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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Twilio Inc. (TWLO) - NYSE Next Earnings Date: OS Estimate: Feb. 11, 2026 AC
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 5.2
Avg Daily Volume: 2,568,913    Market Cap: 19.6B
Sector: None    Short Interest: 4.13
Live Interactive Chart
Days to Next Earnings: 92 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 30, 2025 AC 5.2 $112.86 @$113.00 $17.23
($112.86)
15.25% 22.44% O 19.51% O $134.88 $24.24
( $134.88 )
40.68%
Aug. 7, 2025 AC 5.0 $122.39 @$122.00 $17.30
($122.39)
14.18% -20.24% O -19.38% O $98.67 $23.36
( $98.67 )
35.03%
May 1, 2025 AC 5.2 $97.88 @$97.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 13, 2025 AC 5.3 $147.28 @$147.00
Oct. 30, 2024 AC 5.2 $70.57 @$71.00
Aug. 1, 2024 AC 5.1 $56.27 @$56.00
May 7, 2024 AC 5.4 $63.37 @$63.00
Feb. 14, 2024 AC 5.7 $72.27 @$72.50
Nov. 8, 2023 AC 5.8 $55.81 @$56.00
Aug. 8, 2023 AC 5.6 $58.40 @$58.00

 
 
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