Tour v394
TWLO
TWILIO INC A
$185.06 +0.92%
$185.38 (+0.17%)🌙
as of 07/23 07:14 PM
7/23 19:14

Option Volume

Detail
Current (07/23) 3,748
Calls: 2,927 (78%)
Puts: 821 (22%)
Prior (07/22) 6,775
Calls: 1,760 (26%)
Puts: 5,015 (74%)
Current vs Prior -44.68%
Calls: +66.31% (Calls)
Puts: -83.63% (Puts)
Prior 7-Day Total 23,368
Calls: 11,880 (51%)
Puts: 11,488 (49%)
Prior 7-Day Average 3,338
Calls: 1,697 (51%)
Puts: 1,641 (49%)
Current vs Prior 7-Day Avg +12.27%
Calls: +72.47%
Puts: -49.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $3.71M
Calls: $2.54M (68%)
Puts: $1.18M (32%)
Prior (07/22) $5.94M
Calls: $1.35M (23%)
Puts: $4.60M (77%)
Current vs Prior -37.58%
Calls: +87.94%
Puts: -74.43%
Prior 7-Day Total $30.27M
Calls: $15.92M (53%)
Puts: $14.35M (47%)
Prior 7-Day Average $4.32M
Calls: $2.27M (53%)
Puts: $2.05M (47%)
Current vs Prior 7-Day Avg -14.18%
Calls: +11.48%
Puts: -42.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.28
Prior (07/22) 2.85
Current vs Prior -90.16%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg -70.02%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 19,762
Calls: 14,620 (74%)
Puts: 5,142 (26%)
Prior (07/22) 28,036
Calls: 22,809 (81%)
Puts: 5,227 (19%)
Current vs Prior -29.51%
Prior 7-Day Total 149,130
Calls: 115,929 (78%)
Puts: 33,201 (22%)
Prior 7-Day Average 21,304
Calls: 16,561 (78%)
Puts: 4,743 (22%)
Current vs Prior 7-Day Avg -7.24%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.67% | 7.54%18.86% | 23.83%
Prior 5.26% | 8.97%19.90% | 24.57%
Current vs Prior -30.17% | -15.97%-5.25% | -3.00%
Prior 7-Day Avg 5.64% | 9.07%10.61% | 23.19%
Current vs 7-Day Avg -34.89% | -16.89%+77.70% | +2.76%
Prior 7-Day Eod 5.26% | 8.97%19.90% | 24.57%
Current vs 7-Day Eod -30.17% | -15.97%-5.25% | -3.00%
Sentiment BULLISHBULLISH

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 68% call dollar volume ($2.54M). Below-average activity with volume down 45% vs prior. Extreme bullish P/C ratio of 0.28 - heavy call buying (2,927 calls vs 821 puts). P/C ratio dropping 90% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 3 of results (avg 9.4%, best 8.6%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2137.8041.60$39.709.6%10.84--
$150.00Jul 3133.5037.00$35.259.9%40.915
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 217.808.50$8.158.6%10.2873

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. 31 found (avg delta 0.72, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 3133.5037.00$35.259.9%40.915
$150.00Aug 2137.8041.60$39.709.6%10.84--
$175.00Jul 3111.5014.60$13.0523.8%10.75--
$180.00Jul 317.8010.60$9.2030.4%70.63--
$175.00Aug 2121.5024.10$22.8011.4%50.63--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$212.50Jul 2425.6029.50$27.5514.2%780.95--
$220.00Jul 2433.0037.10$35.0511.7%20.93--
$205.00Jul 2418.1021.80$19.9518.5%180.92--
$200.00Jul 2413.4016.90$15.1523.1%70.92946
$215.00Jul 2428.0032.00$30.0013.3%50.89--

Most actively traded options today. High liquidity = easy entry/exit. 94 active (total vol 1.9K, top 809)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 214.507.00$5.7543.5%8090.253.0K
$190.00Jul 312.956.10$4.5369.5%910.406
$187.50Jul 241.102.55$1.8379.2%740.3614
$185.00Jul 241.603.60$2.6076.9%630.487
$190.00Jul 240.302.15$1.22151.6%330.2692
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Jul 311.903.30$2.6053.8%1110.2555
$177.50Jul 240.051.75$0.90188.9%830.19255
$212.50Jul 2425.6029.50$27.5514.2%780.95--
$170.00Jul 240.000.75$0.38197.4%730.0820
$210.00Jul 2423.1027.00$25.0515.6%520.88--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 45.3%, max 178.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 24Aug 21224.5%81.3%176.2%8123.1K
$205.00Jul 24Aug 7145.7%96.9%50.4%332
$197.50Jul 24Aug 21114.1%81.1%40.7%11100
$200.00Jul 24Aug 21112.7%86.2%30.8%5--
$150.00Jul 31Aug 21104.0%83.5%24.5%55
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$207.50Jul 24Jul 31195.2%70.0%178.7%37--
$170.00Jul 24Sep 4116.0%75.6%53.5%7420
$205.00Jul 24Aug 7145.7%96.9%50.4%19--
$177.50Jul 24Jul 3190.3%61.1%47.9%94295
$160.00Aug 7Sep 4100.7%76.8%31.1%421

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 49.00, avg 3.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$205.00$212.50Jul 24$0.15$7.35$0.1549.00$205.15
$190.00$192.50Jul 24$0.20$2.30$0.2011.50$190.20
$197.50$200.00Jul 24$0.25$2.25$0.259.00$197.75
$195.00$200.00Jul 31$0.66$4.34$0.666.58$195.66
$200.00$205.00Jul 31$0.80$4.20$0.805.25$200.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$175.00$170.00Jul 24$0.17$4.83$0.1728.41$174.83
$177.50$175.00Jul 24$0.35$2.15$0.356.14$177.15
$180.00$177.50Jul 24$0.48$2.02$0.484.21$179.52
$165.00$162.50Jul 31$0.52$1.98$0.523.81$164.48
$160.00$150.00Aug 7$2.10$7.90$2.103.76$157.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 65 found (best R:R 24.00, avg 1.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$150.00$175.00Jul 31$22.20$22.20$2.807.93$172.20
$175.00$180.00Jul 31$3.85$3.85$1.153.35$178.85
$182.50$185.00Jul 24$1.75$1.75$0.752.33$184.25
$150.00$175.00Aug 21$16.90$16.90$8.102.09$166.90
$175.00$180.00Aug 21$3.20$3.20$1.801.78$178.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$205.00$200.00Jul 24$4.80$4.80$0.2024.00$200.20
$197.50$190.00Jul 24$6.65$6.65$0.857.82$190.85
$205.00$200.00Jul 31$4.20$4.20$0.805.25$200.80
$200.00$195.00Jul 31$4.05$4.05$0.954.26$195.95
$190.00$187.50Jul 24$1.90$1.90$0.603.17$188.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $3.79, cheapest $0.75)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Jul 24Jul 31$0.79145.7%63.8%
$200.00Jul 24Jul 31$1.69112.7%64.0%
$195.00Jul 24Jul 31$2.2093.8%58.7%
$190.00Jul 24Jul 31$3.3187.1%61.1%
$187.50Jul 24Jul 31$3.7283.1%61.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$207.50Jul 24Jul 31$0.75195.2%70.0%
$160.00Aug 7Aug 14$0.90100.7%91.1%
$205.00Jul 24Jul 31$1.00145.7%63.8%
$170.00Jul 24Jul 31$1.10116.0%60.9%
$155.00Aug 14Aug 21$1.1588.6%84.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 3.08% of stock, avg 11.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$185.00Jul 24$2.60$3.10$5.70$179.30$190.703.08%
$187.50Jul 24$1.83$4.20$6.03$181.47$193.533.26%
$182.50Jul 24$4.35$1.93$6.28$176.22$188.783.39%
$190.00Jul 24$1.22$6.10$7.32$182.68$197.323.96%
$185.00Jul 31$6.35$6.20$12.55$172.45$197.556.78%
$187.50Jul 31$5.55$7.60$13.15$174.35$200.657.11%
$197.50Jul 24$0.63$12.75$13.38$184.12$210.887.23%
$190.00Jul 31$4.53$8.95$13.48$176.52$203.487.28%
$180.00Jul 31$9.20$4.60$13.80$166.20$193.807.46%
$195.00Jul 31$2.73$12.70$15.43$179.57$210.438.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 94 found (cheapest 0.49% of stock, avg 6.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$195.00$170.00Jul 24$0.53$0.38$0.91$169.09$195.91
$195.00$175.00Jul 24$0.53$0.55$1.08$173.92$196.08
$192.50$170.00Jul 24$1.02$0.38$1.40$168.60$193.90
$195.00$177.50Jul 24$0.53$0.90$1.43$176.07$196.43
$192.50$175.00Jul 24$1.02$0.55$1.57$173.43$194.07
$190.00$170.00Jul 24$1.22$0.38$1.60$168.40$191.60
$190.00$175.00Jul 24$1.22$0.55$1.77$173.23$191.77
$195.00$180.00Jul 24$0.53$1.38$1.91$178.09$196.91
$192.50$177.50Jul 24$1.02$0.90$1.92$175.58$194.42
$190.00$177.50Jul 24$1.22$0.90$2.12$175.38$192.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 118 found (best R:R 21.73, avg credit $2.90)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
188/190192/195Jul 24$2.39$0.1121.73$187.61$194.89
160/165175/180Aug 21$4.65$0.3513.29$160.35$179.65
190/195200/205Jul 31$4.55$0.4510.11$190.45$204.55
190/198205/212Jul 24$6.80$0.709.71$190.70$211.80
150/155175/180Aug 21$4.50$0.509.00$150.50$179.50
155/160175/180Aug 21$4.50$0.509.00$155.50$179.50
178/180182/185Jul 24$2.23$0.278.26$177.77$184.73
178/180188/190Jul 31$2.19$0.317.06$177.81$189.69
162/165175/180Jul 31$4.37$0.636.94$160.63$179.37
188/190198/200Jul 24$2.15$0.356.14$187.85$199.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$205.00$212.50$220.00Jul 24$0.39$7.1118.23
$185.00$187.50$190.00Jul 24$0.16$2.3414.62
$175.00$180.00$185.00Aug 21$0.45$4.5510.11
$187.50$190.00$192.50Jul 24$0.41$2.095.10
$200.00$205.00$210.00Jul 31$0.83$4.175.02
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$160.00$170.00Aug 7$0.05$9.95199.00
$207.50$210.00$212.50Jul 24$0.05$2.4549.00
$177.50$180.00$182.50Jul 24$0.07$2.4334.71
$195.00$200.00$205.00Jul 31$0.15$4.8532.33
$155.00$160.00$165.00Aug 21$0.15$4.8532.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-0.30, 48 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$175.001:2Aug 21-$5.90$19.10
$200.00$215.001:2Aug 21-$1.50$13.50
$205.00$212.501:2Jul 24-$0.18$7.32
$212.50$220.001:2Jul 24-$0.81$6.69
$200.00$205.001:2Jul 31-$0.47$4.53
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$180.001:2Aug 7-$0.30$19.70
$175.00$160.001:2Aug 14-$0.50$14.50
$180.00$165.001:2Aug 28-$2.80$12.20
$160.00$150.001:2Aug 7-$0.80$9.20
$180.00$170.001:2Aug 7-$2.60$7.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 8.16%, avg 2.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$187.50Aug 21$15.100.521.3%8.16%9.48%11
$190.00Aug 7$10.600.482.7%5.73%8.40%16
$200.00Aug 21$10.300.418.1%5.57%13.64%1--
$197.50Aug 21$10.000.426.7%5.40%12.13%4--
$195.00Aug 7$8.000.425.4%4.32%9.69%1--
$197.50Aug 7$7.800.406.7%4.21%10.94%1--
$210.00Aug 28$7.100.3413.5%3.84%17.31%1--
$205.00Aug 7$5.400.3310.8%2.92%13.69%1--
$215.00Aug 21$4.900.2816.2%2.65%18.83%11
$220.00Aug 21$4.500.2518.9%2.43%21.31%8093.0K

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 2,927
Total Puts 821
Put/Call Ratio 0.28
Net Difference 2,106

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,880
Total Puts 11,488
Average Put/Call Ratio 0.94
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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