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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Twilio Inc. (TWLO) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 5.3
Avg Daily Volume: 2,945,777    Market Cap: 10.50B
Sector: None    Short Interest: 2.0
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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
Oct. 30, 2024 AC 5.2 $70.57 @$71.00 $7.53
($70.57)
10.61% 18.03% O 14.28% O $80.65 $9.86
( $80.65 )
30.94%
Aug. 1, 2024 AC 5.1 $56.27 @$56.00 $6.40
($56.27)
11.43% 12.4% O 11.71% O $62.86 $7.72
( $62.86 )
20.62%
May 7, 2024 AC 5.4 $63.37 @$63.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 3, 2022 AC 4.4 $65.36 @$65.00
Aug. 4, 2022 AC 4.3 $98.19 @$98.00

 
 
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