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Twilio Inc. TWLO

i

Market datapartial · fetched 2026-11-07T16:59:32.176Z

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 · 2026-11-07T00:00:00.001974999Z

FundamentalsAlpha Vantage · unavailable

Share price$202.02
1D-0.6%
AH$197$199$202$204$2075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTWLO
Sold putSold callAH

Twilio Inc. options

Live interpolated TWLO call and put midpoint premiums by absolute delta.Twilio Inc.$0.00$0.27$0.54$0.81$1.08$-0.20$0.15$0.50$0.85$1.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICETWLO 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 blend67.11%
Daily close
TWLO37.1%102.7%168.3%2026-08-10: 54.10%2026-08-11: 53.48%2026-08-12: 51.43%2026-08-13: 54.99%2026-08-14: 46.33%2026-08-17: 48.30%2026-08-18: 50.77%2026-08-19: 52.86%2026-08-20: 53.50%2026-08-21: 48.57%2026-08-24: 52.52%2026-08-25: 51.94%2026-08-26: 52.98%2026-08-27: 49.71%2026-08-28: 46.31%2026-08-31: 49.86%2026-09-01: 52.39%2026-09-02: 50.16%2026-09-03: 52.77%2026-09-04: 47.94%2026-09-08: 55.44%2026-09-09: 52.87%2026-09-10: 54.56%2026-09-11: 49.18%2026-09-14: 54.03%2026-09-15: 55.77%2026-09-16: 53.46%2026-09-17: 51.79%2026-09-18: 46.13%2026-09-21: 55.42%2026-09-22: 61.37%2026-09-23: 63.82%2026-09-24: 62.71%2026-09-25: 57.44%2026-09-28: 65.59%2026-09-29: 65.02%2026-09-30: 61.37%2026-10-01: 64.00%2026-10-02: 60.17%2026-10-05: 61.94%2026-10-06: 62.46%2026-10-07: 63.04%2026-10-08: 61.64%2026-10-09: 67.36%2026-10-12: 71.83%2026-10-13: 72.33%2026-10-14: 76.05%2026-10-15: 75.37%2026-10-16: 85.23%2026-10-19: 89.79%2026-10-20: 94.80%2026-10-21: 97.99%2026-10-22: 103.32%2026-10-23: 104.59%2026-10-26: 116.78%2026-10-27: 125.03%2026-10-28: 136.66%2026-10-29: 159.21%2026-10-30: 67.11%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
54.10%
53.48%
51.43%
54.99%
46.33%
48.30%
50.77%
52.86%
53.50%
48.57%
52.52%
51.94%
52.98%
49.71%
46.31%
49.86%
52.39%
50.16%
52.77%
47.94%
55.44%
52.87%
54.56%
49.18%
54.03%
55.77%
53.46%
51.79%
46.13%
55.42%
61.37%
63.82%
62.71%
57.44%
65.59%
65.02%
61.37%
64.00%
60.17%
61.94%
62.46%
63.04%
61.64%
67.36%
71.83%
72.33%
76.05%
75.37%
85.23%
89.79%
94.80%
97.99%
103.32%
104.59%
116.78%
125.03%
136.66%
159.21%
67.11%