TWLO volatilidad Twilio Inc.
Cboe delayed options data · a fecha de 22:03 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 73.7% | +4.8pt | ±5.4% |
| Oct 30, 2026 | 10 | 115.9% | -0.9pt | ±15.3% |
| Nov 06, 2026 | 17 | 97.8% | +2.2pt | ±16.8% |
| Nov 13, 2026 | 24 | 85.8% | +1.4pt | ±17.6% |
| Nov 20, 2026 | 31 | 81.8% | +0.2pt | ±18.9% |
| Nov 27, 2026 | 38 | 75.9% | +3.5pt | ±19.5% |
| Dec 18, 2026 | 59 | 71.0% | +2.0pt | ±22.7% |
| Jan 15, 2027 | 87 | 67.1% | +1.6pt | ±26.0% |
| Feb 19, 2027 | 122 | 67.5% | +1.4pt | ±31.4% |
| Mar 19, 2027 | 150 | 67.5% | +2.8pt | ±34.2% |
| Apr 16, 2027 | 178 | 65.9% | +2.2pt | ±36.3% |
| Jun 17, 2027 | 240 | 67.2% | — | ±42.7% |
| Sep 17, 2027 | 332 | 66.5% | — | ±49.4% |
| Jan 21, 2028 | 458 | 65.0% | — | ±56.2% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.