Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Twilio Inc. (TWLO) - NYSE Next Earnings Date: Estimated on July 31, 2025
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 5.0
Avg Daily Volume: 2,896,147    Market Cap: 22.3B
Sector: None    Short Interest: 2.01
Live Interactive Chart
Days to Next Earnings: 51 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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 5.2 $97.88 @$97.00 $15.12
($97.88)
15.59% 6.5% I 2.27% I $100.11 $7.44
( $100.11 )
-50.79%
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US