Tour v487
TWLO
TWILIO INC A
$196.59 -0.39%
$197.55 (+0.49%)🌙
as of 08/03 06:59 PM
8/3 19:00

Option Volume

Detail
Current (08/03) 4,159
Calls: 1,600 (38%)
Puts: 2,559 (62%)
Prior (07/31) 3,681
Calls: 2,357 (64%)
Puts: 1,324 (36%)
Current vs Prior +12.99%
Calls: -32.12% (Calls)
Puts: +93.28% (Puts)
Prior 7-Day Total 21,817
Calls: 14,509 (67%)
Puts: 7,308 (33%)
Prior 7-Day Average 3,116
Calls: 2,072 (67%)
Puts: 1,044 (33%)
Current vs Prior 7-Day Avg +33.44%
Calls: -22.81%
Puts: +145.11%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03) $3.14M
Calls: $1.69M (54%)
Puts: $1.45M (46%)
Prior (07/31) $3.58M
Calls: $2.91M (81%)
Puts: $675.4K (19%)
Current vs Prior -12.41%
Calls: -41.92%
Puts: +114.62%
Prior 7-Day Total $35.06M
Calls: $23.14M (66%)
Puts: $11.92M (34%)
Prior 7-Day Average $5.01M
Calls: $3.31M (66%)
Puts: $1.70M (34%)
Current vs Prior 7-Day Avg -37.35%
Calls: -48.92%
Puts: -14.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 1.60
Prior (07/31) 0.56
Current vs Prior +184.72%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg +151.26%
Sentiment BEARISH

Open Interest

Detail
Current (08/03) 19,507
Calls: 15,367 (79%)
Puts: 4,140 (21%)
Prior (07/31) 18,532
Calls: 15,583 (84%)
Puts: 2,949 (16%)
Current vs Prior +5.26%
Prior 7-Day Total 130,975
Calls: 110,478 (84%)
Puts: 20,497 (16%)
Prior 7-Day Average 18,710
Calls: 15,782 (84%)
Puts: 2,928 (16%)
Current vs Prior 7-Day Avg +4.26%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 15.13% | 17.07%17.83% | 22.81%
Prior 15.33% | 16.67%17.63% | 21.89%
Current vs Prior -1.27% | +2.37%+1.11% | +4.22%
Prior 7-Day Avg 6.81% | 15.08%18.44% | 23.11%
Current vs 7-Day Avg +122.37% | +13.17%-3.34% | -1.30%
Prior 7-Day Eod 15.33% | 16.67%17.63% | 21.89%
Current vs 7-Day Eod -1.27% | +2.37%+1.11% | +4.22%
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

Extreme bearish P/C ratio of 1.60 - heavy put buying. P/C ratio rising 185% - increased hedging/bearish positioning. Call-heavy open interest (15,367 calls vs 4,140 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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 15 of results (avg 7.8%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 2119.9020.90$20.404.9%1080.61217
$175.00Aug 2128.7030.20$29.455.1%200.74--
$167.50Aug 2133.9036.00$34.956.0%10.81--
$157.50Aug 1440.4043.60$42.007.6%10.87--
$160.00Aug 1438.4041.50$39.957.8%20.862
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Aug 2133.3036.40$34.858.9%10.69--

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. 26 found (avg delta 0.69, highest 0.87)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Aug 1440.4043.60$42.007.6%10.87--
$165.00Aug 733.8036.60$35.208.0%20.872
$160.00Aug 1438.4041.50$39.957.8%20.862
$160.00Aug 2139.0042.40$40.708.4%10.86--
$167.50Aug 732.0034.70$33.358.1%10.84--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Aug 2133.3036.40$34.858.9%10.69--

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 1.8K, top 505)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 712.6014.70$13.6515.4%1360.512.8K
$190.00Aug 1418.9020.50$19.708.1%1080.60--
$190.00Aug 2119.9020.90$20.404.9%1080.61217
$230.00Aug 73.604.60$4.1024.4%310.22116
$180.00Aug 2125.2028.10$26.6510.9%210.70--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Aug 149.3011.10$10.2017.6%5050.341.2K
$190.00Aug 1411.2013.40$12.3017.9%1510.405
$190.00Aug 2111.9014.70$13.3021.1%1500.39356
$180.00Aug 76.007.50$6.7522.2%700.28350
$185.00Aug 219.9011.90$10.9018.3%510.34116

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 84.2%, max 135.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Aug 7Sep 11182.1%77.2%135.8%13241
$200.00Aug 7Sep 11185.8%79.2%134.6%1392.8K
$190.00Aug 7Sep 4177.7%81.0%119.4%912
$230.00Aug 7Sep 4174.2%81.4%113.9%38116
$205.00Aug 7Aug 28184.1%88.6%107.8%85
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Aug 7Sep 11172.6%77.0%124.2%207
$165.00Aug 7Sep 11166.9%75.0%122.4%85
$160.00Aug 7Sep 11174.2%78.5%121.9%644
$180.00Aug 7Sep 4173.9%80.6%115.7%71350
$190.00Aug 7Aug 28177.7%88.0%101.9%675

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 79 found (best R:R 15.67, avg 2.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$197.50$200.00Aug 7$0.15$2.35$0.1515.67$197.65
$205.00$207.50Aug 14$0.15$2.35$0.1515.67$205.15
$222.50$225.00Aug 7$0.30$2.20$0.307.33$222.80
$210.00$212.50Aug 14$0.35$2.15$0.356.14$210.35
$217.50$220.00Aug 14$0.35$2.15$0.356.14$217.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$165.00$160.00Aug 7$0.50$4.50$0.509.00$164.50
$180.00$177.50Aug 7$0.25$2.25$0.259.00$179.75
$160.00$157.50Aug 14$0.30$2.20$0.307.33$159.70
$165.00$160.00Sep 11$0.70$4.30$0.706.14$164.30
$172.50$170.00Aug 7$0.45$2.05$0.454.56$172.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 88 found (best R:R 4.56, avg 0.92)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$157.50$160.00Aug 14$2.05$2.05$0.454.56$159.55
$160.00$165.00Aug 14$3.95$3.95$1.053.76$163.95
$170.00$175.00Aug 21$3.95$3.95$1.053.76$173.95
$160.00$165.00Aug 21$3.85$3.85$1.153.35$163.85
$165.00$167.50Aug 21$1.90$1.90$0.603.17$166.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$195.00$192.50Aug 14$1.75$1.75$0.752.33$193.25
$225.00$195.00Aug 21$19.55$19.55$10.451.87$205.45
$167.50$165.00Aug 14$1.47$1.47$1.031.43$166.03
$190.00$187.50Aug 7$1.45$1.45$1.051.38$188.55
$195.00$192.50Aug 7$1.45$1.45$1.051.38$193.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 29 found (avg debit $1.45, cheapest $0.65)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Aug 7Aug 14$0.65184.1%116.8%
$160.00Aug 14Aug 21$0.75119.1%100.0%
$165.00Aug 7Aug 14$0.80166.9%111.5%
$235.00Aug 7Aug 14$0.87178.7%117.2%
$167.50Aug 7Aug 14$0.90173.6%121.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Aug 7Aug 14$0.80183.2%121.2%
$165.00Aug 7Aug 14$0.98166.9%111.5%
$177.50Aug 7Aug 14$1.05182.6%117.6%
$160.00Aug 7Aug 14$1.08174.2%119.1%
$192.50Aug 7Aug 14$1.15177.2%113.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 14.37% of stock, avg 18.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$197.50Aug 7$13.80$14.45$28.25$169.25$225.7514.37%
$190.00Aug 7$17.85$11.05$28.90$161.10$218.9014.70%
$195.00Aug 7$15.30$13.65$28.95$166.05$223.9514.73%
$200.00Aug 7$13.65$15.60$29.25$170.75$229.2514.88%
$190.00Aug 14$19.70$12.30$32.00$158.00$222.0016.28%
$195.00Aug 14$17.40$15.10$32.50$162.50$227.5016.53%
$190.00Aug 21$20.40$13.30$33.70$156.30$223.7017.14%
$167.50Aug 7$33.35$3.30$36.65$130.85$204.1518.64%
$175.00Aug 21$29.45$7.55$37.00$138.00$212.0018.82%
$165.00Aug 7$35.20$2.50$37.70$127.30$202.7019.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 83 found (cheapest 6.15% of stock, avg 11.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$235.00$165.00Aug 28$6.20$5.90$12.10$152.90$247.10
$230.00$160.00Sep 4$8.05$4.55$12.60$147.40$242.60
$235.00$175.00Aug 21$5.15$7.55$12.70$162.30$247.70
$230.00$165.00Aug 28$7.05$5.90$12.95$152.05$242.95
$235.00$170.00Aug 28$6.20$6.95$13.15$156.85$248.15
$230.00$170.00Aug 28$7.05$6.95$14.00$156.00$244.00
$230.00$165.00Sep 4$8.05$6.05$14.10$150.90$244.10
$230.00$175.00Aug 21$6.60$7.55$14.15$160.85$244.15
$235.00$185.00Aug 21$5.15$10.90$16.05$168.95$251.05
$220.00$175.00Aug 21$8.70$7.55$16.25$158.75$236.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 172 found (best R:R 32.33, avg credit $3.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
165/168170/175Aug 21$4.85$0.1532.33$162.65$174.85
165/168195/198Aug 7$2.30$0.2011.50$165.20$197.30
160/162208/210Aug 14$2.25$0.259.00$160.25$209.75
185/188190/192Aug 21$2.25$0.259.00$185.25$192.25
185/188195/198Aug 7$2.20$0.307.33$185.30$197.20
185/190195/202Aug 14$6.30$1.205.25$183.70$201.30
190/192202/205Aug 14$2.10$0.405.25$190.40$204.60
192/195210/212Aug 14$2.10$0.405.25$192.90$212.10
170/178195/202Aug 14$6.25$1.255.00$171.25$201.25
170/175192/198Aug 21$4.15$0.854.88$170.85$196.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$200.00$205.00$210.00Aug 7$0.25$4.7519.00
$215.00$217.50$220.00Aug 14$0.15$2.3515.67
$220.00$222.50$225.00Aug 7$0.20$2.3011.50
$165.00$167.50$170.00Aug 21$0.35$2.156.14
$210.00$215.00$220.00Aug 7$1.10$3.903.55
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$195.00$197.50$200.00Aug 14$0.05$2.4549.00
$180.00$185.00$190.00Aug 14$0.40$4.6011.50
$185.00$187.50$190.00Aug 21$0.20$2.3011.50
$190.00$192.50$195.00Aug 7$0.30$2.207.33
$172.50$175.00$177.50Aug 7$0.35$2.156.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-2.35, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$167.50$190.001:2Aug 7-$2.35$20.15
$200.00$220.001:2Aug 21-$1.35$18.65
$167.50$190.001:2Aug 14-$5.15$17.35
$200.00$220.001:2Sep 11-$3.85$16.15
$215.00$230.001:2Aug 28-$2.65$12.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$180.00$165.001:2Sep 4-$1.50$13.50
$185.00$175.001:2Aug 21-$4.20$5.80
$177.50$170.001:2Aug 14-$3.45$4.05
$165.00$160.001:2Aug 7-$1.50$3.50
$165.00$160.001:2Sep 4-$3.05$1.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 9.00%, avg 4.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$200.00Sep 11$17.700.531.7%9.00%10.74%31
$197.50Aug 21$16.000.540.5%8.14%8.60%2020
$200.00Aug 21$15.000.521.7%7.63%9.36%6115
$205.00Aug 28$13.500.484.3%6.87%11.15%2--
$197.50Aug 7$12.700.530.5%6.46%6.92%513
$200.00Aug 7$12.600.511.7%6.41%8.14%1362.8K
$202.50Aug 14$12.500.483.0%6.36%9.36%51
$205.00Aug 14$10.900.454.3%5.54%9.82%43
$207.50Aug 14$10.600.445.5%5.39%10.94%5--
$215.00Aug 28$10.300.409.4%5.24%14.60%1--

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 1,600
Total Puts 2,559
Put/Call Ratio 1.60
Net Difference -959

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 14,509
Total Puts 7,308
Average Put/Call Ratio 0.64
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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