Implied Volatility Skew (30-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Twilio Inc. (TWLO) had 30-Day Implied Volatility Skew of -0.0006 for 2024-05-02.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2372
Historical Volatility (Parkinson)	0.2308
Implied Volatility (Calls)	0.5788
Implied Volatility (Puts)	0.6208
Implied Volatility (Mean)	0.5998
Put-Call Implied Volatility Ratio	1.0726
Implied Volatility Skew	-0.0006
Option Statistics
Put-Call Ratio (Volume)	0.3367
Put-Call Ratio (Open Interest)	0.8739
Forward Price	61.50
Call Breakeven Price	69.17
Put Breakeven Price	52.24
Option Breakeven Price	61.46