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Twilio Inc TWLO

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T00:18:48.538Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:09:19.45938135Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:47.811754+00:00

Share price$273.27
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$4.48$23.38$42.29$61.19$80.10$194.84$234.35$273.86$313.38$352.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TWLO spot · $273.27TWLO PRICE$6.52$8.54$10.73$13.37$15.97$19.07$22.28$26.15$30.18$34.37$39.14$44.81$51.47$8.03$10.64$13.73$17.00$20.86$24.91$29.11$34.12$40.56$47.11$54.72$63.73$74.65
PutsExpensive1.33×
CallsExpensive1.21×
SkewBullish-1.38 pp
Implied moveBearish±$51.39
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ345.1075.9%28.7%231.4774.5%18.2%
25Δ330.3274.7%24.0%241.0873.5%15.7%
30Δ318.1473.6%20.3%249.5373.9%13.7%
35Δ308.7574.8%17.9%257.7473.4%11.9%
40Δ299.0074.1%15.3%265.7673.8%10.4%
45Δ290.4974.9%13.3%273.6973.7%9.0%
50Δ282.0374.7%11.4%281.6672.9%7.6%
55Δ273.8675.7%9.8%289.8773.0%6.4%
60Δ265.7176.1%8.3%299.0374.1%5.4%
65Δ257.4875.6%6.8%308.3174.0%4.4%
70Δ249.1675.5%5.5%318.4574.0%3.5%
75Δ240.3775.7%4.4%329.7974.1%2.6%
80Δ230.8975.9%3.3%342.8674.0%1.8%

20Δ

Calls
Pseudo strike
345.10
IV
75.9%
B/E move
28.7%
Puts
Pseudo strike
231.47
IV
74.5%
B/E move
18.2%

25Δ

Calls
Pseudo strike
330.32
IV
74.7%
B/E move
24.0%
Puts
Pseudo strike
241.08
IV
73.5%
B/E move
15.7%

30Δ

Calls
Pseudo strike
318.14
IV
73.6%
B/E move
20.3%
Puts
Pseudo strike
249.53
IV
73.9%
B/E move
13.7%

35Δ

Calls
Pseudo strike
308.75
IV
74.8%
B/E move
17.9%
Puts
Pseudo strike
257.74
IV
73.4%
B/E move
11.9%

40Δ

Calls
Pseudo strike
299.00
IV
74.1%
B/E move
15.3%
Puts
Pseudo strike
265.76
IV
73.8%
B/E move
10.4%

45Δ

Calls
Pseudo strike
290.49
IV
74.9%
B/E move
13.3%
Puts
Pseudo strike
273.69
IV
73.7%
B/E move
9.0%

50Δ

Calls
Pseudo strike
282.03
IV
74.7%
B/E move
11.4%
Puts
Pseudo strike
281.66
IV
72.9%
B/E move
7.6%

55Δ

Calls
Pseudo strike
273.86
IV
75.7%
B/E move
9.8%
Puts
Pseudo strike
289.87
IV
73.0%
B/E move
6.4%

60Δ

Calls
Pseudo strike
265.71
IV
76.1%
B/E move
8.3%
Puts
Pseudo strike
299.03
IV
74.1%
B/E move
5.4%

65Δ

Calls
Pseudo strike
257.48
IV
75.6%
B/E move
6.8%
Puts
Pseudo strike
308.31
IV
74.0%
B/E move
4.4%

70Δ

Calls
Pseudo strike
249.16
IV
75.5%
B/E move
5.5%
Puts
Pseudo strike
318.45
IV
74.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
240.37
IV
75.7%
B/E move
4.4%
Puts
Pseudo strike
329.79
IV
74.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
230.89
IV
75.9%
B/E move
3.3%
Puts
Pseudo strike
342.86
IV
74.0%
B/E move
1.8%