Quantchabot has detected a new Bear Call Spread trade opportunity for TWILIO INC (TWLO) for the 6-Feb-2026 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
TWLO was recently trading at $107.70 and has an implied volatility of 70.34% for this period. Based on an analysis of the options available for TWLO expiring on 6-Feb-2026, there is a 34.88% likelihood that the underlying will close within the analyzed range of $100.49-$107.74 at expiration. In this scenario, the average linear return for the trade would be 25.57%.
Big -10.25% Change: After closing the last trading session at $120.00, TWILIO INC opened today at $117.60 and has reached a low of $106.41.
Trade approach: A movement as big as -10.25% is a significantly bearish indicator, so this trade is designed to be profitable if TWLO maintains its current direction and does not revert back to pricing on the bullish side of $107.70 on 6-Feb-2026. If possible, the trade has been padded such that slight movement against the trade would still return a profit.
Upside potential: Using this bearish strategy, the trade would be profitable if TWILIO INC closes at or below $108.07 on 6-Feb-2026. Based on our risk-neutral analysis, there is a 51.82% likelihood of this return.
Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.
To analyze this trade in depth, please visit the Quantcha Options Search Engine.
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