Tour v526
TWLO
TWILIO INC A
$241.34 +5.64%
$241.24 (-0.04%)🌙
as of 08/27 07:08 PM
8/27 19:08

Option Volume

Detail
Current (08/27) 6,414
Calls: 4,381 (68%)
Puts: 2,033 (32%)
Prior (08/26) 3,270
Calls: 2,515 (77%)
Puts: 755 (23%)
Current vs Prior +96.15%
Calls: +74.19% (Calls)
Puts: +169.27% (Puts)
Prior 7-Day Total 34,176
Calls: 23,218 (68%)
Puts: 10,958 (32%)
Prior 7-Day Average 4,882
Calls: 3,316 (68%)
Puts: 1,565 (32%)
Current vs Prior 7-Day Avg +31.37%
Calls: +32.08%
Puts: +29.87%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $5.97M
Calls: $5.24M (88%)
Puts: $730.6K (12%)
Prior (08/26) $4.00M
Calls: $3.55M (89%)
Puts: $445.3K (11%)
Current vs Prior +49.25%
Calls: +47.39%
Puts: +64.07%
Prior 7-Day Total $31.43M
Calls: $22.89M (73%)
Puts: $8.54M (27%)
Prior 7-Day Average $4.49M
Calls: $3.27M (73%)
Puts: $1.22M (27%)
Current vs Prior 7-Day Avg +32.93%
Calls: +60.18%
Puts: -40.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 0.46
Prior (08/26) 0.30
Current vs Prior +54.58%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -13.50%
Sentiment BULLISH

Open Interest

Detail
Current (08/27) 30,382
Calls: 19,358 (64%)
Puts: 11,024 (36%)
Prior (08/26) 17,160
Calls: 13,947 (81%)
Puts: 3,213 (19%)
Current vs Prior +77.05%
Prior 7-Day Total 199,960
Calls: 148,129 (74%)
Puts: 51,831 (26%)
Prior 7-Day Average 28,565
Calls: 21,161 (74%)
Puts: 7,404 (26%)
Current vs Prior 7-Day Avg +6.36%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 2.65% | 6.40%9.72% | 16.72%
Prior 4.40% | 7.09%10.70% | 17.07%
Current vs Prior -39.72% | -9.72%-9.21% | -2.06%
Prior 7-Day Avg 4.54% | 7.35%5.66% | 14.62%
Current vs 7-Day Avg -41.55% | -12.93%+71.73% | +14.38%
Prior 7-Day Eod 4.40% | 7.09%10.70% | 17.07%
Current vs 7-Day Eod -39.72% | -9.72%-9.21% | -2.06%
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 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 88% of dollar volume in calls ($5.24M) vs puts ($730.6K). Above-average activity with volume up 96% vs prior. Extreme bullish P/C ratio of 0.46 - heavy call buying (4,381 calls vs 2,033 puts). P/C ratio rising 55% - 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 8 of results (avg 7.6%, best 6.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 1841.3044.10$42.706.6%30.93260
$200.00Sep 440.0042.90$41.457.0%100.912
$195.00Aug 2844.7048.00$46.357.1%100.9916
$200.00Sep 2541.6044.80$43.207.4%20.92--
$197.50Sep 442.4045.70$44.057.5%101.00--
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. 55 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$197.50Sep 442.4045.70$44.057.5%101.00--
$195.00Aug 2844.7048.00$46.357.1%100.9916
$215.00Aug 2824.7028.00$26.3512.5%10.992
$217.50Aug 2822.2025.10$23.6512.3%20.994
$220.00Aug 2819.3022.60$20.9515.8%70.9855
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 1120.0022.70$21.3512.6%10.77--
$255.00Sep 1116.2018.80$17.5014.9%10.73--
$250.00Sep 1113.3015.50$14.4015.3%10.62--
$242.50Aug 281.504.50$3.00100.0%10.54--
$245.00Sep 1811.3014.40$12.8524.1%450.53--

Most actively traded options today. High liquidity = easy entry/exit. 159 active (total vol 5.4K, top 872)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Sep 119.3011.50$10.4021.2%8720.5543
$240.00Aug 282.804.00$3.4035.3%6190.61671
$230.00Sep 1817.0019.50$18.2513.7%3830.681.2K
$250.00Sep 187.308.20$7.7511.6%1710.411.6K
$230.00Aug 289.9013.50$11.7030.8%1590.92374
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 20.952.90$1.92101.6%6410.105
$210.00Sep 40.100.65$0.38144.7%2280.04217
$200.00Sep 250.951.80$1.3861.6%1390.08520
$230.00Aug 280.100.60$0.35142.9%590.08269
$215.00Aug 280.000.15$0.08187.5%570.01602

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 28.1%, max 42.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$235.00Aug 28Sep 2566.8%46.9%42.4%139184
$237.50Aug 28Sep 1868.9%48.6%41.8%3052
$240.00Aug 28Oct 264.7%47.9%35.0%635687
$250.00Aug 28Oct 964.5%50.3%28.2%72178
$247.50Aug 28Sep 1859.7%48.3%23.6%1711
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$235.00Aug 28Sep 1866.8%46.9%42.3%5921
$240.00Aug 28Oct 264.7%47.9%35.0%3416
$237.50Sep 4Sep 1851.1%48.6%5.2%4813

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 94 found (best R:R 8.52, avg 5.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$260.00$270.00Sep 25$1.05$8.95$1.0532%8.52$261.05
$225.00$240.00Oct 2$8.65$6.35$8.6571%0.73$233.65
$260.00$265.00Sep 18$0.35$4.65$0.3529%13.29$260.35
$245.00$250.00Sep 11$1.35$3.65$1.3546%2.70$246.35
$222.50$225.00Sep 18$1.25$1.25$1.2576%1.00$223.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$240.00$237.50Sep 18$0.60$1.90$0.6046%3.17$239.40
$242.50$240.00Aug 28$0.75$1.75$0.7554%2.33$241.75
$255.00$250.00Sep 11$3.10$1.90$3.1073%0.61$251.90
$215.00$210.00Sep 11$0.15$4.85$0.1510%32.33$214.85
$210.00$205.00Sep 18$0.23$4.77$0.2311%20.74$209.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 74 found (best R:R 0.52, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$257.50$260.00Sep 4$1.37$1.37$1.1377%1.21$258.87
$265.00$270.00Sep 18$1.72$1.72$3.2874%0.52$266.72
$265.00$270.00Sep 11$1.05$1.05$3.9582%0.27$266.05
$270.00$280.00Sep 18$1.55$1.55$8.4581%0.18$271.55
$255.00$260.00Sep 25$2.05$2.05$2.9562%0.69$257.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$240.00$210.00Oct 2$10.27$10.27$19.7355%0.52$229.73
$225.00$200.00Sep 25$4.77$4.77$20.2372%0.24$220.23
$232.50$230.00Sep 11$1.60$1.60$0.9067%1.78$230.90
$237.50$235.00Sep 4$1.70$1.70$0.8060%2.13$235.80
$215.00$200.00Oct 9$3.00$3.00$12.0077%0.25$212.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $4.89, cheapest $7.90)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Aug 28Sep 4$4.4064.7%48.2%
$242.50Aug 28Sep 4$4.0356.5%50.3%
$245.00Aug 28Sep 4$4.0553.2%50.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Aug 28Sep 18$7.9064.7%45.9%
$237.50Sep 4Sep 18$4.0551.1%48.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 2.27% of stock, avg 7.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$242.50Aug 28$2.47$3.00$5.47$237.03$247.972.27%
$240.00Aug 28$3.40$2.25$5.65$234.35$245.652.34%
$235.00Aug 28$7.50$0.85$8.35$226.65$243.353.46%
$232.50Aug 28$9.15$0.45$9.60$222.90$242.103.98%
$230.00Aug 28$11.70$0.35$12.05$217.95$242.054.99%
$227.50Aug 28$14.20$0.15$14.35$213.15$241.855.95%
$237.50Sep 4$9.20$5.50$14.70$222.80$252.206.09%
$235.00Sep 4$11.05$3.80$14.85$220.15$249.856.15%
$232.50Sep 4$12.30$2.65$14.95$217.55$247.456.19%
$225.00Aug 28$16.25$0.20$16.45$208.55$241.456.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 143 found (cheapest 0.28% of stock, avg 3.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$252.50$230.00Aug 28$0.33$0.35$0.68$229.32$253.18
$252.50$232.50Aug 28$0.33$0.45$0.78$231.72$253.28
$252.50$205.00Aug 28$0.33$0.68$1.01$203.99$253.51
$250.00$230.00Aug 28$0.65$0.35$1.00$229.00$251.00
$250.00$232.50Aug 28$0.65$0.45$1.10$231.40$251.10
$252.50$235.00Aug 28$0.33$0.85$1.18$233.82$253.68
$250.00$205.00Aug 28$0.65$0.68$1.33$203.67$251.33
$247.50$230.00Aug 28$0.95$0.35$1.30$228.70$248.80
$250.00$235.00Aug 28$0.65$0.85$1.50$233.50$251.50
$247.50$232.50Aug 28$0.95$0.45$1.40$231.10$248.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 111 found (best R:R 3.39, avg credit $1.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
225/228258/260Sep 4$1.93$0.5758%3.39$225.57$259.43
215/218258/260Sep 4$1.65$0.8568%1.94$215.85$259.15
210/212258/260Sep 4$1.52$0.9872%1.55$210.98$259.02
220/222258/260Sep 4$1.67$0.8364%2.01$220.83$259.17
200/205265/270Sep 18$2.36$2.6466%0.89$202.64$267.36
210/215265/270Sep 18$2.67$2.3359%1.15$212.33$267.67
225/230265/270Sep 18$3.47$1.5342%2.27$226.53$268.47
220/225265/270Sep 18$3.07$1.9348%1.59$221.93$268.07
228/230252/255Sep 4$1.82$0.6846%2.68$228.18$254.32
215/220265/270Sep 18$2.67$2.3354%1.15$217.33$267.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 47 found (best R:R 24.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$245.00$247.50$250.00Aug 28$0.10$2.4016%24.00
$225.00$227.50$230.00Sep 4$0.10$2.4011%24.00
$237.50$240.00$242.50Sep 4$0.10$2.4011%24.00
$242.50$245.00$247.50Sep 18$0.05$2.457%49.00
$235.00$240.00$245.00Sep 25$0.30$4.7012%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$195.00$200.00$205.00Oct 2$0.06$4.946%82.33
$220.00$225.00$230.00Sep 18$0.40$4.6012%11.50
$220.00$222.50$225.00Aug 28$0.12$2.383%19.83
$215.00$220.00$225.00Sep 18$0.40$4.6010%11.50
$230.00$232.50$235.00Aug 28$0.30$2.2010%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 88 found (best net $-3.45, 72 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$220.001:2Sep 4-$3.45$16.55
$197.50$215.001:2Aug 28-$8.85$8.65
$200.00$220.001:2Sep 25-$11.20$8.80
$250.00$270.001:2Oct 9-$0.30$19.70
$250.00$265.001:2Oct 2-$1.40$13.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$215.00$200.001:2Oct 9-$0.15$14.85
$235.00$232.501:2Aug 28-$0.05$2.45
$210.00$205.001:2Sep 11$0.00$5.00
$215.00$210.001:2Sep 18-$0.55$4.45
$210.00$205.001:2Sep 4-$0.18$4.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 4.52%, avg 1.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Oct 9$10.900.453.6%4.52%8.10%3--
$250.00Oct 2$9.700.453.6%4.02%7.61%43
$270.00Oct 9$5.000.2811.9%2.07%13.95%1--
$255.00Sep 25$7.400.385.7%3.07%8.73%18
$250.00Sep 25$8.500.443.6%3.52%7.11%1--
$245.00Sep 25$10.400.491.5%4.31%5.83%111
$285.00Oct 9$3.300.2018.1%1.37%19.46%1--
$265.00Oct 2$4.700.309.8%1.95%11.75%1--
$260.00Sep 25$5.100.327.7%2.11%9.85%224
$270.00Oct 2$3.900.2511.9%1.62%13.49%10--

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 4,381
Total Puts 2,033
Put/Call Ratio 0.46
Net Difference 2,348

Prior's Put/Call Breakdown

Total Calls 2,515
Total Puts 755
Put/Call Ratio 0.30
Net Difference 1,760

Prior 7-Day Put/Call Summary

Total Calls 23,218
Total Puts 10,958
Average Put/Call Ratio 0.54
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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