Tour v526
TWLO
TWILIO INC A
$219.89 -0.89%
$223.60 (+1.69%)🌙
as of 08/20 07:12 PM
8/20 19:12

Option Volume

Detail
Current (08/20) 4,090
Calls: 2,896 (71%)
Puts: 1,194 (29%)
Prior (08/19) 5,915
Calls: 2,198 (37%)
Puts: 3,717 (63%)
Current vs Prior -30.85%
Calls: +31.76% (Calls)
Puts: -67.88% (Puts)
Prior 7-Day Total 48,739
Calls: 33,352 (68%)
Puts: 15,387 (32%)
Prior 7-Day Average 6,962
Calls: 4,764 (68%)
Puts: 2,198 (32%)
Current vs Prior 7-Day Avg -41.26%
Calls: -39.22%
Puts: -45.68%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20) $3.64M
Calls: $2.31M (64%)
Puts: $1.33M (36%)
Prior (08/19) $6.14M
Calls: $2.86M (47%)
Puts: $3.28M (53%)
Current vs Prior -40.70%
Calls: -18.97%
Puts: -59.61%
Prior 7-Day Total $37.93M
Calls: $28.08M (74%)
Puts: $9.85M (26%)
Prior 7-Day Average $5.42M
Calls: $4.01M (74%)
Puts: $1.41M (26%)
Current vs Prior 7-Day Avg -32.83%
Calls: -42.32%
Puts: -5.81%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 0.41
Prior (08/19) 1.69
Current vs Prior -75.62%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -31.93%
Sentiment BULLISH

Open Interest

Detail
Current (08/20) 35,506
Calls: 25,473 (72%)
Puts: 10,033 (28%)
Prior (08/19) 34,939
Calls: 25,700 (74%)
Puts: 9,239 (26%)
Current vs Prior +1.62%
Prior 7-Day Total 218,604
Calls: 157,095 (72%)
Puts: 61,509 (28%)
Prior 7-Day Average 31,229
Calls: 22,442 (72%)
Puts: 8,787 (28%)
Current vs Prior 7-Day Avg +13.70%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.31% | 6.84%3.31% | 13.60%
Prior 4.19% | 7.05%4.19% | 13.81%
Current vs Prior -21.02% | -2.97%-21.02% | -1.57%
Prior 7-Day Avg 4.52% | 7.07%5.65% | 14.09%
Current vs 7-Day Avg -26.76% | -3.24%-41.41% | -3.50%
Prior 7-Day Eod 4.19% | 7.05%4.19% | 13.81%
Current vs 7-Day Eod -21.02% | -2.97%-21.02% | -1.57%
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 28.80% | 20.29%
Calls: 30.86% | 17.19%
Puts: 26.75% | 23.38%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($2.31M). Extreme bullish P/C ratio of 0.41 - heavy call buying (2,896 calls vs 1,194 puts). P/C ratio dropping 76% - sentiment shifting bullish. Call-heavy open interest (25,473 calls vs 10,033 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 7 of results (avg 9.2%, best 8.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 2129.0031.80$30.409.2%130.95328
$190.00Sep 1831.5034.60$33.059.4%20.88--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 1839.6042.90$41.258.0%10.87--
$230.00Sep 1817.0018.50$17.758.5%50.59138
$250.00Sep 1130.0033.00$31.509.5%50.848
$255.00Aug 2133.2036.60$34.909.7%1010.98--
$250.00Sep 1830.7033.90$32.309.9%30.8082

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 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Aug 2123.7026.70$25.2011.9%100.95848
$190.00Aug 2129.0031.80$30.409.2%130.95328
$210.00Aug 219.2012.00$10.6026.4%100.94172
$190.00Sep 1831.5034.60$33.059.4%20.88--
$215.00Aug 215.107.80$6.4541.9%90.797
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Aug 218.6011.30$9.9527.1%41.00--
$232.50Aug 2110.9014.30$12.6027.0%31.00--
$235.00Aug 2113.4016.10$14.7518.3%191.0085
$240.00Aug 2118.2021.50$19.8516.6%181.0060
$242.50Aug 2120.7024.10$22.4015.2%221.0014

Most actively traded options today. High liquidity = easy entry/exit. 128 active (total vol 2.8K, top 359)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 210.050.10$0.0862.5%3590.021.3K
$225.00Aug 210.151.25$0.70157.1%2780.2249
$220.00Aug 212.254.10$3.1858.2%2060.55--
$230.00Aug 282.554.40$3.4853.2%1900.3148
$227.50Aug 210.401.20$0.80100.0%1730.19212
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 280.000.65$0.33197.0%1840.046
$255.00Aug 2133.2036.60$34.909.7%1010.98--
$250.00Aug 2128.2031.70$29.9511.7%550.98--
$220.00Aug 211.253.70$2.4898.8%420.47961
$245.00Aug 2123.3026.50$24.9012.9%301.00--

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 28.9%, max 61.1%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$217.50Aug 21Sep 464.4%50.5%27.6%710
$222.50Aug 21Aug 2861.8%54.7%12.9%2518
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$212.50Aug 21Sep 484.8%52.7%61.1%4313
$220.00Aug 21Sep 2562.9%48.0%31.2%43961
$217.50Aug 21Sep 464.4%50.5%27.6%1766
$222.50Aug 21Aug 2861.8%54.7%12.9%1780

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 78 found (best R:R 3.76, avg 4.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$235.00$240.00Sep 25$1.05$3.95$1.0538%3.76$236.05
$210.00$220.00Sep 18$5.45$4.55$5.4567%0.83$215.45
$220.00$230.00Sep 25$4.35$5.65$4.3555%1.30$224.35
$245.00$250.00Sep 11$0.38$4.62$0.3820%12.16$245.38
$215.00$245.00Oct 2$12.15$17.85$12.1560%1.47$227.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$210.00$205.00Aug 28$0.72$4.28$0.7226%5.94$209.28
$195.00$190.00Sep 11$0.35$4.65$0.3514%13.29$194.65
$222.50$220.00Aug 28$1.05$1.45$1.0553%1.38$221.45
$217.50$212.50Sep 4$1.75$3.25$1.7543%1.86$215.75
$205.00$200.00Sep 11$0.95$4.05$0.9524%4.26$204.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 0.53, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$255.00$260.00Sep 11$1.03$1.03$3.9784%0.26$256.03
$222.50$225.00Aug 21$1.22$1.22$1.2860%0.95$223.72
$255.00$260.00Aug 21$0.35$0.35$4.6595%0.08$255.35
$230.00$235.00Sep 25$2.30$2.30$2.7056%0.85$232.30
$250.00$252.50Aug 21$0.33$0.33$2.1794%0.15$250.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$200.00Sep 25$3.45$3.45$6.5566%0.53$206.55
$210.00$200.00Sep 18$3.25$3.25$6.7566%0.48$206.75
$190.00$185.00Sep 18$0.97$0.97$4.0387%0.24$189.03
$210.00$205.00Sep 11$1.85$1.85$3.1568%0.59$208.15
$212.50$210.00Aug 21$0.72$0.72$1.7882%0.40$211.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.91, cheapest $3.65)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$217.50Aug 21Aug 28$3.6564.4%51.6%
$220.00Aug 21Aug 28$3.9762.9%52.4%
$222.50Aug 21Aug 28$4.1861.8%54.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$217.50Aug 21Aug 28$3.7764.4%51.6%
$220.00Aug 21Aug 28$4.1262.9%52.4%
$222.50Aug 21Aug 28$3.8061.8%54.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 2.57% of stock, avg 7.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$220.00Aug 21$3.18$2.48$5.66$214.34$225.662.57%
$222.50Aug 21$1.92$3.85$5.77$216.73$228.272.62%
$225.00Aug 21$0.70$5.55$6.25$218.75$231.252.84%
$217.50Aug 21$4.80$1.53$6.33$211.17$223.832.88%
$215.00Aug 21$6.45$0.95$7.40$207.60$222.403.37%
$230.00Aug 21$0.30$9.95$10.25$219.75$240.254.66%
$210.00Aug 21$10.60$0.23$10.83$199.17$220.834.93%
$232.50Aug 21$0.25$12.60$12.85$219.65$245.355.84%
$217.50Aug 28$8.45$5.30$13.75$203.75$231.256.25%
$220.00Aug 28$7.15$6.60$13.75$206.25$233.756.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 133 found (cheapest 0.22% of stock, avg 3.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$232.50$210.00Aug 21$0.25$0.23$0.48$209.52$232.98
$230.00$210.00Aug 21$0.30$0.23$0.53$209.47$230.53
$225.00$210.00Aug 21$0.70$0.23$0.93$209.07$225.93
$227.50$210.00Aug 21$0.80$0.23$1.03$208.97$228.53
$232.50$212.50Aug 21$0.25$0.95$1.20$211.30$233.70
$230.00$212.50Aug 21$0.30$0.95$1.25$211.25$231.25
$232.50$215.00Aug 21$0.25$0.95$1.20$213.80$233.70
$230.00$215.00Aug 21$0.30$0.95$1.25$213.75$231.25
$225.00$215.00Aug 21$0.70$0.95$1.65$213.35$226.65
$225.00$212.50Aug 21$0.70$0.95$1.65$210.85$226.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 68 found (best R:R 1.36, avg credit $1.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
205/210255/260Sep 11$2.88$2.1252%1.36$207.12$257.88
210/212250/252Aug 21$1.05$1.4576%0.72$211.45$251.05
200/202255/258Aug 28$0.85$1.6580%0.52$201.65$255.85
210/212228/230Aug 21$1.22$1.2862%0.95$211.28$228.72
195/200255/260Sep 11$2.03$2.9765%0.68$197.97$257.03
200/202235/238Aug 28$1.14$1.3664%0.84$201.36$236.14
205/210240/245Sep 11$3.12$1.8842%1.66$206.88$243.12
202/205255/258Aug 28$0.81$1.6975%0.48$204.19$255.81
195/198255/258Aug 28$0.55$1.9586%0.28$196.95$255.55
210/212232/235Aug 21$0.82$1.6874%0.49$211.68$233.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 21.22, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$190.00$200.00$210.00Sep 18$0.45$9.5521%21.22
$210.00$220.00$230.00Sep 18$1.15$8.8526%7.70
$220.00$230.00$240.00Sep 18$1.10$8.9024%8.09
$217.50$220.00$222.50Aug 21$0.36$2.1428%5.94
$240.00$250.00$260.00Sep 18$0.83$9.1716%11.05
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$205.00$210.00$215.00Sep 11$0.05$4.9515%99.00
$200.00$210.00$220.00Sep 18$1.10$8.9025%8.09
$220.00$222.50$225.00Aug 21$0.33$2.1739%6.58
$180.00$190.00$200.00Sep 25$0.60$9.4014%15.67
$190.00$200.00$210.00Sep 4$1.08$8.9221%8.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 78 found (best net $-3.20, 66 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$235.001:2Sep 4-$1.05$8.95
$210.00$215.001:2Aug 21-$2.30$2.70
$230.00$240.001:2Sep 11-$0.80$9.20
$222.50$230.001:2Aug 28-$0.86$6.64
$230.00$240.001:2Sep 18-$2.15$7.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$230.001:2Sep 18-$3.20$16.80
$230.00$225.001:2Aug 21-$1.15$3.85
$230.00$220.001:2Sep 4-$2.70$7.30
$210.00$200.001:2Sep 4-$0.25$9.75
$210.00$200.001:2Sep 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. 34 found (best yield 6.00%, avg 1.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Sep 25$13.200.550.1%6.00%6.05%1--
$230.00Sep 25$8.900.434.6%4.05%8.65%32
$235.00Sep 25$7.000.386.9%3.18%10.06%15
$245.00Oct 2$4.800.3011.4%2.18%13.60%11
$240.00Sep 25$5.600.339.2%2.55%11.69%1--
$220.00Sep 18$11.900.540.1%5.41%5.46%62515
$230.00Sep 18$7.800.414.6%3.55%8.14%105643
$240.00Sep 18$4.900.309.2%2.23%11.37%34214
$230.00Sep 11$6.000.404.6%2.73%7.33%1--
$250.00Sep 18$3.000.2013.7%1.36%15.06%921.5K

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 2,896
Total Puts 1,194
Put/Call Ratio 0.41
Net Difference 1,702

Prior's Put/Call Breakdown

Total Calls 2,198
Total Puts 3,717
Put/Call Ratio 1.69
Net Difference -1,519

Prior 7-Day Put/Call Summary

Total Calls 33,352
Total Puts 15,387
Average Put/Call Ratio 0.61
Ratio Trend Falling

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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