TWLO Optionskette Twilio Inc.
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±22.3% (187.21–294.61) · ATM IV 60.7% · P/C Open Interest 0.41
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 115.00 | 119.40 | 73.8% | 0.98 | 0.0006 | 0.000 | 125 | 0.2500 | 0.9500 | 41 | 74.5% | -0.02 | 0.0006 | -0.024 | |||
| 110.50 | 113.60 | 1 | 65.2% | 0.98 | 0.0007 | 0.000 | 130 | 0.3500 | 1.25 | 18 | 74.1% | -0.02 | 0.0007 | -0.028 | ||
| 105.70 | 109.40 | 16 | 70.4% | 0.97 | 0.0008 | 0.000 | 135 | 0.4000 | 1.50 | 55 | 72.4% | -0.03 | 0.0008 | -0.032 | ||
| 101.00 | 104.20 | 8 | 66.6% | 0.97 | 0.0009 | 0.000 | 140 | 0.6000 | 1.80 | 16 | 71.7% | -0.03 | 0.0009 | -0.037 | ||
| 96.20 | 99.70 | 66.8% | 0.96 | 0.0011 | -0.005 | 145 | 0.8500 | 2.15 | 11 | 71.0% | -0.04 | 0.0011 | -0.042 | |||
| 91.60 | 95.40 | 28 | 68.1% | 0.95 | 0.0013 | -0.012 | 150 | 1.20 | 2.60 | 43 | 70.6% | -0.05 | 0.0013 | -0.048 | ||
| 87.00 | 90.80 | 1 | 67.2% | 0.94 | 0.0015 | -0.021 | 155 | 1.40 | 2.85 | 15 | 68.4% | -0.06 | 0.0015 | -0.054 | ||
| 82.50 | 86.30 | 5 | 66.6% | 0.93 | 0.0017 | -0.029 | 160 | 1.75 | 2.90 | 4 | 65.9% | -0.07 | 0.0018 | -0.061 | ||
| 78.00 | 81.90 | 27 | 65.9% | 0.92 | 0.0020 | -0.038 | 165 | 2.25 | 4.50 | 68.6% | -0.08 | 0.0020 | -0.068 | |||
| 74.50 | 77.10 | 75 | 66.4% | 0.91 | 0.0023 | -0.048 | 170 | 2.70 | 5.20 | 35 | 67.5% | -0.09 | 0.0023 | -0.076 | ||
| 69.50 | 72.60 | 4 | 63.3% | 0.89 | 0.0026 | -0.058 | 175 | 3.40 | 5.80 | 23 | 66.5% | -0.11 | 0.0026 | -0.084 | ||
| 65.60 | 68.50 | 11 | 63.6% | 0.87 | 0.0029 | -0.068 | 180 | 4.30 | 6.30 | 38 | 65.4% | -0.13 | 0.0029 | -0.093 | ||
| 61.00 | 64.70 | 16 | 62.5% | 0.86 | 0.0032 | -0.078 | 185 | 5.00 | 7.30 | 77 | 64.5% | -0.14 | 0.0032 | -0.101 | ||
| 57.30 | 60.40 | 40 | 61.9% | 0.84 | 0.0035 | -0.089 | 190 | 6.10 | 8.40 | 21 | 64.2% | -0.16 | 0.0035 | -0.110 | ||
| 54.40 | 56.70 | 29 | 63.2% | 0.81 | 0.0038 | -0.099 | 195 | 7.10 | 9.70 | 151 | 63.7% | -0.19 | 0.0038 | -0.118 | ||
| 50.10 | 53.30 | 234 | 62.2% | 0.79 | 0.0041 | -0.108 | 200 | 8.70 | 10.30 | 29 | 62.6% | -0.21 | 0.0041 | -0.126 | ||
| 43.30 | 46.40 | 382 | 61.6% | 0.74 | 0.0046 | -0.126 | 210 | 11.70 | 13.70 | 30 | 62.4% | -0.26 | 0.0047 | -0.140 | ||
| 37.10 | 39.60 | 2 | 72 | 60.5% | 0.69 | 0.0051 | -0.141 | 220 | 15.90 | 17.10 | 18 | 62.0% | -0.31 | 0.0052 | -0.151 | |
| 31.60 | 34.70 | 64 | 61.2% | 0.63 | 0.0055 | -0.152 | 230 | 20.10 | 21.50 | 80 | 61.1% | -0.37 | 0.0056 | -0.160 | ||
| 26.80 | 29.00 | 7 | 41 | 60.2% | 0.57 | 0.0058 | -0.160 | 240 | 25.20 | 26.40 | 2 | 14 | 61.1% | -0.43 | 0.0058 | -0.164 |
| 23.50 | 24.80 | 8 | 70 | 61.3% | 0.52 | 0.0059 | -0.164 | 250 | 30.50 | 31.80 | 9 | 31 | 60.5% | -0.49 | 0.0060 | -0.164 |
| 18.40 | 20.60 | 75 | 127 | 59.3% | 0.46 | 0.0059 | -0.164 | 260 | 35.90 | 38.10 | 20 | 59.4% | -0.55 | 0.0060 | -0.161 | |
| 16.30 | 17.40 | 344 | 60.5% | 0.41 | 0.0058 | -0.160 | 270 | 42.30 | 45.70 | 1 | 60.3% | -0.60 | 0.0059 | -0.154 | ||
| 13.40 | 14.40 | 4 | 129 | 59.5% | 0.36 | 0.0056 | -0.154 | 280 | 49.90 | 52.40 | 1 | 60.1% | -0.65 | 0.0057 | -0.144 | |
| 11.00 | 11.80 | 1 | 28 | 59.8% | 0.31 | 0.0053 | -0.145 | 290 | 57.30 | 60.50 | 3 | 60.4% | -0.70 | 0.0054 | -0.132 | |
| 8.90 | 9.90 | 100 | 59.8% | 0.27 | 0.0049 | -0.135 | 300 | 65.10 | 67.70 | 3 | 59.0% | -0.74 | 0.0051 | -0.119 | ||
| 6.20 | 8.30 | 1 | 85 | 58.4% | 0.23 | 0.0045 | -0.124 | 310 | 73.70 | 76.20 | 59.5% | -0.78 | 0.0048 | -0.105 | ||
| 4.90 | 7.20 | 54 | 58.8% | 0.19 | 0.0041 | -0.113 | 320 | 81.90 | 84.90 | 58.8% | -0.82 | 0.0044 | -0.090 | |||
| 3.70 | 6.20 | 17 | 59.0% | 0.16 | 0.0037 | -0.102 | 330 | 91.30 | 93.60 | 59.2% | -0.85 | 0.0040 | -0.076 | |||
| 2.85 | 5.30 | 9 | 59.2% | 0.14 | 0.0033 | -0.091 | 340 | 100.10 | 103.50 | 1 | 60.3% | -0.88 | 0.0036 | -0.062 | ||
| 2.15 | 4.60 | 59.5% | 0.12 | 0.0030 | -0.081 | 350 | 109.10 | 112.60 | 59.1% | -0.90 | 0.0033 | -0.048 | ||||
| 1.60 | 3.80 | 1 | 59.4% | 0.10 | 0.0026 | -0.071 | 360 | 118.50 | 122.30 | 59.6% | -0.92 | 0.0029 | -0.036 | |||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Nov 20, 2026
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.