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Twilio Inc TWLO

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T21:07:43.277Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:03:29.781135528Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:07:42.006267+00:00

Share price$273.38
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$3.49$5.99$8.49$10.99$259.80$266.38$272.95$279.53$286.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $273.38OPTION PRICELive TWLO spot · $273.38TWLO PRICE$1.26$1.66$1.94$2.19$2.71$3.24$3.83$4.48$5.63$6.62$7.41$8.74$10.27$1.42$1.82$1.91$2.35$2.83$3.32$3.87$4.42$5.10$5.81$6.57$7.35$8.37
PutsExpensive1.21×
CallsExpensive1.23×
SkewBullish-5.40 pp
Implied moveBalanced±$7.70
TiltBullish4.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ283.4579.5%4.1%264.0882.2%3.9%
25Δ281.4779.2%3.6%265.6683.9%3.5%
30Δ279.2273.0%2.8%268.4768.2%2.5%
35Δ277.2365.9%2.2%269.8468.2%2.2%
40Δ276.0267.0%2.0%271.1167.6%1.9%
45Δ274.8168.0%1.7%272.3767.0%1.6%
50Δ273.5968.0%1.5%273.5565.9%1.4%
55Δ272.3368.7%1.3%274.7364.9%1.1%
60Δ270.8674.1%1.1%275.9264.2%0.9%
65Δ269.4476.4%1.0%277.1063.6%0.8%
70Δ268.0974.3%0.8%278.2962.2%0.6%
75Δ266.3276.0%0.6%279.4760.5%0.5%
80Δ264.4277.5%0.5%280.8359.2%0.3%

20Δ

Calls
Pseudo strike
283.45
IV
79.5%
B/E move
4.1%
Puts
Pseudo strike
264.08
IV
82.2%
B/E move
3.9%

25Δ

Calls
Pseudo strike
281.47
IV
79.2%
B/E move
3.6%
Puts
Pseudo strike
265.66
IV
83.9%
B/E move
3.5%

30Δ

Calls
Pseudo strike
279.22
IV
73.0%
B/E move
2.8%
Puts
Pseudo strike
268.47
IV
68.2%
B/E move
2.5%

35Δ

Calls
Pseudo strike
277.23
IV
65.9%
B/E move
2.2%
Puts
Pseudo strike
269.84
IV
68.2%
B/E move
2.2%

40Δ

Calls
Pseudo strike
276.02
IV
67.0%
B/E move
2.0%
Puts
Pseudo strike
271.11
IV
67.6%
B/E move
1.9%

45Δ

Calls
Pseudo strike
274.81
IV
68.0%
B/E move
1.7%
Puts
Pseudo strike
272.37
IV
67.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
273.59
IV
68.0%
B/E move
1.5%
Puts
Pseudo strike
273.55
IV
65.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
272.33
IV
68.7%
B/E move
1.3%
Puts
Pseudo strike
274.73
IV
64.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
270.86
IV
74.1%
B/E move
1.1%
Puts
Pseudo strike
275.92
IV
64.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
269.44
IV
76.4%
B/E move
1.0%
Puts
Pseudo strike
277.10
IV
63.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
268.09
IV
74.3%
B/E move
0.8%
Puts
Pseudo strike
278.29
IV
62.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
266.32
IV
76.0%
B/E move
0.6%
Puts
Pseudo strike
279.47
IV
60.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
264.42
IV
77.5%
B/E move
0.5%
Puts
Pseudo strike
280.83
IV
59.2%
B/E move
0.3%