Twist Bioscience Corporation (TWST) Options History
Historical options analytics archive for TWST with monthly max pain, implied volatility, gamma exposure, and put/call data.
86 months of complete options data available.
TWST monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TWST. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 80.8% | 27.3% | $170.00 | $320.0K | -$106.7M | 1.58 |
| 2026-08 | 21 | 77.8% | 26.4% | $125.00 | $387.5K | -$52.5M | 0.93 |
| 2026-07 | 22 | 89.1% | 39.7% | $90.00 | $553.7K | -$27.3M | 0.51 |
| 2026-06 | 21 | 74.7% | 52.5% | $60.00 | $261.2K | -$31.5M | 0.23 |
| 2026-05 | 20 | 84.1% | 59.4% | $40.00 | $297.0K | -$16.6M | 0.56 |
| 2026-04 | 21 | 99.2% | 70.5% | $55.00 | $174.2K | -$6.9M | 2.59 |
This archive aggregates TWST's daily end-of-day options snapshots into monthly summaries, spanning 2019-08 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how TWST option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 80.8%, a month-end max-pain strike around $170.00, an average put/call ratio of 1.58.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Frequently asked TWST history questions
- How much options history is available for TWST?
- This archive holds 86 months of TWST options analytics, spanning 2019-08 through 2026-09. Each entry is a monthly rollup of TWST's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the TWST archive.
- What data does each monthly TWST aggregate contain?
- Every monthly row summarizes that month of TWST option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 80.8%, an average IV rank of 27.3%, a month-end max-pain strike around $170.00, an average put/call ratio of 1.58.
- How is the TWST options-history archive built and how often does it update?
- The archive is derived from TWST's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how TWST's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.