Tour v527
TWLO
TWILIO INC A
$227.19 +0.58%
$226.61 (-0.26%)🌙
as of 09/09 07:07 PM
9/9 19:07

Option Volume

Detail
Current (09/09) 5,382
Calls: 2,629 (49%)
Puts: 2,753 (51%)
Prior (09/08) 6,602
Calls: 3,790 (57%)
Puts: 2,812 (43%)
Current vs Prior -18.48%
Calls: -30.63% (Calls)
Puts: -2.10% (Puts)
Prior 7-Day Total 34,243
Calls: 19,151 (56%)
Puts: 15,092 (44%)
Prior 7-Day Average 4,891
Calls: 2,735 (56%)
Puts: 2,156 (44%)
Current vs Prior 7-Day Avg +10.02%
Calls: -3.91%
Puts: +27.69%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/09) $8.63M
Calls: $3.30M (38%)
Puts: $5.33M (62%)
Prior (09/08) $3.85M
Calls: $2.03M (53%)
Puts: $1.82M (47%)
Current vs Prior +124.01%
Calls: +62.58%
Puts: +192.44%
Prior 7-Day Total $25.67M
Calls: $16.44M (64%)
Puts: $9.22M (36%)
Prior 7-Day Average $3.67M
Calls: $2.35M (64%)
Puts: $1.32M (36%)
Current vs Prior 7-Day Avg +135.36%
Calls: +40.50%
Puts: +304.45%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/09) 1.05
Prior (09/08) 0.74
Current vs Prior +41.14%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg +21.21%
Sentiment BEARISH

Open Interest

Detail
Current (09/09) 24,363
Calls: 16,511 (68%)
Puts: 7,852 (32%)
Prior (09/08) 25,876
Calls: 15,499 (60%)
Puts: 10,377 (40%)
Current vs Prior -5.85%
Prior 7-Day Total 172,175
Calls: 116,815 (68%)
Puts: 55,360 (32%)
Prior 7-Day Average 24,596
Calls: 16,687 (68%)
Puts: 7,908 (32%)
Current vs Prior 7-Day Avg -0.95%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 4.03% | 6.98%6.98% | 15.23%
Prior 5.02% | 7.42%7.42% | 15.38%
Current vs Prior -19.84% | -5.91%-5.91% | -1.00%
Prior 7-Day Avg 4.82% | 7.14%8.64% | 15.87%
Current vs 7-Day Avg -16.38% | -2.33%-19.24% | -4.06%
Prior 7-Day Eod 5.02% | 7.42%7.42% | 15.38%
Current vs 7-Day Eod -19.84% | -5.91%-5.91% | -1.00%
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

Moderately bearish flow with 62% put dollar volume ($5.33M). Massive premium surge with dollar volume up 124% vs prior. Dollar volume significantly above 7-day average (135% higher). Slightly bearish P/C ratio of 1.05.

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

No options available for this category

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. 21 found (avg delta 0.63, highest 0.84)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Sep 1818.3021.00$19.6513.7%20.84525
$220.00Sep 117.609.90$8.7526.3%1530.76284
$215.00Sep 2516.0018.10$17.0512.3%100.73--
$210.00Oct 1624.4027.00$25.7010.1%30.72--
$220.00Sep 1810.0012.80$11.4024.6%1650.67478
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Sep 1818.1020.50$19.3012.4%10.79--
$240.00Sep 1813.7016.30$15.0017.3%10.72--
$232.50Sep 115.308.80$7.0549.6%20.67--
$230.00Sep 113.507.00$5.2566.7%8380.581.7K
$230.00Sep 187.409.80$8.6027.9%30.54--

Most actively traded options today. High liquidity = easy entry/exit. 84 active (total vol 4.0K, top 838)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 110.000.25$0.13192.3%2980.03292
$240.00Sep 110.000.65$0.33197.0%1860.08887
$220.00Sep 1810.0012.80$11.4024.6%1650.67478
$245.00Sep 110.000.30$0.15200.0%1620.0458
$250.00Sep 181.201.85$1.5342.5%1540.151.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Sep 113.507.00$5.2566.7%8380.581.7K
$220.00Sep 255.306.90$6.1026.2%8340.3626
$200.00Sep 250.251.80$1.02152.0%3670.091.1K
$225.00Sep 111.604.90$3.25101.5%430.4151
$220.00Sep 110.852.20$1.5388.2%200.24921

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 34.8%, max 66.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$232.50Sep 11Sep 1867.9%49.6%36.7%9583
$220.00Sep 11Oct 2365.3%48.5%34.7%163284
$230.00Sep 11Oct 2368.8%52.1%32.0%521
$237.50Sep 11Sep 1869.5%53.7%29.4%4435
$235.00Sep 11Sep 2558.6%51.2%14.4%37285
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$215.00Sep 11Sep 2578.9%47.3%66.9%12607
$217.50Sep 11Sep 1885.1%52.1%63.4%527
$222.50Sep 11Sep 1869.9%50.8%37.4%811
$225.00Sep 11Oct 2366.1%48.8%35.4%4451
$230.00Sep 11Oct 1668.8%52.1%32.0%8391.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 58 found (best R:R 0.90, avg 3.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$215.00$235.00Sep 25$10.50$9.50$10.5073%0.90$225.50
$220.00$230.00Oct 23$4.75$5.25$4.7562%1.11$224.75
$240.00$245.00Sep 25$0.65$4.35$0.6532%6.69$240.65
$227.50$230.00Sep 11$0.55$1.95$0.5550%3.55$228.05
$250.00$260.00Oct 16$1.90$8.10$1.9030%4.26$251.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$205.00$195.00Oct 23$1.40$8.60$1.4024%6.14$203.60
$230.00$225.00Sep 11$2.00$3.00$2.0058%1.50$228.00
$215.00$210.00Sep 25$0.77$4.23$0.7727%5.49$214.23
$225.00$222.50Sep 11$0.72$1.78$0.7240%2.47$224.28
$225.00$222.50Sep 18$0.85$1.65$0.8543%1.94$224.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 44 found (best R:R 0.65, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$240.00$260.00Oct 2$5.10$5.10$14.9064%0.34$245.10
$230.00$232.50Sep 18$1.95$1.95$0.5553%3.55$231.95
$237.50$240.00Sep 11$0.92$0.92$1.5880%0.58$238.42
$232.50$235.00Sep 11$1.17$1.17$1.3367%0.88$233.67
$245.00$255.00Sep 25$2.17$2.17$7.8373%0.28$247.17
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$225.00$205.00Oct 23$7.90$7.90$12.1056%0.65$217.10
$210.00$200.00Sep 25$2.06$2.06$7.9479%0.26$207.94
$220.00$215.00Sep 25$2.25$2.25$2.7564%0.82$217.75
$210.00$200.00Sep 18$1.17$1.17$8.8384%0.13$208.83
$200.00$195.00Oct 16$1.25$1.25$3.7581%0.33$198.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.01, cheapest $2.42)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$232.50Sep 11Sep 18$2.4567.9%49.6%
$225.00Sep 11Sep 18$3.8566.1%49.1%
$230.00Sep 11Sep 18$3.4568.8%56.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$222.50Sep 11Sep 18$2.4269.9%50.8%
$225.00Sep 11Sep 18$2.5566.1%49.1%
$230.00Sep 11Sep 18$3.3568.8%56.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 3.70% of stock, avg 7.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$225.00Sep 11$5.15$3.25$8.40$216.60$233.403.70%
$230.00Sep 11$3.35$5.25$8.60$221.40$238.603.79%
$232.50Sep 11$2.40$7.05$9.45$223.05$241.954.16%
$220.00Sep 11$8.75$1.53$10.28$209.72$230.284.52%
$225.00Sep 18$9.00$5.80$14.80$210.20$239.806.51%
$222.50Sep 18$10.15$4.95$15.10$207.40$237.606.65%
$230.00Sep 18$6.80$8.60$15.40$214.60$245.406.78%
$220.00Sep 18$11.40$4.20$15.60$204.40$235.606.87%
$240.00Sep 18$3.30$15.00$18.30$221.70$258.308.05%
$215.00Sep 25$17.05$3.85$20.90$194.10$235.909.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 96 found (cheapest 0.72% of stock, avg 3.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$242.50$215.00Sep 11$0.53$1.10$1.63$213.37$244.13
$265.00$200.00Sep 25$1.08$1.02$2.10$197.90$267.10
$242.50$220.00Sep 11$0.53$1.53$2.06$217.94$244.56
$237.50$215.00Sep 11$1.25$1.10$2.35$212.65$239.85
$235.00$215.00Sep 11$1.23$1.10$2.33$212.67$237.33
$235.00$220.00Sep 11$1.23$1.53$2.76$217.24$237.76
$242.50$217.50Sep 11$0.53$1.90$2.43$215.07$244.93
$237.50$220.00Sep 11$1.25$1.53$2.78$217.22$240.28
$255.00$200.00Sep 25$1.83$1.02$2.85$197.15$257.85
$235.00$217.50Sep 11$1.23$1.90$3.13$214.37$238.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 40 found (best R:R 2.21, avg credit $1.86)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
215/218238/240Sep 11$1.72$0.7857%2.21$215.78$239.22
220/222238/240Sep 11$1.92$0.5847%3.31$220.58$239.42
215/218232/235Sep 11$1.97$0.5344%3.72$215.53$234.47
220/222232/235Sep 11$2.17$0.3334%6.58$220.33$234.67
215/218242/245Sep 11$1.18$1.3267%0.89$216.32$243.68
220/222242/245Sep 11$1.38$1.1257%1.23$221.12$243.88
218/220245/248Sep 18$1.49$1.0146%1.48$218.51$246.49
218/220240/242Sep 18$1.67$0.8339%2.01$218.33$241.67
215/218245/248Sep 18$1.27$1.2351%1.03$216.23$246.27
215/218240/242Sep 18$1.45$1.0544%1.38$216.05$241.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 39.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Oct 23$0.25$9.7520%39.00
$250.00$260.00$270.00Oct 16$0.28$9.7214%34.71
$230.00$240.00$250.00Oct 16$0.75$9.2521%12.33
$220.00$230.00$240.00Oct 16$1.00$9.0021%9.00
$220.00$222.50$225.00Sep 18$0.10$2.4010%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$222.50$225.00Sep 18$0.10$2.4010%24.00
$222.50$225.00$227.50Sep 18$0.20$2.3011%11.50
$215.00$217.50$220.00Sep 18$0.22$2.289%10.36
$225.00$227.50$230.00Sep 18$0.70$1.8010%2.57
$210.00$215.00$220.00Sep 25$1.48$3.5214%2.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $--, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$260.001:2Oct 23$0.00$20.00
$210.00$220.001:2Sep 18-$3.15$6.85
$220.00$225.001:2Sep 11-$1.55$3.45
$230.00$240.001:2Oct 2-$3.15$6.85
$255.00$265.001:2Sep 25-$0.33$9.67
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$230.001:2Sep 18-$2.20$7.80
$230.00$220.001:2Sep 25-$1.05$8.95
$230.00$225.001:2Sep 11-$1.25$3.75
$215.00$210.001:2Sep 18-$0.62$4.38
$217.50$215.001:2Sep 11-$0.30$2.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 6.16%, avg 1.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$230.00Oct 23$14.000.521.2%6.16%7.40%34
$240.00Oct 23$9.700.425.6%4.27%9.91%1--
$230.00Oct 16$13.000.511.2%5.72%6.96%6188
$240.00Oct 16$8.000.415.6%3.52%9.16%9--
$250.00Oct 16$5.500.3010.0%2.42%12.46%25656
$240.00Oct 9$7.200.395.6%3.17%8.81%24
$260.00Oct 23$3.900.2514.4%1.72%16.16%1--
$260.00Oct 16$4.000.2314.4%1.76%16.20%14244
$230.00Oct 2$9.600.491.2%4.23%5.46%1--
$270.00Oct 23$2.650.1918.8%1.17%20.01%15

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 2,629
Total Puts 2,753
Put/Call Ratio 1.05
Net Difference -124

Prior's Put/Call Breakdown

Total Calls 3,790
Total Puts 2,812
Put/Call Ratio 0.74
Net Difference 978

Prior 7-Day Put/Call Summary

Total Calls 19,151
Total Puts 15,092
Average Put/Call Ratio 0.86
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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