TWLO option chain Twilio Inc.

Expiration Cboe delayed options data · as of 15:45 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 ±17.9% (211.31–303.70) · ATM IV 84.9% · P/C open interest 4.88

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
111.10	115.50			105.4%	0.98	0.0006	-0.044	145	0	1.70			121.5%	-0.02	0.0006	-0.061
106.20	110.50			101.1%	0.98	0.0007	-0.051	150	0	1.80			116.5%	-0.02	0.0007	-0.068
101.30	105.50			96.9%	0.98	0.0008	-0.060	155	0	2.15			114.2%	-0.02	0.0008	-0.076
96.50	100.20			89.1%	0.97	0.0009	-0.071	160	0	4.20			124.7%	-0.03	0.0009	-0.086
91.70	95.40			89.9%	0.97	0.0011	-0.084	165	0.3000	1.85		1	102.1%	-0.03	0.0011	-0.098
86.90	90.80			91.3%	0.96	0.0013	-0.099	170	0.3500	1.40		250	92.5%	-0.04	0.0013	-0.112
82.30	86.00			91.1%	0.95	0.0015	-0.115	175	0.6500	1.90		250	94.0%	-0.05	0.0016	-0.128
77.70	81.40			91.3%	0.94	0.0018	-0.135	180	0.9000	3.70		264	101.4%	-0.06	0.0018	-0.147
73.20	77.00			92.1%	0.93	0.0021	-0.156	185	1.10	4.40		137	99.9%	-0.07	0.0021	-0.167
68.80	72.10			89.8%	0.92	0.0024	-0.179	190	1.55	4.10		2	94.3%	-0.08	0.0025	-0.190
64.70	67.80			90.9%	0.90	0.0028	-0.203	195	2.35	5.00		3	95.4%	-0.10	0.0028	-0.213
59.80	63.50			87.8%	0.88	0.0032	-0.229	200	2.90	5.50		29	93.0%	-0.12	0.0032	-0.238
55.90	59.50			88.9%	0.86	0.0036	-0.255	205	3.60	6.50		5	92.2%	-0.14	0.0036	-0.264
52.20	55.20		1	88.7%	0.84	0.0040	-0.282	210	4.60	7.10		6	90.5%	-0.16	0.0040	-0.290
48.10	51.50			88.1%	0.82	0.0044	-0.308	215	5.70	8.20		3	89.9%	-0.18	0.0044	-0.315
44.20	47.50			86.6%	0.79	0.0048	-0.333	220	7.00	9.50		59	89.7%	-0.21	0.0048	-0.340
40.60	44.00		10	86.5%	0.76	0.0052	-0.357	225	8.50	10.70		8	88.4%	-0.24	0.0052	-0.363
37.10	40.40			85.6%	0.73	0.0056	-0.379	230	10.10	12.50		36	89.0%	-0.27	0.0056	-0.385
34.00	36.70	1	1	84.6%	0.70	0.0059	-0.398	235	11.70	14.10		5	86.7%	-0.30	0.0059	-0.404
31.40	33.50	1	2	85.1%	0.67	0.0062	-0.415	240	13.80	15.80			87.5%	-0.33	0.0062	-0.420
29.00	30.80		4	86.2%	0.64	0.0064	-0.429	245	15.90	17.70		1	86.4%	-0.36	0.0065	-0.433
24.80	27.90		7	82.7%	0.60	0.0066	-0.440	250	18.10	20.00		9	86.0%	-0.40	0.0067	-0.444
22.30	25.50			82.8%	0.57	0.0068	-0.448	255	20.80	22.40		4	86.1%	-0.43	0.0068	-0.450
20.70	22.60		24	83.0%	0.53	0.0069	-0.452	260	23.40	25.70		28	86.7%	-0.47	0.0069	-0.454
18.50	20.70			83.3%	0.50	0.0069	-0.452	265	25.80	28.10		3	85.7%	-0.50	0.0070	-0.454
17.10	18.20		39	83.4%	0.47	0.0069	-0.450	270	29.00	31.10			85.9%	-0.54	0.0070	-0.451
15.10	16.50		5	83.6%	0.43	0.0069	-0.445	275	32.10	34.70			86.6%	-0.57	0.0069	-0.445
13.70	14.70		2	83.4%	0.40	0.0068	-0.436	280	35.50	37.70		1	86.1%	-0.60	0.0068	-0.437
12.10	13.10		3	83.1%	0.37	0.0066	-0.426	285	38.80	41.10			85.6%	-0.63	0.0067	-0.425
9.80	11.90		1	81.5%	0.34	0.0064	-0.413	290	42.20	45.00		7	85.8%	-0.66	0.0065	-0.412
8.10	10.60		5	80.4%	0.31	0.0062	-0.398	295	46.10	49.00		2	86.7%	-0.69	0.0063	-0.397
6.80	9.40	1	26	79.7%	0.29	0.0060	-0.382	300	49.80	53.00		5	86.7%	-0.72	0.0060	-0.380
5.80	8.60		2	80.1%	0.26	0.0057	-0.365	305	53.70	57.00			86.7%	-0.74	0.0058	-0.363
5.60	7.60	5	4	81.4%	0.24	0.0054	-0.347	310	57.90	61.00			86.9%	-0.77	0.0055	-0.344
4.00	6.90		1	79.6%	0.22	0.0052	-0.328	315	61.90	65.40			87.1%	-0.79	0.0052	-0.325
3.50	6.20		30	80.1%	0.20	0.0048	-0.310	320	66.40	69.50			87.5%	-0.81	0.0049	-0.306
2.90	5.50		1	79.9%	0.18	0.0046	-0.291	325	70.60	74.00			87.7%	-0.83	0.0046	-0.287
3.50	5.00		2	83.6%	0.16	0.0043	-0.273	330	75.00	77.70			85.8%	-0.84	0.0044	-0.268
2.90	5.40		1	86.3%	0.15	0.0040	-0.256	335	79.50	82.50			87.0%	-0.86	0.0041	-0.250
2.00	5.00		4	85.2%	0.13	0.0037	-0.239	340	83.90	87.40			87.9%	-0.87	0.0038	-0.233
1.35	4.80		3	85.2%	0.12	0.0035	-0.224	345	88.60	92.00			88.6%	-0.89	0.0036	-0.217
1.45	4.00			85.4%	0.11	0.0032	-0.209	350	93.10	96.50			87.8%	-0.90	0.0033	-0.202
1.00	3.80		5	85.5%	0.10	0.0030	-0.195	355	97.70	101.30			88.2%	-0.91	0.0031	-0.188
0.8000	3.60		5	86.5%	0.09	0.0028	-0.183	360	102.40	106.00			88.3%	-0.92	0.0029	-0.175
0.5000	3.50		1	87.2%	0.08	0.0026	-0.171	365	107.40	110.70			89.5%	-0.93	0.0027	-0.163
0.5500	3.50		30	89.9%	0.07	0.0024	-0.160	370	112.10	115.50			89.5%	-0.93	0.0025	-0.151
0.2000	2.75			88.8%	0.06	0.0020	-0.141	380	121.60	125.20			89.6%	-0.95	0.0022	-0.132

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 — Nov 13, 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 — Nov 13, 2026

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