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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Twilio Inc. (TWLO) - NYSE Next Earnings Date: May 1, 2025 AC
EVR: 5.2
Avg Daily Volume: 2,105,441    Market Cap: 22.3B
Sector: None    Short Interest: 2.01
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Weekly: 13.04%       Expires on: May 2, 2025
Implied Move Monthly: 13.71%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
May 1, 2025 AC None $0.00 @$94.00 $12.82
($93.53)
13.71% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 13, 2025 AC 5.3 $147.28 @$147.00 $16.73
($147.28)
11.38% -17.15% O -15.01% O $125.17 $21.71
( $125.17 )
29.77%
Oct. 30, 2024 AC 5.2 $70.57 @$71.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 9, 2023 AC 5.9 $56.00 @$56.00
Feb. 15, 2023 AC 5.5 $66.05 @$65.00

 
 
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