Tour v526
TWLO
TWILIO INC A
$226.75 -0.83%
$228.23 (+0.65%)🌙
as of 09/02 07:05 PM
9/2 19:05

Option Volume

Detail
Current (09/02) 1,652
Calls: 830 (50%)
Puts: 822 (50%)
Prior (09/01) 3,956
Calls: 1,750 (44%)
Puts: 2,206 (56%)
Current vs Prior -58.24%
Calls: -52.57% (Calls)
Puts: -62.74% (Puts)
Prior 7-Day Total 32,671
Calls: 20,684 (63%)
Puts: 11,987 (37%)
Prior 7-Day Average 4,667
Calls: 2,954 (63%)
Puts: 1,712 (37%)
Current vs Prior 7-Day Avg -64.60%
Calls: -71.91%
Puts: -52.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02) $1.43M
Calls: $844.1K (59%)
Puts: $582.2K (41%)
Prior (09/01) $3.46M
Calls: $1.54M (45%)
Puts: $1.92M (55%)
Current vs Prior -58.80%
Calls: -45.29%
Puts: -69.66%
Prior 7-Day Total $31.88M
Calls: $24.49M (77%)
Puts: $7.39M (23%)
Prior 7-Day Average $4.55M
Calls: $3.50M (77%)
Puts: $1.06M (23%)
Current vs Prior 7-Day Avg -68.68%
Calls: -75.87%
Puts: -44.85%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02) 0.99
Prior (09/01) 1.26
Current vs Prior -21.44%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg +53.20%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/02) 18,877
Calls: 14,952 (79%)
Puts: 3,925 (21%)
Prior (09/01) 23,841
Calls: 16,797 (70%)
Puts: 7,044 (30%)
Current vs Prior -20.82%
Prior 7-Day Total 175,288
Calls: 122,488 (70%)
Puts: 52,800 (30%)
Prior 7-Day Average 25,041
Calls: 17,498 (70%)
Puts: 7,542 (30%)
Current vs Prior 7-Day Avg -24.62%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 4.05% | 6.79%8.64% | 15.61%
Prior 4.85% | 7.15%9.34% | 16.36%
Current vs Prior -16.60% | -5.02%-7.43% | -4.55%
Prior 7-Day Avg 4.76% | 7.31%8.64% | 16.23%
Current vs 7-Day Avg -14.90% | -7.09%+0.09% | -3.81%
Prior 7-Day Eod 4.85% | 7.15%9.34% | 16.36%
Current vs 7-Day Eod -16.60% | -5.02%-7.43% | -4.55%
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
+
Add Card

🤖 AI Insights

Light premium activity with dollar volume down 59% vs prior. Below-average activity with volume down 58% vs prior. P/C ratio dropping 21% - sentiment shifting bullish. Call-heavy open interest (14,952 calls vs 3,925 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 2 of results (avg 7.7%, best 6.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Oct 1635.7038.10$36.906.5%40.8388
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Oct 938.5042.10$40.308.9%20.81--

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. 27 found (avg delta 0.66, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 1827.4030.40$28.9010.4%30.90258
$195.00Oct 1635.7038.10$36.906.5%40.8388
$210.00Sep 1818.8021.70$20.2514.3%10.81525
$220.00Sep 47.309.20$8.2523.0%10.80--
$215.00Sep 1815.1017.80$16.4516.4%40.72--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Sep 412.0015.80$13.9027.3%250.8848
$265.00Oct 938.5042.10$40.308.9%20.81--
$250.00Sep 1823.3026.50$24.9012.9%30.8182
$235.00Sep 48.1010.80$9.4528.6%230.8081
$240.00Sep 1815.2019.30$17.2523.8%10.71--

Most actively traded options today. High liquidity = easy entry/exit. 98 active (total vol 1.3K, top 256)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$237.50Sep 40.551.20$0.8873.9%1610.1690
$245.00Sep 40.000.75$0.38197.4%760.07115
$235.00Sep 40.801.35$1.0850.9%690.2029
$240.00Sep 112.303.90$3.1051.6%490.26715
$250.00Sep 182.002.80$2.4033.3%290.191.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 40.151.75$0.95168.4%2560.20289
$227.50Sep 188.4011.50$9.9531.2%510.50--
$225.00Sep 114.008.00$6.0066.7%270.46--
$240.00Sep 412.0015.80$13.9027.3%250.8848
$215.00Sep 40.001.35$0.68198.5%230.1267

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 20.4%, max 36.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$237.50Sep 4Sep 1863.3%46.4%36.4%16292
$232.50Sep 4Sep 1865.9%48.4%36.2%2730
$230.00Sep 4Oct 1659.8%49.7%20.4%13208
$235.00Sep 4Sep 2558.0%51.0%13.9%7143
$220.00Sep 4Sep 1150.9%47.2%7.6%5304
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$225.00Sep 4Oct 259.7%47.9%24.7%1860
$230.00Sep 4Oct 1659.8%49.7%20.4%2528
$235.00Sep 4Oct 258.0%49.1%18.2%2481
$220.00Sep 4Oct 1650.9%48.1%5.7%262342

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 69 found (best R:R 0.53, avg 4.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$195.00$230.00Oct 16$22.95$12.05$22.9583%0.53$217.95
$250.00$260.00Oct 16$1.55$8.45$1.5531%5.45$251.55
$230.00$240.00Oct 16$3.65$6.35$3.6550%1.74$233.65
$245.00$250.00Sep 11$0.10$4.90$0.1015%49.00$245.10
$250.00$260.00Sep 25$1.18$8.82$1.1823%7.47$251.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$230.00$227.50Sep 18$0.75$1.75$0.7554%2.33$229.25
$265.00$215.00Oct 9$31.65$18.35$31.6581%0.58$233.35
$230.00$225.00Sep 25$2.20$2.80$2.2052%1.27$227.80
$230.00$225.00Sep 11$2.35$2.65$2.3557%1.13$227.65
$227.50$225.00Sep 4$0.95$1.55$0.9552%1.63$226.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 0.55, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$240.00$245.00Sep 11$1.75$1.75$3.2574%0.54$241.75
$232.50$235.00Sep 4$1.02$1.02$1.4869%0.69$233.52
$260.00$270.00Oct 16$2.20$2.20$7.8076%0.28$262.20
$255.00$260.00Sep 11$0.48$0.48$4.5292%0.11$255.48
$250.00$260.00Sep 18$1.35$1.35$8.6581%0.16$251.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$225.00$205.00Sep 25$7.10$7.10$12.9055%0.55$217.90
$210.00$200.00Oct 16$3.70$3.70$6.3070%0.59$206.30
$202.50$200.00Sep 4$1.20$1.20$1.3088%0.92$201.30
$225.00$215.00Oct 2$4.55$4.55$5.4555%0.83$220.45
$215.00$200.00Oct 2$3.85$3.85$11.1568%0.35$211.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $3.49, cheapest $2.45)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$232.50Sep 4Sep 11$2.4565.9%51.4%
$225.00Sep 4Sep 11$2.8059.7%46.1%
$230.00Sep 4Sep 11$3.0559.8%52.2%
$227.50Sep 4Sep 18$5.4556.3%50.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$232.50Sep 4Sep 11$2.7065.9%51.4%
$225.00Sep 4Sep 11$2.9259.7%46.1%
$230.00Sep 4Sep 11$2.6059.8%52.2%
$227.50Sep 4Sep 18$5.9256.3%50.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 3.25% of stock, avg 6.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$227.50Sep 4$3.35$4.03$7.38$220.12$234.883.25%
$225.00Sep 4$5.15$3.08$8.23$216.77$233.233.63%
$230.00Sep 4$2.55$5.75$8.30$221.70$238.303.66%
$220.00Sep 4$8.25$0.95$9.20$210.80$229.204.06%
$232.50Sep 4$2.10$7.50$9.60$222.90$242.104.23%
$235.00Sep 4$1.08$9.45$10.53$224.47$245.534.64%
$225.00Sep 11$7.95$6.00$13.95$211.05$238.956.15%
$230.00Sep 11$5.60$8.35$13.95$216.05$243.956.15%
$240.00Sep 4$0.63$13.90$14.53$225.47$254.536.41%
$232.50Sep 11$4.55$10.20$14.75$217.75$247.256.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 0.69% of stock, avg 3.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$237.50$215.00Sep 4$0.88$0.68$1.56$213.44$239.06
$237.50$217.50Sep 4$0.88$0.75$1.63$215.87$239.13
$237.50$220.00Sep 4$0.88$0.95$1.83$218.17$239.33
$235.00$215.00Sep 4$1.08$0.68$1.76$213.24$236.76
$235.00$217.50Sep 4$1.08$0.75$1.83$215.67$236.83
$245.00$202.50Sep 11$1.35$0.43$1.78$200.72$246.78
$235.00$220.00Sep 4$1.08$0.95$2.03$217.97$237.03
$245.00$210.00Sep 11$1.35$0.95$2.30$207.70$247.30
$237.50$222.50Sep 4$0.88$1.68$2.56$219.94$240.06
$235.00$222.50Sep 4$1.08$1.68$2.76$219.74$237.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 55 found (best R:R 7.93, avg credit $1.73)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
200/202232/235Sep 4$2.22$0.2857%7.93$200.28$234.72
200/202242/245Sep 4$1.47$1.0377%1.43$201.03$243.97
200/202238/240Sep 4$1.45$1.0572%1.38$201.05$238.95
200/202235/238Sep 4$1.40$1.1068%1.27$201.10$236.40
200/202245/250Sep 4$1.40$3.6081%0.39$201.10$246.40
200/210260/270Oct 16$5.90$4.1045%1.44$204.10$265.90
220/222232/235Sep 4$1.75$0.7539%2.33$220.75$234.25
212/215232/235Sep 4$1.30$1.2057%1.08$213.70$233.80
220/222242/245Sep 4$1.00$1.5059%0.67$221.50$243.50
212/215242/245Sep 4$0.55$1.9576%0.28$214.45$243.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 39.00, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Oct 16$0.25$9.7519%39.00
$250.00$255.00$260.00Sep 11$0.09$4.9110%54.56
$240.00$245.00$250.00Sep 18$0.12$4.8810%40.67
$240.00$245.00$250.00Oct 9$0.30$4.7010%15.67
$227.50$230.00$232.50Sep 4$0.35$2.1517%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Sep 18$1.10$8.9026%8.09
$220.00$225.00$230.00Sep 11$0.35$4.6522%13.29
$215.00$220.00$225.00Sep 18$0.35$4.6518%13.29
$225.00$230.00$235.00Oct 2$0.20$4.8012%24.00
$230.00$232.50$235.00Sep 4$0.20$2.3018%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 63 found (best net $-4.15, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$225.001:2Sep 4-$2.05$2.95
$260.00$270.001:2Oct 16-$0.95$9.05
$232.50$235.001:2Sep 4-$0.06$2.44
$260.00$270.001:2Sep 18-$0.15$9.85
$250.00$260.001:2Sep 25-$1.32$8.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$230.001:2Sep 18-$4.15$5.85
$210.00$200.001:2Oct 16-$0.95$9.05
$225.00$215.001:2Oct 2-$2.40$7.60
$215.00$205.001:2Oct 9-$1.85$8.15
$225.00$222.501:2Sep 4-$0.28$2.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 4.10%, avg 1.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Oct 16$9.300.405.8%4.10%9.94%3516
$230.00Oct 16$12.900.501.4%5.69%7.12%5183
$250.00Oct 16$6.000.3110.2%2.65%12.90%11620
$240.00Oct 9$7.000.395.8%3.09%8.93%1--
$260.00Oct 16$3.700.2414.7%1.63%16.30%10229
$245.00Oct 9$5.400.348.1%2.38%10.43%2--
$240.00Oct 2$6.100.385.8%2.69%8.53%12
$250.00Oct 9$4.000.2910.2%1.76%12.02%1--
$270.00Oct 16$2.300.1719.1%1.01%20.09%354
$235.00Sep 25$5.900.413.6%2.60%6.24%214

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 830
Total Puts 822
Put/Call Ratio 0.99
Net Difference 8

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 20,684
Total Puts 11,987
Average Put/Call Ratio 0.65
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All