What move does the options market price into Twist Bioscience's report?

Implied ±15.7%, either direction.

How often does Twist Bioscience move more than the options market prices?

0 of the last 8 reports moved at least as far as the implied move.

TWSTNasdaqBiological Products, (No Diagnostic Substances)

Twist Bioscience Corp (TWST) earnings date, market-implied expected move, and options open interest by expiry

153.04

−20.41 · −11.77%

post 152.02 −0.66%

Closed19:39 ET

Open161.35Volume3.4MMkt cap$9.6BEPS-2.22

Day149.15 – 164.3619%52-wk23.30 – 219.7166%

TWST

Twist Bioscience Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.7%implied · report alone

8Q avg ±8.6%·×1.82·rich

128.86176.70

straddle ±20.5%

spot 152.78exp Nov 20ATM strike 155ATM straddle 36.90IV 126%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 13

before open · in 13 days

est.Q4 FY26

Calendar

Next report

Last report

+10.39%

vs ±17.4% implied · ×0.60

shaded = implied · ▲▼ = realized

Aug 3 '26 · confirmed

Implied vs realized

Linked news

23dDNA · customerAraceli Biosciences und Ginkgo Bioworks ermöglichen die zelluläre Bildgebung in großem Maßstab für das „Lab-in-the-Loop"-System von Nebula
33dACET · customerACET trading halt (LUDP) · resumed 09:35 ET
60dIBIO · customeriBio to Participate in the 2026 Wells Fargo Annual Healthcare Conference

News

Largest filed tie

13F top-10 QoQ

−7.18%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

337 managers

Top fund weight

3.31%

TWST weight · ARKK

N-PORTJul 31 '26

6 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Twist Bioscience (TWST) is expected to report on Nov 13 before open (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±15.5%
avg realized: ±8.6%

Feb 3 '25Feb 3 '25confirmed±15.3%▲+0.73%×0.05

May 5 '25May 5 '25confirmed±16.0%▼−8.44%×0.53

Aug 4 '25Aug 4 '25confirmed±15.5%▼−10.30%×0.67

Nov 14 '25Nov 14 '25confirmed±18.9%▼−10.13%×0.54

Q1 FY26Jan 12 '26confirmed±8.9%▲+7.70%×0.86

Feb 2 '26Feb 2 '26confirmed±17.5%▲+13.98%×0.80

Q2 FY26May 4 '26confirmed±14.8%▼−6.97%×0.47

Q3 FY26Aug 3 '26confirmed±17.4%▲+10.39%×0.60

quarterimplied−20%0+20%realized×

Q3 FY26±17.4%▲+10.39%×0.60

Q2 FY26±14.8%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.90OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

5,615+16%Nov 2020d6,273+14%

862+88%Dec 1848d1.60538+146%1.60

1,710+1%Jan 1576d0.247,192+38%0.24

182+4%Apr 16167d0.66274+21%0.66

ExpiryPutsCallsP/C

Nov 2020d5,615+16%6,273+14%0.90

Dec 1848d862+88%538+146%1.60

Jan 1576d1,710+1%7,192+38%0.24

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±20.5%

Funds 4

ARKK±0.7%

XBI±0.3%

IWM±0.0%

UWM±0.0%

Customers 3

DNA±15.8%×0.77

GRAL±14.1%×0.68

WGS±7.4%×0.36

Dashed = straddle · × = co-movement · max 501dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

−29.61%as filednet margin · revenue +6.92% QoQ · +23.24% YoY

Revenue$118M+6.92%

Gross profit$62M52.76%+9.33%

Operating income−$36M−30.65%+20.89%

Pre-tax income−$35M+21.01%

Net income−$35M−29.61%+20.38%

Cost of revenue$56M+4.35%

Operating expenses$99M−4.13%

Tax$311,000+623.26%

Other income$2M−18.30%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

PPI ×1.12· ±3.9% vs ±3.4% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.9%5 of 10×1.12

GDPgross domestic product±3.3%10 of 19×0.96

PCEpersonal income & outlays±3.2%12 of 19×0.92

FOMCrate decision±3.1%11 of 24×0.91

CPROFcorporate profits±3.0%5 of 12×0.87

NFPjobs report±2.8%5 of 10×0.82

CPIconsumer prices±2.3%6 of 10×0.66

Bar = avg |move| to ±4% · tick = ±3.4% avg day · ×base = |move| ÷ ±3.4% · min 6 releases

Earnings history

EPS -0.56 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 3 '26 · confirmed	-0.56	—
Q2 FY26	May 4 '26 · confirmed	-0.71	—
Q1 FY26	Jan 12 '26 · confirmed	-0.50	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod