TWLO Optionskette Twilio Inc.

Verfall Cboe delayed options data · Stand 15:38 UTC

Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.

Dieser Verfallstermin preist einen Move von etwa ±8.2% (218.28–257.08) · ATM IV 50.0% · P/C Open Interest 0.63

CALLS								Strike	PUTS
Geldkurs	Fragen	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		Geldkurs	Fragen	Vol	OI	IV	Δ	Γ	Θ
116.30	119.30		81		1.00	0.0001	0.000	120	0	0.6000		595	156.4%	-0.00	0.0001	-0.005
111.30	114.70		77	117.0%	1.00	0.0001	0.000	125	0	0.4000		49	139.9%	-0.00	0.0001	-0.006
106.10	109.60		82		1.00	0.0001	0.000	130	0	0.2000		45	121.2%	-0.00	0.0001	-0.006
101.20	104.30		112		1.00	0.0001	0.000	135	0	0.2000		29	114.2%	-0.00	0.0001	-0.007
96.00	99.40		188		1.00	0.0001	0.000	140	0	0.1500		43	104.0%	-0.00	0.0001	-0.009
91.20	94.80		59	69.5%	1.00	0.0002	0.000	145	0	0.2000		83	101.0%	-0.00	0.0002	-0.010
86.30	89.10		152		1.00	0.0002	0.000	150	0	0.2000		114	94.7%	-0.00	0.0002	-0.012
81.20	84.70		54		1.00	0.0003	0.000	155	0	0.2000		214	88.6%	-0.00	0.0003	-0.014
76.10	79.30		106		0.99	0.0004	0.000	160	0	0.2500		281	85.0%	-0.01	0.0004	-0.017
71.10	74.70		42		0.99	0.0005	0.000	165	0	0.2500		50	79.1%	-0.01	0.0005	-0.020
66.00	69.60		65		0.99	0.0007	0.000	170	0	0.3000		248	75.2%	-0.01	0.0007	-0.023
61.40	64.30		34		0.99	0.0009	0.000	175	0	0.3000		52	69.4%	-0.01	0.0009	-0.028
56.50	59.20		106		0.99	0.0011	-0.005	180	0	0.4000		139	66.5%	-0.01	0.0011	-0.033
51.50	54.70		448	45.8%	0.98	0.0015	-0.015	185	0	0.5500	3	144	64.0%	-0.02	0.0015	-0.041
46.50	49.70		113	38.5%	0.97	0.0021	-0.029	190	0.0500	0.5000		56	58.1%	-0.03	0.0021	-0.053
41.50	45.10		675	49.7%	0.96	0.0030	-0.049	195	0	0.9000		516	57.3%	-0.04	0.0030	-0.070
39.00	42.40		100	42.0%	0.95	0.0035	-0.061	197.5	0.1500	1.20	3	3	59.0%	-0.05	0.0035	-0.081
37.00	39.40		258	39.2%	0.94	0.0041	-0.075	200	0.3000	1.15	1	818	56.7%	-0.06	0.0041	-0.094
34.60	37.70			50.0%	0.93	0.0048	-0.091	202.5	0.4000	1.60		1	57.7%	-0.07	0.0049	-0.109
32.00	35.60		2	49.5%	0.92	0.0056	-0.109	205	0.5500	1.95		15	57.6%	-0.08	0.0056	-0.126
30.00	33.50			52.6%	0.90	0.0065	-0.128	207.5	0.7500	2.30			57.3%	-0.10	0.0065	-0.143
28.00	30.40		525	48.5%	0.89	0.0074	-0.148	210	0.9500	2.00		332	53.1%	-0.11	0.0075	-0.162
25.50	28.70		2	49.4%	0.86	0.0084	-0.168	212.5	1.20	3.30			56.8%	-0.14	0.0084	-0.182
23.40	26.50		6	49.1%	0.84	0.0094	-0.189	215	1.80	2.60	4	72	52.4%	-0.16	0.0095	-0.202
22.30	24.40			52.6%	0.82	0.0104	-0.210	217.5	2.15	4.70		3	57.9%	-0.18	0.0105	-0.221
20.10	22.40	4	481	51.3%	0.79	0.0115	-0.230	220	2.85	3.20		565	50.7%	-0.21	0.0115	-0.240
17.40	20.30		4	47.6%	0.76	0.0125	-0.249	222.5	3.20	4.50	3	1	51.9%	-0.24	0.0125	-0.258
15.50	18.50		5	47.3%	0.72	0.0134	-0.266	225	4.10	5.00	1	7	51.6%	-0.28	0.0135	-0.274
14.30	16.70	1	4	48.6%	0.69	0.0143	-0.281	227.5	4.90	5.80	1	201	51.5%	-0.31	0.0144	-0.288
13.30	14.80		873	49.4%	0.65	0.0150	-0.294	230	5.70	6.60		137	50.7%	-0.35	0.0151	-0.300
12.20	13.40		13	50.6%	0.61	0.0156	-0.304	232.5	6.30	9.00		1	53.3%	-0.39	0.0157	-0.309
10.30	12.00	6	4	49.2%	0.57	0.0161	-0.311	235	7.20	9.30		16	50.5%	-0.43	0.0162	-0.315
8.90	10.60		1	48.6%	0.53	0.0164	-0.315	237.5	8.50	10.80		29	51.4%	-0.47	0.0165	-0.317
8.40	9.30	6	372	50.0%	0.49	0.0165	-0.315	240	9.80	11.10		134	48.7%	-0.51	0.0166	-0.317
6.70	8.30		37	48.5%	0.45	0.0164	-0.313	242.5	11.30	14.00		3	52.7%	-0.55	0.0165	-0.313
5.80	7.30	1	106	48.7%	0.41	0.0161	-0.307	245	12.80	15.50		31	52.6%	-0.59	0.0163	-0.306
5.50	6.30		17	49.9%	0.37	0.0157	-0.298	247.5	14.00	16.40			49.5%	-0.63	0.0158	-0.296
4.80	5.70	6	1,543	50.7%	0.34	0.0151	-0.287	250	15.90	18.30		82	50.6%	-0.67	0.0153	-0.284
3.50	4.00		32	49.7%	0.27	0.0137	-0.258	255	19.10	22.50			50.8%	-0.74	0.0138	-0.252
2.35	2.95	4	1,327	49.3%	0.21	0.0119	-0.223	260	23.00	26.50		17	50.7%	-0.80	0.0121	-0.216
0.7500	2.25	2	21	45.9%	0.16	0.0100	-0.187	265	27.30	30.30			49.3%	-0.85	0.0102	-0.177
0.1500	1.75		182	45.3%	0.12	0.0082	-0.154	270	31.70	35.00		20	50.4%	-0.89	0.0084	-0.141
0.0500	0.9500	1	331	47.6%	0.07	0.0053	-0.103	280	41.00	44.50		7	52.2%	-0.94	0.0056	-0.084
0	0.5000		261	49.3%	0.04	0.0034	-0.071	290	50.80	54.20			55.5%	-0.97	0.0040	-0.055
0	0.5000	7	582	56.2%	0.03	0.0022	-0.052	300	60.90	64.00			61.5%	-0.99	0.0026	-0.053
0	0.3000		255	58.3%	0.02	0.0015	-0.039	310	70.60	74.00			60.6%	-0.99	0.0014	-0.065
0	0.2500		57	62.7%	0.01	0.0011	-0.030	320	80.80	84.00			73.4%	-1.00	0.0006	-0.078
0	0.2500		28	68.3%	0.01	0.0008	-0.024	330	90.50	94.00				-1.00	0.0003	-0.089
0	0.2000		64	71.6%	0.01	0.0006	-0.019	340	101.10	104.00			91.5%	-1.00	0.0001	-0.097
0	0.2000		10	76.6%	0.01	0.0004	-0.016	350	110.10	114.20				-1.00	0.0000	-0.102

Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.

Volatility Smile — Sep 18, 2026

Volatilitätsseite →

Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.

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TWLO Optionskette Twilio Inc.

Volatility Smile — Sep 18, 2026

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