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Twilio Inc TWLO 200.96 -12.54 -5.87%

Previous-day view · Thu Nov 5 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 05, 2026 close · $200.56
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.7% ±$7.48 $193.08 – $208.04 $191.57 – $209.55 $184.52 – $216.60
2 sessions ±4.9% ±$9.75 $190.81 – $210.31 $188.75 – $212.37 $179.54 – $221.58
3 sessions ±6.0% ±$11.99 $188.57 – $212.55 $186.26 – $214.86 $175.03 – $226.09
1 week ±7.5% ±$14.94 $185.62 – $215.50 $182.29 – $218.83 $168.73 – $232.39
2 weeks ±9.9% ±$19.90 $180.66 – $220.46 $175.93 – $225.19 $158.08 – $243.04
3 weeks ±11.8% ±$23.67 $176.89 – $224.23 $171.14 – $229.98 $150.54 – $250.58
1 month ±13.3% ±$26.61 $173.95 – $227.17 $167.33 – $233.79 $144.12 – $257.00
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 →