Closed
⌘K
Sign in Sign up

Twilio Inc TWLO 202.02 1.06 0.53%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $201.76
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.9% ±$5.75 $196.01 – $207.51 $194.86 – $208.66 $189.43 – $214.09
2 sessions ±4.0% ±$7.99 $193.77 – $209.75 $192.08 – $211.44 $184.53 – $218.99
3 sessions ±5.0% ±$10.05 $191.71 – $211.81 $189.76 – $213.76 $180.35 – $223.17
1 week ±6.3% ±$12.79 $188.97 – $214.55 $186.12 – $217.40 $174.52 – $229.00
2 weeks ±9.2% ±$18.46 $183.30 – $220.22 $178.92 – $224.60 $162.36 – $241.16
3 weeks ±11.3% ±$22.74 $179.02 – $224.50 $173.49 – $230.03 $153.72 – $249.80
1 month ±12.9% ±$25.99 $175.77 – $227.75 $169.32 – $234.20 $146.66 – $256.86
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±13.14%
Average actual move
14.71%
Beyond the implied move
5 / 7
Median IV change
-54.27%
Reaction session Implied Actual Used ATM IV before → after
October 30, 2026 ±13.25% -15.24% 1.15× —
August 07, 2026 ±15.14% +24.89% 1.64× —
May 01, 2026 ±13.20% +23.83% 1.80× —
February 13, 2026 ±13.20% +2.35% 0.18× —
August 08, 2025 ±13.58% -19.38% 1.43× —
May 02, 2025 ±13.72% +2.28% 0.17× 95.1% → 43.5%
February 14, 2025 ±9.90% -15.01% 1.52× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →