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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Twilio Inc. (TWLO) - NYSE Next Earnings Date: Estimated on Oct. 29, 2026
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 6.0
Avg Daily Volume: 2,286,108    Market Cap: 36.2B
Sector: Technology    Short Interest: 2.74
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
Aug. 6, 2026 AC 5.1 $193.20 @$192.50 $33.70
($193.20)
17.51% 31.72% O 24.88% O $241.28 $50.55
( $241.28 )
50.0%
April 30, 2026 AC 4.8 $148.06 @$148.00 $22.10
($148.06)
14.93% 24.36% O 23.82% O $183.34 $36.55
( $183.34 )
65.38%
Feb. 12, 2026 AC 5.2 $110.41 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 AC 5.2 $112.86 @$113.00
Aug. 7, 2025 AC 5.0 $122.39 @$122.00
May 1, 2025 AC 5.2 $97.88 @$97.00
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

 
 
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