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 ±34.2% (169.50–345.50) · ATM IV 67.0% · P/C open interest 0.41
| 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 | |
| 130.40 | 134.00 | 21 | 72.9% | 0.95 | 0.0008 | -0.024 | 130 | 1.80 | 3.40 | 1 | 73.8% | -0.04 | 0.0008 | -0.037 | ||
| 125.90 | 129.50 | 72.0% | 0.95 | 0.0009 | -0.029 | 135 | 2.15 | 4.00 | 4 | 73.3% | -0.05 | 0.0009 | -0.042 | |||
| 121.60 | 125.10 | 39 | 71.8% | 0.94 | 0.0010 | -0.034 | 140 | 2.65 | 4.80 | 4 | 73.4% | -0.06 | 0.0010 | -0.046 | ||
| 117.30 | 120.80 | 38 | 71.5% | 0.93 | 0.0011 | -0.039 | 145 | 3.20 | 5.50 | 11 | 72.9% | -0.07 | 0.0011 | -0.051 | ||
| 113.10 | 116.60 | 18 | 71.2% | 0.92 | 0.0012 | -0.045 | 150 | 4.00 | 6.30 | 13 | 73.0% | -0.08 | 0.0012 | -0.056 | ||
| 109.00 | 112.40 | 11 | 70.9% | 0.91 | 0.0013 | -0.050 | 155 | 4.70 | 7.10 | 80 | 72.5% | -0.09 | 0.0013 | -0.061 | ||
| 104.80 | 108.40 | 44 | 70.5% | 0.90 | 0.0014 | -0.056 | 160 | 5.70 | 8.10 | 33 | 72.6% | -0.10 | 0.0014 | -0.067 | ||
| 100.80 | 104.40 | 2 | 70.2% | 0.89 | 0.0016 | -0.061 | 165 | 6.50 | 9.30 | 20 | 72.4% | -0.11 | 0.0016 | -0.072 | ||
| 96.90 | 100.50 | 18 | 69.9% | 0.88 | 0.0017 | -0.067 | 170 | 7.30 | 10.50 | 11 | 72.0% | -0.12 | 0.0017 | -0.077 | ||
| 93.30 | 96.60 | 49 | 69.8% | 0.87 | 0.0018 | -0.073 | 175 | 8.40 | 11.50 | 10 | 71.4% | -0.13 | 0.0018 | -0.082 | ||
| 89.40 | 92.90 | 35 | 69.4% | 0.85 | 0.0020 | -0.078 | 180 | 10.00 | 12.10 | 28 | 70.8% | -0.15 | 0.0020 | -0.088 | ||
| 85.80 | 89.30 | 40 | 69.2% | 0.84 | 0.0021 | -0.084 | 185 | 11.10 | 13.50 | 67 | 70.4% | -0.16 | 0.0021 | -0.093 | ||
| 82.30 | 85.70 | 3 | 69.0% | 0.83 | 0.0022 | -0.089 | 190 | 12.50 | 15.00 | 56 | 70.3% | -0.17 | 0.0022 | -0.098 | ||
| 78.90 | 82.40 | 62 | 69.0% | 0.81 | 0.0023 | -0.094 | 195 | 14.00 | 16.50 | 4 | 70.1% | -0.19 | 0.0024 | -0.102 | ||
| 75.50 | 78.90 | 45 | 68.5% | 0.80 | 0.0024 | -0.099 | 200 | 15.60 | 18.00 | 11 | 70.3% | -0.20 | 0.0025 | -0.107 | ||
| 69.20 | 72.70 | 15 | 68.4% | 0.76 | 0.0027 | -0.109 | 210 | 19.10 | 21.50 | 7 | 69.4% | -0.24 | 0.0027 | -0.116 | ||
| 63.20 | 66.60 | 28 | 68.0% | 0.73 | 0.0029 | -0.117 | 220 | 23.00 | 25.00 | 19 | 68.7% | -0.27 | 0.0029 | -0.124 | ||
| 57.60 | 61.00 | 17 | 67.6% | 0.70 | 0.0031 | -0.124 | 230 | 27.20 | 29.50 | 32 | 68.5% | -0.30 | 0.0031 | -0.130 | ||
| 53.00 | 55.60 | 181 | 67.7% | 0.66 | 0.0032 | -0.130 | 240 | 31.80 | 34.00 | 9 | 68.0% | -0.34 | 0.0033 | -0.136 | ||
| 47.50 | 50.60 | 1 | 31 | 66.8% | 0.63 | 0.0034 | -0.135 | 250 | 36.70 | 39.50 | 39 | 68.0% | -0.38 | 0.0034 | -0.140 | |
| 43.00 | 46.00 | 1 | 90 | 66.4% | 0.59 | 0.0035 | -0.139 | 260 | 42.00 | 45.00 | 13 | 67.7% | -0.41 | 0.0036 | -0.143 | |
| 39.00 | 42.00 | 37 | 66.4% | 0.56 | 0.0035 | -0.141 | 270 | 47.90 | 50.50 | 32 | 67.4% | -0.45 | 0.0036 | -0.144 | ||
| 35.30 | 38.00 | 155 | 66.1% | 0.53 | 0.0036 | -0.142 | 280 | 53.90 | 57.00 | 35 | 67.4% | -0.48 | 0.0037 | -0.145 | ||
| 31.50 | 34.40 | 120 | 65.6% | 0.49 | 0.0036 | -0.142 | 290 | 60.40 | 63.50 | 43 | 67.3% | -0.52 | 0.0037 | -0.145 | ||
| 28.20 | 31.40 | 57 | 65.4% | 0.46 | 0.0036 | -0.141 | 300 | 66.90 | 70.00 | 34 | 66.7% | -0.55 | 0.0037 | -0.143 | ||
| 25.70 | 28.20 | 32 | 65.3% | 0.43 | 0.0036 | -0.140 | 310 | 73.80 | 77.00 | 14 | 66.5% | -0.58 | 0.0037 | -0.141 | ||
| 23.10 | 25.50 | 94 | 65.2% | 0.40 | 0.0035 | -0.137 | 320 | 81.30 | 84.20 | 12 | 66.4% | -0.61 | 0.0037 | -0.138 | ||
| 20.50 | 23.00 | 29 | 64.8% | 0.37 | 0.0034 | -0.134 | 330 | 88.80 | 92.00 | 66.4% | -0.64 | 0.0036 | -0.135 | |||
| 18.50 | 21.00 | 81 | 65.0% | 0.35 | 0.0034 | -0.130 | 340 | 96.60 | 99.60 | 66.2% | -0.67 | 0.0036 | -0.131 | |||
| 16.50 | 19.00 | 69 | 64.8% | 0.32 | 0.0033 | -0.126 | 350 | 104.50 | 108.00 | 66.4% | -0.70 | 0.0035 | -0.126 | |||
| 15.00 | 17.30 | 63 | 65.0% | 0.30 | 0.0032 | -0.122 | 360 | 112.70 | 116.30 | 66.4% | -0.72 | 0.0034 | -0.121 | |||
| 12.50 | 15.50 | 75 | 63.9% | 0.27 | 0.0031 | -0.117 | 370 | 121.00 | 124.70 | 66.3% | -0.75 | 0.0033 | -0.116 | |||
| 11.00 | 14.30 | 25 | 64.0% | 0.25 | 0.0029 | -0.112 | 380 | 129.80 | 133.50 | 66.7% | -0.77 | 0.0032 | -0.111 | |||
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 — Mar 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