Tour v526
TWLO
TWILIO INC A
$228.65 -2.96%
$225.57 (-1.35%)🌙
as of 09/01 07:10 PM
9/1 19:10

Option Volume

Detail
Current (09/01) 3,956
Calls: 1,750 (44%)
Puts: 2,206 (56%)
Prior (08/31) 1,638
Calls: 872 (53%)
Puts: 766 (47%)
Current vs Prior +141.51%
Calls: +100.69% (Calls)
Puts: +187.99% (Puts)
Prior 7-Day Total 32,805
Calls: 21,830 (67%)
Puts: 10,975 (33%)
Prior 7-Day Average 4,686
Calls: 3,118 (67%)
Puts: 1,567 (33%)
Current vs Prior 7-Day Avg -15.59%
Calls: -43.88%
Puts: +40.70%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/01) $3.46M
Calls: $1.54M (45%)
Puts: $1.92M (55%)
Prior (08/31) $3.15M
Calls: $2.17M (69%)
Puts: $981.6K (31%)
Current vs Prior +9.90%
Calls: -28.85%
Puts: +95.51%
Prior 7-Day Total $32.06M
Calls: $25.26M (79%)
Puts: $6.80M (21%)
Prior 7-Day Average $4.58M
Calls: $3.61M (79%)
Puts: $970.9K (21%)
Current vs Prior 7-Day Avg -24.40%
Calls: -57.25%
Puts: +97.68%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/01) 1.26
Prior (08/31) 0.88
Current vs Prior +43.50%
Prior 7-Day Average 0.53
Current vs Prior 7-Day Avg +139.98%
Sentiment BEARISH

Open Interest

Detail
Current (09/01) 23,841
Calls: 16,797 (70%)
Puts: 7,044 (30%)
Prior (08/31) 19,663
Calls: 13,358 (68%)
Puts: 6,305 (32%)
Current vs Prior +21.25%
Prior 7-Day Total 186,953
Calls: 131,164 (70%)
Puts: 55,789 (30%)
Prior 7-Day Average 26,707
Calls: 18,737 (70%)
Puts: 7,969 (30%)
Current vs Prior 7-Day Avg -10.73%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 4.85% | 7.15%9.34% | 16.36%
Prior 5.35% | 7.04%9.12% | 16.08%
Current vs Prior -9.22% | +1.50%+2.33% | +1.69%
Prior 7-Day Avg 4.54% | 7.27%7.77% | 15.84%
Current vs 7-Day Avg +7.00% | -1.59%+20.10% | +3.29%
Prior 7-Day Eod 5.35% | 7.04%9.12% | 16.08%
Current vs 7-Day Eod -9.22% | +1.50%+2.33% | +1.69%
Sentiment BULLISHBEARISH

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

Unusually high activity with volume up 142% vs prior - elevated interest. Bearish P/C ratio of 1.26 indicates protective positioning. P/C ratio rising 44% - increased hedging/bearish positioning. Call-heavy open interest (16,797 calls vs 7,044 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 4 of results (avg 8.8%, best 7.3%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 1829.0031.20$30.107.3%10.90258
$195.00Oct 1636.5039.50$38.007.9%80.8394
$200.00Sep 1127.2030.00$28.609.8%200.95--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 1611.4012.60$12.0010.0%100.39--

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. 26 found (avg delta 0.67, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 1127.2030.00$28.609.8%200.95--
$202.50Sep 1124.9028.00$26.4511.7%200.95--
$200.00Sep 1829.0031.20$30.107.3%10.90258
$215.00Sep 412.6015.40$14.0020.0%20.8811
$195.00Oct 1636.5039.50$38.007.9%80.8394
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Sep 48.0010.00$9.0022.2%90.7187
$232.50Sep 46.309.40$7.8539.5%20.6341
$232.50Sep 118.5011.70$10.1031.7%30.595
$230.00Sep 44.807.00$5.9037.3%20.55--
$230.00Sep 117.0010.20$8.6037.2%5640.531.7K

Most actively traded options today. High liquidity = easy entry/exit. 101 active (total vol 3.7K, top 564)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Sep 112.553.90$3.2241.9%5430.28868
$220.00Sep 410.2011.50$10.8512.0%2840.7624
$240.00Sep 40.851.40$1.1348.7%1110.17218
$255.00Sep 110.001.25$0.63198.4%620.081.7K
$270.00Sep 110.001.25$0.63198.4%470.06286
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Sep 117.0010.20$8.6037.2%5640.531.7K
$230.00Sep 2511.6013.50$12.5515.1%5540.504
$220.00Sep 113.705.00$4.3529.9%5150.331.0K
$227.50Sep 188.8010.30$9.5515.7%1510.47--
$205.00Sep 110.151.75$0.95168.4%570.10255

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 17.4%, max 25.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Sep 4Oct 1662.6%49.8%25.5%2861.1K
$227.50Sep 4Sep 1859.8%50.1%19.3%510
$237.50Sep 4Sep 1160.5%51.3%18.1%38102
$232.50Sep 4Sep 1858.8%51.3%14.7%3335
$230.00Sep 4Oct 1659.5%51.9%14.6%10210
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Sep 4Oct 1662.6%49.8%25.5%54282
$225.00Sep 4Oct 259.6%49.1%21.3%1648
$232.50Sep 4Sep 1158.8%48.7%20.7%546
$222.50Sep 4Sep 1159.6%49.9%19.5%391
$227.50Sep 4Sep 1859.8%50.1%19.3%15899

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 74 found (best R:R 10.76, avg 3.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$260.00$270.00Oct 16$0.85$9.15$0.8524%10.76$260.85
$215.00$220.00Sep 4$3.15$1.85$3.1588%0.59$218.15
$235.00$240.00Sep 25$1.00$4.00$1.0043%4.00$236.00
$230.00$240.00Oct 16$3.90$6.10$3.9052%1.56$233.90
$215.00$230.00Sep 25$8.60$6.40$8.6070%0.74$223.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$235.00$232.50Sep 4$1.15$1.35$1.1571%1.17$233.85
$230.00$225.00Sep 11$1.90$3.10$1.9053%1.63$228.10
$225.00$220.00Sep 25$1.70$3.30$1.7044%1.94$223.30
$225.00$215.00Oct 2$3.35$6.65$3.3543%1.99$221.65
$222.50$220.00Sep 4$0.55$1.95$0.5531%3.55$221.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 57 found (best R:R 0.33, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$240.00$245.00Sep 25$2.30$2.30$2.7062%0.85$242.30
$250.00$260.00Oct 16$3.25$3.25$6.7566%0.48$253.25
$245.00$260.00Sep 25$3.15$3.15$11.8569%0.27$248.15
$250.00$255.00Sep 11$0.67$0.67$4.3386%0.15$250.67
$242.50$245.00Sep 18$0.85$0.85$1.6570%0.52$243.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$215.00$190.00Oct 2$6.25$6.25$18.7568%0.33$208.75
$220.00$200.00Oct 16$6.85$6.85$13.1561%0.52$213.15
$210.00$205.00Sep 25$2.17$2.17$2.8375%0.77$207.83
$220.00$210.00Sep 11$2.70$2.70$7.3067%0.37$217.30
$210.00$200.00Sep 18$1.90$1.90$8.1079%0.23$208.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.48, cheapest $2.25)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$227.50Sep 4Sep 18$5.2559.8%50.1%
$230.00Sep 4Sep 11$2.6559.5%52.0%
$232.50Sep 4Sep 18$5.1258.8%51.3%
$225.00Sep 11Sep 18$2.5052.7%50.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$232.50Sep 4Sep 11$2.2558.8%48.7%
$222.50Sep 4Sep 11$2.6759.6%49.9%
$227.50Sep 4Sep 18$4.9559.8%50.1%
$230.00Sep 4Sep 11$2.7059.5%52.0%
$225.00Sep 4Sep 11$3.2559.6%52.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 4.29% of stock, avg 7.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$227.50Sep 4$5.20$4.60$9.80$217.70$237.304.29%
$230.00Sep 4$3.95$5.90$9.85$220.15$239.854.31%
$232.50Sep 4$2.93$7.85$10.78$221.72$243.284.71%
$235.00Sep 4$2.00$9.00$11.00$224.00$246.004.81%
$220.00Sep 4$10.85$1.98$12.83$207.17$232.835.61%
$215.00Sep 4$14.00$0.95$14.95$200.05$229.956.54%
$230.00Sep 11$6.60$8.60$15.20$214.80$245.206.65%
$225.00Sep 11$9.05$6.70$15.75$209.25$240.756.89%
$220.00Sep 11$12.50$4.35$16.85$203.15$236.857.37%
$230.00Sep 18$8.85$10.90$19.75$210.25$249.758.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 123 found (cheapest 1.08% of stock, avg 4.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$240.00$217.50Sep 4$1.13$1.33$2.46$215.04$242.46
$237.50$217.50Sep 4$1.65$1.33$2.98$214.52$240.48
$240.00$220.00Sep 4$1.13$1.98$3.11$216.89$243.11
$237.50$220.00Sep 4$1.65$1.98$3.63$216.37$241.13
$235.00$217.50Sep 4$2.00$1.33$3.33$214.17$238.33
$242.50$205.00Sep 11$2.50$0.95$3.45$201.55$245.95
$235.00$220.00Sep 4$2.00$1.98$3.98$216.02$238.98
$240.00$222.50Sep 4$1.13$2.53$3.66$218.84$243.66
$242.50$210.00Sep 11$2.50$1.65$4.15$205.85$246.65
$237.50$222.50Sep 4$1.65$2.53$4.18$218.32$241.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 74 found (best R:R 2.57, avg credit $1.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
215/218242/245Sep 18$1.80$0.7038%2.57$215.70$244.30
215/218240/242Sep 18$1.75$0.7534%2.33$215.75$241.75
212/215238/240Sep 4$0.97$1.5362%0.63$214.03$238.47
212/215242/245Sep 4$0.73$1.7772%0.41$214.27$243.23
198/200242/245Sep 18$1.05$1.4559%0.72$198.95$243.55
212/215245/248Sep 4$0.62$1.8876%0.33$214.38$245.62
215/218245/248Sep 18$1.43$1.0742%1.34$216.07$246.43
218/220238/240Sep 4$1.17$1.3352%0.88$218.83$238.67
218/220242/245Sep 4$0.93$1.5761%0.59$219.07$243.43
218/220245/248Sep 4$0.82$1.6865%0.49$219.18$245.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 14.38, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Oct 16$0.65$9.3518%14.38
$245.00$250.00$255.00Sep 11$0.06$4.9412%82.33
$230.00$232.50$235.00Sep 4$0.09$2.4116%26.78
$227.50$230.00$232.50Sep 4$0.23$2.2716%9.87
$242.50$245.00$247.50Sep 4$0.11$2.396%21.73
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$225.00$227.50$230.00Sep 4$0.15$2.3516%15.67
$222.50$225.00$227.50Sep 4$0.23$2.2716%9.87
$215.00$217.50$220.00Sep 4$0.27$2.2311%8.26
$220.00$222.50$225.00Sep 4$0.37$2.1314%5.76
$227.50$230.00$232.50Sep 4$0.65$1.8516%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 57 found (best net $-5.20, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$215.001:2Sep 18-$5.20$9.80
$215.00$230.001:2Sep 25-$2.20$12.80
$202.50$215.001:2Sep 11-$5.35$7.15
$250.00$260.001:2Oct 16-$1.90$8.10
$260.00$270.001:2Sep 18-$0.16$9.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$210.001:2Sep 25-$1.85$8.15
$195.00$185.001:2Oct 16-$0.61$9.39
$210.00$205.001:2Sep 25-$0.66$4.34
$210.00$205.001:2Sep 11-$0.25$4.75
$215.00$212.501:2Sep 4-$0.05$2.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 38 found (best yield 4.77%, avg 1.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Oct 16$10.900.425.0%4.77%9.73%1516
$230.00Oct 16$14.400.520.6%6.30%6.89%5185
$250.00Oct 16$7.800.349.3%3.41%12.75%36617
$270.00Oct 16$3.800.2018.1%1.66%19.75%7--
$260.00Oct 16$3.900.2413.7%1.71%15.42%18233
$240.00Sep 25$6.400.385.0%2.80%7.76%6--
$235.00Sep 25$7.700.432.8%3.37%6.14%716
$255.00Oct 2$3.400.2511.5%1.49%13.01%7--
$230.00Sep 25$9.300.490.6%4.07%4.66%18
$245.00Sep 25$4.200.317.2%1.84%8.99%313

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 1,750
Total Puts 2,206
Put/Call Ratio 1.26
Net Difference -456

Prior's Put/Call Breakdown

Total Calls 872
Total Puts 766
Put/Call Ratio 0.88
Net Difference 106

Prior 7-Day Put/Call Summary

Total Calls 21,830
Total Puts 10,975
Average Put/Call Ratio 0.53
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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