Trading a TWLO straddle lets you take a pure volatility position on Twilio Inc without committing to a direction. Twilio Inc's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate TWLO straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on TWLO profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when Twilio Inc stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the TWLO straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
Twilio Inc., together with its subsidiaries, provides a cloud communications platform that enables developers to build, scale, and operate customer engagement within software applications in the United States and internationally. Its customer engagement platform provides a set of application programming interfaces that handle the higher-level communication logic needed for nearly every type of customer engagement, as well as enable developers to embed voice, messaging, video, and email capabilities into their applications. The company was incorporated in 2008 and is headquartered in San Francisco, California.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the TWLO straddle is the cleanest expression of that view. Our scanner prices every TWLO straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a TWLO straddle into a catalyst or short a TWLO straddle to harvest decay, the options straddle setups that matter are all in one place.
