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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Twilio Inc. (TWLO) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 5.1
Avg Daily Volume: 2,768,371    Market Cap: 21.2B
Sector: None    Short Interest: 3.69
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
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 $16.75
($110.41)
15.23% 5.48% I 2.34% I $113.00 $7.02
( $113.00 )
-58.09%
Oct. 30, 2025 AC 5.2 $112.86 @$113.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 14, 2024 AC 5.7 $72.27 @$72.50

 
 
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