Tour v526
TWLO
TWILIO INC A
$232.98 -3.12%
$226.44 (-2.81%)🌙
as of 09/04 07:06 PM
9/4 19:06

Option Volume

Detail
Current (09/04) 5,566
Calls: 4,404 (79%)
Puts: 1,162 (21%)
Prior (09/03) 5,891
Calls: 3,462 (59%)
Puts: 2,429 (41%)
Current vs Prior -5.52%
Calls: +27.21% (Calls)
Puts: -52.16% (Puts)
Prior 7-Day Total 31,759
Calls: 17,853 (56%)
Puts: 13,906 (44%)
Prior 7-Day Average 4,537
Calls: 2,550 (56%)
Puts: 1,986 (44%)
Current vs Prior 7-Day Avg +22.68%
Calls: +72.68%
Puts: -41.51%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/04) $2.84M
Calls: $2.34M (82%)
Puts: $498.3K (18%)
Prior (09/03) $6.48M
Calls: $5.07M (78%)
Puts: $1.41M (22%)
Current vs Prior -56.17%
Calls: -53.81%
Puts: -64.67%
Prior 7-Day Total $28.94M
Calls: $20.86M (72%)
Puts: $8.08M (28%)
Prior 7-Day Average $4.13M
Calls: $2.98M (72%)
Puts: $1.15M (28%)
Current vs Prior 7-Day Avg -31.28%
Calls: -21.39%
Puts: -56.82%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/04) 0.26
Prior (09/03) 0.70
Current vs Prior -62.39%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg -68.18%
Sentiment BULLISH

Open Interest

Detail
Current (09/04) 25,734
Calls: 17,783 (69%)
Puts: 7,951 (31%)
Prior (09/03) 28,517
Calls: 18,566 (65%)
Puts: 9,951 (35%)
Current vs Prior -9.76%
Prior 7-Day Total 168,107
Calls: 116,838 (70%)
Puts: 51,269 (30%)
Prior 7-Day Average 24,015
Calls: 16,691 (70%)
Puts: 7,324 (30%)
Current vs Prior 7-Day Avg +7.16%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 1.42% | 5.58%7.88% | 15.47%
Prior 3.24% | 6.13%8.48% | 15.53%
Current vs Prior +72.03% | +28.41%-7.15% | -0.37%
Prior 7-Day Avg 4.31% | 6.89%9.37% | 16.29%
Current vs 7-Day Avg +29.51% | +14.37%-15.95% | -5.03%
Prior 7-Day Eod 3.24% | 6.13%8.48% | 15.53%
Current vs 7-Day Eod +72.03% | +28.41%-7.15% | -0.37%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($2.34M) vs puts ($498.3K). Light premium activity with dollar volume down 56% vs prior. Extreme bullish P/C ratio of 0.26 - heavy call buying (4,404 calls vs 1,162 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 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 8 of results (avg 8.7%, best 6.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Sep 1141.1044.00$42.556.8%80.9314
$235.00Sep 115.005.40$5.207.7%1190.4522
$195.00Sep 2537.2040.40$38.808.2%40.94--
$200.00Oct 1635.5038.70$37.108.6%10.83--
$200.00Sep 1831.8034.80$33.309.0%50.92258
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Oct 1618.1020.00$19.0510.0%30.5436

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. 38 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Sep 2537.2040.40$38.808.2%40.94--
$190.00Sep 1141.1044.00$42.556.8%80.9314
$210.00Sep 1121.4024.30$22.8512.7%10.9219
$200.00Sep 1831.8034.80$33.309.0%50.92258
$217.50Sep 413.2016.30$14.7521.0%10.8916
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$237.50Sep 43.506.50$5.0060.0%11.00--
$240.00Sep 46.109.00$7.5538.4%30.9825
$235.00Sep 41.054.20$2.63119.8%470.6979
$245.00Sep 1815.5017.90$16.7014.4%20.6931
$240.00Sep 1812.1014.20$13.1516.0%10.61--

Most actively traded options today. High liquidity = easy entry/exit. 134 active (total vol 5.1K, top 625)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Sep 112.753.50$3.1324.0%6250.33699
$250.00Sep 111.151.35$1.2516.0%5020.1569
$235.00Sep 40.151.35$0.75160.0%3640.3139
$240.00Oct 1611.2013.20$12.2016.4%3550.46617
$240.00Sep 40.000.15$0.08187.5%2530.051.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Sep 110.000.50$0.25200.0%1610.04344
$220.00Sep 110.304.30$2.30173.9%1160.22871
$215.00Sep 110.501.05$0.7870.5%980.10513
$232.50Sep 115.006.70$5.8529.1%840.486
$227.50Sep 40.000.55$0.28196.4%620.12101

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 1363.8%, max 2847.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$255.00Sep 4Sep 251332.1%50.0%2563.1%4211
$220.00Sep 4Oct 161062.6%49.4%2049.8%5287
$247.50Sep 4Sep 11900.2%56.5%1492.1%2857
$232.50Sep 4Sep 18194.3%46.0%322.2%1547
$235.00Sep 4Oct 9213.5%50.8%320.5%36540
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Sep 4Oct 161519.5%51.6%2847.3%21290
$220.00Sep 4Oct 161062.6%49.4%2049.8%50319
$222.50Sep 4Sep 18943.2%49.3%1811.6%6391
$225.00Sep 4Oct 9627.1%48.8%1185.4%1558
$235.00Sep 4Sep 18213.5%46.8%356.5%6779

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 82 found (best R:R 0.69, avg 4.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$215.00$235.00Oct 2$11.80$8.20$11.8074%0.69$226.80
$260.00$270.00Oct 16$1.45$8.55$1.4528%5.90$261.45
$265.00$270.00Oct 9$0.30$4.70$0.3022%15.67$265.30
$240.00$250.00Oct 16$3.35$6.65$3.3546%1.99$243.35
$235.00$237.50Sep 18$0.50$2.00$0.5048%4.00$235.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$230.00$227.50Sep 11$0.10$2.40$0.1042%24.00$229.90
$230.00$227.50Sep 18$0.70$1.80$0.7043%2.57$229.30
$235.00$230.00Sep 18$2.05$2.95$2.0552%1.44$232.95
$235.00$232.50Sep 11$1.05$1.45$1.0555%1.38$233.95
$215.00$212.50Sep 11$0.13$2.37$0.1310%18.23$214.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 66 found (best R:R 0.69, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$255.00$260.00Sep 4$2.05$2.05$2.9580%0.69$257.05
$247.50$250.00Sep 4$1.02$1.02$1.4880%0.69$248.52
$250.00$252.50Sep 4$0.65$0.65$1.8589%0.35$250.65
$247.50$250.00Sep 11$1.00$1.00$1.5078%0.67$248.50
$260.00$270.00Oct 2$2.15$2.15$7.8576%0.27$262.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$210.00$200.00Oct 16$3.05$3.05$6.9575%0.44$206.95
$215.00$210.00Sep 25$1.73$1.73$3.2776%0.53$213.27
$220.00$217.50Sep 11$1.17$1.17$1.3378%0.88$218.83
$230.00$220.00Oct 2$4.35$4.35$5.6556%0.77$225.65
$220.00$212.50Sep 18$1.97$1.97$5.5374%0.36$218.03

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $4.73, cheapest $4.27)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$235.00Sep 4Sep 11$4.45213.5%49.3%
$232.50Sep 4Sep 11$5.42194.3%46.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$235.00Sep 4Sep 11$4.27213.5%49.3%
$232.50Sep 4Sep 11$4.77194.3%46.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 31 found (cheapest 0.76% of stock, avg 7.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$232.50Sep 4$0.68$1.08$1.76$230.74$234.260.76%
$230.00Sep 4$2.83$0.18$3.01$226.99$233.011.29%
$235.00Sep 4$0.75$2.63$3.38$231.62$238.381.45%
$237.50Sep 4$0.05$5.00$5.05$232.45$242.552.17%
$227.50Sep 4$5.15$0.28$5.43$222.07$232.932.33%
$240.00Sep 4$0.08$7.55$7.63$232.37$247.633.27%
$225.00Sep 4$7.30$1.43$8.73$216.27$233.733.75%
$232.50Sep 11$6.10$5.85$11.95$220.55$244.455.13%
$230.00Sep 11$7.35$4.65$12.00$218.00$242.005.15%
$235.00Sep 11$5.20$6.90$12.10$222.90$247.105.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 143 found (cheapest 0.79% of stock, avg 4.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$235.00$232.50Sep 4$0.75$1.08$1.83$230.67$236.83
$242.50$225.00Sep 4$0.55$1.43$1.98$223.02$244.48
$242.50$232.50Sep 4$0.55$1.08$1.63$230.87$244.13
$250.00$225.00Sep 4$0.68$1.43$2.11$222.89$252.11
$235.00$225.00Sep 4$0.75$1.43$2.18$222.82$237.18
$250.00$232.50Sep 4$0.68$1.08$1.76$230.74$251.76
$247.50$225.00Sep 4$1.70$1.43$3.13$221.87$250.63
$242.50$215.00Sep 4$0.55$2.50$3.05$211.95$245.55
$242.50$220.00Sep 4$0.55$2.50$3.05$216.95$245.55
$242.50$222.50Sep 4$0.55$2.50$3.05$219.45$245.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 75 found (best R:R 6.58, avg credit $1.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
218/220248/250Sep 11$2.17$0.3356%6.58$217.83$249.67
218/220258/260Sep 11$1.46$1.0470%1.40$218.54$258.96
208/210248/250Sep 11$1.33$1.1769%1.14$208.67$248.83
218/220250/252Sep 11$1.49$1.0163%1.48$218.51$251.49
218/220255/258Sep 11$1.33$1.1768%1.14$218.67$256.33
218/220252/255Sep 11$1.37$1.1366%1.21$218.63$253.87
210/215250/255Sep 25$3.15$1.8546%1.70$211.85$253.15
215/218248/250Sep 11$1.35$1.1563%1.17$216.15$248.85
212/215248/250Sep 11$1.13$1.3767%0.82$213.87$248.63
218/220245/248Sep 11$1.45$1.0553%1.38$218.55$246.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 44 found (best R:R 24.00, cheapest $0.12)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Oct 16$0.40$9.6017%24.00
$240.00$250.00$260.00Oct 16$0.50$9.5018%19.00
$227.50$230.00$232.50Sep 4$0.17$2.3331%13.71
$220.00$230.00$240.00Oct 16$1.10$8.9020%8.09
$210.00$220.00$230.00Oct 16$1.00$9.0019%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Oct 16$0.70$9.3019%13.29
$230.00$232.50$235.00Sep 4$0.65$1.8557%2.85
$235.00$237.50$240.00Sep 4$0.18$2.3228%12.89
$232.50$235.00$237.50Sep 4$0.82$1.6857%2.05
$222.50$225.00$227.50Sep 18$0.15$2.359%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 75 found (best net $-3.15, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$190.00$210.001:2Sep 11-$3.15$16.85
$200.00$220.001:2Sep 18$0.00$20.00
$195.00$215.001:2Sep 25-$5.70$14.30
$215.00$230.001:2Sep 25-$1.75$13.25
$210.00$220.001:2Sep 11-$5.35$4.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$237.50$235.001:2Sep 4-$0.26$2.24
$210.00$200.001:2Oct 16-$0.50$9.50
$230.00$220.001:2Oct 2-$2.70$7.30
$210.00$200.001:2Oct 2-$0.50$9.50
$212.50$205.001:2Sep 18-$0.03$7.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 4.81%, avg 1.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Oct 16$11.200.463.0%4.81%7.82%355617
$250.00Oct 16$8.200.367.3%3.52%10.82%43649
$240.00Oct 9$10.000.453.0%4.29%7.31%1--
$235.00Oct 9$11.900.500.9%5.11%5.97%11
$260.00Oct 16$5.000.2811.6%2.15%13.74%10228
$270.00Oct 16$4.200.2215.9%1.80%17.69%6655
$260.00Oct 9$4.100.2711.6%1.76%13.36%12
$235.00Oct 2$10.200.490.9%4.38%5.25%1135
$240.00Oct 2$8.100.433.0%3.48%6.49%14
$245.00Oct 2$6.200.375.2%2.66%7.82%7--

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 4,404
Total Puts 1,162
Put/Call Ratio 0.26
Net Difference 3,242

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 17,853
Total Puts 13,906
Average Put/Call Ratio 0.83
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