Tour v423
TWLO
TWILIO INC A
$194.47 +1.57%
$194.02 (-0.23%)🌙
as of 07/27 07:12 PM
7/27 19:12

Option Volume

Detail
Current (07/27) 1,901
Calls: 1,190 (63%)
Puts: 711 (37%)
Prior (07/24) 5,078
Calls: 4,213 (83%)
Puts: 865 (17%)
Current vs Prior -62.56%
Calls: -71.75% (Calls)
Puts: -17.80% (Puts)
Prior 7-Day Total 28,770
Calls: 16,946 (59%)
Puts: 11,824 (41%)
Prior 7-Day Average 4,110
Calls: 2,420 (59%)
Puts: 1,689 (41%)
Current vs Prior 7-Day Avg -53.75%
Calls: -50.84%
Puts: -57.91%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $4.00M
Calls: $2.70M (67%)
Puts: $1.30M (33%)
Prior (07/24) $6.95M
Calls: $6.57M (95%)
Puts: $380.9K (5%)
Current vs Prior -42.48%
Calls: -58.95%
Puts: +241.72%
Prior 7-Day Total $30.01M
Calls: $19.64M (65%)
Puts: $10.38M (35%)
Prior 7-Day Average $4.29M
Calls: $2.81M (65%)
Puts: $1.48M (35%)
Current vs Prior 7-Day Avg -6.74%
Calls: -3.85%
Puts: -12.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.60
Prior (07/24) 0.21
Current vs Prior +191.00%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -27.37%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 24,949
Calls: 21,341 (86%)
Puts: 3,608 (14%)
Prior (07/24) 16,739
Calls: 14,355 (86%)
Puts: 2,384 (14%)
Current vs Prior +49.05%
Prior 7-Day Total 152,150
Calls: 118,880 (78%)
Puts: 33,270 (22%)
Prior 7-Day Average 21,735
Calls: 16,982 (78%)
Puts: 4,752 (22%)
Current vs Prior 7-Day Avg +14.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.53% | 16.45%18.49% | 23.45%
Prior 7.23% | 16.22%18.72% | 23.40%
Current vs Prior -9.72% | +1.46%-1.27% | +0.21%
Prior 7-Day Avg 5.78% | 10.00%14.56% | 23.64%
Current vs 7-Day Avg +12.99% | +64.56%+26.97% | -0.80%
Prior 7-Day Eod 7.23% | 16.22%18.72% | 23.40%
Current vs 7-Day Eod -9.72% | +1.46%-1.27% | +0.21%
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 67% call dollar volume ($2.70M). Below-average activity with volume down 63% vs prior. Bullish P/C ratio of 0.60. P/C ratio rising 191% - increased hedging/bearish positioning.

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 8 of results (avg 8.4%, best 7.0%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Aug 2116.5017.70$17.107.0%30.54255
$180.00Aug 2124.2026.20$25.207.9%90.6768
$175.00Aug 2127.1029.50$28.308.5%20.71--
$177.50Aug 2125.8028.40$27.109.6%120.70--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$212.50Aug 2126.9029.00$27.957.5%780.61--
$215.00Aug 2128.6031.00$29.808.1%10.63--
$220.00Sep 433.4036.70$35.059.4%50.64--
$210.00Aug 2125.1027.60$26.359.5%460.59163

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. 27 found (avg delta 0.64, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Jul 3118.9021.30$20.1011.9%20.93--
$185.00Jul 3110.3012.20$11.2516.9%10.77--
$175.00Aug 2127.1029.50$28.308.5%20.71--
$177.50Aug 2125.8028.40$27.109.6%120.70--
$180.00Aug 2124.2026.20$25.207.9%90.6768
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jul 3115.2017.60$16.4014.6%10.8560
$205.00Jul 3111.1013.20$12.1517.3%10.76--
$202.50Jul 319.3011.30$10.3019.4%20.70--
$220.00Sep 433.4036.70$35.059.4%50.64--
$200.00Jul 318.309.20$8.7510.3%10.636

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 912, top 78)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Jul 310.050.80$0.43174.4%730.0720
$197.50Jul 313.904.90$4.4022.7%430.4317
$217.50Jul 310.050.55$0.30166.7%420.0561
$200.00Jul 313.004.10$3.5531.0%290.3634
$205.00Jul 311.552.20$1.8834.6%290.2417
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$192.50Aug 2114.9016.90$15.9012.6%780.4440
$212.50Aug 2126.9029.00$27.957.5%780.61--
$175.00Jul 310.350.60$0.4852.1%750.07135
$190.00Aug 2113.7015.80$14.7514.2%470.42355
$210.00Aug 2125.1027.60$26.359.5%460.59163

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 10.2%, max 23.3%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Aug 7Aug 21106.0%86.0%23.3%82.0K
$180.00Aug 21Sep 487.7%76.0%15.4%1168
$225.00Aug 21Aug 2885.2%79.7%7.0%54
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$215.00Aug 21Aug 2886.4%80.5%7.4%3--
$160.00Jul 31Aug 2885.0%80.6%5.5%3550
$165.00Jul 31Aug 2883.4%81.4%2.4%4107

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 49.00, avg 3.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$215.00$217.50Jul 31$0.13$2.37$0.1318.23$215.13
$212.50$215.00Jul 31$0.17$2.33$0.1713.71$212.67
$205.00$207.50Jul 31$0.30$2.20$0.307.33$205.30
$227.50$230.00Aug 21$0.35$2.15$0.356.14$227.85
$230.00$232.50Aug 21$0.35$2.15$0.356.14$230.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$170.00$165.00Jul 31$0.10$4.90$0.1049.00$169.90
$177.50$175.00Aug 21$0.20$2.30$0.2011.50$177.30
$175.00$172.50Jul 31$0.23$2.27$0.239.87$174.77
$170.00$165.00Aug 21$1.10$3.90$1.103.55$168.90
$185.00$180.00Jul 31$1.20$3.80$1.203.17$183.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 72 found (best R:R 7.70, avg 1.01)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$175.00$185.00Jul 31$8.85$8.85$1.157.70$183.85
$177.50$180.00Aug 21$1.90$1.90$0.603.17$179.40
$185.00$190.00Jul 31$3.00$3.00$2.001.50$188.00
$190.00$195.00Jul 31$3.00$3.00$2.001.50$193.00
$185.00$190.00Aug 7$3.00$3.00$2.001.50$188.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$210.00$205.00Jul 31$4.25$4.25$0.755.67$205.75
$205.00$202.50Jul 31$1.85$1.85$0.652.85$203.15
$215.00$212.50Aug 21$1.85$1.85$0.652.85$213.15
$180.00$177.50Aug 21$1.65$1.65$0.851.94$178.35
$220.00$205.00Sep 4$9.90$9.90$5.101.94$210.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $7.59, cheapest $0.75)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Aug 21Aug 28$0.9585.2%79.7%
$180.00Aug 21Sep 4$2.3587.7%76.0%
$230.00Aug 7Aug 21$2.40106.0%86.0%
$220.00Jul 31Aug 7$6.1571.8%112.6%
$215.00Jul 31Aug 7$7.3266.0%113.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$215.00Aug 21Aug 28$0.7586.4%80.5%
$160.00Jul 31Aug 21$4.2285.0%86.6%
$165.00Jul 31Aug 14$4.7283.4%97.2%
$170.00Jul 31Aug 7$4.8276.6%112.6%
$175.00Jul 31Aug 7$6.3271.0%114.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 5.73% of stock, avg 13.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$195.00Jul 31$5.25$5.90$11.15$183.85$206.155.73%
$190.00Jul 31$8.25$3.70$11.95$178.05$201.956.14%
$200.00Jul 31$3.55$8.75$12.30$187.70$212.306.32%
$202.50Jul 31$2.68$10.30$12.98$189.52$215.486.67%
$185.00Jul 31$11.25$1.93$13.18$171.82$198.186.78%
$205.00Jul 31$1.88$12.15$14.03$190.97$219.037.21%
$210.00Jul 31$1.00$16.40$17.40$192.60$227.408.95%
$175.00Jul 31$20.10$0.48$20.58$154.42$195.5810.58%
$190.00Aug 7$17.50$13.15$30.65$159.35$220.6515.76%
$200.00Aug 7$13.25$18.15$31.40$168.60$231.4016.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 90 found (cheapest 1.34% of stock, avg 9.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$205.00$180.00Jul 31$1.88$0.73$2.61$177.39$207.61
$205.00$177.50Jul 31$1.88$1.22$3.10$174.40$208.10
$202.50$180.00Jul 31$2.68$0.73$3.41$176.59$205.91
$205.00$185.00Jul 31$1.88$1.93$3.81$181.19$208.81
$202.50$177.50Jul 31$2.68$1.22$3.90$173.60$206.40
$200.00$180.00Jul 31$3.55$0.73$4.28$175.72$204.28
$202.50$185.00Jul 31$2.68$1.93$4.61$180.39$207.11
$200.00$177.50Jul 31$3.55$1.22$4.77$172.73$204.77
$197.50$180.00Jul 31$4.40$0.73$5.13$174.87$202.63
$200.00$185.00Jul 31$3.55$1.93$5.48$179.52$205.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 169 found (best R:R 32.33, avg credit $3.32)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
170/175190/195Aug 21$4.85$0.1532.33$170.15$194.85
190/192200/202Aug 7$2.40$0.1024.00$190.10$202.40
175/180185/190Aug 7$4.75$0.2519.00$175.25$189.75
170/175185/190Aug 7$4.70$0.3015.67$170.30$189.70
170/175185/190Aug 21$4.70$0.3015.67$170.30$189.70
202/205210/212Jul 31$2.25$0.259.00$202.75$212.25
165/170175/185Jul 31$8.95$1.058.52$161.05$183.95
178/180225/228Aug 21$2.20$0.307.33$177.80$227.20
195/200220/225Aug 21$4.35$0.656.69$195.65$224.35
178/180190/195Aug 21$4.30$0.706.14$175.70$194.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$180.00$182.50$185.00Aug 21$0.05$2.4549.00
$200.00$202.50$205.00Jul 31$0.07$2.4334.71
$210.00$215.00$220.00Aug 7$0.15$4.8532.33
$215.00$217.50$220.00Jul 31$0.13$2.3718.23
$207.50$210.00$212.50Jul 31$0.18$2.3212.89
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$170.00$175.00$180.00Aug 7$0.05$4.9599.00
$190.00$192.50$195.00Aug 7$0.20$2.3011.50
$190.00$192.50$195.00Aug 21$0.25$2.259.00
$210.00$212.50$215.00Aug 21$0.25$2.259.00
$170.00$172.50$175.00Jul 31$0.26$2.248.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.65, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$210.001:2Aug 21-$6.00$9.00
$220.00$230.001:2Aug 7-$1.15$8.85
$190.00$205.001:2Aug 28-$6.75$8.25
$175.00$185.001:2Jul 31-$2.40$7.60
$215.00$225.001:2Aug 28-$5.25$4.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$215.00$190.001:2Aug 28-$0.65$24.35
$190.00$180.001:2Aug 7-$3.95$6.05
$170.00$165.001:2Jul 31-$0.08$4.92
$190.00$185.001:2Jul 31-$0.16$4.84
$175.00$172.501:2Jul 31-$0.02$2.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 8.48%, avg 3.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$195.00Aug 21$16.500.540.3%8.48%8.76%3255
$205.00Aug 28$12.500.465.4%6.43%11.84%12
$200.00Aug 7$12.200.492.8%6.27%9.12%272.7K
$210.00Aug 21$10.900.418.0%5.60%13.59%4206
$210.00Aug 28$10.700.428.0%5.50%13.49%1--
$202.50Aug 7$10.500.464.1%5.40%9.53%2--
$215.00Aug 28$9.100.3810.6%4.68%15.24%11
$220.00Aug 21$8.000.3313.1%4.11%17.24%33.2K
$210.00Aug 7$7.800.398.0%4.01%12.00%6--
$215.00Aug 14$7.800.3510.6%4.01%14.57%17

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 1,190
Total Puts 711
Put/Call Ratio 0.60
Net Difference 479

Prior's Put/Call Breakdown

Total Calls 4,213
Total Puts 865
Put/Call Ratio 0.21
Net Difference 3,348

Prior 7-Day Put/Call Summary

Total Calls 16,946
Total Puts 11,824
Average Put/Call Ratio 0.82
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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