TWLO option chain Twilio Inc.
Cboe delayed options data · as of 00:38 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 ±28.0% (163.53–290.83) · ATM IV 57.8% · P/C open interest 0.62
| 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 | |
| 114.00 | 117.10 | 126 | 69.8% | 0.97 | 0.0007 | 0.000 | 115 | 0.6500 | 1.65 | 35 | 67.1% | -0.03 | 0.0007 | -0.021 | ||
| 109.30 | 113.00 | 251 | 70.6% | 0.97 | 0.0008 | 0.000 | 120 | 1.00 | 1.75 | 261 | 65.8% | -0.03 | 0.0008 | -0.024 | ||
| 104.70 | 108.40 | 71 | 69.2% | 0.96 | 0.0010 | 0.000 | 125 | 1.20 | 2.15 | 74 | 64.9% | -0.04 | 0.0010 | -0.028 | ||
| 100.20 | 104.00 | 246 | 68.6% | 0.95 | 0.0011 | -0.004 | 130 | 1.40 | 2.65 | 77 | 64.0% | -0.05 | 0.0011 | -0.032 | ||
| 95.70 | 99.00 | 72 | 65.9% | 0.94 | 0.0013 | -0.010 | 135 | 1.80 | 3.10 | 33 | 63.3% | -0.06 | 0.0013 | -0.036 | ||
| 91.30 | 94.90 | 230 | 65.8% | 0.93 | 0.0015 | -0.016 | 140 | 2.25 | 3.90 | 85 | 63.3% | -0.07 | 0.0015 | -0.041 | ||
| 87.10 | 90.20 | 200 | 64.4% | 0.92 | 0.0017 | -0.022 | 145 | 2.80 | 4.60 | 101 | 62.9% | -0.08 | 0.0017 | -0.046 | ||
| 82.70 | 85.90 | 246 | 63.4% | 0.91 | 0.0019 | -0.028 | 150 | 3.60 | 4.40 | 109 | 60.7% | -0.09 | 0.0019 | -0.051 | ||
| 78.70 | 82.00 | 87 | 63.4% | 0.89 | 0.0021 | -0.035 | 155 | 4.10 | 6.10 | 139 | 61.6% | -0.11 | 0.0022 | -0.056 | ||
| 74.80 | 78.00 | 99 | 63.1% | 0.88 | 0.0024 | -0.041 | 160 | 4.90 | 7.00 | 34 | 61.1% | -0.12 | 0.0024 | -0.061 | ||
| 70.80 | 74.00 | 76 | 62.3% | 0.86 | 0.0026 | -0.048 | 165 | 5.90 | 8.20 | 213 | 61.0% | -0.14 | 0.0026 | -0.067 | ||
| 67.00 | 70.00 | 147 | 61.6% | 0.85 | 0.0028 | -0.054 | 170 | 6.90 | 9.40 | 42 | 60.6% | -0.16 | 0.0029 | -0.072 | ||
| 63.30 | 66.50 | 45 | 61.5% | 0.83 | 0.0031 | -0.061 | 175 | 7.90 | 10.40 | 1 | 108 | 59.7% | -0.17 | 0.0031 | -0.077 | |
| 59.80 | 63.00 | 162 | 61.3% | 0.81 | 0.0033 | -0.067 | 180 | 9.40 | 12.10 | 162 | 60.0% | -0.19 | 0.0034 | -0.082 | ||
| 56.30 | 59.50 | 80 | 60.8% | 0.79 | 0.0035 | -0.073 | 185 | 10.90 | 13.50 | 122 | 59.7% | -0.22 | 0.0036 | -0.087 | ||
| 52.70 | 56.00 | 228 | 60.0% | 0.76 | 0.0037 | -0.078 | 190 | 12.20 | 15.50 | 59 | 59.5% | -0.24 | 0.0038 | -0.091 | ||
| 49.70 | 53.00 | 53 | 60.1% | 0.74 | 0.0039 | -0.084 | 195 | 14.00 | 16.90 | 46 | 58.9% | -0.26 | 0.0040 | -0.095 | ||
| 46.70 | 50.00 | 311 | 60.0% | 0.72 | 0.0041 | -0.088 | 200 | 16.50 | 18.30 | 50 | 58.9% | -0.28 | 0.0042 | -0.099 | ||
| 41.00 | 44.00 | 266 | 59.2% | 0.67 | 0.0044 | -0.097 | 210 | 19.70 | 23.00 | 59 | 58.0% | -0.33 | 0.0045 | -0.104 | ||
| 35.90 | 39.00 | 1,473 | 59.1% | 0.62 | 0.0047 | -0.103 | 220 | 24.30 | 27.40 | 214 | 57.3% | -0.38 | 0.0048 | -0.108 | ||
| 31.20 | 34.50 | 93 | 59.0% | 0.58 | 0.0049 | -0.107 | 230 | 29.20 | 32.40 | 59 | 56.5% | -0.43 | 0.0050 | -0.111 | ||
| 26.60 | 30.00 | 87 | 58.0% | 0.53 | 0.0050 | -0.109 | 240 | 35.40 | 38.00 | 30 | 56.1% | -0.48 | 0.0052 | -0.111 | ||
| 23.10 | 26.30 | 171 | 58.1% | 0.48 | 0.0050 | -0.110 | 250 | 41.00 | 44.50 | 29 | 56.0% | -0.53 | 0.0052 | -0.109 | ||
| 20.00 | 23.00 | 145 | 58.1% | 0.43 | 0.0050 | -0.109 | 260 | 47.50 | 51.00 | 2 | 55.6% | -0.58 | 0.0052 | -0.106 | ||
| 17.40 | 19.70 | 128 | 57.8% | 0.39 | 0.0049 | -0.106 | 270 | 54.50 | 58.00 | 1 | 55.2% | -0.62 | 0.0051 | -0.101 | ||
| 14.00 | 17.40 | 185 | 57.1% | 0.35 | 0.0047 | -0.103 | 280 | 62.00 | 65.40 | 2 | 55.0% | -0.66 | 0.0050 | -0.095 | ||
| 12.00 | 14.90 | 73 | 56.9% | 0.31 | 0.0045 | -0.098 | 290 | 70.00 | 73.30 | 1 | 55.0% | -0.70 | 0.0048 | -0.089 | ||
| 10.50 | 12.70 | 95 | 56.9% | 0.28 | 0.0043 | -0.093 | 300 | 78.00 | 81.50 | 2 | 54.8% | -0.74 | 0.0046 | -0.082 | ||
| 8.50 | 10.70 | 1 | 37 | 56.1% | 0.25 | 0.0040 | -0.088 | 310 | 86.50 | 89.70 | 54.4% | -0.78 | 0.0044 | -0.074 | ||
| 7.10 | 10.00 | 30 | 56.9% | 0.22 | 0.0038 | -0.082 | 320 | 95.00 | 98.60 | 54.3% | -0.81 | 0.0042 | -0.066 | |||
| 5.80 | 8.70 | 38 | 56.7% | 0.19 | 0.0035 | -0.076 | 330 | 104.00 | 107.30 | 53.9% | -0.84 | 0.0040 | -0.059 | |||
| 5.00 | 7.60 | 26 | 56.9% | 0.17 | 0.0032 | -0.071 | 340 | 113.00 | 116.60 | 53.8% | -0.86 | 0.0037 | -0.051 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs