TWLO volatilidad Twilio Inc.
Cboe delayed options data · a fecha de 15:44 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 | 77.1% | +0.4pt | ±5.8% |
| Oct 30, 2026 | 10 | 115.0% | +1.3pt | ±15.3% |
| Nov 06, 2026 | 17 | 97.5% | +0.2pt | ±16.8% |
| Nov 13, 2026 | 24 | 87.7% | +1.4pt | ±18.0% |
| Nov 20, 2026 | 31 | 80.8% | +1.4pt | ±18.8% |
| Nov 27, 2026 | 38 | 75.9% | +2.3pt | ±19.5% |
| Dec 18, 2026 | 59 | 70.6% | -0.2pt | ±22.8% |
| Jan 15, 2027 | 87 | 66.3% | +1.4pt | ±25.9% |
| Feb 19, 2027 | 122 | 69.2% | +1.9pt | ±31.9% |
| Mar 19, 2027 | 150 | 67.7% | +2.4pt | ±34.5% |
| Apr 16, 2027 | 178 | 66.3% | +2.6pt | ±36.7% |
| Jun 17, 2027 | 240 | 66.7% | +1.9pt | ±42.7% |
| Sep 17, 2027 | 332 | 66.1% | — | ±49.3% |
| Jan 21, 2028 | 458 | 64.8% | — | ±56.3% |
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.