TWLO option chain Twilio Inc.
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 ±22.8% (198.75–316.25) · ATM IV 69.8% · P/C open interest 0.75
| 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 | |
| 126.40 | 130.40 | 43 | 73.0% | 0.99 | 0.0004 | -0.008 | 130 | 0 | 0.8500 | 37 | 82.4% | -0.01 | 0.0004 | -0.024 | ||
| 121.60 | 125.70 | 86 | 75.7% | 0.98 | 0.0005 | -0.012 | 135 | 0 | 1.05 | 29 | 80.9% | -0.02 | 0.0005 | -0.028 | ||
| 116.70 | 120.90 | 60 | 75.0% | 0.98 | 0.0006 | -0.018 | 140 | 0.1000 | 0.9500 | 119 | 76.8% | -0.02 | 0.0006 | -0.033 | ||
| 112.40 | 115.40 | 27 | 70.1% | 0.98 | 0.0007 | -0.024 | 145 | 0.2000 | 1.55 | 21 | 79.6% | -0.02 | 0.0007 | -0.038 | ||
| 107.30 | 110.70 | 27 | 67.9% | 0.97 | 0.0008 | -0.030 | 150 | 0.5000 | 1.50 | 61 | 77.4% | -0.03 | 0.0008 | -0.044 | ||
| 102.60 | 105.70 | 113 | 66.6% | 0.96 | 0.0010 | -0.038 | 155 | 0.6000 | 1.95 | 3 | 129 | 76.9% | -0.04 | 0.0010 | -0.051 | |
| 98.00 | 101.40 | 105 | 70.7% | 0.96 | 0.0012 | -0.046 | 160 | 1.00 | 2.25 | 100 | 76.7% | -0.04 | 0.0012 | -0.059 | ||
| 93.40 | 96.80 | 21 | 70.9% | 0.95 | 0.0013 | -0.056 | 165 | 1.30 | 2.65 | 3 | 171 | 75.9% | -0.05 | 0.0014 | -0.068 | |
| 89.30 | 91.90 | 420 | 71.2% | 0.94 | 0.0016 | -0.066 | 170 | 1.70 | 3.30 | 81 | 75.9% | -0.06 | 0.0016 | -0.077 | ||
| 84.40 | 87.50 | 41 | 69.7% | 0.93 | 0.0018 | -0.077 | 175 | 2.15 | 4.40 | 39 | 77.0% | -0.07 | 0.0018 | -0.088 | ||
| 80.00 | 83.40 | 73 | 70.6% | 0.91 | 0.0020 | -0.088 | 180 | 2.80 | 4.90 | 78 | 76.2% | -0.09 | 0.0020 | -0.099 | ||
| 75.60 | 78.90 | 24 | 69.6% | 0.90 | 0.0023 | -0.100 | 185 | 3.40 | 5.70 | 45 | 75.6% | -0.10 | 0.0023 | -0.110 | ||
| 71.60 | 74.50 | 67 | 69.5% | 0.88 | 0.0026 | -0.112 | 190 | 4.20 | 6.60 | 89 | 75.3% | -0.12 | 0.0026 | -0.122 | ||
| 67.50 | 70.90 | 145 | 70.5% | 0.87 | 0.0028 | -0.125 | 195 | 5.00 | 7.50 | 181 | 74.5% | -0.13 | 0.0028 | -0.134 | ||
| 63.60 | 67.10 | 449 | 70.8% | 0.85 | 0.0031 | -0.137 | 200 | 6.20 | 7.30 | 1 | 129 | 72.0% | -0.15 | 0.0031 | -0.145 | |
| 56.80 | 59.40 | 462 | 71.5% | 0.81 | 0.0036 | -0.162 | 210 | 8.60 | 9.70 | 1 | 76 | 71.5% | -0.19 | 0.0037 | -0.169 | |
| 49.10 | 52.00 | 84 | 69.3% | 0.76 | 0.0042 | -0.184 | 220 | 11.40 | 13.80 | 49 | 72.6% | -0.24 | 0.0042 | -0.190 | ||
| 43.50 | 45.90 | 253 | 70.8% | 0.71 | 0.0046 | -0.204 | 230 | 15.00 | 16.20 | 115 | 70.7% | -0.29 | 0.0046 | -0.209 | ||
| 37.50 | 39.60 | 1 | 162 | 69.7% | 0.66 | 0.0050 | -0.219 | 240 | 19.10 | 20.30 | 97 | 70.4% | -0.34 | 0.0050 | -0.224 | |
| 31.90 | 34.40 | 1 | 424 | 69.2% | 0.61 | 0.0052 | -0.230 | 250 | 23.70 | 25.10 | 2 | 56 | 70.2% | -0.39 | 0.0053 | -0.234 |
| 28.20 | 29.60 | 17 | 49 | 69.0% | 0.55 | 0.0054 | -0.237 | 260 | 29.30 | 30.40 | 87 | 70.6% | -0.45 | 0.0054 | -0.239 | |
| 23.80 | 25.10 | 73 | 69.8% | 0.50 | 0.0054 | -0.239 | 270 | 35.00 | 36.20 | 187 | 70.3% | -0.50 | 0.0055 | -0.241 | ||
| 19.10 | 21.40 | 4 | 161 | 67.9% | 0.45 | 0.0054 | -0.236 | 280 | 40.90 | 43.50 | 15 | 70.9% | -0.55 | 0.0055 | -0.237 | |
| 16.10 | 18.10 | 79 | 67.9% | 0.40 | 0.0053 | -0.230 | 290 | 47.60 | 50.00 | 44 | 70.4% | -0.60 | 0.0054 | -0.231 | ||
| 13.80 | 15.40 | 4 | 323 | 67.9% | 0.35 | 0.0051 | -0.221 | 300 | 54.70 | 57.50 | 45 | 70.5% | -0.65 | 0.0052 | -0.221 | |
| 10.70 | 12.90 | 17 | 137 | 67.2% | 0.31 | 0.0049 | -0.209 | 310 | 62.30 | 65.00 | 13 | 70.4% | -0.70 | 0.0050 | -0.208 | |
| 9.50 | 10.80 | 16 | 34 | 67.8% | 0.27 | 0.0046 | -0.196 | 320 | 70.20 | 73.00 | 30 | 70.3% | -0.74 | 0.0047 | -0.194 | |
| 6.80 | 9.20 | 198 | 66.6% | 0.24 | 0.0043 | -0.181 | 330 | 78.30 | 81.50 | 2 | 70.5% | -0.77 | 0.0044 | -0.179 | ||
| 5.70 | 8.00 | 70 | 67.5% | 0.20 | 0.0039 | -0.166 | 340 | 86.90 | 90.00 | 70.5% | -0.81 | 0.0041 | -0.163 | |||
| 4.50 | 6.80 | 1 | 22 | 67.5% | 0.18 | 0.0036 | -0.151 | 350 | 95.70 | 99.00 | 71.1% | -0.84 | 0.0038 | -0.148 | ||
| 3.10 | 5.60 | 18 | 66.1% | 0.15 | 0.0032 | -0.137 | 360 | 104.70 | 108.00 | 2 | 71.3% | -0.86 | 0.0035 | -0.133 | ||
| 2.20 | 4.90 | 10 | 66.1% | 0.13 | 0.0029 | -0.123 | 370 | 113.70 | 117.40 | 1 | 71.7% | -0.89 | 0.0032 | -0.118 | ||
| 2.65 | 4.20 | 44 | 68.9% | 0.11 | 0.0026 | -0.110 | 380 | 123.20 | 126.50 | 71.9% | -0.91 | 0.0029 | -0.104 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs