TWLO·Twilio Inc.

Realized volatility (21d)

95.9% 95th pct

Below its peak

-54.2%

vs 200-day average

+10.7%

Up days (1y)

57%

Twilio Inc. is currently running 95.9% annualised volatility over the last 21 sessions. Measured against TWLO's own 10 years of daily returns rather than a market-wide average, that is the 95th percentile — an extreme by its own standards, against a typical reading of 49.2%.

TWLO is trading -54.2% below its running peak. Across 10 full years on file, its median worst-drawdown-in-a-year was -39.0%, and the deepest was -83.7% in 2022. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began, and where past declines also continued.

Price sits +10.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 55th percentile — a somewhat wider gap than its own norm. Over the past year TWLO closed higher on 57% of sessions, and it is currently 2 sessions into a falling streak.

On November specifically: over 10 years of records, TWLO finished the month higher 5 of 10 times, with a median return of +1.2% and an average of +3.7%. Its strongest month historically has been May at +10.9% on average, its weakest March at -5.2%.

Overnight risk is measurable too: TWLO has opened more than 2% away from the prior close in 171 of 2,607 sessions (6.6% of the time), with the largest gaps running +10.5% and -5.9%.

Across the last 4 dated reports on file, TWLO moved an average of 4.9% in the session after earnings, closing higher 4 of those 4 times, with a median move of +4.5% and a largest of +8.1%.

All figures computed from 2,608 daily closes between 2016-06-23 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against TWLO's own 10-year history, not a peer group or index.