TWLO · Expected Move
Twilio Inc.
The expected move for TWLO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
TWLO straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current TWLO Expected Move
30-Day Straddle
$31.15
7-Day Straddle
$14.90
30-Day ATM IV
61.7%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to TWLO's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
TWLO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261102 | $31.15 | $14.90 | 61.7% | 40% |
| 20261030 | $27.60 | $17.00 | 60.7% | 37% |
| 20261029 | $43.35 | $35.80 | 78.1% | 82% |
| 20261028 | $45.05 | $38.65 | 77.6% | 81% |
| 20261027 | $46.60 | $39.40 | 79.9% | 86% |
| 20261026 | $49.20 | $38.50 | 80.6% | 88% |
| 20261023 | $49.45 | $40.35 | 83.2% | 95% |
| 20261022 | $48.10 | $39.05 | 83.5% | 96% |
| 20261021 | $51.40 | $41.40 | 84.5% | 98% |
| 20261020 | $49.00 | $39.50 | 82.1% | 92% |
| 20261019 | $48.90 | $15.20 | 82.0% | 92% |
| 20261016 | $44.30 | $17.00 | 81.1% | 90% |
| 20261015 | $47.65 | $17.45 | 77.2% | 80% |
| 20261014 | $48.90 | $19.80 | 79.2% | 85% |
| 20261013 | $50.35 | $20.30 | 77.8% | 81% |
| 20261012 | $50.95 | $14.25 | 77.4% | 80% |
| 20261009 | $50.80 | $16.55 | 78.3% | 83% |
| 20261008 | $48.95 | $17.00 | 78.6% | 83% |
| 20261007 | $48.80 | $19.05 | 77.9% | 81% |
| 20261006 | $50.30 | $20.35 | 77.7% | 81% |
| 20261005 | $54.50 | $16.20 | 77.0% | 79% |
| 20261002 | $46.85 | $18.20 | 73.8% | 71% |
| 20261001 | $49.70 | $21.55 | 74.3% | 72% |
| 20260930 | $48.95 | $22.20 | 72.4% | 67% |
| 20260929 | $49.55 | $24.25 | 72.3% | 67% |
| 20260928 | $49.65 | $17.35 | 70.8% | 63% |
| 20260925 | $34.35 | $18.00 | 61.6% | 40% |
| 20260924 | $40.20 | $21.15 | 62.2% | 41% |
| 20260923 | $39.20 | $22.90 | 59.2% | 34% |
| 20260922 | $37.95 | $22.45 | 57.5% | 29% |
| 20260921 | $32.50 | $13.75 | 51.6% | 14% |
| 20260918 | $25.70 | $12.00 | 46.8% | 2% |
| 20260917 | $27.10 | $13.70 | 48.4% | 6% |
| 20260916 | $27.35 | $16.10 | 49.6% | 9% |
| 20260915 | $28.65 | $17.95 | 50.8% | 12% |
| 20260914 | $27.35 | $11.45 | 50.0% | 10% |
| 20260911 | $25.30 | $12.05 | 49.1% | 8% |
| 20260910 | $27.15 | $14.50 | 51.8% | 15% |
| 20260909 | $26.55 | $13.80 | 51.1% | 13% |
| 20260908 | $27.30 | $16.25 | 51.9% | 15% |
| 20260904 | $25.50 | $12.05 | 49.3% | 8% |
| 20260903 | $26.15 | $13.55 | 48.8% | 7% |
| 20260902 | $25.40 | $13.60 | 48.8% | 7% |
| 20260901 | $27.40 | $15.40 | 50.7% | 12% |
| 20260831 | $27.05 | $11.50 | 48.6% | 6% |
| 20260828 | $25.30 | $12.00 | 48.1% | 5% |
| 20260827 | $26.00 | $14.15 | 48.3% | 6% |
| 20260826 | $26.50 | $14.80 | 50.1% | 10% |
| 20260825 | $25.50 | $15.50 | 49.0% | 7% |
| 20260824 | $26.85 | $10.70 | 50.4% | 11% |
| 20260821 | $24.40 | $11.85 | 49.0% | 8% |
| 20260820 | $24.55 | $13.75 | 49.9% | 10% |
| 20260819 | $24.90 | $14.45 | 48.9% | 7% |
| 20260818 | $25.95 | $15.55 | 48.0% | 5% |
| 20260817 | $25.05 | $9.65 | 46.1% | 0% |
| 20260814 | $24.10 | $12.15 | 46.1% | 0% |
| 20260813 | $26.60 | $14.80 | 47.8% | 0% |
| 20260812 | $27.05 | $15.05 | 47.7% | 0% |
| 20260811 | $29.40 | $17.15 | 49.5% | 5% |
| 20260810 | $30.85 | $11.75 | 52.1% | 12% |
More on TWLO
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.