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Twilio Inc. TWLO

i

Market dataready · fetched 2026-11-08T21:13:02.745Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-08T21:13:01.778973+00:00

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.$1.40$5.77$10.14$14.52$18.89$174.56$187.31$200.07$212.82$225.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TWLO spot · $202.02TWLO PRICE$1.87$2.49$3.23$4.12$4.98$6.03$6.49$7.76$10.19$11.51$13.08$15.13$17.63$2.59$3.10$4.04$4.76$5.78$6.74$7.99$9.27$10.28$12.16$13.60$15.35$17.45
PutsCheap0.84×
CallsFair1.01×
SkewBearish+0.85 pp
Implied moveBearish±$14.48
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ218.1773.6%8.9%185.4893.2%9.5%
25Δ215.0473.7%7.7%190.1383.5%7.4%
30Δ212.4875.1%6.8%192.7785.2%6.6%
35Δ210.2077.7%6.1%195.7780.7%5.4%
40Δ207.7177.8%5.3%198.1981.2%4.8%
45Δ205.3879.2%4.6%200.6579.2%4.0%
50Δ202.9072.6%3.6%203.0179.6%3.5%
55Δ200.6674.4%3.2%205.3779.2%2.9%
60Δ198.0185.3%3.1%207.5575.9%2.4%
65Δ195.5883.9%2.5%210.1877.5%2.0%
70Δ192.9883.0%2.0%212.5075.2%1.5%
75Δ190.1083.8%1.6%215.0073.5%1.2%
80Δ186.8484.7%1.2%217.7672.0%0.8%

20Δ

Calls
Pseudo strike
218.17
IV
73.6%
B/E move
8.9%
Puts
Pseudo strike
185.48
IV
93.2%
B/E move
9.5%

25Δ

Calls
Pseudo strike
215.04
IV
73.7%
B/E move
7.7%
Puts
Pseudo strike
190.13
IV
83.5%
B/E move
7.4%

30Δ

Calls
Pseudo strike
212.48
IV
75.1%
B/E move
6.8%
Puts
Pseudo strike
192.77
IV
85.2%
B/E move
6.6%

35Δ

Calls
Pseudo strike
210.20
IV
77.7%
B/E move
6.1%
Puts
Pseudo strike
195.77
IV
80.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
207.71
IV
77.8%
B/E move
5.3%
Puts
Pseudo strike
198.19
IV
81.2%
B/E move
4.8%

45Δ

Calls
Pseudo strike
205.38
IV
79.2%
B/E move
4.6%
Puts
Pseudo strike
200.65
IV
79.2%
B/E move
4.0%

50Δ

Calls
Pseudo strike
202.90
IV
72.6%
B/E move
3.6%
Puts
Pseudo strike
203.01
IV
79.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
200.66
IV
74.4%
B/E move
3.2%
Puts
Pseudo strike
205.37
IV
79.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
198.01
IV
85.3%
B/E move
3.1%
Puts
Pseudo strike
207.55
IV
75.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
195.58
IV
83.9%
B/E move
2.5%
Puts
Pseudo strike
210.18
IV
77.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
192.98
IV
83.0%
B/E move
2.0%
Puts
Pseudo strike
212.50
IV
75.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
190.10
IV
83.8%
B/E move
1.6%
Puts
Pseudo strike
215.00
IV
73.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
186.84
IV
84.7%
B/E move
1.2%
Puts
Pseudo strike
217.76
IV
72.0%
B/E move
0.8%

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%