TWLO Volatility Skew

The Implied Volatility Skew Chart offers a visual representation of the implied volatility (IV). The chart displays the strikes on the x-axis and the IV on the y-axis, making it easy to see the level of volatility for each option.

Implied volatility is a measure of the expected volatility of a security's price. Volatility skew refers to the difference in implied volatility between different options for the same security. Understanding the volatility skew can be helpful for option traders, as it provides insight into the market's expectations for the security's future price movements.

You can filter the chart by calls or puts and can click on a point on the chart to navigate to the option's page.

Sources:

"What Is Volatility Skew in Trading? Reverse and Forward Skews". Investopedia. https://www.investopedia.com/terms/v/volatility-skew.asp.

Implied Volatility Stats

TWLO Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is TWLO's one-year implied volatility range?

Over the past year, Twilio 30-day implied volatility ranged from 32.2% on Dec 23, 2025 to 86.1% on Aug 6, 2026.

How has TWLO implied volatility changed recently?

Twilio 30-day implied volatility went from 78.2% on Oct 7, 2026 to 59.9% on Nov 4, 2026. See the TWLO implied volatility history for a longer view.

What is Twilio Inc?

Twilio is a cloud-based communications platform-as-a-service company offering communication building blocks that allow for a fully customized customer engagement experience spanning voice, video, chat, and SMS messaging.