Tour v526
TWLO
TWILIO INC A
$240.48 +6.06%
$239.50 (-0.41%)🌙
as of 09/03 07:06 PM
9/3 19:06

Option Volume

Detail
Current (09/03) 5,891
Calls: 3,462 (59%)
Puts: 2,429 (41%)
Prior (09/02) 1,652
Calls: 830 (50%)
Puts: 822 (50%)
Current vs Prior +256.60%
Calls: +317.11% (Calls)
Puts: +195.50% (Puts)
Prior 7-Day Total 28,558
Calls: 16,538 (58%)
Puts: 12,020 (42%)
Prior 7-Day Average 4,079
Calls: 2,362 (58%)
Puts: 1,717 (42%)
Current vs Prior 7-Day Avg +44.40%
Calls: +46.54%
Puts: +41.46%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03) $6.48M
Calls: $5.07M (78%)
Puts: $1.41M (22%)
Prior (09/02) $1.43M
Calls: $844.1K (59%)
Puts: $582.2K (41%)
Current vs Prior +354.49%
Calls: +500.86%
Puts: +142.26%
Prior 7-Day Total $27.41M
Calls: $20.24M (74%)
Puts: $7.17M (26%)
Prior 7-Day Average $3.92M
Calls: $2.89M (74%)
Puts: $1.02M (26%)
Current vs Prior 7-Day Avg +65.54%
Calls: +75.41%
Puts: +37.67%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03) 0.70
Prior (09/02) 0.99
Current vs Prior -29.16%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -8.33%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03) 28,517
Calls: 18,566 (65%)
Puts: 9,951 (35%)
Prior (09/02) 18,877
Calls: 14,952 (79%)
Puts: 3,925 (21%)
Current vs Prior +51.07%
Prior 7-Day Total 158,107
Calls: 111,987 (71%)
Puts: 46,120 (29%)
Prior 7-Day Average 22,586
Calls: 15,998 (71%)
Puts: 6,588 (29%)
Current vs Prior 7-Day Avg +26.26%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 3.24% | 6.13%8.48% | 15.53%
Prior 4.05% | 6.79%8.64% | 15.61%
Current vs Prior -19.88% | -9.69%-1.86% | -0.52%
Prior 7-Day Avg 4.51% | 7.09%9.69% | 16.58%
Current vs 7-Day Avg -28.01% | -13.47%-12.45% | -6.31%
Prior 7-Day Eod 4.05% | 6.79%8.64% | 15.61%
Current vs 7-Day Eod -19.88% | -9.69%-1.86% | -0.52%
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 78% of dollar volume in calls ($5.07M) vs puts ($1.41M). Massive premium surge with dollar volume up 354% vs prior. Dollar volume significantly above 7-day average (66% higher). Unusually high activity with volume up 257% vs prior - elevated interest.

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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 12 of results (avg 8.9%, best 7.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 1627.7030.00$28.858.0%90.731.1K
$200.00Sep 2539.9043.30$41.608.2%10.93--
$210.00Oct 1634.6037.70$36.158.6%50.81--
$250.00Sep 185.506.00$5.758.7%410.361.5K
$195.00Oct 945.6049.80$47.708.8%10.90--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Oct 945.0048.50$46.757.5%10.85--
$272.50Sep 430.9033.90$32.409.3%40.90--
$260.00Oct 1626.5029.10$27.809.4%10.65--

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 0.74, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Sep 414.0016.60$15.3017.0%50.9629
$212.50Sep 426.4029.10$27.759.7%270.9327
$200.00Sep 2539.9043.30$41.608.2%10.93--
$220.00Sep 1120.2022.60$21.4011.2%140.92307
$227.50Sep 411.7014.40$13.0520.7%10.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Sep 423.2026.40$24.8012.9%60.98--
$270.00Sep 428.3031.40$29.8510.4%40.94--
$272.50Sep 430.9033.90$32.409.3%40.90--
$267.50Sep 425.5028.90$27.2012.5%60.90--
$260.00Sep 1119.1022.10$20.6014.6%10.86--

Most actively traded options today. High liquidity = easy entry/exit. 176 active (total vol 5.0K, top 889)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Sep 42.503.70$3.1038.7%8890.51190
$240.00Oct 1614.9017.60$16.2516.6%1870.53514
$235.00Oct 214.9018.00$16.4518.8%1380.591
$230.00Sep 49.8011.70$10.7517.7%1080.9129
$252.50Sep 111.852.85$2.3542.6%1030.24--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Oct 91.702.95$2.3353.6%5020.111
$230.00Sep 255.607.60$6.6030.3%3300.33555
$210.00Sep 250.703.70$2.20136.4%1890.1321
$210.00Oct 21.154.10$2.63112.2%1880.154
$235.00Oct 29.1011.90$10.5026.7%1850.411

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 34.8%, max 49.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$232.50Sep 4Sep 1871.4%47.7%49.8%1532
$240.00Sep 4Oct 1664.4%46.9%37.3%1.1K704
$247.50Sep 4Sep 1164.7%48.1%34.5%1842
$245.00Sep 4Oct 969.7%52.3%33.2%62118
$237.50Sep 4Sep 1858.4%48.7%20.0%3689
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$232.50Sep 4Sep 1871.4%47.7%49.8%638
$245.00Sep 4Sep 1169.7%49.1%41.9%510
$235.00Sep 4Oct 969.6%49.9%39.5%2176
$240.00Sep 4Oct 1664.4%46.9%37.3%1659
$237.50Sep 4Sep 1858.4%48.7%20.0%846

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 115 found (best R:R 0.53, avg 4.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$210.00$245.00Sep 25$22.95$12.05$22.9587%0.53$232.95
$270.00$280.00Oct 16$1.35$8.65$1.3527%6.41$271.35
$240.00$250.00Oct 16$3.95$6.05$3.9553%1.53$243.95
$255.00$260.00Oct 2$0.90$4.10$0.9036%4.56$255.90
$265.00$280.00Oct 9$2.35$12.65$2.3528%5.38$267.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$215.00$210.00Sep 25$0.18$4.82$0.1815%26.78$214.82
$235.00$232.50Sep 11$0.35$2.15$0.3536%6.14$234.65
$227.50$225.00Sep 18$0.15$2.35$0.1526%15.67$227.35
$230.00$225.00Oct 2$1.10$3.90$1.1035%3.55$228.90
$225.00$220.00Sep 25$0.72$4.28$0.7226%5.94$224.28

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 90 found (best R:R 0.40, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$265.00$270.00Sep 18$1.80$1.80$3.2080%0.56$266.80
$255.00$260.00Sep 18$1.80$1.80$3.2070%0.56$256.80
$255.00$257.50Sep 11$0.93$0.93$1.5779%0.59$255.93
$260.00$265.00Oct 2$1.83$1.83$3.1768%0.58$261.83
$245.00$250.00Sep 25$2.60$2.60$2.4053%1.08$247.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$225.00$210.00Oct 2$4.32$4.32$10.6870%0.40$220.68
$225.00$210.00Oct 9$4.10$4.10$10.9069%0.38$220.90
$210.00$200.00Sep 18$1.25$1.25$8.7589%0.14$208.75
$235.00$230.00Sep 25$2.60$2.60$2.4060%1.08$232.40
$225.00$220.00Sep 11$1.32$1.32$3.6881%0.36$223.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.48, cheapest $3.55)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Sep 4Sep 11$3.8064.4%47.4%
$242.50Sep 4Sep 11$3.7259.1%46.9%
$237.50Sep 4Sep 11$4.0258.4%49.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Sep 4Sep 11$3.5564.4%47.4%
$237.50Sep 4Sep 11$4.0258.4%49.6%
$250.00Sep 18Sep 25$1.7550.4%49.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 2.56% of stock, avg 8.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$237.50Sep 4$4.43$1.73$6.16$231.34$243.662.56%
$240.00Sep 4$3.10$3.10$6.20$233.80$246.202.58%
$235.00Sep 4$6.15$1.40$7.55$227.45$242.553.14%
$245.00Sep 4$1.45$6.10$7.55$237.45$252.553.14%
$232.50Sep 4$8.25$0.88$9.13$223.37$241.633.80%
$230.00Sep 4$10.75$0.53$11.28$218.72$241.284.69%
$240.00Sep 11$6.90$6.65$13.55$226.45$253.555.63%
$235.00Sep 11$9.45$4.15$13.60$221.40$248.605.66%
$227.50Sep 4$13.05$0.58$13.63$213.87$241.135.67%
$237.50Sep 11$8.45$5.75$14.20$223.30$251.705.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.37% of stock, avg 5.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$250.00$230.00Sep 4$0.35$0.53$0.88$229.12$250.88
$257.50$230.00Sep 4$0.60$0.53$1.13$228.87$258.63
$247.50$230.00Sep 4$0.73$0.53$1.26$228.74$248.76
$250.00$232.50Sep 4$0.35$0.88$1.23$231.27$251.23
$247.50$232.50Sep 4$0.73$0.88$1.61$230.89$249.11
$257.50$232.50Sep 4$0.60$0.88$1.48$231.02$258.98
$250.00$235.00Sep 4$0.35$1.40$1.75$233.25$251.75
$245.00$230.00Sep 4$1.45$0.53$1.98$228.02$246.98
$247.50$235.00Sep 4$0.73$1.40$2.13$232.87$249.63
$257.50$235.00Sep 4$0.60$1.40$2.00$233.00$259.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 115 found (best R:R 13.71, avg credit $1.93)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
230/232255/258Sep 11$2.33$0.1747%13.71$230.17$257.33
215/218265/270Sep 18$2.78$2.2264%1.25$214.72$267.78
195/198265/270Sep 18$2.22$2.7875%0.80$195.28$267.22
230/232248/250Sep 11$2.40$0.1034%24.00$230.10$249.90
215/220255/260Sep 25$3.45$1.5544%2.23$216.55$258.45
215/218255/258Sep 11$1.41$1.0969%1.29$216.09$256.41
220/222265/270Sep 18$2.72$2.2858%1.19$219.78$267.72
228/230265/270Sep 18$3.15$1.8548%1.70$226.85$268.15
215/218255/260Sep 18$2.78$2.2255%1.25$214.72$257.78
228/230255/258Sep 11$1.65$0.8554%1.94$228.35$256.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 64 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Oct 16$0.20$9.8018%49.00
$240.00$250.00$260.00Oct 16$0.25$9.7518%39.00
$230.00$232.50$235.00Sep 18$0.05$2.458%49.00
$237.50$240.00$242.50Sep 11$0.15$2.3512%15.67
$250.00$252.50$255.00Sep 4$0.08$2.426%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Oct 16$0.38$9.6214%25.32
$240.00$250.00$260.00Sep 25$1.20$8.8026%7.33
$230.00$240.00$250.00Oct 16$0.80$9.2019%11.50
$230.00$235.00$240.00Oct 9$0.10$4.9010%49.00
$220.00$230.00$240.00Oct 16$1.05$8.9520%8.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 95 found (best net $-2.85, 80 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$212.50$225.001:2Sep 4-$2.85$9.65
$265.00$280.001:2Oct 9-$1.25$13.75
$210.00$225.001:2Oct 2-$11.45$3.55
$265.00$275.001:2Sep 25-$0.81$9.19
$240.00$242.501:2Sep 4-$0.46$2.04
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$240.001:2Oct 9-$2.40$17.60
$255.00$245.001:2Sep 11-$2.85$7.15
$245.00$240.001:2Sep 4-$0.10$4.90
$250.00$240.001:2Sep 18-$3.20$6.80
$240.00$237.501:2Sep 4-$0.36$2.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 4.87%, avg 1.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Oct 16$11.700.444.0%4.87%8.82%47611
$260.00Oct 16$7.600.348.1%3.16%11.28%30228
$245.00Oct 9$11.900.491.9%4.95%6.83%1--
$270.00Oct 16$5.400.2712.3%2.25%14.52%853
$250.00Oct 9$9.200.434.0%3.83%7.78%21
$255.00Oct 9$7.300.396.0%3.04%9.07%4--
$260.00Oct 9$5.700.348.1%2.37%10.49%3--
$245.00Oct 2$10.100.471.9%4.20%6.08%2--
$260.00Oct 2$5.400.328.1%2.25%10.36%127
$250.00Oct 2$7.500.414.0%3.12%7.08%83

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 3,462
Total Puts 2,429
Put/Call Ratio 0.70
Net Difference 1,033

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 16,538
Total Puts 12,020
Average Put/Call Ratio 0.77
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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