Tour v390
TWLO
TWILIO INC A
$183.38 -6.54%
7/22 21:11

Option Volume

Detail
Current (07/22) 6,775
Calls: 1,760 (26%)
Puts: 5,015 (74%)
Prior (07/21) 2,194
Calls: 1,478 (67%)
Puts: 716 (33%)
Current vs Prior +208.80%
Calls: +19.08% (Calls)
Puts: +600.42% (Puts)
Prior 7-Day Total 21,050
Calls: 13,304 (63%)
Puts: 7,746 (37%)
Prior 7-Day Average 3,007
Calls: 1,900 (63%)
Puts: 1,106 (37%)
Current vs Prior 7-Day Avg +125.30%
Calls: -7.40%
Puts: +353.20%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/22) $5.94M
Calls: $1.35M (23%)
Puts: $4.60M (77%)
Prior (07/21) $1.96M
Calls: $1.37M (70%)
Puts: $591.9K (30%)
Current vs Prior +203.35%
Calls: -1.36%
Puts: +676.40%
Prior 7-Day Total $28.93M
Calls: $18.44M (64%)
Puts: $10.49M (36%)
Prior 7-Day Average $4.13M
Calls: $2.63M (64%)
Puts: $1.50M (36%)
Current vs Prior 7-Day Avg +43.82%
Calls: -48.80%
Puts: +206.64%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/22) 2.85
Prior (07/21) 0.48
Current vs Prior +488.19%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg +386.58%
Sentiment BEARISH

Open Interest

Detail
Current (07/22) 28,036
Calls: 22,809 (81%)
Puts: 5,227 (19%)
Prior (07/21) 26,716
Calls: 20,506 (77%)
Puts: 6,210 (23%)
Current vs Prior +4.94%
Prior 7-Day Total 140,196
Calls: 107,661 (77%)
Puts: 32,535 (23%)
Prior 7-Day Average 20,028
Calls: 15,380 (77%)
Puts: 4,647 (23%)
Current vs Prior 7-Day Avg +39.98%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.26% | 8.97%19.90% | 24.57%
Prior 5.99% | 9.53%19.80% | 24.33%
Current vs Prior -12.12% | -5.87%+0.53% | +0.95%
Prior 7-Day Avg 5.78% | 9.11%8.65% | 22.85%
Current vs 7-Day Avg -8.88% | -1.53%+130.02% | +7.49%
Prior 7-Day Eod 5.99% | 9.53%19.80% | 24.33%
Current vs 7-Day Eod -12.12% | -5.87%+0.53% | +0.95%
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

Strong bearish conviction with 77% of dollar volume in puts ($4.60M) vs calls ($1.35M). Massive premium surge with dollar volume up 203% vs prior. Unusually high activity with volume up 209% vs prior - elevated interest. Volume explosion - 125% above 7-day average (6,775 vs avg 3,007).

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 24 of results (avg 7.8%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2137.7040.40$39.056.9%10.84--
$192.50Aug 710.5011.30$10.907.3%50.45--
$160.00Aug 728.4031.00$29.708.8%10.79--
$170.00Aug 2123.7025.90$24.808.9%80.686
$180.00Jul 246.006.60$6.309.5%10.65--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Aug 2123.0024.00$23.504.3%10.55--
$200.00Aug 2126.2027.80$27.005.9%10.60--
$202.50Aug 725.4027.00$26.206.1%20.65--
$187.50Jul 319.309.90$9.606.2%10.567
$215.00Aug 1435.2037.60$36.406.6%40.733

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. 46 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 2427.4030.50$28.9510.7%10.94--
$170.00Jul 2413.4015.60$14.5015.2%20.9079
$150.00Aug 2137.7040.40$39.056.9%10.84--
$160.00Aug 728.4031.00$29.708.8%10.79--
$170.00Aug 2123.7025.90$24.808.9%80.686
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$212.50Jul 2427.2030.20$28.7010.5%11.00--
$210.00Jul 2424.6027.30$25.9510.4%20.96--
$220.00Jul 2434.6037.20$35.907.2%10.93--
$207.50Jul 2422.1025.30$23.7013.5%20.90--
$202.50Jul 2417.7019.70$18.7010.7%30.90--

Most actively traded options today. High liquidity = easy entry/exit. 124 active (total vol 5.2K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jul 240.001.60$0.80200.0%840.1333
$197.50Jul 240.450.80$0.6355.6%760.1284
$192.50Jul 241.001.25$1.1322.1%670.203
$190.00Jul 241.602.20$1.9031.6%400.2972
$220.00Aug 215.107.00$6.0531.4%310.263.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jul 2414.8017.20$16.0015.0%1.5K0.881.6K
$182.50Jul 243.204.00$3.6022.2%1.4K0.4512
$182.50Jul 316.507.20$6.8510.2%4030.464
$192.50Jul 249.3010.50$9.9012.1%3810.80103
$177.50Jul 241.702.05$1.8818.6%2560.2725

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 35.1%, max 97.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 24Aug 21157.1%81.5%92.7%433.1K
$215.00Jul 24Aug 28104.0%77.2%34.7%1448
$210.00Jul 24Aug 28101.9%78.7%29.5%10232
$200.00Jul 24Aug 2899.3%78.8%26.0%8933
$197.50Jul 24Jul 3182.7%67.0%23.3%7992
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$205.00Jul 24Jul 31131.8%66.7%97.7%7--
$155.00Jul 24Aug 21157.0%81.4%92.9%7--
$150.00Jul 24Aug 21156.1%85.0%83.7%938
$207.50Jul 24Jul 31128.1%72.9%75.7%3--
$220.00Jul 24Aug 7157.1%100.1%56.8%2--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 85 found (best R:R 24.00, avg 3.32)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$200.00$202.50Jul 24$0.10$2.40$0.1024.00$200.10
$210.00$212.50Jul 24$0.10$2.40$0.1024.00$210.10
$192.50$195.00Jul 24$0.23$2.27$0.239.87$192.73
$200.00$217.50Jul 31$1.68$15.82$1.689.42$201.68
$217.50$220.00Jul 31$0.25$2.25$0.259.00$217.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$170.00$165.00Jul 24$0.27$4.73$0.2717.52$169.73
$155.00$150.00Jul 24$0.29$4.71$0.2916.24$154.71
$172.50$170.00Jul 24$0.18$2.32$0.1812.89$172.32
$165.00$155.00Jul 31$1.20$8.80$1.207.33$163.80
$155.00$150.00Aug 21$0.75$4.25$0.755.67$154.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 101 found (best R:R 26.27, avg 1.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$155.00$170.00Jul 24$14.45$14.45$0.5526.27$169.45
$170.00$180.00Jul 24$8.20$8.20$1.804.56$178.20
$150.00$170.00Aug 21$14.25$14.25$5.752.48$164.25
$187.50$190.00Aug 7$1.65$1.65$0.851.94$189.15
$160.00$180.00Aug 7$12.85$12.85$7.151.80$172.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$212.50Jul 24$7.20$7.20$0.3024.00$212.80
$197.50$195.00Jul 24$2.30$2.30$0.2011.50$195.20
$210.00$207.50Jul 24$2.25$2.25$0.259.00$207.75
$192.50$190.00Jul 24$2.20$2.20$0.307.33$190.30
$197.50$195.00Jul 31$2.20$2.20$0.307.33$195.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 34 found (avg debit $3.92, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Jul 24Jul 31$1.4899.3%65.9%
$197.50Jul 24Jul 31$2.2782.7%67.0%
$195.00Jul 24Jul 31$2.6081.3%66.8%
$192.50Jul 24Jul 31$3.0775.8%66.7%
$182.50Jul 24Jul 31$3.4578.4%65.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Jul 24Jul 31$0.25156.1%82.4%
$207.50Jul 24Jul 31$0.50128.1%72.9%
$160.00Aug 14Aug 21$0.6088.9%82.7%
$205.00Jul 24Jul 31$0.80131.8%66.7%
$210.00Jul 24Jul 31$0.80101.9%71.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 30 found (cheapest 4.58% of stock, avg 13.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$182.50Jul 24$4.80$3.60$8.40$174.10$190.904.58%
$185.00Jul 24$3.60$4.85$8.45$176.55$193.454.61%
$180.00Jul 24$6.30$2.58$8.88$171.12$188.884.84%
$187.50Jul 24$2.68$6.40$9.08$178.42$196.584.95%
$190.00Jul 24$1.90$7.70$9.60$180.40$199.605.24%
$192.50Jul 24$1.13$9.90$11.03$181.47$203.536.01%
$195.00Jul 24$0.90$11.55$12.45$182.55$207.456.79%
$197.50Jul 24$0.63$13.85$14.48$183.02$211.987.90%
$170.00Jul 24$14.50$0.55$15.05$154.95$185.058.21%
$182.50Jul 31$8.25$6.85$15.10$167.40$197.608.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 0.89% of stock, avg 8.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$195.00$172.50Jul 24$0.90$0.73$1.63$170.87$196.63
$192.50$172.50Jul 24$1.13$0.73$1.86$170.64$194.36
$195.00$175.00Jul 24$0.90$1.20$2.10$172.90$197.10
$192.50$175.00Jul 24$1.13$1.20$2.33$172.67$194.83
$190.00$172.50Jul 24$1.90$0.73$2.63$169.87$192.63
$195.00$177.50Jul 24$0.90$1.88$2.78$174.72$197.78
$192.50$177.50Jul 24$1.13$1.88$3.01$174.49$195.51
$190.00$175.00Jul 24$1.90$1.20$3.10$171.90$193.10
$187.50$172.50Jul 24$2.68$0.73$3.41$169.09$190.91
$195.00$180.00Jul 24$0.90$2.58$3.48$176.52$198.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 246 found (best R:R 24.00, avg credit $2.84)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
165/170175/180Aug 21$4.80$0.2024.00$165.20$179.80
165/170180/185Aug 21$4.80$0.2024.00$165.20$184.80
170/175180/185Aug 21$4.70$0.3015.67$170.30$184.70
185/188190/192Jul 24$2.32$0.1812.89$185.18$192.32
188/190192/195Jul 31$2.25$0.259.00$187.75$194.75
182/185190/192Aug 7$2.25$0.259.00$182.75$192.25
160/165175/180Aug 21$4.40$0.607.33$160.60$179.40
160/165180/185Aug 21$4.40$0.607.33$160.60$184.40
175/178180/182Jul 24$2.18$0.326.81$175.32$182.18
155/160175/180Aug 21$4.35$0.656.69$155.65$179.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$210.00$212.50$215.00Jul 24$0.10$2.4024.00
$192.50$195.00$197.50Jul 31$0.10$2.4024.00
$185.00$187.50$190.00Jul 24$0.14$2.3616.86
$200.00$205.00$210.00Aug 28$0.30$4.7015.67
$182.50$185.00$187.50Jul 24$0.28$2.227.93
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$155.00$160.00$165.00Aug 21$0.05$4.9599.00
$182.50$185.00$187.50Jul 31$0.05$2.4549.00
$185.00$190.00$195.00Aug 21$0.15$4.8532.33
$190.00$195.00$200.00Aug 21$0.15$4.8532.33
$170.00$172.50$175.00Jul 31$0.10$2.4024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-3.80, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$180.00$200.001:2Aug 28-$3.80$16.20
$160.00$180.001:2Aug 7-$4.00$16.00
$155.00$170.001:2Jul 24-$0.05$14.95
$150.00$170.001:2Aug 21-$10.55$9.45
$185.00$192.501:2Jul 31-$1.10$6.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$175.00$160.001:2Aug 14-$0.60$14.40
$215.00$195.001:2Aug 14-$8.20$11.80
$190.00$175.001:2Aug 14-$4.60$10.40
$165.00$155.001:2Jul 24-$0.86$9.14
$202.50$187.501:2Aug 7-$6.80$8.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 8.51%, avg 3.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$185.00Aug 21$15.600.540.9%8.51%9.39%729
$187.50Aug 21$14.700.522.2%8.02%10.26%1--
$190.00Aug 21$14.200.503.6%7.74%11.35%1215
$192.50Aug 21$12.900.485.0%7.03%12.01%5--
$187.50Aug 7$12.400.512.2%6.76%9.01%740
$190.00Aug 7$11.200.473.6%6.11%9.72%24
$200.00Aug 28$10.700.429.1%5.83%14.90%5--
$192.50Aug 7$10.500.455.0%5.73%10.70%5--
$200.00Aug 21$10.100.419.1%5.51%14.57%2--
$205.00Aug 28$9.400.3811.8%5.13%16.92%11

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 1,760
Total Puts 5,015
Put/Call Ratio 2.85
Net Difference -3,255

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 13,304
Total Puts 7,746
Average Put/Call Ratio 0.59
Ratio Trend Rising

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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