Tour v527
TWLO
TWILIO INC A
$231.13 +1.73%
$231.09 (-0.02%)🌙
as of 09/10 07:10 PM
9/10 19:10

Option Volume

Detail
Current (09/10) 3,759
Calls: 1,653 (44%)
Puts: 2,106 (56%)
Prior (09/09) 5,382
Calls: 2,629 (49%)
Puts: 2,753 (51%)
Current vs Prior -30.16%
Calls: -37.12% (Calls)
Puts: -23.50% (Puts)
Prior 7-Day Total 30,687
Calls: 17,737 (58%)
Puts: 12,950 (42%)
Prior 7-Day Average 4,383
Calls: 2,533 (58%)
Puts: 1,850 (42%)
Current vs Prior 7-Day Avg -14.25%
Calls: -34.76%
Puts: +13.84%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/10) $2.79M
Calls: $1.84M (66%)
Puts: $945.3K (34%)
Prior (09/09) $8.63M
Calls: $3.30M (38%)
Puts: $5.33M (62%)
Current vs Prior -67.68%
Calls: -44.12%
Puts: -82.26%
Prior 7-Day Total $29.84M
Calls: $17.30M (58%)
Puts: $12.54M (42%)
Prior 7-Day Average $4.26M
Calls: $2.47M (58%)
Puts: $1.79M (42%)
Current vs Prior 7-Day Avg -34.57%
Calls: -25.37%
Puts: -47.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/10) 1.27
Prior (09/09) 1.05
Current vs Prior +21.67%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg +51.56%
Sentiment BEARISH

Open Interest

Detail
Current (09/10) 26,989
Calls: 17,006 (63%)
Puts: 9,983 (37%)
Prior (09/09) 24,363
Calls: 16,511 (68%)
Puts: 7,852 (32%)
Current vs Prior +10.78%
Prior 7-Day Total 166,871
Calls: 113,466 (68%)
Puts: 53,405 (32%)
Prior 7-Day Average 23,838
Calls: 16,209 (68%)
Puts: 7,629 (32%)
Current vs Prior 7-Day Avg +13.21%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 3.29% | 6.58%6.58% | 15.21%
Prior 4.03% | 6.98%6.98% | 15.23%
Current vs Prior -18.36% | -5.74%-5.73% | -0.14%
Prior 7-Day Avg 4.59% | 7.06%8.27% | 15.67%
Current vs 7-Day Avg -28.35% | -6.79%-20.43% | -2.93%
Prior 7-Day Eod 4.03% | 6.98%6.98% | 15.23%
Current vs 7-Day Eod -18.36% | -5.74%-5.73% | -0.14%
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

Moderately bullish flow with 66% call dollar volume ($1.84M). Light premium activity with dollar volume down 68% vs prior. Bearish P/C ratio of 1.27 indicates protective positioning. Call-heavy open interest (17,006 calls vs 9,983 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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 7.4%, best 5.9%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 1831.2033.10$32.155.9%20.98--
$185.00Sep 1145.4048.50$46.956.6%20.92--
$225.00Oct 214.9016.20$15.558.4%700.62100
$220.00Oct 1621.1023.00$22.058.6%30.66--
PUTS (0)
No puts meet the criteria

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. 28 found (avg delta 0.69, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 1831.2033.10$32.155.9%20.98--
$185.00Sep 1145.4048.50$46.956.6%20.92--
$220.00Sep 1111.1014.00$12.5523.1%440.91257
$210.00Sep 1821.5024.80$23.1514.3%10.89--
$225.00Sep 115.809.20$7.5045.3%120.79--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Sep 117.0010.70$8.8541.8%10.9124
$237.50Sep 115.008.70$6.8554.0%340.782
$240.00Sep 1810.4013.00$11.7022.2%70.67139
$235.00Sep 113.606.00$4.8050.0%10.67--
$250.00Oct 1623.8026.40$25.1010.4%680.6690

Most actively traded options today. High liquidity = easy entry/exit. 99 active (total vol 3.0K, top 633)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Sep 111.252.50$1.8866.5%2020.35135
$237.50Sep 110.601.80$1.20100.0%1630.2544
$240.00Sep 183.204.60$3.9035.9%900.35414
$260.00Sep 180.351.15$0.75106.7%770.09774
$225.00Oct 214.9016.20$15.558.4%700.62100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Sep 111.303.70$2.5096.0%6330.411.4K
$225.00Sep 254.707.30$6.0043.3%2780.3611
$205.00Sep 251.202.10$1.6554.5%2760.1229
$205.00Sep 110.000.15$0.08187.5%2640.01298
$220.00Sep 110.200.65$0.43104.7%830.10919

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 45.2%, max 66.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$225.00Sep 11Oct 277.3%51.3%50.6%82100
$237.50Sep 11Sep 1870.0%47.3%48.0%17851
$230.00Sep 11Oct 2371.9%49.1%46.5%624
$232.50Sep 11Sep 1865.6%50.5%29.9%30161
$227.50Sep 11Sep 1868.4%53.0%29.0%610
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$222.50Sep 11Sep 1890.4%54.2%66.8%2011
$225.00Sep 11Sep 2577.3%49.2%57.1%29597
$230.00Sep 11Oct 1671.9%48.2%49.1%6351.4K
$237.50Sep 11Sep 1870.0%47.3%48.0%3732

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 1.44, avg 6.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$230.00$240.00Oct 16$4.10$5.90$4.1056%1.44$234.10
$237.50$240.00Sep 18$0.28$2.22$0.2839%7.93$237.78
$225.00$242.50Sep 25$8.00$9.50$8.0064%1.19$233.00
$225.00$250.00Oct 2$10.25$14.75$10.2562%1.44$235.25
$232.50$235.00Sep 18$0.65$1.85$0.6551%2.85$233.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$232.50$230.00Sep 18$0.70$1.80$0.7050%2.57$231.80
$232.50$230.00Sep 11$0.75$1.75$0.7554%2.33$231.75
$225.00$222.50Sep 11$0.11$2.39$0.1122%21.73$224.89
$210.00$200.00Oct 16$1.45$8.55$1.4523%5.90$208.55
$227.50$225.00Sep 11$0.32$2.18$0.3229%6.81$227.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 0.48, avg 0.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$260.00$275.00Oct 9$3.10$3.10$11.9075%0.26$263.10
$250.00$260.00Sep 25$2.45$2.45$7.5574%0.32$252.45
$235.00$237.50Sep 18$1.87$1.87$0.6354%2.97$236.87
$245.00$250.00Sep 18$1.27$1.27$3.7375%0.34$246.27
$240.00$242.50Sep 18$1.02$1.02$1.4865%0.69$241.02
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$230.00$200.00Oct 9$9.67$9.67$20.3355%0.48$220.33
$220.00$210.00Oct 16$4.00$4.00$6.0066%0.67$216.00
$217.50$215.00Sep 18$1.45$1.45$1.0577%1.38$216.05
$210.00$202.50Sep 18$0.75$0.75$6.7589%0.11$209.25
$222.50$220.00Sep 11$0.59$0.59$1.9182%0.31$221.91

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.89, cheapest $3.60)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Sep 11Sep 18$4.0571.9%52.2%
$232.50Sep 11Sep 18$3.9865.6%50.5%
$235.00Sep 11Sep 18$4.1768.8%54.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Sep 11Sep 18$3.6071.9%52.2%
$232.50Sep 11Sep 18$3.5565.6%50.5%
$235.00Sep 11Sep 18$4.0068.8%54.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 2.58% of stock, avg 6.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$232.50Sep 11$2.72$3.25$5.97$226.53$238.472.58%
$235.00Sep 11$1.88$4.80$6.68$228.32$241.682.89%
$230.00Sep 11$4.35$2.50$6.85$223.15$236.852.96%
$227.50Sep 11$5.70$1.45$7.15$220.35$234.653.09%
$237.50Sep 11$1.20$6.85$8.05$229.45$245.553.48%
$225.00Sep 11$7.50$1.13$8.63$216.37$233.633.73%
$240.00Sep 11$0.55$8.85$9.40$230.60$249.404.07%
$220.00Sep 11$12.55$0.43$12.98$207.02$232.985.62%
$232.50Sep 18$6.70$6.80$13.50$219.00$246.005.84%
$237.50Sep 18$4.18$10.10$14.28$223.22$251.786.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 102 found (cheapest 0.38% of stock, avg 3.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$242.50$220.00Sep 11$0.45$0.43$0.88$219.12$243.38
$240.00$220.00Sep 11$0.55$0.43$0.98$219.02$240.98
$242.50$222.50Sep 11$0.45$1.02$1.47$221.03$243.97
$240.00$222.50Sep 11$0.55$1.02$1.57$220.93$241.57
$242.50$225.00Sep 11$0.45$1.13$1.58$223.42$244.08
$240.00$225.00Sep 11$0.55$1.13$1.68$223.32$241.68
$237.50$220.00Sep 11$1.20$0.43$1.63$218.37$239.13
$242.50$227.50Sep 11$0.45$1.45$1.90$225.60$244.40
$240.00$227.50Sep 11$0.55$1.45$2.00$225.50$242.00
$237.50$222.50Sep 11$1.20$1.02$2.22$220.28$239.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 70 found (best R:R 2.73, avg credit $1.24)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
215/218242/245Sep 18$1.83$0.6749%2.73$215.67$244.33
215/218245/250Sep 18$2.72$2.2852%1.19$214.78$247.72
220/222240/242Sep 18$1.77$0.7337%2.42$220.73$241.77
220/222242/245Sep 11$0.91$1.5971%0.57$221.59$243.41
200/202240/242Sep 18$1.15$1.3561%0.85$201.35$241.15
220/222238/240Sep 11$1.24$1.2657%0.98$221.26$238.74
200/202268/270Sep 25$0.68$1.8278%0.37$201.82$268.18
215/218250/255Sep 18$1.93$3.0762%0.63$215.57$251.93
215/218242/245Sep 11$0.42$2.0882%0.20$217.08$242.92
215/218238/240Sep 11$0.75$1.7568%0.43$216.75$238.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 27.57, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Oct 16$0.35$9.6520%27.57
$232.50$235.00$237.50Sep 11$0.16$2.3422%14.62
$240.00$250.00$260.00Oct 16$1.05$8.9519%8.52
$225.00$227.50$230.00Sep 18$0.25$2.2511%9.00
$225.00$227.50$230.00Sep 11$0.45$2.0519%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$185.00$192.50$200.00Sep 25$0.12$7.384%61.50
$222.50$225.00$227.50Sep 11$0.21$2.2911%10.90
$212.50$215.00$217.50Sep 11$0.10$2.403%24.00
$235.00$237.50$240.00Sep 18$0.30$2.2011%7.33
$232.50$235.00$237.50Sep 11$0.50$2.0024%4.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 66 found (best net $-0.60, 53 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$222.501:2Sep 18-$2.55$9.95
$220.00$225.001:2Sep 11-$2.45$2.55
$242.50$250.001:2Sep 25-$1.86$5.64
$250.00$255.001:2Sep 18-$0.27$4.73
$230.00$232.501:2Sep 11-$1.09$1.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$230.001:2Oct 16-$0.60$19.40
$235.00$225.001:2Sep 25-$0.90$9.10
$220.00$210.001:2Sep 25-$0.22$9.78
$220.00$210.001:2Oct 16-$1.25$8.75
$210.00$200.001:2Oct 2-$0.23$9.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 4.80%, avg 1.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Oct 16$11.100.463.8%4.80%8.64%7776
$250.00Oct 16$7.400.358.2%3.20%11.37%7678
$260.00Oct 16$4.500.2612.5%1.95%14.44%7--
$260.00Oct 9$3.800.2512.5%1.64%14.13%6--
$250.00Oct 2$3.600.308.2%1.56%9.72%18
$242.50Sep 25$4.400.364.9%1.90%6.82%2--
$255.00Oct 2$2.100.2410.3%0.91%11.24%28
$260.00Oct 2$1.300.2112.5%0.56%13.05%1032
$250.00Sep 25$1.950.278.2%0.84%9.01%130
$235.00Sep 18$5.100.461.7%2.21%3.88%4532

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 1,653
Total Puts 2,106
Put/Call Ratio 1.27
Net Difference -453

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 17,737
Total Puts 12,950
Average Put/Call Ratio 0.84
Ratio Trend Rising

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