TWLO option chain Twilio Inc.

Expiration Cboe delayed options data · as of 18:38 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±14.6% (204.65–274.65) · ATM IV 49.4% · P/C open interest —

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
83.70	87.20				0.97	0.0011	0.000	155	0.0500	3.60			81.4%	-0.03	0.0011	-0.039
78.80	82.40			44.9%	0.96	0.0013	0.000	160	0.1500	3.60			77.1%	-0.04	0.0013	-0.043
74.00	78.50			58.5%	0.96	0.0016	-0.003	165	0.3000	1.45			61.2%	-0.04	0.0016	-0.049
69.30	73.20			54.1%	0.95	0.0019	-0.012	170	0.4500	3.80			69.9%	-0.05	0.0019	-0.055
64.60	68.10			51.3%	0.94	0.0022	-0.022	175	0.5500	3.90			66.0%	-0.06	0.0022	-0.061
59.90	63.80			52.8%	0.93	0.0027	-0.033	180	0.8500	3.90			62.6%	-0.07	0.0027	-0.069
55.40	59.30			52.8%	0.91	0.0031	-0.044	185	1.05	3.90			58.7%	-0.09	0.0032	-0.078
50.90	54.60			51.3%	0.89	0.0037	-0.057	190	0.7000	4.60			55.3%	-0.11	0.0037	-0.087
46.70	50.20			51.2%	0.87	0.0042	-0.070	195	1.55	5.00			54.4%	-0.13	0.0043	-0.098
42.50	46.10			51.1%	0.85	0.0049	-0.083	200	2.50	5.90			54.3%	-0.15	0.0049	-0.108
38.50	42.10			50.9%	0.82	0.0055	-0.097	205	3.60	6.80			53.8%	-0.18	0.0056	-0.119
34.70	38.30			50.7%	0.79	0.0062	-0.110	210	4.60	8.00			53.1%	-0.21	0.0062	-0.130
31.00	34.60			50.2%	0.76	0.0068	-0.123	215	6.10	8.50			51.4%	-0.25	0.0069	-0.140
28.10	30.00			48.9%	0.72	0.0074	-0.135	220	7.90	10.10			51.6%	-0.28	0.0075	-0.148
25.10	27.10			49.6%	0.68	0.0080	-0.145	225	8.80	12.00			50.1%	-0.32	0.0080	-0.156
22.50	24.50			50.6%	0.63	0.0084	-0.153	230	11.80	14.20			51.7%	-0.37	0.0085	-0.162
19.20	21.30			48.9%	0.59	0.0087	-0.160	235	13.30	15.70			49.4%	-0.41	0.0088	-0.165
16.30	19.20			48.8%	0.55	0.0090	-0.164	240	15.40	19.10			50.0%	-0.46	0.0091	-0.167
14.60	16.40			48.8%	0.50	0.0090	-0.166	245	19.20	21.00			50.3%	-0.50	0.0092	-0.166
11.60	15.10			48.4%	0.46	0.0090	-0.166	250	22.00	24.60			50.9%	-0.55	0.0092	-0.163
11.00	13.10			49.9%	0.41	0.0089	-0.163	255	25.10	26.90			49.5%	-0.59	0.0090	-0.158
8.10	11.60			48.2%	0.37	0.0086	-0.159	260	28.60	30.10			49.4%	-0.63	0.0088	-0.151
8.20	9.80			49.9%	0.34	0.0083	-0.153	265	31.20	34.50			49.2%	-0.67	0.0085	-0.143
6.20	8.40			48.5%	0.30	0.0079	-0.146	270	35.00	38.60			49.9%	-0.71	0.0081	-0.133
5.20	7.40			48.9%	0.27	0.0075	-0.138	275	39.90	41.70			50.3%	-0.74	0.0077	-0.123
3.40	7.00			48.4%	0.23	0.0070	-0.130	280	42.90	46.60			50.0%	-0.78	0.0072	-0.111
2.50	6.20			48.2%	0.21	0.0065	-0.121	285	47.10	50.80			50.1%	-0.81	0.0068	-0.100
1.85	5.60			48.6%	0.18	0.0060	-0.112	290	51.50	55.10			50.4%	-0.83	0.0062	-0.088
2.85	3.80			49.6%	0.16	0.0055	-0.103	295	56.40	59.20			50.9%	-0.86	0.0058	-0.077

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Oct 23, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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TWLO option chain Twilio Inc.

Volatility smile — Oct 23, 2026

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