Tour v504
TWLO
TWILIO INC A
$255.95 +2.36%
$256.10 (+0.06%)🌙
as of 08/11 07:16 PM
8/11 19:16

Option Volume

Detail
Current (08/11) 5,269
Calls: 2,943 (56%)
Puts: 2,326 (44%)
Prior (08/10) 9,027
Calls: 6,217 (69%)
Puts: 2,810 (31%)
Current vs Prior -41.63%
Calls: -52.66% (Calls)
Puts: -17.22% (Puts)
Prior 7-Day Total 90,504
Calls: 55,334 (61%)
Puts: 35,170 (39%)
Prior 7-Day Average 12,929
Calls: 7,904 (61%)
Puts: 5,024 (39%)
Current vs Prior 7-Day Avg -59.25%
Calls: -62.77%
Puts: -53.70%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11) $6.66M
Calls: $5.66M (85%)
Puts: $996.6K (15%)
Prior (08/10) $14.93M
Calls: $13.07M (88%)
Puts: $1.86M (12%)
Current vs Prior -55.39%
Calls: -56.67%
Puts: -46.34%
Prior 7-Day Total $96.37M
Calls: $68.68M (71%)
Puts: $27.69M (29%)
Prior 7-Day Average $13.77M
Calls: $9.81M (71%)
Puts: $3.96M (29%)
Current vs Prior 7-Day Avg -51.63%
Calls: -42.28%
Puts: -74.81%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11) 0.79
Prior (08/10) 0.45
Current vs Prior +74.86%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg -2.51%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/11) 32,873
Calls: 23,538 (72%)
Puts: 9,335 (28%)
Prior (08/10) 40,177
Calls: 30,373 (76%)
Puts: 9,804 (24%)
Current vs Prior -18.18%
Prior 7-Day Total 270,961
Calls: 187,035 (69%)
Puts: 83,926 (31%)
Prior 7-Day Average 38,708
Calls: 26,719 (69%)
Puts: 11,989 (31%)
Current vs Prior 7-Day Avg -15.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 4.81% | 7.13%7.13% | 14.85%
Prior 5.20% | 7.78%7.78% | 16.12%
Current vs Prior -7.56% | -8.33%-8.33% | -7.88%
Prior 7-Day Avg 12.38% | 14.33%15.02% | 20.54%
Current vs 7-Day Avg -61.18% | -50.24%-52.53% | -27.73%
Prior 7-Day Eod 5.20% | 7.78%7.78% | 16.12%
Current vs 7-Day Eod -7.56% | -8.33%-8.33% | -7.88%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 28.80% | 20.29%
Calls: 30.86% | 17.19%
Puts: 26.75% | 23.38%
Prior 28.80% | 20.29%
Calls: 30.86% | 17.19%
Puts: 26.75% | 23.38%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 24.59% | 19.73%
Calls: 27.76% | 18.36%
Puts: 21.42% | 21.10%
Current vs 7-Day Avg +17.12% | +2.82%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($5.66M) vs puts ($996.6K). Light premium activity with dollar volume down 55% vs prior. Below-average activity with volume down 42% vs prior. P/C ratio rising 75% - 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 NEUTRAL
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 10 of results (avg 8.3%, best 6.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Aug 1439.9042.40$41.156.1%10.97--
$210.00Aug 2145.0048.40$46.707.3%10.95--
$230.00Sep 1832.1034.70$33.407.8%50.77628
$220.00Sep 1839.5042.70$41.107.8%10.85470
$260.00Sep 1814.6016.00$15.309.2%750.50286
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Aug 2838.3041.50$39.908.0%20.912
$287.50Aug 1430.2032.80$31.508.3%10.93--
$290.00Sep 434.5037.90$36.209.4%100.81--

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. 51 found (avg delta 0.72, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 1434.7038.10$36.409.3%50.99356
$215.00Aug 1439.9042.40$41.156.1%10.97--
$230.00Aug 1424.7028.20$26.4513.2%1550.97243
$210.00Aug 2145.0048.40$46.707.3%10.95--
$232.50Aug 1422.3025.80$24.0514.6%30.9416
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$287.50Aug 1430.2032.80$31.508.3%10.93--
$295.00Aug 2838.3041.50$39.908.0%20.912
$272.50Aug 1415.7018.40$17.0515.8%20.85--
$290.00Sep 434.5037.90$36.209.4%100.81--
$262.50Aug 148.1010.60$9.3526.7%60.671

Most actively traded options today. High liquidity = easy entry/exit. 156 active (total vol 4.3K, top 500)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Aug 142.503.50$3.0033.3%2030.3422
$255.00Aug 145.207.00$6.1029.5%1940.541.3K
$230.00Aug 1424.7028.20$26.4513.2%1550.97243
$280.00Aug 211.502.05$1.7830.9%1520.161.1K
$250.00Sep 1819.4021.60$20.5010.7%1110.601.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Sep 110.753.40$2.08127.4%5000.115
$225.00Aug 210.050.95$0.50180.0%2810.0520
$215.00Aug 210.000.50$0.25200.0%2700.0320
$247.50Aug 141.602.50$2.0543.9%1490.2548
$255.00Aug 143.906.00$4.9542.4%1420.4612

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 17.1%, max 24.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$255.00Aug 14Sep 1160.0%48.1%24.7%1971.3K
$267.50Aug 14Aug 2862.3%51.7%20.4%5343
$257.50Aug 14Aug 2161.5%51.8%18.9%72266
$245.00Aug 14Sep 2558.9%49.6%18.6%32332
$250.00Aug 14Sep 2558.6%49.4%18.6%28351
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$255.00Aug 14Sep 2560.0%49.1%22.1%14312
$250.00Aug 14Sep 1858.6%48.9%19.9%104202
$252.50Aug 14Aug 2859.0%50.3%17.1%1390
$245.00Aug 14Aug 2858.9%51.4%14.5%961
$247.50Aug 14Aug 2858.6%51.5%13.9%15150

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 107 found (best R:R 3.14, avg 4.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$300.00Sep 25$7.25$22.75$7.2542%3.14$277.25
$240.00$250.00Sep 18$5.85$4.15$5.8569%0.71$245.85
$260.00$270.00Sep 18$3.80$6.20$3.8050%1.63$263.80
$260.00$270.00Sep 25$4.00$6.00$4.0051%1.50$264.00
$250.00$252.50Aug 28$0.95$1.55$0.9562%1.63$250.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$230.00$215.00Aug 28$0.45$14.55$0.4513%32.33$229.55
$250.00$247.50Aug 21$0.40$2.10$0.4037%5.25$249.60
$260.00$257.50Aug 28$0.85$1.65$0.8553%1.94$259.15
$245.00$240.00Aug 21$0.87$4.13$0.8728%4.75$244.13
$260.00$257.50Aug 14$1.20$1.30$1.2060%1.08$258.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 80 found (best R:R 0.65, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$275.00$300.00Sep 4$4.57$4.57$20.4368%0.22$279.57
$285.00$290.00Aug 28$1.10$1.10$3.9080%0.28$286.10
$257.50$260.00Aug 14$1.30$1.30$1.2053%1.08$258.80
$262.50$265.00Aug 21$1.15$1.15$1.3559%0.85$263.65
$290.00$295.00Aug 28$0.73$0.73$4.2786%0.17$290.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$255.00$230.00Sep 25$9.85$9.85$15.1555%0.65$245.15
$235.00$230.00Aug 28$2.00$2.00$3.0079%0.67$233.00
$230.00$220.00Sep 18$2.85$2.85$7.1577%0.40$227.15
$240.00$225.00Sep 11$4.05$4.05$10.9570%0.37$235.95
$237.50$230.00Aug 21$1.52$1.52$5.9881%0.25$235.98

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $3.50, cheapest $3.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$252.50Aug 14Aug 21$3.1059.0%47.3%
$255.00Aug 14Aug 21$3.2060.0%50.2%
$257.50Aug 14Aug 21$3.1561.5%51.8%
$250.00Aug 14Aug 21$2.9058.6%49.1%
$262.50Aug 14Aug 21$3.4061.0%54.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 14Aug 21$2.9060.0%50.2%
$257.50Aug 14Aug 21$2.7561.5%51.8%
$250.00Aug 14Aug 21$2.6558.6%49.1%
$252.50Aug 14Aug 28$5.3059.0%50.3%
$260.00Aug 14Aug 28$5.3058.5%52.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 4.32% of stock, avg 8.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$255.00Aug 14$6.10$4.95$11.05$243.95$266.054.32%
$260.00Aug 14$3.65$7.40$11.05$248.95$271.054.32%
$257.50Aug 14$4.95$6.20$11.15$246.35$268.654.36%
$252.50Aug 14$7.95$3.75$11.70$240.80$264.204.57%
$250.00Aug 14$9.15$2.80$11.95$238.05$261.954.67%
$262.50Aug 14$3.00$9.35$12.35$250.15$274.854.83%
$247.50Aug 14$11.30$2.05$13.35$234.15$260.855.22%
$245.00Aug 14$12.95$1.48$14.43$230.57$259.435.64%
$242.50Aug 14$14.90$0.95$15.85$226.65$258.356.19%
$257.50Aug 21$8.10$8.95$17.05$240.45$274.556.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 138 found (cheapest 1.28% of stock, avg 5.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$267.50$245.00Aug 14$1.80$1.48$3.28$241.72$270.78
$300.00$210.00Sep 4$2.08$1.45$3.53$206.47$303.53
$265.00$245.00Aug 14$2.13$1.48$3.61$241.39$268.61
$267.50$247.50Aug 14$1.80$2.05$3.85$243.65$271.35
$265.00$247.50Aug 14$2.13$2.05$4.18$243.32$269.18
$267.50$250.00Aug 14$1.80$2.80$4.60$245.40$272.10
$265.00$250.00Aug 14$2.13$2.80$4.93$245.07$269.93
$262.50$245.00Aug 14$3.00$1.48$4.48$240.52$266.98
$262.50$247.50Aug 14$3.00$2.05$5.05$242.45$267.55
$262.50$250.00Aug 14$3.00$2.80$5.80$244.20$268.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 128 found (best R:R 1.63, avg credit $1.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
230/235285/290Aug 28$3.10$1.9059%1.63$231.90$288.10
230/235290/295Aug 28$2.73$2.2764%1.20$232.27$292.73
230/235280/285Aug 28$2.55$2.4556%1.04$232.45$282.55
245/248272/275Aug 21$1.75$0.7542%2.33$245.75$274.25
245/248270/272Aug 21$1.77$0.7339%2.42$245.73$271.77
212/215268/270Aug 14$0.85$1.6575%0.52$214.15$268.35
212/215272/275Aug 14$0.65$1.8582%0.35$214.35$273.15
212/215262/265Aug 14$1.10$1.4064%0.79$213.90$263.60
215/220290/295Aug 21$0.92$4.0884%0.23$219.08$290.92
230/232268/270Aug 14$0.85$1.6572%0.52$231.65$268.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 14.38, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$250.00$260.00Sep 18$0.65$9.3519%14.38
$260.00$270.00$280.00Sep 18$0.65$9.3517%14.38
$265.00$270.00$275.00Sep 11$0.05$4.9510%99.00
$220.00$230.00$240.00Sep 18$0.65$9.3516%14.38
$280.00$290.00$300.00Sep 18$0.65$9.3513%14.38
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$250.00$260.00Sep 18$0.95$9.0519%9.53
$245.00$247.50$250.00Aug 14$0.18$2.3212%12.89
$247.50$250.00$252.50Aug 14$0.20$2.3014%11.50
$250.00$252.50$255.00Aug 14$0.25$2.2514%9.00
$240.00$250.00$260.00Sep 11$1.25$8.7521%7.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 80 found (best net $-2.60, 67 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$275.00$290.001:2Sep 11-$0.89$14.11
$270.00$280.001:2Aug 28-$0.95$9.05
$290.00$295.001:2Aug 21-$0.11$4.89
$295.00$300.001:2Aug 21-$0.07$4.93
$272.50$275.001:2Aug 14-$0.26$2.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$287.50$272.501:2Aug 14-$2.60$12.40
$272.50$262.501:2Aug 14-$1.65$8.35
$230.00$220.001:2Sep 18-$0.70$9.30
$230.00$215.001:2Aug 28-$0.88$14.12
$220.00$210.001:2Sep 18-$0.75$9.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 6.06%, avg 1.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Sep 25$15.500.511.6%6.06%7.64%318
$270.00Sep 25$11.400.425.5%4.45%9.94%33
$260.00Sep 18$14.600.501.6%5.70%7.29%75286
$270.00Sep 18$10.800.415.5%4.22%9.71%5765
$280.00Sep 18$7.900.339.4%3.09%12.48%55131
$290.00Sep 18$5.700.2613.3%2.23%15.53%103109
$300.00Sep 25$4.400.2317.2%1.72%18.93%11
$265.00Sep 11$9.600.443.5%3.75%7.29%43
$260.00Sep 11$11.600.491.6%4.53%6.11%412
$270.00Sep 11$7.900.395.5%3.09%8.58%119

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 2,943
Total Puts 2,326
Put/Call Ratio 0.79
Net Difference 617

Prior's Put/Call Breakdown

Total Calls 6,217
Total Puts 2,810
Put/Call Ratio 0.45
Net Difference 3,407

Prior 7-Day Put/Call Summary

Total Calls 55,334
Total Puts 35,170
Average Put/Call Ratio 0.81
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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