TWLO volatilità Twilio Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.50.9%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.91.4%
HV6060.7%
Spread IV − HV20
-40.6pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
81
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 00:38 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 66.8% | -2.6pt | ±4.2% |
| Sep 11, 2026 | 9 | 52.0% | +3.7pt | ±6.6% |
| Sep 18, 2026 | 16 | 49.3% | +0.6pt | ±8.3% |
| Sep 25, 2026 | 23 | 50.2% | +0.8pt | ±10.1% |
| Oct 02, 2026 | 30 | 50.9% | +0.7pt | ±11.7% |
| Oct 09, 2026 | 37 | 50.4% | +1.2pt | ±12.8% |
| Oct 16, 2026 | 44 | 49.0% | +2.2pt | ±13.7% |
| Nov 20, 2026 | 79 | 61.3% | +1.8pt | ±22.8% |
| Dec 18, 2026 | 107 | 59.7% | +2.5pt | ±25.8% |
| Jan 15, 2027 | 135 | 57.8% | +3.0pt | ±28.0% |
| Feb 19, 2027 | 170 | 61.1% | +2.3pt | ±33.1% |
| Mar 19, 2027 | 198 | 60.4% | +2.2pt | ±35.3% |
| Apr 16, 2027 | 226 | 59.5% | — | ±37.1% |
| Jun 17, 2027 | 288 | 60.7% | — | ±42.5% |
| Sep 17, 2027 | 380 | 60.8% | — | ±48.6% |
| Jan 21, 2028 | 506 | 60.3% | — | ±55.1% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20