Tour v526
TWLO
TWILIO INC A
$225.30 +2.46%
$225.00 (-0.13%)🌙
as of 08/21 07:14 PM
8/21 19:14

Option Volume

Detail
Current (08/21) 5,765
Calls: 4,976 (86%)
Puts: 789 (14%)
Prior (08/20) 4,090
Calls: 2,896 (71%)
Puts: 1,194 (29%)
Current vs Prior +40.95%
Calls: +71.82% (Calls)
Puts: -33.92% (Puts)
Prior 7-Day Total 47,560
Calls: 33,305 (70%)
Puts: 14,255 (30%)
Prior 7-Day Average 6,794
Calls: 4,757 (70%)
Puts: 2,036 (30%)
Current vs Prior 7-Day Avg -15.15%
Calls: +4.58%
Puts: -61.26%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $5.89M
Calls: $5.09M (86%)
Puts: $799.8K (14%)
Prior (08/20) $3.64M
Calls: $2.31M (64%)
Puts: $1.33M (36%)
Current vs Prior +61.91%
Calls: +120.12%
Puts: -39.68%
Prior 7-Day Total $34.91M
Calls: $24.73M (71%)
Puts: $10.18M (29%)
Prior 7-Day Average $4.99M
Calls: $3.53M (71%)
Puts: $1.45M (29%)
Current vs Prior 7-Day Avg +18.16%
Calls: +44.17%
Puts: -45.02%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.16
Prior (08/20) 0.41
Current vs Prior -61.54%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg -71.25%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 36,058
Calls: 25,453 (71%)
Puts: 10,605 (29%)
Prior (08/20) 35,506
Calls: 25,473 (72%)
Puts: 10,033 (28%)
Current vs Prior +1.55%
Prior 7-Day Total 221,237
Calls: 159,030 (72%)
Puts: 62,207 (28%)
Prior 7-Day Average 31,605
Calls: 22,718 (72%)
Puts: 8,886 (28%)
Current vs Prior 7-Day Avg +14.09%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.26% | 5.81%1.26% | 13.18%
Prior 3.31% | 6.84%3.31% | 13.60%
Current vs Prior +75.62% | +21.92%-61.79% | -3.05%
Prior 7-Day Avg 4.31% | 7.03%5.11% | 13.91%
Current vs 7-Day Avg +35.00% | +18.65%-75.22% | -5.25%
Prior 7-Day Eod 3.31% | 6.84%3.31% | 13.60%
Current vs 7-Day Eod +75.62% | +21.92%-61.79% | -3.05%
Sentiment BEARISHBULLISH

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

Strong bullish conviction with 86% of dollar volume in calls ($5.09M) vs puts ($799.8K). Elevated premium activity with dollar volume up 62% vs prior. Extreme bullish P/C ratio of 0.16 - heavy call buying (4,976 calls vs 789 puts). P/C ratio dropping 62% - sentiment shifting bullish.

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 17 of results (avg 7.7%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Sep 186.606.80$6.703.0%2310.35226
$220.00Sep 1815.0015.80$15.405.2%570.60549
$185.00Sep 1840.7043.30$42.006.2%10.93--
$185.00Aug 2139.2041.90$40.556.7%10.9455
$190.00Aug 2134.2036.60$35.406.8%11.00327
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 1835.3038.10$36.707.6%100.84--
$255.00Sep 2531.8034.70$33.258.7%10.77--
$250.00Sep 1827.1029.80$28.459.5%40.7682
$240.00Sep 1819.8021.80$20.809.6%20.65145

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. 64 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 2134.2036.60$35.406.8%11.00327
$197.50Aug 2126.7029.00$27.858.3%201.00--
$200.00Aug 2124.2026.50$25.359.1%281.00158
$210.00Aug 2114.2016.50$15.3515.0%21.00162
$215.00Aug 218.6012.10$10.3533.8%31.008
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2123.4026.20$24.8011.3%10.99--
$240.00Aug 2113.0016.40$14.7023.1%160.9845
$235.00Aug 218.4011.00$9.7026.8%90.98--
$230.00Aug 213.205.70$4.4556.2%40.97210
$227.50Aug 211.003.80$2.40116.7%80.9335

Most actively traded options today. High liquidity = easy entry/exit. 159 active (total vol 4.9K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 214.206.60$5.4044.4%1.1K0.821.7K
$230.00Aug 210.000.05$0.03166.7%7940.021.5K
$220.00Sep 1111.4013.70$12.5518.3%5070.619
$240.00Sep 186.606.80$6.703.0%2310.35226
$225.00Aug 210.000.90$0.45200.0%2020.55207
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 210.002.15$1.08199.1%930.26960
$220.00Aug 283.204.30$3.7529.3%790.3532
$225.00Aug 210.002.30$1.15200.0%560.69288
$215.00Aug 280.853.80$2.32127.2%440.24456
$210.00Aug 280.701.65$1.1781.2%260.14187

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 525.4%, max 1385.7%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Aug 21Oct 2398.6%48.2%726.9%1.1K1.7K
$225.00Aug 21Oct 289.5%48.0%86.4%205207
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$212.50Aug 21Aug 28734.8%49.5%1385.7%8117
$220.00Aug 21Sep 25398.6%48.7%718.1%96960
$222.50Aug 21Sep 4125.1%50.5%148.0%1245
$225.00Aug 21Sep 1189.5%47.8%87.3%57288

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 92 found (best R:R 2.45, avg 4.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$225.00Sep 11$1.45$3.55$1.4561%2.45$221.45
$220.00$230.00Sep 18$4.60$5.40$4.6060%1.17$224.60
$250.00$260.00Sep 25$1.37$8.63$1.3727%6.30$251.37
$220.00$225.00Oct 2$2.15$2.85$2.1559%1.33$222.15
$210.00$220.00Sep 18$6.25$3.75$6.2573%0.60$216.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$227.50$225.00Aug 21$1.25$1.25$1.2592%1.00$226.25
$217.50$215.00Aug 28$0.21$2.29$0.2128%10.90$217.29
$200.00$195.00Sep 11$0.17$4.83$0.1712%28.41$199.83
$245.00$235.00Sep 25$6.20$3.80$6.2069%0.61$238.80
$215.00$210.00Sep 4$0.97$4.03$0.9730%4.15$214.03

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 66 found (best R:R 0.72, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$245.00$247.50Aug 21$1.05$1.05$1.4587%0.72$246.05
$232.50$235.00Aug 21$1.05$1.05$1.4580%0.72$233.55
$245.00$247.50Aug 28$0.70$0.70$1.8086%0.39$245.70
$245.00$247.50Sep 4$0.90$0.90$1.6078%0.56$245.90
$260.00$270.00Oct 2$2.05$2.05$7.9577%0.26$262.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$210.00Sep 18$4.05$4.05$5.9560%0.68$215.95
$212.50$190.00Aug 21$1.05$1.05$21.4584%0.05$211.45
$205.00$200.00Sep 11$1.35$1.35$3.6581%0.37$203.65
$210.00$200.00Sep 25$2.87$2.87$7.1371%0.40$207.13
$220.00$215.00Sep 25$2.45$2.45$2.5559%0.96$217.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $5.12, cheapest $4.45)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Aug 21Aug 28$5.8089.5%47.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Aug 21Aug 28$4.4589.5%47.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 0.71% of stock, avg 7.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$225.00Aug 21$0.45$1.15$1.60$223.40$226.600.71%
$227.50Aug 21$0.08$2.40$2.48$225.02$229.981.10%
$222.50Aug 21$3.05$0.25$3.30$219.20$225.801.46%
$230.00Aug 21$0.03$4.45$4.48$225.52$234.481.99%
$220.00Aug 21$5.40$1.08$6.48$213.52$226.482.88%
$232.50Aug 21$1.08$7.00$8.08$224.42$240.583.59%
$217.50Aug 21$8.00$0.23$8.23$209.27$225.733.65%
$235.00Aug 21$0.03$9.70$9.73$225.27$244.734.32%
$215.00Aug 21$10.35$0.35$10.70$204.30$225.704.75%
$227.50Aug 28$4.90$6.85$11.75$215.75$239.255.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 148 found (cheapest 0.14% of stock, avg 4.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$227.50$217.50Aug 21$0.08$0.23$0.31$217.19$227.81
$227.50$222.50Aug 21$0.08$0.25$0.33$222.17$227.83
$227.50$215.00Aug 21$0.08$0.35$0.43$214.57$227.93
$270.00$217.50Aug 21$0.53$0.23$0.76$216.74$270.76
$270.00$215.00Aug 21$0.53$0.35$0.88$214.12$270.88
$270.00$222.50Aug 21$0.53$0.25$0.78$221.72$270.78
$227.50$212.50Aug 21$0.08$1.08$1.16$211.34$228.66
$232.50$222.50Aug 21$1.08$0.25$1.33$221.17$233.83
$245.00$217.50Aug 21$1.08$0.23$1.31$216.19$246.31
$227.50$220.00Aug 21$0.08$1.08$1.16$218.84$228.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 94 found (best R:R 3.17, avg credit $1.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
218/220245/248Aug 21$1.90$0.6061%3.17$218.10$246.90
218/220232/235Aug 21$1.90$0.6054%3.17$218.10$234.40
218/220245/248Aug 28$1.92$0.5851%3.31$218.08$246.92
218/220252/255Aug 28$1.57$0.9358%1.69$218.43$254.07
208/210245/248Aug 28$1.22$1.2871%0.95$208.78$246.22
212/215245/248Aug 28$1.44$1.0662%1.36$213.56$246.44
218/220232/235Aug 28$2.12$0.3832%5.58$217.88$234.62
218/220258/260Aug 28$1.37$1.1361%1.21$218.63$258.87
200/202245/248Aug 28$0.95$1.5577%0.61$201.55$245.95
208/210252/255Aug 28$0.87$1.6379%0.53$209.13$253.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 57 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Sep 11$0.30$9.7027%32.33
$220.00$230.00$240.00Sep 18$0.50$9.5025%19.00
$225.00$227.50$230.00Aug 21$0.32$2.1852%6.81
$240.00$250.00$260.00Sep 18$0.75$9.2519%12.33
$225.00$230.00$235.00Sep 11$0.20$4.8016%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$222.50$225.00$227.50Aug 21$0.35$2.1572%6.14
$240.00$250.00$260.00Sep 18$0.60$9.4019%15.67
$220.00$222.50$225.00Aug 28$0.15$2.3513%15.67
$225.00$227.50$230.00Sep 4$0.15$2.359%15.67
$190.00$195.00$200.00Sep 25$0.20$4.806%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. 90 found (best net $-4.60, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$210.001:2Aug 21-$5.35$4.65
$220.00$222.501:2Aug 21-$0.70$1.80
$210.00$220.001:2Sep 11-$5.25$4.75
$230.00$240.001:2Sep 18-$2.60$7.40
$232.50$240.001:2Sep 4-$0.95$6.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21-$4.60$5.40
$235.00$220.001:2Sep 25-$2.85$12.15
$230.00$227.501:2Aug 21-$0.35$2.15
$237.50$230.001:2Aug 28-$3.75$3.75
$220.00$210.001:2Sep 18-$1.55$8.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 5.24%, avg 1.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$230.00Oct 2$11.800.492.1%5.24%7.32%3--
$230.00Sep 25$10.400.482.1%4.62%6.70%14
$235.00Sep 25$8.300.424.3%3.68%7.99%26
$230.00Sep 18$9.700.482.1%4.31%6.39%43704
$240.00Sep 18$6.600.356.5%2.93%9.45%231226
$260.00Oct 2$3.700.2315.4%1.64%17.04%22
$245.00Sep 25$5.100.318.7%2.26%11.01%211
$250.00Sep 25$4.000.2711.0%1.78%12.74%1--
$250.00Sep 18$4.000.2511.0%1.78%12.74%741.4K
$230.00Sep 11$7.700.462.1%3.42%5.50%504

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 4,976
Total Puts 789
Put/Call Ratio 0.16
Net Difference 4,187

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 33,305
Total Puts 14,255
Average Put/Call Ratio 0.55
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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