Pre-earnings options volume in Twilio is 1.9x normal with calls leading puts 9:5. Implied volatility suggests the market is anticipating a move near 13.1%, or $8.50, after results are released. Median move over the past eight quarters is 8.6%.
Published first on TheFly
See Insiders’ Hot Stocks on TipRanks >>
Read More on TWLO: