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 ±31.4% (176.71–338.31) · ATM IV 68.0% · P/C open interest 1.30
| 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 | |
| 129.20 | 132.70 | 3 | 73.9% | 0.96 | 0.0007 | -0.018 | 130 | 0.1000 | 2.90 | 1 | 72.3% | -0.03 | 0.0007 | -0.034 | ||
| 124.60 | 128.20 | 8 | 73.5% | 0.96 | 0.0008 | -0.023 | 135 | 1.30 | 2.80 | 5 | 73.6% | -0.04 | 0.0008 | -0.039 | ||
| 120.00 | 123.70 | 21 | 72.7% | 0.95 | 0.0009 | -0.029 | 140 | 1.60 | 3.90 | 2 | 75.0% | -0.05 | 0.0009 | -0.044 | ||
| 115.80 | 119.20 | 5 | 72.8% | 0.94 | 0.0010 | -0.035 | 145 | 2.25 | 4.40 | 24 | 74.9% | -0.06 | 0.0010 | -0.050 | ||
| 111.50 | 114.80 | 2 | 72.5% | 0.93 | 0.0012 | -0.041 | 150 | 2.90 | 4.90 | 45 | 74.4% | -0.06 | 0.0012 | -0.055 | ||
| 107.20 | 110.60 | 2 | 72.4% | 0.93 | 0.0013 | -0.048 | 155 | 3.30 | 5.70 | 11 | 73.7% | -0.07 | 0.0013 | -0.061 | ||
| 103.00 | 106.30 | 4 | 71.9% | 0.91 | 0.0014 | -0.054 | 160 | 3.30 | 5.40 | 2 | 19 | 69.4% | -0.08 | 0.0014 | -0.067 | |
| 98.70 | 102.20 | 1 | 71.3% | 0.90 | 0.0016 | -0.061 | 165 | 4.80 | 7.50 | 26 | 73.3% | -0.10 | 0.0016 | -0.073 | ||
| 94.60 | 98.00 | 1 | 70.6% | 0.89 | 0.0017 | -0.068 | 170 | 5.80 | 8.50 | 466 | 73.3% | -0.11 | 0.0017 | -0.080 | ||
| 90.70 | 94.20 | 70.7% | 0.88 | 0.0019 | -0.075 | 175 | 6.80 | 9.50 | 47 | 73.0% | -0.12 | 0.0019 | -0.086 | |||
| 86.80 | 90.30 | 25 | 70.4% | 0.87 | 0.0020 | -0.082 | 180 | 8.00 | 10.50 | 159 | 72.7% | -0.13 | 0.0020 | -0.092 | ||
| 83.10 | 86.60 | 25 | 70.3% | 0.85 | 0.0022 | -0.088 | 185 | 8.60 | 10.60 | 258 | 69.9% | -0.15 | 0.0022 | -0.099 | ||
| 79.50 | 82.90 | 4 | 70.2% | 0.84 | 0.0023 | -0.095 | 190 | 10.20 | 11.60 | 38 | 69.8% | -0.16 | 0.0024 | -0.105 | ||
| 76.00 | 79.10 | 52 | 69.7% | 0.82 | 0.0025 | -0.102 | 195 | 11.60 | 13.00 | 12 | 69.7% | -0.18 | 0.0025 | -0.111 | ||
| 72.50 | 75.80 | 10 | 69.7% | 0.80 | 0.0026 | -0.108 | 200 | 13.10 | 14.50 | 10 | 41 | 70.0% | -0.20 | 0.0026 | -0.117 | |
| 65.90 | 69.20 | 36 | 69.3% | 0.77 | 0.0029 | -0.120 | 210 | 15.60 | 18.00 | 38 | 68.7% | -0.23 | 0.0029 | -0.128 | ||
| 59.70 | 63.00 | 32 | 69.0% | 0.73 | 0.0031 | -0.130 | 220 | 20.70 | 21.60 | 90 | 69.7% | -0.27 | 0.0032 | -0.137 | ||
| 54.00 | 57.30 | 163 | 68.8% | 0.70 | 0.0034 | -0.140 | 230 | 24.40 | 25.80 | 62 | 69.0% | -0.30 | 0.0034 | -0.146 | ||
| 48.70 | 51.90 | 23 | 68.4% | 0.66 | 0.0035 | -0.147 | 240 | 28.90 | 30.40 | 47 | 68.7% | -0.34 | 0.0036 | -0.152 | ||
| 44.50 | 46.70 | 7 | 85 | 68.6% | 0.62 | 0.0037 | -0.153 | 250 | 34.00 | 35.40 | 70 | 68.6% | -0.38 | 0.0038 | -0.157 | |
| 39.20 | 42.30 | 66 | 67.8% | 0.58 | 0.0038 | -0.157 | 260 | 39.20 | 40.90 | 16 | 68.3% | -0.42 | 0.0039 | -0.161 | ||
| 35.60 | 38.30 | 40 | 68.2% | 0.55 | 0.0039 | -0.159 | 270 | 45.10 | 46.70 | 21 | 68.2% | -0.46 | 0.0040 | -0.162 | ||
| 32.10 | 34.30 | 61 | 68.0% | 0.51 | 0.0039 | -0.160 | 280 | 51.20 | 53.70 | 8 | 68.7% | -0.50 | 0.0040 | -0.163 | ||
| 27.80 | 30.70 | 15 | 67.0% | 0.47 | 0.0039 | -0.160 | 290 | 57.50 | 60.20 | 20 | 68.4% | -0.53 | 0.0040 | -0.161 | ||
| 24.70 | 27.60 | 29 | 66.8% | 0.44 | 0.0039 | -0.158 | 300 | 64.20 | 67.30 | 51 | 68.4% | -0.57 | 0.0040 | -0.159 | ||
| 22.10 | 24.60 | 43 | 66.7% | 0.41 | 0.0038 | -0.155 | 310 | 71.40 | 74.10 | 26 | 68.0% | -0.60 | 0.0040 | -0.155 | ||
| 19.50 | 22.00 | 15 | 66.5% | 0.37 | 0.0038 | -0.151 | 320 | 78.70 | 81.50 | 14 | 67.8% | -0.64 | 0.0039 | -0.151 | ||
| 17.00 | 19.80 | 67 | 66.2% | 0.34 | 0.0037 | -0.147 | 330 | 86.40 | 89.50 | 32 | 68.0% | -0.67 | 0.0038 | -0.146 | ||
| 15.70 | 17.70 | 49 | 66.8% | 0.32 | 0.0035 | -0.142 | 340 | 94.20 | 97.70 | 7 | 68.0% | -0.70 | 0.0037 | -0.140 | ||
| 13.40 | 15.70 | 15 | 66.0% | 0.29 | 0.0034 | -0.136 | 350 | 102.20 | 106.00 | 1 | 68.0% | -0.73 | 0.0036 | -0.134 | ||
| 12.00 | 14.30 | 7 | 66.4% | 0.27 | 0.0033 | -0.130 | 360 | 110.50 | 114.20 | 7 | 67.7% | -0.75 | 0.0035 | -0.127 | ||
| 10.60 | 12.90 | 35 | 66.5% | 0.24 | 0.0031 | -0.124 | 370 | 119.10 | 122.90 | 68.0% | -0.78 | 0.0034 | -0.120 | |||
| 8.60 | 11.50 | 335 | 65.5% | 0.22 | 0.0030 | -0.117 | 380 | 127.90 | 131.50 | 67.9% | -0.80 | 0.0032 | -0.113 | |||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs