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Twilio Inc TWLO

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T20:35:35.163Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.001982844Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:34.658934+00:00

Share price$273.40
1D+4.2%
AH$261$265$268$272$2765:30 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$0.99$3.48$5.97$8.46$10.94$259.79$266.40$273.01$279.62$286.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $273.40OPTION PRICELive TWLO spot · $273.40TWLO PRICE$1.26$1.65$1.94$2.19$2.70$3.23$3.82$4.46$5.60$6.61$7.39$8.69$10.23$1.43$1.82$1.91$2.35$2.84$3.33$3.88$4.44$5.12$5.83$6.60$7.38$8.42
PutsExpensive1.22×
CallsExpensive1.24×
SkewBullish-5.05 pp
Implied moveBalanced±$7.70
TiltBullish3.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ283.4579.4%4.1%264.0982.0%3.9%
25Δ281.4879.1%3.6%265.7083.6%3.5%
30Δ279.2372.9%2.8%268.4868.4%2.5%
35Δ277.2465.7%2.2%269.8568.3%2.2%
40Δ276.0466.9%2.0%271.1367.8%1.9%
45Δ274.8367.9%1.7%272.3967.1%1.6%
50Δ273.6067.9%1.5%273.5866.1%1.4%
55Δ272.3668.4%1.3%274.7665.1%1.1%
60Δ270.8973.8%1.1%275.9564.4%0.9%
65Δ269.4776.2%1.0%277.1463.8%0.8%
70Δ268.1374.1%0.8%278.3362.5%0.6%
75Δ266.3875.5%0.6%279.5260.7%0.5%
80Δ264.4877.2%0.5%280.9059.6%0.3%

20Δ

Calls
Pseudo strike
283.45
IV
79.4%
B/E move
4.1%
Puts
Pseudo strike
264.09
IV
82.0%
B/E move
3.9%

25Δ

Calls
Pseudo strike
281.48
IV
79.1%
B/E move
3.6%
Puts
Pseudo strike
265.70
IV
83.6%
B/E move
3.5%

30Δ

Calls
Pseudo strike
279.23
IV
72.9%
B/E move
2.8%
Puts
Pseudo strike
268.48
IV
68.4%
B/E move
2.5%

35Δ

Calls
Pseudo strike
277.24
IV
65.7%
B/E move
2.2%
Puts
Pseudo strike
269.85
IV
68.3%
B/E move
2.2%

40Δ

Calls
Pseudo strike
276.04
IV
66.9%
B/E move
2.0%
Puts
Pseudo strike
271.13
IV
67.8%
B/E move
1.9%

45Δ

Calls
Pseudo strike
274.83
IV
67.9%
B/E move
1.7%
Puts
Pseudo strike
272.39
IV
67.1%
B/E move
1.6%

50Δ

Calls
Pseudo strike
273.60
IV
67.9%
B/E move
1.5%
Puts
Pseudo strike
273.58
IV
66.1%
B/E move
1.4%

55Δ

Calls
Pseudo strike
272.36
IV
68.4%
B/E move
1.3%
Puts
Pseudo strike
274.76
IV
65.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
270.89
IV
73.8%
B/E move
1.1%
Puts
Pseudo strike
275.95
IV
64.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
269.47
IV
76.2%
B/E move
1.0%
Puts
Pseudo strike
277.14
IV
63.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
268.13
IV
74.1%
B/E move
0.8%
Puts
Pseudo strike
278.33
IV
62.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
266.38
IV
75.5%
B/E move
0.6%
Puts
Pseudo strike
279.52
IV
60.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
264.48
IV
77.2%
B/E move
0.5%
Puts
Pseudo strike
280.90
IV
59.6%
B/E move
0.3%