Tour v527
TWLO
TWILIO INC A
$227.35 -1.64%
$230.00 (+1.17%)🌙
as of 09/11 07:06 PM
9/11 19:06

Option Volume

Detail
Current (09/11) 4,098
Calls: 2,002 (49%)
Puts: 2,096 (51%)
Prior (09/10) 3,759
Calls: 1,653 (44%)
Puts: 2,106 (56%)
Current vs Prior +9.02%
Calls: +21.11% (Calls)
Puts: -0.47% (Puts)
Prior 7-Day Total 32,808
Calls: 18,518 (56%)
Puts: 14,290 (44%)
Prior 7-Day Average 4,686
Calls: 2,645 (56%)
Puts: 2,041 (44%)
Current vs Prior 7-Day Avg -12.56%
Calls: -24.32%
Puts: +2.67%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/11) $2.21M
Calls: $1.51M (69%)
Puts: $695.0K (31%)
Prior (09/10) $2.79M
Calls: $1.84M (66%)
Puts: $945.3K (34%)
Current vs Prior -20.86%
Calls: -17.97%
Puts: -26.48%
Prior 7-Day Total $29.48M
Calls: $16.98M (58%)
Puts: $12.51M (42%)
Prior 7-Day Average $4.21M
Calls: $2.43M (58%)
Puts: $1.79M (42%)
Current vs Prior 7-Day Avg -47.58%
Calls: -37.62%
Puts: -61.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/11) 1.05
Prior (09/10) 1.27
Current vs Prior -17.82%
Prior 7-Day Average 0.90
Current vs Prior 7-Day Avg +16.71%
Sentiment BEARISH

Open Interest

Detail
Current (09/11) 27,146
Calls: 18,591 (68%)
Puts: 8,555 (32%)
Prior (09/10) 26,989
Calls: 17,006 (63%)
Puts: 9,983 (37%)
Current vs Prior +0.58%
Prior 7-Day Total 174,197
Calls: 117,114 (67%)
Puts: 57,083 (33%)
Prior 7-Day Average 24,885
Calls: 16,730 (67%)
Puts: 8,154 (33%)
Current vs Prior 7-Day Avg +9.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 1.65% | 6.03%6.03% | 14.30%
Prior 3.29% | 6.58%6.58% | 15.21%
Current vs Prior +83.26% | +23.73%-8.37% | -6.00%
Prior 7-Day Avg 4.30% | 6.99%7.90% | 15.54%
Current vs 7-Day Avg +40.29% | +16.44%-23.73% | -8.02%
Prior 7-Day Eod 3.29% | 6.58%6.58% | 15.21%
Current vs 7-Day Eod +83.26% | +23.73%-8.37% | -6.00%
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
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($1.51M). Slightly bearish P/C ratio of 1.05. Call-heavy open interest (18,591 calls vs 8,555 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
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 1 of results (avg 10.0%, best 10.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 1617.1018.90$18.0010.0%20.62--
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. 25 found (avg delta 0.68, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Sep 1831.1034.60$32.8510.7%80.98675
$210.00Sep 1816.5020.40$18.4521.1%60.86--
$215.00Sep 1812.7015.70$14.2021.1%270.81--
$225.00Sep 111.404.30$2.85101.8%310.7939
$220.00Sep 116.409.30$7.8536.9%170.74214
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Sep 111.154.30$2.72115.8%5020.961.3K
$240.00Sep 1110.5013.60$12.0525.7%20.91--
$235.00Sep 116.209.20$7.7039.0%90.7821
$240.00Sep 1812.5015.30$13.9020.1%10.78--
$235.00Sep 188.6012.50$10.5537.0%60.6848

Most actively traded options today. High liquidity = easy entry/exit. 98 active (total vol 3.7K, top 558)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$232.50Sep 183.304.70$4.0035.0%5580.3930
$237.50Sep 110.005.00$2.50200.0%2870.27155
$250.00Sep 110.000.05$0.03166.7%920.01459
$245.00Sep 110.000.05$0.03166.7%910.01193
$230.00Sep 110.000.05$0.03166.7%710.0416
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Sep 111.154.30$2.72115.8%5020.961.3K
$195.00Oct 162.303.30$2.8035.7%5010.14561
$205.00Sep 250.302.55$1.42158.5%2260.13302
$225.00Sep 256.608.40$7.5024.0%2210.43--
$220.00Sep 110.004.00$2.00200.0%980.26895

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 967.3%, max 1976.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$237.50Sep 11Sep 18903.7%43.5%1976.3%331171
$220.00Sep 11Oct 16712.7%47.7%1395.3%19214
$232.50Sep 11Sep 18668.9%49.0%1264.9%576175
$235.00Sep 11Sep 25543.7%49.3%1003.9%66335
$225.00Sep 11Sep 25170.6%49.9%242.2%3439
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$217.50Sep 11Sep 25796.5%49.2%1518.9%2434
$220.00Sep 11Oct 16712.7%47.7%1395.3%115952
$232.50Sep 11Sep 18668.9%49.0%1264.9%758
$235.00Sep 11Sep 25543.7%49.3%1003.9%1021
$225.00Sep 11Sep 25170.6%49.9%242.2%26578

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 60 found (best R:R 5.90, avg 5.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$240.00$260.00Oct 2$2.90$17.10$2.9034%5.90$242.90
$240.00$250.00Oct 16$2.15$7.85$2.1538%3.65$242.15
$220.00$225.00Sep 18$2.60$2.40$2.6071%0.92$222.60
$210.00$220.00Oct 16$6.35$3.65$6.3573%0.57$216.35
$260.00$270.00Oct 16$1.05$8.95$1.0520%8.52$261.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$217.50Sep 11$0.20$2.30$0.2026%11.50$219.80
$215.00$207.50Sep 25$1.05$6.45$1.0524%6.14$213.95
$227.50$225.00Sep 18$0.95$1.55$0.9549%1.63$226.55
$227.50$225.00Sep 11$0.55$1.95$0.5553%3.55$226.95
$217.50$215.00Sep 18$0.35$2.15$0.3523%6.14$217.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 5.58, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$237.50$240.00Sep 11$2.12$2.12$0.3873%5.58$239.62
$227.50$230.00Sep 11$1.35$1.35$1.1553%1.17$228.85
$232.50$235.00Sep 11$1.37$1.37$1.1366%1.21$233.87
$252.50$255.00Sep 11$0.52$0.52$1.9892%0.26$253.02
$235.00$237.50Sep 18$1.17$1.17$1.3368%0.88$236.17
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$220.00$200.00Oct 2$5.13$5.13$14.8764%0.34$214.87
$217.50$215.00Sep 11$1.77$1.77$0.7378%2.42$215.73
$220.00$200.00Oct 16$6.15$6.15$13.8562%0.44$213.85
$217.50$215.00Sep 25$1.43$1.43$1.0770%1.34$216.07
$225.00$222.50Sep 18$1.25$1.25$1.2558%1.00$223.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.78, cheapest $1.50)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$232.50Sep 11Sep 18$1.50668.9%49.0%
$227.50Sep 11Sep 18$4.72118.7%47.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$232.50Sep 11Sep 18$3.85668.9%49.0%
$227.50Sep 11Sep 18$5.05118.7%47.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 1.00% of stock, avg 6.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$227.50Sep 11$1.38$0.90$2.28$225.22$229.781.00%
$230.00Sep 11$0.03$2.72$2.75$227.25$232.751.21%
$225.00Sep 11$2.85$0.35$3.20$221.80$228.201.41%
$232.50Sep 11$2.50$4.65$7.15$225.35$239.653.14%
$235.00Sep 11$1.13$7.70$8.83$226.17$243.833.88%
$220.00Sep 11$7.85$2.00$9.85$210.15$229.854.33%
$230.00Sep 18$4.70$7.10$11.80$218.20$241.805.19%
$227.50Sep 18$6.10$5.95$12.05$215.45$239.555.30%
$240.00Sep 11$0.38$12.05$12.43$227.57$252.435.47%
$232.50Sep 18$4.00$8.50$12.50$220.00$245.005.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 90 found (cheapest 0.23% of stock, avg 3.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$240.00$222.50Sep 11$0.38$0.15$0.53$221.97$240.53
$240.00$225.00Sep 11$0.38$0.35$0.73$224.27$240.73
$235.00$222.50Sep 11$1.13$0.15$1.28$221.22$236.28
$235.00$225.00Sep 11$1.13$0.35$1.48$223.52$236.48
$227.50$225.00Sep 11$1.38$0.35$1.73$223.27$229.23
$227.50$222.50Sep 11$1.38$0.15$1.53$220.97$229.03
$240.00$217.50Sep 11$0.38$1.80$2.18$215.32$242.18
$240.00$220.00Sep 11$0.38$2.00$2.38$217.62$242.38
$235.00$217.50Sep 11$1.13$1.80$2.93$214.57$237.93
$237.50$225.00Sep 11$2.50$0.35$2.85$222.15$240.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 81 found (best R:R 10.90, avg credit $1.08)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
215/218252/255Sep 11$2.29$0.2170%10.90$215.21$254.79
215/218242/245Sep 11$1.99$0.5172%3.90$215.51$244.49
215/218240/242Sep 11$1.90$0.6069%3.17$215.60$241.90
222/225238/240Sep 11$2.32$0.1852%12.89$222.68$239.82
218/220238/240Sep 11$2.32$0.1847%12.89$217.68$239.82
215/218248/250Sep 25$2.20$0.3050%7.33$215.30$249.70
215/218260/262Sep 25$1.75$0.7558%2.33$215.75$261.75
208/210235/238Sep 18$1.69$0.8154%2.09$208.31$236.69
202/205248/250Sep 25$1.26$1.2467%1.02$203.74$248.76
218/220235/238Sep 18$1.94$0.5638%3.46$218.06$236.94

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 19.83, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$225.00$227.50$230.00Sep 11$0.12$2.3875%19.83
$220.00$230.00$240.00Oct 16$0.50$9.5024%19.00
$225.00$230.00$235.00Sep 25$0.25$4.7518%19.00
$210.00$220.00$230.00Oct 16$1.15$8.8523%7.70
$240.00$242.50$245.00Sep 18$0.07$2.438%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$222.50$225.00$227.50Sep 11$0.35$2.1544%6.14
$225.00$227.50$230.00Sep 11$1.27$1.2375%0.97
$227.50$230.00$232.50Sep 11$0.11$2.3913%21.73
$217.50$220.00$222.50Sep 18$0.13$2.3712%18.23
$225.00$227.50$230.00Sep 18$0.20$2.3013%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. 68 found (best net $-4.05, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$195.00$210.001:2Sep 18-$4.05$10.95
$250.00$260.001:2Oct 16-$1.15$8.85
$230.00$240.001:2Oct 16-$3.40$6.60
$250.00$252.501:2Sep 18-$0.02$2.48
$260.00$270.001:2Oct 16-$1.45$8.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$220.001:2Oct 2-$1.20$8.80
$235.00$225.001:2Sep 25-$2.15$7.85
$232.50$230.001:2Sep 11-$0.79$1.71
$240.00$235.001:2Sep 11-$3.35$1.65
$215.00$207.501:2Sep 25-$0.85$6.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 5.28%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$230.00Oct 16$12.000.501.2%5.28%6.44%6184
$245.00Oct 23$6.700.367.8%2.95%10.71%15--
$250.00Oct 16$5.300.2910.0%2.33%12.29%6679
$240.00Oct 16$6.600.385.6%2.90%8.47%19781
$260.00Oct 16$2.600.2014.4%1.14%15.50%17253
$240.00Oct 2$3.900.345.6%1.72%7.28%1--
$270.00Oct 16$1.700.1518.8%0.75%19.51%17575
$235.00Sep 25$5.000.393.4%2.20%5.56%6125
$230.00Sep 25$6.200.481.2%2.73%3.89%1--
$260.00Oct 2$1.700.1714.4%0.75%15.11%336

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 2,002
Total Puts 2,096
Put/Call Ratio 1.05
Net Difference -94

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,518
Total Puts 14,290
Average Put/Call Ratio 0.90
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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