Tour v366
TWLO
TWILIO INC A
$205.24 -0.74%
$204.10 (-0.56%)🌙
as of 07/20 07:12 PM
7/20 19:12

Option Volume

Detail
Current (07/20) 3,248
Calls: 2,110 (65%)
Puts: 1,138 (35%)
Prior (07/17) 5,419
Calls: 3,020 (56%)
Puts: 2,399 (44%)
Current vs Prior -40.06%
Calls: -30.13% (Calls)
Puts: -52.56% (Puts)
Prior 7-Day Total 21,487
Calls: 13,219 (62%)
Puts: 8,268 (38%)
Prior 7-Day Average 3,069
Calls: 1,888 (62%)
Puts: 1,181 (38%)
Current vs Prior 7-Day Avg +5.81%
Calls: +11.73%
Puts: -3.65%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $2.86M
Calls: $1.79M (63%)
Puts: $1.07M (37%)
Prior (07/17) $5.97M
Calls: $4.32M (72%)
Puts: $1.64M (28%)
Current vs Prior -52.07%
Calls: -58.59%
Puts: -34.92%
Prior 7-Day Total $30.60M
Calls: $20.23M (66%)
Puts: $10.37M (34%)
Prior 7-Day Average $4.37M
Calls: $2.89M (66%)
Puts: $1.48M (34%)
Current vs Prior 7-Day Avg -34.59%
Calls: -38.07%
Puts: -27.80%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.54
Prior (07/17) 0.79
Current vs Prior -32.11%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg -14.82%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 21,574
Calls: 15,060 (70%)
Puts: 6,514 (30%)
Prior (07/17) 20,403
Calls: 16,336 (80%)
Puts: 4,067 (20%)
Current vs Prior +5.74%
Prior 7-Day Total 144,824
Calls: 114,606 (79%)
Puts: 30,218 (21%)
Prior 7-Day Average 20,689
Calls: 16,372 (79%)
Puts: 4,316 (21%)
Current vs Prior 7-Day Avg +4.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.92% | 9.82%19.61% | 25.90%
Prior 8.00% | 10.20%1.64% | 21.69%
Current vs Prior -13.56% | -3.79%+1092.68% | +19.40%
Prior 7-Day Avg 5.28% | 8.57%4.93% | 21.88%
Current vs 7-Day Avg +31.08% | +14.58%+297.91% | +18.33%
Prior 7-Day Eod 8.00% | 10.20%1.64% | 21.69%
Current vs 7-Day Eod -13.56% | -3.79%+1092.68% | +19.40%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 24.40% | 23.09%
Calls: 30.43% | 21.80%
Puts: 18.37% | 24.39%
Prior 24.40% | 23.09%
Calls: 30.43% | 21.80%
Puts: 18.37% | 24.39%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 24.40% | 23.09%
Calls: 30.43% | 21.80%
Puts: 18.37% | 24.39%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($1.79M). Light premium activity with dollar volume down 52% vs prior. Below-average activity with volume down 40% vs prior. Bullish P/C ratio of 0.54.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 17 of results (avg 8.0%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 2144.6047.70$46.156.7%150.8628
$185.00Aug 2130.3032.60$31.457.3%10.72--
$200.00Aug 719.6021.20$20.407.8%10.60--
$175.00Aug 2137.0040.30$38.658.5%300.79110
$180.00Aug 2133.5036.50$35.008.6%290.7641
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Aug 721.8022.90$22.354.9%10.54221
$237.50Jul 2431.1033.20$32.156.5%10.91--
$212.50Aug 720.3021.70$21.006.7%10.5215
$185.00Aug 219.8010.50$10.156.9%10.2891
$210.00Jul 248.409.10$8.758.0%180.5937

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 25 found (avg delta 0.65, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Jul 3126.0029.20$27.6011.6%30.879
$165.00Aug 2144.6047.70$46.156.7%150.8628
$190.00Jul 2416.0018.80$17.4016.1%10.856
$175.00Aug 2137.0040.30$38.658.5%300.79110
$195.00Jul 2412.6014.20$13.4011.9%70.783
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$237.50Jul 2431.1033.20$32.156.5%10.91--
$212.50Jul 2410.0010.90$10.458.6%280.6524
$212.50Jul 3112.5013.80$13.159.9%160.5918
$210.00Jul 248.409.10$8.758.0%180.5937
$220.00Aug 2125.8028.60$27.2010.3%10.56382

Most actively traded options today. High liquidity = easy entry/exit. 91 active (total vol 2.2K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 311.502.90$2.2063.6%1.1K0.1814
$212.50Jul 243.104.20$3.6530.1%660.35225
$220.00Jul 241.302.45$1.8861.2%420.2173
$210.00Jul 244.205.10$4.6519.4%410.42204
$225.00Jul 240.501.65$1.08106.5%370.1431
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 1414.4016.50$15.4513.6%2920.411
$185.00Jul 310.752.70$1.73112.7%610.156
$212.50Jul 2410.0010.90$10.458.6%280.6524
$180.00Jul 240.100.40$0.25120.0%270.0412
$207.50Jul 246.907.90$7.4013.5%270.5323

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 10.1%, max 17.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$227.50Jul 24Jul 3177.9%66.5%17.1%3415
$200.00Aug 7Aug 2191.5%81.6%12.2%5--
$217.50Jul 24Jul 3175.3%68.9%9.3%731
$212.50Jul 24Jul 3174.6%69.4%7.4%76310
$245.00Aug 14Aug 2186.9%81.0%7.3%4--
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$182.50Jul 24Jul 3175.2%66.1%13.8%96
$180.00Jul 24Jul 3174.6%68.3%9.2%3412

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 69 found (best R:R 20.74, avg 3.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$235.00$240.00Jul 24$0.23$4.77$0.2320.74$235.23
$235.00$240.00Jul 31$0.30$4.70$0.3015.67$235.30
$225.00$227.50Jul 24$0.18$2.32$0.1812.89$225.18
$227.50$230.00Jul 24$0.22$2.28$0.2210.36$227.72
$222.50$225.00Jul 24$0.25$2.25$0.259.00$222.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$175.00$165.00Jul 31$0.53$9.47$0.5317.87$174.47
$182.50$180.00Jul 24$0.15$2.35$0.1515.67$182.35
$182.50$180.00Jul 31$0.23$2.27$0.239.87$182.27
$180.00$175.00Jul 31$0.62$4.38$0.627.06$179.38
$195.00$192.50Jul 24$0.35$2.15$0.356.14$194.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 75 found (best R:R 6.58, avg 0.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$190.00$195.00Jul 24$4.00$4.00$1.004.00$194.00
$165.00$175.00Aug 21$7.50$7.50$2.503.00$172.50
$175.00$180.00Aug 21$3.65$3.65$1.352.70$178.65
$180.00$185.00Aug 21$3.55$3.55$1.452.45$183.55
$180.00$210.00Jul 31$19.90$19.90$10.101.97$199.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$237.50$212.50Jul 24$21.70$21.70$3.306.58$215.80
$212.50$210.00Jul 24$1.70$1.70$0.802.12$210.80
$207.50$205.00Jul 24$1.50$1.50$1.001.50$206.00
$212.50$210.00Aug 7$1.40$1.40$1.101.27$211.10
$205.00$200.00Jul 31$2.75$2.75$2.251.22$202.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $4.16, cheapest $0.90)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 24Jul 31$0.9081.2%69.0%
$235.00Jul 24Jul 31$0.9782.0%66.5%
$245.00Aug 14Aug 21$1.1586.9%81.0%
$230.00Jul 24Jul 31$1.5277.8%67.8%
$227.50Jul 24Jul 31$1.5877.9%66.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$185.00Jul 24Jul 31$1.2571.1%60.2%
$180.00Jul 24Jul 31$1.3074.6%68.3%
$182.50Jul 24Jul 31$1.3875.2%66.1%
$190.00Jul 24Jul 31$1.9278.3%65.1%
$212.50Jul 24Jul 31$2.7074.6%69.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 6.19% of stock, avg 13.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$205.00Jul 24$6.80$5.90$12.70$192.30$217.706.19%
$207.50Jul 24$5.40$7.40$12.80$194.70$220.306.24%
$210.00Jul 24$4.65$8.75$13.40$196.60$223.406.53%
$212.50Jul 24$3.65$10.45$14.10$198.40$226.606.87%
$195.00Jul 24$13.40$2.13$15.53$179.47$210.537.57%
$190.00Jul 24$17.40$1.38$18.78$171.22$208.789.15%
$210.00Jul 31$7.70$11.85$19.55$190.45$229.559.53%
$212.50Jul 31$6.70$13.15$19.85$192.65$232.359.67%
$180.00Jul 31$27.60$1.55$29.15$150.85$209.1514.20%
$210.00Aug 7$16.05$19.60$35.65$174.35$245.6517.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 95 found (cheapest 2.17% of stock, avg 7.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$217.50$195.00Jul 24$2.33$2.13$4.46$190.54$221.96
$225.00$185.00Jul 31$2.97$1.73$4.70$180.30$229.70
$225.00$182.50Jul 31$2.97$1.78$4.75$177.75$229.75
$215.00$195.00Jul 24$2.88$2.13$5.01$189.99$220.01
$217.50$197.50Jul 24$2.33$2.88$5.21$192.29$222.71
$215.00$197.50Jul 24$2.88$2.88$5.76$191.74$220.76
$212.50$195.00Jul 24$3.65$2.13$5.78$189.22$218.28
$217.50$200.00Jul 24$2.33$3.75$6.08$193.92$223.58
$225.00$190.00Jul 31$2.97$3.30$6.27$183.73$231.27
$212.50$197.50Jul 24$3.65$2.88$6.53$190.97$219.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 178 found (best R:R 15.67, avg credit $3.22)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
190/195205/210Aug 14$4.70$0.3015.67$190.30$209.70
195/200210/215Aug 14$4.70$0.3015.67$195.30$214.70
198/200205/208Jul 24$2.27$0.239.87$197.73$207.27
205/208212/215Jul 24$2.27$0.239.87$205.23$214.77
195/200205/210Aug 14$4.40$0.607.33$195.60$209.40
195/198205/208Jul 24$2.15$0.356.14$195.35$207.15
185/190210/215Aug 14$4.30$0.706.14$185.70$214.30
185/195200/210Aug 21$8.55$1.455.90$186.45$208.55
208/210212/215Jul 24$2.12$0.385.58$207.88$214.62
200/202210/212Jul 24$2.10$0.405.25$200.40$212.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 49.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$175.00$180.00$185.00Aug 21$0.10$4.9049.00
$190.00$195.00$200.00Aug 21$0.10$4.9049.00
$222.50$225.00$227.50Jul 24$0.07$2.4334.71
$215.00$217.50$220.00Jul 24$0.10$2.4024.00
$210.00$220.00$230.00Aug 21$0.50$9.5019.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$195.00$197.50$200.00Jul 24$0.12$2.3819.83
$195.00$200.00$205.00Aug 14$0.25$4.7519.00
$177.50$180.00$182.50Jul 24$0.20$2.3011.50
$197.50$200.00$202.50Jul 24$0.23$2.279.87
$207.50$210.00$212.50Jul 24$0.35$2.156.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-1.10, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$215.00$230.001:2Aug 14-$4.95$10.05
$195.00$205.001:2Jul 24-$0.20$9.80
$217.50$225.001:2Jul 31-$0.94$6.56
$225.00$235.001:2Aug 7-$4.30$5.70
$230.00$240.001:2Aug 14-$4.40$5.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$195.001:2Aug 21-$1.10$23.90
$190.00$185.001:2Jul 31-$0.16$4.84
$180.00$175.001:2Jul 31-$0.31$4.69
$195.00$185.001:2Aug 21-$6.15$3.85
$182.50$180.001:2Jul 24-$0.10$2.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 8.43%, avg 3.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$210.00Aug 21$17.300.532.3%8.43%10.75%4218
$210.00Aug 14$15.200.512.3%7.41%9.73%261
$210.00Aug 7$14.800.512.3%7.21%9.53%2141
$220.00Aug 21$13.500.457.2%6.58%13.77%43.0K
$215.00Aug 14$13.000.474.8%6.33%11.09%11
$215.00Aug 7$12.600.464.8%6.14%10.89%15--
$220.00Aug 7$10.800.427.2%5.26%12.45%1--
$230.00Aug 21$10.500.3812.1%5.12%17.18%32.0K
$225.00Aug 7$8.900.389.6%4.34%13.96%126
$230.00Aug 14$8.400.3512.1%4.09%16.16%23

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 2,110
Total Puts 1,138
Put/Call Ratio 0.54
Net Difference 972

Prior's Put/Call Breakdown

Total Calls 3,020
Total Puts 2,399
Put/Call Ratio 0.79
Net Difference 621

Prior 7-Day Put/Call Summary

Total Calls 13,219
Total Puts 8,268
Average Put/Call Ratio 0.63
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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