What move does the options market price into Twilio's report?

Implied ±11.4%, either direction.

TWLONYSEServices-Prepackaged Software

Twilio Inc (TWLO) earnings date, market-implied expected move, and options open interest by expiry

208.43

+3.40 · +1.66%

Regular session

Open198.80Volume7.3MMkt cap$31.7BP/E25.05EPS8.32

Day189.05 – 205.98100%52-wk105.00 – 308.4051%

TWLO

Twilio Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.4%implied · report alone

181.71228.35

straddle ±23.9%

spot 205.03exp Feb 19ATM strike 210ATM straddle 57.60IV 63%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Feb 11

after close · in 101 days

est.Q4 FY26

Calendar

Next report

Last report

−15.24%

vs ±11.3% implied · ×1.35

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Linked news

2hAMZN · supplierCarbiCrete Supplies Amazon with Cement-Free Concrete in First Large-Scale Paver Deployment
4hMSFT · supplierClarivate to Bring Trusted Trademark Data into Microsoft Copilot Through IPOne
1dGOOGL · supplierWhy AI is boosting Meta's ad business while hurting Google search

News

Largest filed tie

13F top-10 QoQ

+0.77%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

971 managers

Top fund weight

0.86%

TWLO weight · MDY

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Twilio (TWLO) is expected to report on Feb 11 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Aug 6 '26confirmed—▲+24.89%—

Q3 FY26Oct 29 '26confirmed±11.3%▼−15.24%×1.35

quarterimplied−25%0+25%realized×

Q3 FY26±11.3%▼−15.24%×1.35

Q2 FY26—▲+24.89%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 10 expiries · Oct 28 close

1.31OI · 10 expiries · Oct 28 closeP/C open interest · Feb 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

5 nearer expiries

1,855−5%Nov 64d0.394,718+6%0.39

1,087−5%Nov 1311d1.90572+36%1.90

3,701+3%Nov 2018d0.586,391+6%0.58

0—Nov 2725d—0——

36+24%Dec 432d1.2928+367%1.29

3,0570%Dec 1846d0.684,5190%0.68

6,6690%Jan 1574d0.709,5500%0.70

report · Feb 11 · after close · est.

ExpiryPutsCallsP/C

5 nearer expiries

Nov 64d1,855−5%4,718+6%0.39

Nov 1311d1,087−5%572+36%1.90

Nov 2018d3,701+3%6,391

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±23.9%

Funds 4

MDY±0.2%

REVS±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

10.33%as filednet margin · revenue +4.03% QoQ · +19.93% YoY

Revenue

$1.6B+4.03% QoQ

Gross profit

$761M+4.78% QoQ

48.77% margin

Operating income

$149M+75.80% QoQ

9.53% margin

Pre-tax income

$139M+84.21% QoQ

Net income

$161M−84.90% QoQ

10.33% margin

Cost of revenue

$799M+3.33% QoQ

Operating expenses

$612M−4.59% QoQ

R&D $280M

Marketing $217M

SG&A $115M

Other expense

$10M

Tax benefit

$22M

Revenue$1.6B+4.03%

Gross profit

$761M+4.78%

48.77% margin

Operating income

$149M+75.80%

9.53% margin

Pre-tax income

$139M+84.21%

Net income

$161M−84.90%

10.33% margin

Cost of revenue

$799M+3.33%

Operating expenses

$612M−4.59%

R&D $280M

Marketing $217M

SG&A $115M

Other expense

$10M

Tax benefit$22M

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:15 ET

Intraday

Event sensitivity

NFP ×2.43· ±5.3% vs ±2.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.3%5 of 10×2.43

CPIconsumer prices±2.2%3 of 11×1.02

CPROFcorporate profits±2.0%7 of 12×0.92

FOMCrate decision±1.8%13 of 24×0.82

GDPgross domestic product±1.8%13 of 19×0.82

PCEpersonal income & outlays±1.7%14 of 19×0.79

PPIproducer prices±1.5%4 of 11×0.68

Bar = avg |move| to ±6% · tick = ±2.2% avg day · ×base = |move| ÷ ±2.2% · min 6 releases

Earnings history

EPS 1.00 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 29 '26 · confirmed	1.00	—
Q2 FY26	Aug 6 '26 · confirmed	6.68	—
Q1 FY26	—	0.57	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod