40.101099669Z

FundamentalsAlpha Vantage · unavailable

Share price$138.69
1D+4.7%
AH$130$133$136$138$1415:30 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$0.00$0.27$0.54$0.81$1.08$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETWST PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend103.87%
Daily close
TWST68.3%87.4%106.5%2026-08-06: 74.56%2026-08-07: 73.02%2026-08-10: 74.57%2026-08-11: 74.16%2026-08-12: 72.78%2026-08-13: 71.84%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 6Sep 18Oct 30
60 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
74.56%
73.02%
74.57%
74.16%
72.78%
71.84%
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%