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 ±36.3% (164.16–350.86) · ATM IV 65.5% · P/C open interest 1.00
| 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 | |
| 131.50 | 135.10 | 71.3% | 0.95 | 0.0008 | -0.020 | 130 | 2.35 | 4.40 | 72.5% | -0.05 | 0.0008 | -0.037 | ||||
| 127.20 | 130.60 | 70.6% | 0.94 | 0.0009 | -0.024 | 135 | 2.80 | 5.00 | 20 | 71.8% | -0.06 | 0.0009 | -0.041 | |||
| 122.90 | 126.30 | 70.0% | 0.93 | 0.0010 | -0.029 | 140 | 3.30 | 5.70 | 71.2% | -0.07 | 0.0010 | -0.045 | ||||
| 118.70 | 122.10 | 69.7% | 0.93 | 0.0011 | -0.034 | 145 | 4.30 | 6.50 | 5 | 71.6% | -0.07 | 0.0011 | -0.049 | |||
| 114.60 | 117.80 | 1 | 69.1% | 0.92 | 0.0012 | -0.039 | 150 | 5.00 | 7.30 | 3 | 1 | 71.0% | -0.08 | 0.0012 | -0.053 | |
| 111.00 | 113.90 | 69.8% | 0.91 | 0.0013 | -0.044 | 155 | 5.80 | 8.50 | 1 | 71.1% | -0.09 | 0.0013 | -0.058 | |||
| 106.50 | 110.00 | 68.8% | 0.90 | 0.0014 | -0.049 | 160 | 6.70 | 9.60 | 3 | 70.9% | -0.10 | 0.0014 | -0.062 | |||
| 103.00 | 106.10 | 69.0% | 0.88 | 0.0015 | -0.054 | 165 | 7.60 | 10.50 | 1 | 17 | 70.2% | -0.12 | 0.0016 | -0.067 | ||
| 98.80 | 102.10 | 1 | 67.9% | 0.87 | 0.0017 | -0.059 | 170 | 8.90 | 11.80 | 5 | 70.3% | -0.13 | 0.0017 | -0.071 | ||
| 95.10 | 98.30 | 1 | 67.6% | 0.86 | 0.0018 | -0.064 | 175 | 9.80 | 12.10 | 68.5% | -0.14 | 0.0018 | -0.076 | |||
| 92.10 | 94.70 | 68.1% | 0.85 | 0.0019 | -0.068 | 180 | 11.20 | 13.50 | 60 | 68.5% | -0.15 | 0.0019 | -0.080 | |||
| 88.70 | 91.30 | 68.2% | 0.83 | 0.0020 | -0.073 | 185 | 12.50 | 15.50 | 68.9% | -0.17 | 0.0020 | -0.084 | ||||
| 85.20 | 87.70 | 1 | 67.7% | 0.82 | 0.0021 | -0.078 | 190 | 14.00 | 17.00 | 2 | 68.7% | -0.18 | 0.0022 | -0.088 | ||
| 81.80 | 84.50 | 67.6% | 0.81 | 0.0022 | -0.082 | 195 | 15.50 | 18.50 | 2 | 68.3% | -0.19 | 0.0023 | -0.092 | |||
| 77.90 | 81.20 | 2 | 66.7% | 0.79 | 0.0023 | -0.087 | 200 | 17.20 | 19.50 | 2 | 67.5% | -0.21 | 0.0024 | -0.096 | ||
| 72.40 | 74.90 | 2 | 67.0% | 0.76 | 0.0025 | -0.095 | 210 | 20.90 | 23.50 | 67.6% | -0.24 | 0.0026 | -0.103 | |||
| 66.40 | 69.20 | 2 | 66.6% | 0.73 | 0.0027 | -0.102 | 220 | 24.80 | 27.40 | 1 | 67.1% | -0.27 | 0.0028 | -0.110 | ||
| 60.10 | 63.50 | 2 | 65.5% | 0.70 | 0.0029 | -0.108 | 230 | 29.30 | 31.50 | 66.7% | -0.30 | 0.0030 | -0.115 | |||
| 55.30 | 58.00 | 114 | 65.2% | 0.67 | 0.0030 | -0.114 | 240 | 34.00 | 36.50 | 42 | 66.6% | -0.34 | 0.0031 | -0.120 | ||
| 51.00 | 53.30 | 65.3% | 0.63 | 0.0032 | -0.118 | 250 | 39.10 | 41.50 | 42 | 66.2% | -0.37 | 0.0032 | -0.123 | |||
| 46.40 | 48.80 | 1 | 64.9% | 0.60 | 0.0032 | -0.121 | 260 | 44.50 | 47.00 | 8 | 66.0% | -0.40 | 0.0034 | -0.126 | ||
| 42.50 | 44.50 | 1 | 64.7% | 0.57 | 0.0033 | -0.123 | 270 | 50.20 | 53.00 | 65 | 65.9% | -0.44 | 0.0034 | -0.127 | ||
| 38.10 | 40.70 | 1 | 10 | 64.1% | 0.54 | 0.0034 | -0.125 | 280 | 56.20 | 59.00 | 65.6% | -0.47 | 0.0035 | -0.128 | ||
| 35.00 | 37.20 | 100 | 64.2% | 0.51 | 0.0034 | -0.125 | 290 | 62.50 | 65.10 | 2 | 65.1% | -0.50 | 0.0036 | -0.128 | ||
| 31.90 | 34.20 | 15 | 64.2% | 0.48 | 0.0034 | -0.125 | 300 | 69.20 | 72.40 | 65.4% | -0.54 | 0.0036 | -0.127 | |||
| 28.50 | 31.10 | 1 | 63.6% | 0.45 | 0.0034 | -0.124 | 310 | 76.20 | 79.40 | 65.3% | -0.57 | 0.0036 | -0.125 | |||
| 26.00 | 28.40 | 2 | 63.6% | 0.42 | 0.0034 | -0.123 | 320 | 83.30 | 85.80 | 64.5% | -0.60 | 0.0036 | -0.123 | |||
| 23.50 | 26.20 | 65 | 63.7% | 0.39 | 0.0033 | -0.120 | 330 | 90.80 | 94.00 | 73 | 64.9% | -0.62 | 0.0035 | -0.120 | ||
| 21.00 | 23.70 | 20 | 63.2% | 0.37 | 0.0032 | -0.118 | 340 | 98.40 | 101.00 | 64.2% | -0.65 | 0.0035 | -0.117 | |||
| 18.50 | 21.40 | 18 | 62.6% | 0.34 | 0.0032 | -0.115 | 350 | 106.40 | 109.70 | 11 | 64.8% | -0.68 | 0.0034 | -0.113 | ||
| 16.50 | 19.90 | 62.6% | 0.32 | 0.0031 | -0.112 | 360 | 114.30 | 117.80 | 64.6% | -0.70 | 0.0034 | -0.109 | ||||
| 15.00 | 18.20 | 1 | 62.7% | 0.30 | 0.0030 | -0.108 | 370 | 122.70 | 126.20 | 64.7% | -0.73 | 0.0033 | -0.105 | |||
| 13.50 | 16.50 | 14 | 62.5% | 0.28 | 0.0029 | -0.104 | 380 | 131.20 | 134.70 | 64.8% | -0.75 | 0.0032 | -0.101 | |||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs