Tour v509
TWLO
TWILIO INC A
$228.61 -4.03%
$226.99 (-0.71%)🌙
as of 08/17 07:11 PM
8/17 19:11

Option Volume

Detail
Current (08/17) 6,709
Calls: 4,150 (62%)
Puts: 2,559 (38%)
Prior (08/14) 11,625
Calls: 9,234 (79%)
Puts: 2,391 (21%)
Current vs Prior -42.29%
Calls: -55.06% (Calls)
Puts: +7.03% (Puts)
Prior 7-Day Total 99,488
Calls: 64,536 (65%)
Puts: 34,952 (35%)
Prior 7-Day Average 14,212
Calls: 9,219 (65%)
Puts: 4,993 (35%)
Current vs Prior 7-Day Avg -52.80%
Calls: -54.99%
Puts: -48.75%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/17) $3.68M
Calls: $2.28M (62%)
Puts: $1.41M (38%)
Prior (08/14) $6.25M
Calls: $5.00M (80%)
Puts: $1.25M (20%)
Current vs Prior -41.06%
Calls: -54.50%
Puts: +12.86%
Prior 7-Day Total $100.09M
Calls: $75.62M (76%)
Puts: $24.48M (24%)
Prior 7-Day Average $14.30M
Calls: $10.80M (76%)
Puts: $3.50M (24%)
Current vs Prior 7-Day Avg -74.24%
Calls: -78.93%
Puts: -59.77%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/17) 0.62
Prior (08/14) 0.26
Current vs Prior +138.14%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg +18.52%
Sentiment BULLISH

Open Interest

Detail
Current (08/17) 28,991
Calls: 21,907 (76%)
Puts: 7,084 (24%)
Prior (08/14) 37,003
Calls: 26,675 (72%)
Puts: 10,328 (28%)
Current vs Prior -21.65%
Prior 7-Day Total 314,270
Calls: 209,383 (67%)
Puts: 104,887 (33%)
Prior 7-Day Average 44,895
Calls: 29,911 (67%)
Puts: 14,983 (33%)
Current vs Prior 7-Day Avg -35.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 4.79% | 7.30%4.79% | 13.45%
Prior 5.71% | 7.64%5.71% | 13.87%
Current vs Prior -16.11% | -4.39%-16.11% | -3.06%
Prior 7-Day Avg 6.54% | 8.89%8.75% | 16.21%
Current vs 7-Day Avg -26.78% | -17.86%-45.29% | -17.00%
Prior 7-Day Eod 5.71% | 7.64%5.71% | 13.87%
Current vs 7-Day Eod -16.11% | -4.39%-16.11% | -3.06%
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 27.76% | 19.37%
Calls: 29.68% | 16.80%
Puts: 25.85% | 21.94%
Current vs 7-Day Avg +3.75% | +4.73%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($2.28M). Below-average activity with volume down 42% vs prior. Bullish P/C ratio of 0.62. P/C ratio rising 138% - 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 6 of results (avg 9.1%, best 6.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 2837.7040.40$39.056.9%10.98--
$190.00Aug 2137.3040.70$39.008.7%10.96--
$200.00Sep 1830.8033.80$32.309.3%60.87254
$200.00Sep 1129.4032.40$30.909.7%10.893
$200.00Aug 2127.9030.80$29.359.9%20.95159
PUTS (0)
No puts meet the criteria

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. 42 found (avg delta 0.73, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Aug 2132.3035.80$34.0510.3%40.98851
$190.00Aug 2837.7040.40$39.056.9%10.98--
$190.00Aug 2137.3040.70$39.008.7%10.96--
$210.00Aug 2117.9021.00$19.4515.9%200.95--
$200.00Aug 2127.9030.80$29.359.9%20.95159
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2120.3023.00$21.6512.5%40.9880
$247.50Aug 2118.3020.70$19.5012.3%90.9313
$245.00Aug 2116.0018.60$17.3015.0%110.9325
$260.00Sep 430.8034.20$32.5010.5%10.917
$237.50Aug 219.5012.00$10.7523.3%10.7748

Most actively traded options today. High liquidity = easy entry/exit. 126 active (total vol 5.8K, top 760)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 183.103.80$3.4520.3%7600.20380
$250.00Sep 185.105.70$5.4011.1%7540.291.6K
$255.00Aug 210.050.50$0.28160.7%6990.05789
$260.00Aug 210.150.30$0.2268.2%2600.041.5K
$242.50Aug 282.004.40$3.2075.0%1290.272
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 210.852.10$1.4884.5%7420.21385
$210.00Aug 210.100.55$0.33136.4%3520.06197
$212.50Sep 41.804.20$3.0080.0%1960.21--
$210.00Aug 280.002.10$1.05200.0%1590.1252
$230.00Aug 213.606.40$5.0056.0%1070.51131

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 11.3%, max 21.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$242.50Aug 21Aug 2861.1%50.4%21.3%14818
$220.00Aug 21Sep 1852.3%45.2%15.8%192.3K
$235.00Aug 21Sep 1152.4%45.7%14.7%21159
$240.00Aug 21Sep 2552.9%48.4%9.3%1021.3K
$232.50Aug 21Aug 2852.1%50.8%2.4%3428
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$217.50Aug 21Aug 2857.5%47.6%20.8%3912
$235.00Aug 21Sep 1152.4%45.7%14.7%10103
$220.00Aug 21Sep 2552.3%45.7%14.6%744388
$225.00Aug 21Sep 1150.9%44.8%13.6%79260
$222.50Aug 21Aug 2851.5%48.3%6.6%5914

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 82 found (best R:R 0.52, avg 5.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$230.00Sep 11$19.80$10.20$19.8089%0.52$219.80
$210.00$220.00Sep 18$6.10$3.90$6.1076%0.64$216.10
$250.00$255.00Sep 4$0.33$4.67$0.3323%14.15$250.33
$230.00$232.50Aug 21$0.55$1.95$0.5550%3.55$230.55
$245.00$250.00Sep 11$0.85$4.15$0.8532%4.88$245.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$217.50Aug 21$0.18$2.32$0.1821%12.89$219.82
$215.00$210.00Sep 11$0.90$4.10$0.9027%4.56$214.10
$227.50$225.00Aug 21$0.85$1.65$0.8542%1.94$226.65
$200.00$190.00Sep 18$0.87$9.13$0.8714%10.49$199.13
$222.50$220.00Aug 21$0.57$1.93$0.5727%3.39$221.93

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 66 found (best R:R 0.22, avg 0.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$255.00$260.00Sep 4$1.42$1.42$3.5880%0.40$256.42
$265.00$270.00Sep 11$1.15$1.15$3.8585%0.30$266.15
$242.50$245.00Aug 21$0.80$0.80$1.7079%0.47$243.30
$250.00$255.00Sep 11$1.43$1.43$3.5773%0.40$251.43
$235.00$237.50Aug 21$0.98$0.98$1.5265%0.64$235.98
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$195.00Sep 11$2.75$2.75$12.2578%0.22$207.25
$210.00$200.00Sep 18$2.50$2.50$7.5076%0.33$207.50
$215.00$205.00Sep 25$3.05$3.05$6.9570%0.44$211.95
$225.00$215.00Sep 11$3.70$3.70$6.3059%0.59$221.30
$220.00$210.00Sep 18$3.25$3.25$6.7564%0.48$216.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $2.57, cheapest $2.85)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$235.00Aug 21Aug 28$2.6752.4%50.4%
$232.50Aug 21Aug 28$2.8552.1%50.8%
$230.00Aug 21Aug 28$3.1546.3%49.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Aug 21Aug 28$2.8550.9%48.3%
$235.00Aug 21Aug 28$2.6052.4%50.4%
$240.00Sep 4Sep 11$0.9048.3%47.2%
$230.00Aug 21Aug 28$3.0046.3%49.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 4.05% of stock, avg 8.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$230.00Aug 21$4.25$5.00$9.25$220.75$239.254.05%
$227.50Aug 21$5.95$3.65$9.60$217.90$237.104.20%
$232.50Aug 21$3.70$6.45$10.15$222.35$242.654.44%
$235.00Aug 21$2.83$8.25$11.08$223.92$246.084.85%
$220.00Aug 21$10.90$1.48$12.38$207.62$232.385.42%
$237.50Aug 21$1.85$10.75$12.60$224.90$250.105.51%
$217.50Aug 21$12.75$1.30$14.05$203.45$231.556.15%
$230.00Aug 28$7.40$8.00$15.40$214.60$245.406.74%
$225.00Aug 28$10.15$5.65$15.80$209.20$240.806.91%
$235.00Aug 28$5.50$10.85$16.35$218.65$251.357.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 1.25% of stock, avg 3.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$240.00$217.50Aug 21$1.55$1.30$2.85$214.65$242.85
$242.50$217.50Aug 21$1.63$1.30$2.93$214.57$245.43
$240.00$220.00Aug 21$1.55$1.48$3.03$216.97$243.03
$242.50$220.00Aug 21$1.63$1.48$3.11$216.89$245.61
$237.50$217.50Aug 21$1.85$1.30$3.15$214.35$240.65
$237.50$220.00Aug 21$1.85$1.48$3.33$216.67$240.83
$240.00$222.50Aug 21$1.55$2.05$3.60$218.90$243.60
$270.00$190.00Sep 18$2.23$1.33$3.56$186.44$273.56
$237.50$222.50Aug 21$1.85$2.05$3.90$218.60$241.40
$242.50$222.50Aug 21$1.63$2.05$3.68$218.82$246.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 98 found (best R:R 1.43, avg credit $1.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
215/218242/245Aug 21$1.47$1.0362%1.43$216.03$243.97
215/220255/260Sep 4$3.00$2.0048%1.50$217.00$258.00
215/218235/238Aug 21$1.65$0.8548%1.94$215.85$236.65
210/212245/248Aug 28$1.35$1.1558%1.17$211.15$246.35
208/210242/245Aug 21$0.95$1.5574%0.61$209.05$243.45
210/212242/245Aug 21$1.00$1.5071%0.67$211.50$243.50
215/218260/262Aug 21$0.79$1.7179%0.46$216.71$260.79
212/215245/248Aug 28$1.41$1.0954%1.29$213.59$246.41
210/212255/258Aug 28$0.97$1.5371%0.63$211.53$255.97
215/218248/250Aug 21$0.97$1.5371%0.63$216.53$248.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 44 found (best R:R 13.29, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Sep 18$0.70$9.3024%13.29
$230.00$240.00$250.00Sep 18$1.00$9.0023%9.00
$220.00$230.00$240.00Sep 18$1.30$8.7025%6.69
$250.00$260.00$270.00Sep 18$0.73$9.2715%12.70
$247.50$250.00$252.50Aug 21$0.13$2.376%18.23
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Sep 18$0.75$9.2522%12.33
$220.00$230.00$240.00Sep 18$1.05$8.9525%8.52
$230.00$240.00$250.00Sep 18$1.00$9.0023%9.00
$240.00$245.00$250.00Sep 11$0.10$4.9012%49.00
$227.50$230.00$232.50Aug 21$0.10$2.4017%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 81 found (best net $-7.10, 70 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$227.501:2Aug 21-$1.00$6.50
$240.00$250.001:2Sep 18-$2.30$7.70
$250.00$260.001:2Sep 18-$1.50$8.50
$260.00$270.001:2Sep 18-$1.01$8.99
$242.50$245.001:2Aug 21-$0.03$2.47
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$245.001:2Sep 4-$7.10$7.90
$245.00$237.501:2Aug 21-$4.20$3.30
$235.00$225.001:2Sep 4-$2.40$7.60
$225.00$215.001:2Sep 11-$1.00$9.00
$235.00$225.001:2Sep 11-$3.05$6.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 3.85%, avg 1.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Sep 25$8.800.435.0%3.85%8.83%118
$250.00Sep 25$5.600.339.4%2.45%11.81%2013
$240.00Sep 18$7.800.405.0%3.41%8.39%27181
$230.00Sep 18$11.600.520.6%5.07%5.68%7625
$250.00Sep 18$5.100.299.4%2.23%11.59%7541.6K
$230.00Sep 11$10.000.520.6%4.37%4.98%12
$240.00Sep 11$6.100.395.0%2.67%7.65%13--
$235.00Sep 11$7.400.452.8%3.24%6.03%6--
$250.00Sep 11$3.700.279.4%1.62%10.98%424
$260.00Sep 18$3.100.2013.7%1.36%15.09%760380

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 4,150
Total Puts 2,559
Put/Call Ratio 0.62
Net Difference 1,591

Prior's Put/Call Breakdown

Total Calls 9,234
Total Puts 2,391
Put/Call Ratio 0.26
Net Difference 6,843

Prior 7-Day Put/Call Summary

Total Calls 64,536
Total Puts 34,952
Average Put/Call Ratio 0.52
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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