Tour v381
TWLO
TWILIO INC A
$196.22 -4.39%
$194.50 (-0.88%)🌙
as of 07/21 07:10 PM
7/21 19:10

Option Volume

Detail
Current (07/21) 2,194
Calls: 1,478 (67%)
Puts: 716 (33%)
Prior (07/20) 3,248
Calls: 2,110 (65%)
Puts: 1,138 (35%)
Current vs Prior -32.45%
Calls: -29.95% (Calls)
Puts: -37.08% (Puts)
Prior 7-Day Total 22,048
Calls: 13,728 (62%)
Puts: 8,320 (38%)
Prior 7-Day Average 3,149
Calls: 1,961 (62%)
Puts: 1,188 (38%)
Current vs Prior 7-Day Avg -30.34%
Calls: -24.64%
Puts: -39.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $1.96M
Calls: $1.37M (70%)
Puts: $591.9K (30%)
Prior (07/20) $2.86M
Calls: $1.79M (63%)
Puts: $1.07M (37%)
Current vs Prior -31.46%
Calls: -23.58%
Puts: -44.66%
Prior 7-Day Total $31.16M
Calls: $19.94M (64%)
Puts: $11.22M (36%)
Prior 7-Day Average $4.45M
Calls: $2.85M (64%)
Puts: $1.60M (36%)
Current vs Prior 7-Day Avg -55.98%
Calls: -51.98%
Puts: -63.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.48
Prior (07/20) 0.54
Current vs Prior -10.18%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -21.02%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 26,716
Calls: 20,506 (77%)
Puts: 6,210 (23%)
Prior (07/20) 21,574
Calls: 15,060 (70%)
Puts: 6,514 (30%)
Current vs Prior +23.83%
Prior 7-Day Total 142,586
Calls: 109,294 (77%)
Puts: 33,292 (23%)
Prior 7-Day Average 20,369
Calls: 15,613 (77%)
Puts: 4,756 (23%)
Current vs Prior 7-Day Avg +31.16%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.99% | 9.53%19.80% | 24.33%
Prior 6.92% | 9.82%19.61% | 25.90%
Current vs Prior -13.45% | -2.93%+0.96% | -6.03%
Prior 7-Day Avg 5.84% | 8.98%6.74% | 22.43%
Current vs 7-Day Avg +2.56% | +6.08%+193.61% | +8.47%
Prior 7-Day Eod 6.92% | 9.82%19.61% | 25.90%
Current vs 7-Day Eod -13.45% | -2.93%+0.96% | -6.03%
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 70% call dollar volume ($1.37M). Extreme bullish P/C ratio of 0.48 - heavy call buying (1,478 calls vs 716 puts). Call-heavy open interest (20,506 calls vs 6,210 puts) suggests bullish positioning. Rising open interest (up 24%) indicates new positions being established.

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 BULLISH
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 16 of results (avg 8.3%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 2136.2039.20$37.708.0%20.7919
$195.00Aug 1417.5019.00$18.258.2%50.55--
$175.00Aug 2129.0031.60$30.308.6%10.72--
$165.00Aug 2836.5039.80$38.158.7%10.78--
$165.00Aug 734.0037.20$35.609.0%20.832
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$207.50Aug 2124.3025.50$24.904.8%50.55--
$200.00Aug 2119.8021.00$20.405.9%120.49204
$205.00Aug 720.4021.90$21.157.1%10.55--
$215.00Aug 2829.5032.00$30.758.1%10.59--
$205.00Jul 2410.3011.20$10.758.4%70.7313

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. 37 found (avg delta 0.66, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Jul 2415.3018.40$16.8518.4%20.9239
$165.00Aug 734.0037.20$35.609.0%20.832
$165.00Aug 2136.2039.20$37.708.0%20.7919
$180.00Jul 3117.6020.40$19.0014.7%20.7912
$165.00Aug 2836.5039.80$38.158.7%10.78--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Jul 2427.9030.70$29.309.6%20.953
$210.00Jul 2413.9016.30$15.1015.9%70.8438
$207.50Jul 2411.8014.40$13.1019.8%10.79--
$212.50Jul 3117.9020.80$19.3515.0%10.7528
$205.00Jul 2410.3011.20$10.758.4%70.7313

Most actively traded options today. High liquidity = easy entry/exit. 122 active (total vol 1.2K, top 105)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$197.50Jul 244.205.00$4.6017.4%1050.475
$190.00Jul 248.509.60$9.0512.2%720.695
$220.00Jul 240.000.40$0.20200.0%460.0498
$210.00Jul 240.801.25$1.0244.1%420.16232
$195.00Jul 245.406.20$5.8013.8%320.5410
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$192.50Aug 2115.8017.20$16.508.5%400.42--
$197.50Aug 2118.4020.50$19.4510.8%400.47--
$177.50Jul 311.902.65$2.2832.9%350.187
$195.00Jul 244.305.20$4.7518.9%330.46187
$175.00Jul 311.302.10$1.7047.1%320.1418

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 14.8%, max 48.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$217.50Jul 24Jul 3197.6%66.0%48.0%1225
$222.50Jul 24Jul 3195.9%75.7%26.7%320
$230.00Jul 24Aug 2892.3%77.0%19.9%1445
$165.00Aug 7Aug 2893.9%80.9%16.1%32
$175.00Aug 14Aug 2190.3%82.1%9.9%2--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Jul 24Aug 21100.7%81.9%23.0%18129
$182.50Jul 24Jul 3178.0%67.6%15.3%911
$177.50Jul 24Jul 3179.8%69.4%15.0%5611
$202.50Jul 24Jul 3173.9%67.4%9.7%610
$160.00Jul 31Aug 2882.1%79.9%2.7%2548

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 92 found (best R:R 32.33, avg 3.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$225.00$230.00Jul 24$0.15$4.85$0.1532.33$225.15
$230.00$235.00Jul 31$0.28$4.72$0.2816.86$230.28
$222.50$225.00Jul 24$0.22$2.28$0.2210.36$222.72
$215.00$217.50Jul 31$0.22$2.28$0.2210.36$215.22
$212.50$215.00Jul 24$0.25$2.25$0.259.00$212.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$170.00$162.50Jul 31$0.30$7.20$0.3024.00$169.70
$172.50$170.00Jul 31$0.10$2.40$0.1024.00$172.40
$170.00$165.00Jul 24$0.35$4.65$0.3513.29$169.65
$162.50$160.00Jul 31$0.20$2.30$0.2011.50$162.30
$177.50$175.00Jul 24$0.25$2.25$0.259.00$177.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 103 found (best R:R 17.75, avg 1.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$180.00$182.50Jul 31$2.15$2.15$0.356.14$182.15
$180.00$190.00Jul 24$7.80$7.80$2.203.55$187.80
$165.00$175.00Aug 21$7.40$7.40$2.602.85$172.40
$165.00$180.00Aug 7$10.60$10.60$4.402.41$175.60
$190.00$195.00Jul 24$3.25$3.25$1.751.86$193.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$225.00$210.00Jul 24$14.20$14.20$0.8017.75$210.80
$207.50$205.00Jul 24$2.35$2.35$0.1515.67$205.15
$212.50$207.50Jul 31$4.25$4.25$0.755.67$208.25
$210.00$207.50Jul 24$2.00$2.00$0.504.00$208.00
$205.00$202.50Jul 31$1.90$1.90$0.603.17$203.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 35 found (avg debit $3.58, cheapest $0.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 24Jul 31$0.5092.3%65.0%
$175.00Aug 14Aug 21$0.9590.3%82.1%
$217.50Jul 24Jul 31$1.0197.6%66.0%
$220.00Jul 24Jul 31$1.0572.5%60.3%
$225.00Jul 24Jul 31$1.4291.6%75.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$170.00Jul 24Jul 31$0.80100.7%71.7%
$175.00Jul 24Jul 31$1.4576.1%68.1%
$177.50Jul 24Jul 31$1.7879.8%69.4%
$207.50Jul 24Jul 31$2.0076.3%67.1%
$180.00Jul 24Jul 31$2.2871.1%68.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 5.38% of stock, avg 12.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$195.00Jul 24$5.80$4.75$10.55$184.45$205.555.38%
$197.50Jul 24$4.60$5.95$10.55$186.95$208.055.38%
$200.00Jul 24$3.60$7.30$10.90$189.10$210.905.55%
$202.50Jul 24$2.63$8.90$11.53$190.97$214.035.88%
$190.00Jul 24$9.05$2.80$11.85$178.15$201.856.04%
$205.00Jul 24$2.08$10.75$12.83$192.17$217.836.54%
$207.50Jul 24$1.55$13.10$14.65$192.85$222.157.47%
$210.00Jul 24$1.02$15.10$16.12$193.88$226.128.22%
$180.00Jul 24$16.85$0.50$17.35$162.65$197.358.84%
$197.50Jul 31$8.05$9.35$17.40$180.10$214.908.87%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 107 found (cheapest 1.54% of stock, avg 7.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$207.50$185.00Jul 24$1.55$1.48$3.03$181.97$210.53
$205.00$185.00Jul 24$2.08$1.48$3.56$181.44$208.56
$207.50$187.50Jul 24$1.55$2.08$3.63$183.87$211.13
$202.50$185.00Jul 24$2.63$1.48$4.11$180.89$206.61
$205.00$187.50Jul 24$2.08$2.08$4.16$183.34$209.16
$207.50$190.00Jul 24$1.55$2.80$4.35$185.65$211.85
$202.50$187.50Jul 24$2.63$2.08$4.71$182.79$207.21
$205.00$190.00Jul 24$2.08$2.80$4.88$185.12$209.88
$200.00$185.00Jul 24$3.60$1.48$5.08$179.92$205.08
$207.50$192.50Jul 24$1.55$3.70$5.25$187.25$212.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 271 found (best R:R 15.67, avg credit $3.06)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
160/162180/182Jul 31$2.35$0.1515.67$160.15$182.35
160/165175/180Aug 21$4.55$0.4510.11$160.45$179.55
170/172180/182Jul 31$2.25$0.259.00$170.25$182.25
165/170175/180Aug 21$4.35$0.656.69$165.65$179.35
195/198200/202Jul 24$2.17$0.336.58$195.33$202.17
198/200218/220Jul 24$2.17$0.336.58$197.83$219.67
190/192195/198Jul 24$2.10$0.405.25$190.40$197.10
190/195200/205Jul 31$4.20$0.805.25$190.80$204.20
200/208210/215Aug 21$6.30$1.205.25$201.20$216.30
192/195198/200Jul 24$2.05$0.454.56$192.95$199.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 24.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$195.00$197.50$200.00Jul 31$0.10$2.4024.00
$195.00$197.50$200.00Aug 21$0.10$2.4024.00
$210.00$215.00$220.00Aug 21$0.20$4.8024.00
$195.00$197.50$200.00Jul 24$0.20$2.3011.50
$190.00$210.00$230.00Aug 28$2.15$17.858.30
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$185.00$187.50$190.00Jul 24$0.12$2.3819.83
$190.00$192.50$195.00Jul 24$0.15$2.3515.67
$192.50$195.00$197.50Jul 24$0.15$2.3515.67
$195.00$197.50$200.00Jul 24$0.15$2.3515.67
$195.00$197.50$200.00Jul 31$0.15$2.3515.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-7.05, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$190.001:2Aug 28-$7.05$17.95
$210.00$230.001:2Aug 28-$2.15$17.85
$190.00$210.001:2Aug 28-$6.10$13.90
$210.00$225.001:2Aug 7-$1.70$13.30
$175.00$195.001:2Aug 14-$7.15$12.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$210.001:2Jul 24-$0.90$14.10
$205.00$190.001:2Aug 7-$5.75$9.25
$170.00$162.501:2Jul 31-$0.60$6.90
$190.00$180.001:2Aug 7-$3.95$6.05
$190.00$180.001:2Aug 14-$5.35$4.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 39 found (best yield 8.51%, avg 2.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$197.50Aug 21$16.700.530.7%8.51%9.16%24--
$200.00Aug 21$15.700.511.9%8.00%9.93%2107
$200.00Aug 7$13.000.501.9%6.63%8.55%2148
$210.00Aug 28$12.800.447.0%6.52%13.55%11
$210.00Aug 21$12.000.437.0%6.12%13.14%15215
$202.50Aug 7$11.900.473.2%6.06%9.27%1--
$205.00Aug 7$11.000.454.5%5.61%10.08%11
$207.50Aug 7$10.100.425.8%5.15%10.90%11
$215.00Aug 21$10.100.399.6%5.15%14.72%1--
$210.00Aug 7$9.100.407.0%4.64%11.66%2143

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 1,478
Total Puts 716
Put/Call Ratio 0.48
Net Difference 762

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 13,728
Total Puts 8,320
Average Put/Call Ratio 0.61
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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