TWLO·Twilio Inc.

Realized volatility (21d)

45.6% 41st pct

Below its peak

-46.8%

vs 200-day average

+45.4%

Up days (1y)

56%

Twilio Inc. is currently running 45.6% 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 41st percentile — close to its own typical level, against a typical reading of 48.9%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

TWLO is trading -46.8% below its running peak. Across 9 full years on file, its median worst-drawdown-in-a-year was -39.3%, 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 +45.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 80th percentile — a wider gap than this stock usually carries. Over the past year TWLO closed higher on 56% of sessions, and it is currently 1 session into a falling streak.

On September specifically: over 11 years of records, TWLO finished the month higher 5 of 11 times, with a median return of -0.2% and an average of -1.4%. Its strongest month historically has been May at +10.9% on average, its weakest March at -5.2%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: TWLO has opened more than 2% away from the prior close in 170 of 2,573 sessions (6.6% of the time), with the largest gaps running +10.5% and -5.9%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, TWLO moved an average of 5.7% in the session after earnings, closing higher 3 of those 3 times, with a median move of +5.3% and a largest of +8.1%.

All figures computed from 2,574 daily closes between 2016-06-23 and 2026-09-18, split-adjusted, recomputed daily. Percentiles are against TWLO's own 10-year history, not a peer group or index.