TWLO option chain Twilio Inc.
Cboe delayed options data · as of 21:55 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 ±34.3% (158.26–323.56) · ATM IV 59.4% · P/C open interest 0.55
| 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 | |
| 120.00 | 123.80 | 1 | 69.1% | 0.94 | 0.0009 | -0.014 | 125 | 2.75 | 4.40 | 77 | 69.0% | -0.05 | 0.0009 | -0.033 | ||
| 115.50 | 119.50 | 21 | 68.0% | 0.94 | 0.0010 | -0.018 | 130 | 3.10 | 5.10 | 68.1% | -0.06 | 0.0010 | -0.036 | |||
| 111.50 | 114.60 | 3 | 66.5% | 0.93 | 0.0011 | -0.022 | 135 | 3.80 | 5.90 | 3 | 67.9% | -0.07 | 0.0012 | -0.039 | ||
| 107.00 | 110.90 | 40 | 66.3% | 0.92 | 0.0013 | -0.027 | 140 | 4.50 | 6.30 | 7 | 66.7% | -0.08 | 0.0013 | -0.043 | ||
| 103.00 | 106.70 | 38 | 65.8% | 0.91 | 0.0014 | -0.031 | 145 | 5.30 | 7.30 | 11 | 66.5% | -0.09 | 0.0014 | -0.047 | ||
| 99.00 | 102.30 | 27 | 64.8% | 0.90 | 0.0015 | -0.036 | 150 | 6.20 | 8.70 | 11 | 66.8% | -0.10 | 0.0016 | -0.051 | ||
| 95.00 | 98.70 | 12 | 64.8% | 0.89 | 0.0017 | -0.040 | 155 | 6.90 | 8.00 | 6 | 74 | 63.5% | -0.11 | 0.0017 | -0.054 | |
| 91.00 | 95.00 | 45 | 64.3% | 0.87 | 0.0018 | -0.044 | 160 | 8.10 | 9.20 | 21 | 63.6% | -0.13 | 0.0018 | -0.058 | ||
| 87.20 | 91.20 | 2 | 63.8% | 0.86 | 0.0020 | -0.049 | 165 | 9.10 | 10.30 | 20 | 63.1% | -0.14 | 0.0020 | -0.062 | ||
| 83.50 | 87.50 | 13 | 63.4% | 0.85 | 0.0021 | -0.053 | 170 | 10.50 | 11.40 | 1 | 10 | 62.8% | -0.15 | 0.0021 | -0.065 | |
| 80.00 | 83.30 | 42 | 62.4% | 0.83 | 0.0022 | -0.057 | 175 | 11.60 | 13.00 | 11 | 62.6% | -0.17 | 0.0023 | -0.069 | ||
| 77.00 | 80.20 | 34 | 63.1% | 0.82 | 0.0024 | -0.061 | 180 | 13.00 | 14.10 | 5 | 22 | 61.9% | -0.18 | 0.0024 | -0.073 | |
| 73.00 | 76.10 | 40 | 61.4% | 0.80 | 0.0025 | -0.066 | 185 | 14.60 | 15.60 | 61 | 61.7% | -0.20 | 0.0026 | -0.076 | ||
| 70.00 | 72.70 | 1 | 3 | 61.3% | 0.79 | 0.0026 | -0.069 | 190 | 16.20 | 17.20 | 34 | 61.4% | -0.21 | 0.0027 | -0.079 | |
| 66.70 | 70.20 | 61 | 61.6% | 0.77 | 0.0028 | -0.073 | 195 | 17.90 | 18.90 | 1 | 61.2% | -0.23 | 0.0028 | -0.082 | ||
| 63.60 | 67.00 | 50 | 61.2% | 0.75 | 0.0029 | -0.076 | 200 | 19.70 | 22.30 | 9 | 62.3% | -0.25 | 0.0030 | -0.085 | ||
| 57.70 | 61.20 | 8 | 60.8% | 0.72 | 0.0031 | -0.083 | 210 | 23.60 | 26.40 | 2 | 61.9% | -0.28 | 0.0032 | -0.090 | ||
| 52.30 | 55.10 | 32 | 59.9% | 0.68 | 0.0033 | -0.088 | 220 | 28.00 | 29.10 | 21 | 60.1% | -0.32 | 0.0034 | -0.095 | ||
| 47.60 | 50.40 | 11 | 60.1% | 0.65 | 0.0035 | -0.093 | 230 | 32.70 | 33.80 | 38 | 59.6% | -0.36 | 0.0036 | -0.098 | ||
| 43.00 | 45.00 | 1 | 82 | 59.2% | 0.61 | 0.0036 | -0.096 | 240 | 38.00 | 39.30 | 21 | 59.6% | -0.40 | 0.0038 | -0.100 | |
| 38.40 | 41.30 | 44 | 59.1% | 0.57 | 0.0037 | -0.099 | 250 | 43.10 | 45.00 | 59.0% | -0.43 | 0.0039 | -0.102 | |||
| 34.70 | 37.40 | 90 | 59.0% | 0.54 | 0.0038 | -0.100 | 260 | 49.50 | 52.00 | 1 | 5 | 59.8% | -0.47 | 0.0039 | -0.102 | |
| 31.10 | 33.80 | 32 | 58.8% | 0.50 | 0.0038 | -0.101 | 270 | 55.70 | 58.50 | 59.6% | -0.51 | 0.0040 | -0.102 | |||
| 28.10 | 30.20 | 46 | 58.5% | 0.47 | 0.0038 | -0.100 | 280 | 62.40 | 64.50 | 2 | 59.0% | -0.54 | 0.0040 | -0.101 | ||
| 25.70 | 27.60 | 4 | 14 | 59.0% | 0.44 | 0.0038 | -0.100 | 290 | 69.40 | 71.60 | 59.0% | -0.58 | 0.0040 | -0.099 | ||
| 22.60 | 24.50 | 23 | 58.2% | 0.40 | 0.0037 | -0.098 | 300 | 76.20 | 79.00 | 1 | 58.6% | -0.61 | 0.0040 | -0.097 | ||
| 20.20 | 22.40 | 14 | 58.3% | 0.38 | 0.0036 | -0.096 | 310 | 83.80 | 86.80 | 58.7% | -0.64 | 0.0039 | -0.094 | |||
| 18.20 | 20.60 | 1 | 68 | 58.6% | 0.35 | 0.0036 | -0.093 | 320 | 91.60 | 94.50 | 1 | 58.5% | -0.67 | 0.0039 | -0.090 | |
| 16.20 | 18.30 | 1 | 58.2% | 0.32 | 0.0034 | -0.091 | 330 | 100.00 | 102.60 | 58.8% | -0.70 | 0.0038 | -0.087 | |||
| 14.20 | 16.70 | 17 | 58.1% | 0.30 | 0.0033 | -0.088 | 340 | 107.80 | 111.00 | 58.5% | -0.73 | 0.0037 | -0.083 | |||
| 12.70 | 15.10 | 5 | 58.1% | 0.27 | 0.0032 | -0.084 | 350 | 116.50 | 119.10 | 58.3% | -0.75 | 0.0036 | -0.079 | |||
| 11.30 | 13.70 | 1 | 58.1% | 0.25 | 0.0031 | -0.081 | 360 | 124.90 | 128.30 | 58.6% | -0.78 | 0.0035 | -0.075 | |||
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