Tour v477
TWLO
TWILIO INC A
$197.35 +3.36%
$195.75 (-0.81%)🌙
as of 07/31 07:15 PM
7/31 19:15

Option Volume

Detail
Current (07/31) 3,681
Calls: 2,357 (64%)
Puts: 1,324 (36%)
Prior (07/30) 1,424
Calls: 998 (70%)
Puts: 426 (30%)
Current vs Prior +158.50%
Calls: +136.17% (Calls)
Puts: +210.80% (Puts)
Prior 7-Day Total 24,911
Calls: 13,912 (56%)
Puts: 10,999 (44%)
Prior 7-Day Average 3,558
Calls: 1,987 (56%)
Puts: 1,571 (44%)
Current vs Prior 7-Day Avg +3.44%
Calls: +18.60%
Puts: -15.74%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $3.58M
Calls: $2.91M (81%)
Puts: $675.4K (19%)
Prior (07/30) $1.85M
Calls: $1.34M (72%)
Puts: $515.0K (28%)
Current vs Prior +93.49%
Calls: +117.52%
Puts: +31.14%
Prior 7-Day Total $37.42M
Calls: $21.58M (58%)
Puts: $15.84M (42%)
Prior 7-Day Average $5.35M
Calls: $3.08M (58%)
Puts: $2.26M (42%)
Current vs Prior 7-Day Avg -32.99%
Calls: -5.70%
Puts: -70.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.56
Prior (07/30) 0.43
Current vs Prior +31.60%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg -41.69%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 18,532
Calls: 15,583 (84%)
Puts: 2,949 (16%)
Prior (07/30) 15,501
Calls: 13,483 (87%)
Puts: 2,018 (13%)
Current vs Prior +19.55%
Prior 7-Day Total 140,479
Calls: 117,704 (84%)
Puts: 22,775 (16%)
Prior 7-Day Average 20,068
Calls: 16,814 (84%)
Puts: 3,253 (16%)
Current vs Prior 7-Day Avg -7.66%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.95% | 15.33%17.63% | 21.89%
Prior 3.64% | 15.97%18.02% | 22.97%
Current vs Prior +321.11% | +4.37%-2.12% | -4.68%
Prior 7-Day Avg 5.37% | 13.98%18.77% | 23.50%
Current vs 7-Day Avg +185.58% | +19.25%-6.05% | -6.84%
Prior 7-Day Eod 3.64% | 15.97%18.02% | 22.97%
Current vs 7-Day Eod +321.11% | +4.37%-2.12% | -4.68%
Sentiment BEARISHBULLISH

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 bullish conviction with 81% of dollar volume in calls ($2.91M) vs puts ($675.4K). Elevated premium activity with dollar volume up 93% vs prior. Unusually high activity with volume up 158% vs prior - elevated interest. Bullish P/C ratio of 0.56.

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 5 of results (avg 9.0%, best 7.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$197.50Aug 2116.3017.60$16.957.7%10.54--
$180.00Aug 2125.3027.90$26.609.8%10.7069
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 2112.2013.20$12.707.9%70.39--
$175.00Aug 216.707.40$7.059.9%10.25--
$190.00Aug 710.5011.60$11.0510.0%50.38--

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 0.67, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Jul 316.509.40$7.9536.5%50.89--
$180.00Jul 3116.4019.30$17.8516.2%20.88--
$182.50Jul 3113.6016.70$15.1520.5%20.87--
$185.00Jul 3111.5014.40$12.9522.4%80.8576
$195.00Jul 311.003.90$2.45118.4%480.8070
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jul 311.004.50$2.75127.3%20.79--
$202.50Jul 313.806.20$5.0048.0%60.7515

Most actively traded options today. High liquidity = easy entry/exit. 90 active (total vol 2.0K, top 435)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jul 310.200.90$0.55127.3%4150.2741
$230.00Aug 74.005.80$4.9036.7%960.2440
$197.50Jul 310.302.00$1.15147.8%880.5459
$195.00Jul 311.003.90$2.45118.4%480.8070
$215.00Aug 76.709.50$8.1034.6%340.3694
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Aug 75.507.50$6.5030.8%4350.2714
$160.00Aug 213.004.10$3.5531.0%4120.14105
$160.00Aug 70.703.60$2.15134.9%320.1122
$165.00Aug 214.104.80$4.4515.7%320.17109
$190.00Jul 310.000.70$0.35200.0%130.1146

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 608.8%, max 2259.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$235.00Jul 31Sep 111671.3%70.8%2259.9%412
$230.00Jul 31Aug 211341.9%86.5%1450.8%33.1K
$180.00Jul 31Aug 211123.9%90.1%1146.9%369
$185.00Jul 31Aug 21881.1%86.7%916.2%976
$210.00Jul 31Aug 28808.2%82.3%882.5%28
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$167.50Jul 31Aug 211700.5%91.1%1765.8%1227
$160.00Jul 31Aug 211193.2%92.1%1195.2%413654
$185.00Jul 31Aug 28881.1%80.0%1001.6%3198
$180.00Jul 31Aug 141123.9%103.3%987.5%11139
$170.00Jul 31Aug 21813.1%89.8%805.0%3--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 61 found (best R:R 45.51, avg 3.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$210.00$230.00Jul 31$0.43$19.57$0.4345.51$210.43
$200.00$205.00Jul 31$0.52$4.48$0.528.62$200.52
$230.00$232.50Aug 21$0.30$2.20$0.307.33$230.30
$225.00$230.00Aug 14$0.85$4.15$0.854.88$225.85
$217.50$220.00Aug 7$0.50$2.00$0.504.00$218.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$167.50$160.00Jul 31$1.03$6.47$1.036.28$166.47
$165.00$160.00Aug 7$0.85$4.15$0.854.88$164.15
$165.00$160.00Aug 21$0.90$4.10$0.904.56$164.10
$170.00$167.50Aug 21$0.50$2.00$0.504.00$169.50
$170.00$165.00Aug 7$1.10$3.90$1.103.55$168.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 64 found (best R:R 9.00, avg 0.88)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$182.50$185.00Jul 31$2.20$2.20$0.307.33$184.70
$170.00$180.00Aug 21$6.85$6.85$3.152.17$176.85
$180.00$185.00Aug 21$3.05$3.05$1.951.56$183.05
$187.50$190.00Aug 7$1.50$1.50$1.001.50$189.00
$185.00$187.50Aug 21$1.45$1.45$1.051.38$186.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$202.50$200.00Jul 31$2.25$2.25$0.259.00$200.25
$187.50$185.00Aug 7$1.50$1.50$1.001.50$186.00
$187.50$185.00Aug 21$1.35$1.35$1.151.17$186.15
$195.00$190.00Aug 7$2.65$2.65$2.351.13$192.35
$200.00$190.00Aug 21$5.30$5.30$4.701.13$194.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $6.51, cheapest $0.70)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Aug 7Aug 14$0.70133.6%99.8%
$220.00Aug 7Aug 14$1.25135.6%104.8%
$215.00Aug 7Aug 14$1.55134.5%105.7%
$187.50Aug 7Aug 21$2.05137.2%88.3%
$235.00Jul 31Aug 7$2.371671.3%130.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$197.50Aug 7Aug 14$1.10134.3%101.6%
$165.00Aug 7Aug 21$1.45136.1%90.5%
$187.50Aug 7Aug 21$1.75137.2%88.3%
$160.00Jul 31Aug 7$2.101193.2%136.1%
$167.50Jul 31Aug 21$4.071700.5%91.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 1.43% of stock, avg 11.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$195.00Jul 31$2.45$0.38$2.83$192.17$197.831.43%
$200.00Jul 31$0.55$2.75$3.30$196.70$203.301.67%
$192.50Jul 31$5.00$1.10$6.10$186.40$198.603.09%
$190.00Jul 31$7.95$0.35$8.30$181.70$198.304.21%
$185.00Jul 31$12.95$1.05$14.00$171.00$199.007.09%
$182.50Jul 31$15.15$1.05$16.20$166.30$198.708.21%
$180.00Jul 31$17.85$1.08$18.93$161.07$198.939.59%
$197.50Aug 7$14.80$14.45$29.25$168.25$226.7514.82%
$195.00Aug 7$15.80$13.70$29.50$165.50$224.5014.95%
$190.00Aug 7$18.55$11.05$29.60$160.40$219.6015.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 84 found (cheapest 0.47% of stock, avg 8.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$200.00$195.00Jul 31$0.55$0.38$0.93$194.07$200.93
$230.00$195.00Jul 31$0.65$0.38$1.03$193.97$231.03
$210.00$195.00Jul 31$1.08$0.38$1.46$193.54$211.46
$235.00$195.00Jul 31$1.08$0.38$1.46$193.54$236.46
$200.00$185.00Jul 31$0.55$1.05$1.60$183.40$201.60
$200.00$182.50Jul 31$0.55$1.05$1.60$180.90$201.60
$200.00$180.00Jul 31$0.55$1.08$1.63$178.37$201.63
$200.00$192.50Jul 31$0.55$1.10$1.65$190.85$201.65
$230.00$185.00Jul 31$0.65$1.05$1.70$183.30$231.70
$230.00$182.50Jul 31$0.65$1.05$1.70$180.80$231.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 168 found (best R:R 15.67, avg credit $3.26)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
180/182208/210Aug 7$2.35$0.1515.67$180.15$209.85
175/178195/198Jul 31$2.32$0.1812.89$175.18$197.32
180/182200/202Aug 7$2.30$0.2011.50$180.20$202.30
190/195202/208Aug 7$4.60$0.4011.50$190.40$207.10
180/182195/198Aug 7$2.25$0.259.00$180.25$197.25
185/188215/218Aug 7$2.25$0.259.00$185.25$217.25
188/190198/200Aug 7$2.25$0.259.00$187.75$199.75
170/175180/185Aug 21$4.45$0.558.09$170.55$184.45
190/200210/220Aug 21$8.90$1.108.09$191.10$218.90
182/185188/190Aug 7$2.20$0.307.33$182.80$189.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 24.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$197.50$200.00$202.50Aug 7$0.10$2.4024.00
$215.00$217.50$220.00Aug 7$0.25$2.259.00
$220.00$222.50$225.00Aug 7$0.25$2.259.00
$210.00$220.00$230.00Aug 21$1.05$8.958.52
$190.00$192.50$195.00Jul 31$0.40$2.105.25
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$160.00$165.00$170.00Aug 7$0.25$4.7519.00
$182.50$185.00$187.50Aug 7$0.80$1.702.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.22, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$230.001:2Jul 31-$0.22$19.78
$195.00$215.001:2Aug 14-$1.95$18.05
$195.00$210.001:2Aug 28-$6.65$8.35
$220.00$230.001:2Aug 21-$3.35$6.65
$197.50$210.001:2Aug 21-$7.15$5.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$185.00$165.001:2Aug 28-$0.30$19.70
$197.50$180.001:2Aug 14-$0.35$17.15
$185.00$175.001:2Aug 21-$3.75$6.25
$175.00$170.001:2Jul 31-$0.03$4.97
$195.00$185.001:2Aug 28-$6.25$3.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 8.77%, avg 3.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$200.00Sep 11$17.300.541.3%8.77%10.11%1--
$197.50Aug 21$16.300.540.1%8.26%8.34%1--
$197.50Aug 7$13.400.540.1%6.79%6.87%76
$200.00Aug 7$12.300.511.3%6.23%7.58%262.8K
$210.00Aug 28$12.100.456.4%6.13%12.54%18
$202.50Aug 7$11.200.492.6%5.68%8.28%35
$210.00Aug 21$11.000.436.4%5.57%11.98%1220
$207.50Aug 7$9.100.435.1%4.61%9.75%22
$220.00Aug 28$8.900.3711.5%4.51%15.99%2--
$210.00Aug 7$8.200.416.4%4.16%10.56%7156

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 2,357
Total Puts 1,324
Put/Call Ratio 0.56
Net Difference 1,033

Prior's Put/Call Breakdown

Total Calls 998
Total Puts 426
Put/Call Ratio 0.43
Net Difference 572

Prior 7-Day Put/Call Summary

Total Calls 13,912
Total Puts 10,999
Average Put/Call Ratio 0.96
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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