Tour v528
TWLO
TWILIO INC A
$242.16 +4.43%
$243.50 (+0.55%)🌙
as of 09/15 07:19 PM
9/15 19:19

Option Volume

Detail
Current (09/15) 7,303
Calls: 4,148 (57%)
Puts: 3,155 (43%)
Prior (09/11) 4,098
Calls: 2,002 (49%)
Puts: 2,096 (51%)
Current vs Prior +78.21%
Calls: +107.19% (Calls)
Puts: +50.52% (Puts)
Prior 7-Day Total 32,950
Calls: 18,770 (57%)
Puts: 14,180 (43%)
Prior 7-Day Average 4,707
Calls: 2,681 (57%)
Puts: 2,025 (43%)
Current vs Prior 7-Day Avg +55.15%
Calls: +54.69%
Puts: +55.75%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15) $12.71M
Calls: $9.28M (73%)
Puts: $3.43M (27%)
Prior (09/11) $2.21M
Calls: $1.51M (69%)
Puts: $695.0K (31%)
Current vs Prior +475.60%
Calls: +513.32%
Puts: +393.49%
Prior 7-Day Total $28.23M
Calls: $16.95M (60%)
Puts: $11.28M (40%)
Prior 7-Day Average $4.03M
Calls: $2.42M (60%)
Puts: $1.61M (40%)
Current vs Prior 7-Day Avg +215.12%
Calls: +283.28%
Puts: +112.76%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 0.76
Prior (09/11) 1.05
Current vs Prior -27.35%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg -12.23%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/15) 24,566
Calls: 15,944 (65%)
Puts: 8,622 (35%)
Prior (09/11) 27,146
Calls: 18,591 (68%)
Puts: 8,555 (32%)
Current vs Prior -9.50%
Prior 7-Day Total 177,502
Calls: 118,908 (67%)
Puts: 58,594 (33%)
Prior 7-Day Average 25,357
Calls: 16,986 (67%)
Puts: 8,370 (33%)
Current vs Prior 7-Day Avg -3.12%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 4.96% | 7.72%4.96% | 14.21%
Prior 6.03% | 8.14%6.03% | 14.30%
Current vs Prior -17.77% | -5.10%-17.77% | -0.63%
Prior 7-Day Avg 4.46% | 7.13%7.43% | 15.25%
Current vs 7-Day Avg +11.04% | +8.31%-33.29% | -6.83%
Prior 7-Day Eod 6.03% | 8.14%6.03% | 14.30%
Current vs 7-Day Eod -17.77% | -5.10%-17.77% | -0.63%
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 bullish flow with 73% call dollar volume ($9.28M). Massive premium surge with dollar volume up 476% vs prior. Dollar volume significantly above 7-day average (215% higher). Above-average activity with volume up 78% vs prior.

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 10 of results (avg 7.3%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 1841.3043.30$42.304.7%31.00256
$210.00Sep 1831.3033.30$32.306.2%40.98--
$195.00Sep 1846.1049.30$47.706.7%30.99--
$200.00Sep 2541.5044.50$43.007.0%10.982
$250.00Oct 1611.0011.80$11.407.0%3350.46777
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Sep 2536.3039.40$37.858.2%10.89--

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. 42 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 1841.3043.30$42.304.7%31.00256
$195.00Sep 1846.1049.30$47.706.7%30.99--
$210.00Sep 1831.3033.30$32.306.2%40.98--
$200.00Sep 2541.5044.50$43.007.0%10.982
$205.00Sep 2536.7039.70$38.207.9%40.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Sep 1826.1028.90$27.5010.2%261.00--
$260.00Sep 1816.5019.90$18.2018.7%40.8917
$280.00Sep 2536.3039.40$37.858.2%10.89--
$245.00Sep 185.307.90$6.6039.4%220.5631
$245.00Sep 258.4010.70$9.5524.1%30.535

Most actively traded options today. High liquidity = easy entry/exit. 137 active (total vol 5.5K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 182.403.20$2.8028.6%3980.321.6K
$250.00Oct 1611.0011.80$11.407.0%3350.46777
$250.00Oct 27.509.30$8.4021.4%3330.4279
$270.00Oct 165.506.30$5.9013.6%3050.28593
$240.00Oct 1615.1017.40$16.2514.2%1750.57802
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Sep 255.907.70$6.8026.5%1.1K0.433
$240.00Oct 1611.7013.10$12.4011.3%1.1K0.4446
$210.00Oct 162.903.70$3.3024.2%410.16152
$220.00Oct 164.906.20$5.5523.4%360.2478
$200.00Sep 250.000.50$0.25200.0%330.031.4K

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 22.5%, max 36.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$235.00Sep 18Oct 967.1%49.3%36.0%42149
$240.00Sep 18Oct 2364.7%50.9%27.1%182468
$252.50Sep 18Sep 2568.3%54.0%26.6%818
$230.00Sep 18Oct 2364.9%52.1%24.5%26889
$237.50Sep 18Sep 2563.4%52.9%19.8%2681
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Sep 18Oct 2364.7%50.9%27.1%17133
$230.00Sep 18Oct 1664.9%51.5%26.0%33192
$245.00Sep 18Oct 963.1%54.6%15.7%2331

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 88 found (best R:R 12.89, avg 4.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$280.00$290.00Oct 16$0.72$9.28$0.7220%12.89$280.72
$255.00$285.00Oct 30$9.00$21.00$9.0046%2.33$264.00
$240.00$255.00Oct 23$6.55$8.45$6.5557%1.29$246.55
$230.00$240.00Oct 23$5.45$4.55$5.4566%0.83$235.45
$260.00$270.00Oct 16$2.20$7.80$2.2036%3.55$262.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$237.50$235.00Sep 18$0.55$1.95$0.5534%3.55$236.95
$215.00$212.50Oct 2$0.13$2.37$0.1314%18.23$214.87
$220.00$217.50Sep 25$0.13$2.37$0.1314%18.23$219.87
$245.00$242.50Sep 25$1.10$1.40$1.1053%1.27$243.90
$220.00$215.00Oct 2$0.60$4.40$0.6017%7.33$219.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 67 found (best R:R 0.62, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$272.50$275.00Sep 25$0.77$0.77$1.7386%0.45$273.27
$262.50$267.50Sep 25$1.35$1.35$3.6577%0.37$263.85
$257.50$260.00Sep 18$0.77$0.77$1.7380%0.45$258.27
$265.00$267.50Sep 18$0.32$0.32$2.1892%0.15$265.32
$250.00$252.50Sep 25$1.10$1.10$1.4061%0.79$251.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$240.00$220.00Oct 23$7.65$7.65$12.3556%0.62$232.35
$225.00$215.00Oct 9$3.07$3.07$6.9373%0.44$221.93
$230.00$220.00Oct 2$2.90$2.90$7.1070%0.41$227.10
$240.00$230.00Oct 2$4.30$4.30$5.7056%0.75$235.70
$210.00$200.00Oct 16$1.57$1.57$8.4384%0.19$208.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $3.14, cheapest $2.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Sep 18Sep 25$3.4064.7%51.0%
$237.50Sep 18Sep 25$3.3563.4%52.9%
$250.00Sep 18Sep 25$3.0564.9%55.7%
$245.00Sep 18Sep 25$3.2563.1%54.8%
$242.50Sep 18Sep 25$3.4560.9%53.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Sep 18Sep 25$2.5064.7%51.0%
$245.00Sep 18Sep 25$2.9563.1%54.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 4.56% of stock, avg 8.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$245.00Sep 18$4.45$6.60$11.05$233.95$256.054.56%
$240.00Sep 18$6.85$4.30$11.15$228.85$251.154.60%
$237.50Sep 18$8.50$3.20$11.70$225.80$249.204.83%
$235.00Sep 18$10.35$2.65$13.00$222.00$248.005.37%
$232.50Sep 18$12.00$1.70$13.70$218.80$246.205.66%
$230.00Sep 18$13.95$1.30$15.25$214.75$245.256.30%
$240.00Sep 25$10.25$6.80$17.05$222.95$257.057.04%
$227.50Sep 18$16.15$0.93$17.08$210.42$244.587.05%
$245.00Sep 25$7.70$9.55$17.25$227.75$262.257.12%
$242.50Sep 25$8.95$8.45$17.40$225.10$259.907.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 129 found (cheapest 1.21% of stock, avg 4.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$255.00$230.00Sep 18$1.63$1.30$2.93$227.07$257.93
$255.00$232.50Sep 18$1.63$1.70$3.33$229.17$258.33
$252.50$230.00Sep 18$2.38$1.30$3.68$226.32$256.18
$275.00$212.50Oct 2$2.17$1.92$4.09$208.41$279.09
$275.00$215.00Oct 2$2.17$2.05$4.22$210.78$279.22
$252.50$232.50Sep 18$2.38$1.70$4.08$228.42$256.58
$255.00$235.00Sep 18$1.63$2.65$4.28$230.72$259.28
$250.00$230.00Sep 18$2.80$1.30$4.10$225.90$254.10
$275.00$220.00Oct 2$2.17$2.65$4.82$215.18$279.82
$250.00$232.50Sep 18$2.80$1.70$4.50$228.00$254.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 105 found (best R:R 1.75, avg credit $1.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
220/222272/275Sep 25$1.59$0.9168%1.75$220.91$274.09
215/218272/275Sep 25$1.27$1.2374%1.03$216.23$273.77
232/235258/260Sep 18$1.72$0.7852%2.21$233.28$259.22
205/208272/275Sep 25$1.00$1.5080%0.67$206.50$273.50
232/235265/268Sep 18$1.27$1.2363%1.03$233.73$266.27
218/220258/260Sep 18$0.99$1.5174%0.66$219.01$258.49
210/212258/260Sep 18$0.89$1.6177%0.55$211.61$258.39
232/235252/255Sep 18$1.70$0.8044%2.12$233.30$254.20
220/222258/260Sep 25$1.40$1.1055%1.27$221.10$258.90
222/225258/260Sep 18$1.02$1.4870%0.69$223.98$258.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 9.34, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$255.00$270.00Oct 23$1.45$13.5527%9.34
$260.00$270.00$280.00Oct 16$0.20$9.8016%49.00
$230.00$240.00$250.00Oct 16$0.85$9.1522%10.76
$240.00$242.50$245.00Sep 25$0.05$2.459%49.00
$250.00$260.00$270.00Oct 2$1.33$8.6723%6.52
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Oct 16$0.85$9.1520%10.76
$210.00$220.00$230.00Oct 16$0.75$9.2517%12.33
$220.00$230.00$240.00Oct 2$1.40$8.6027%6.14
$200.00$210.00$220.00Oct 16$0.68$9.3214%13.71
$207.50$210.00$212.50Sep 18$0.12$2.382%19.83

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 81 found (best net $-10.35, 73 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$230.001:2Oct 23-$10.35$9.65
$205.00$220.001:2Sep 25-$10.80$4.20
$255.00$270.001:2Oct 23-$1.70$13.30
$240.00$255.001:2Oct 23-$5.35$9.65
$250.00$260.001:2Oct 2-$1.50$8.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$230.001:2Sep 25-$0.50$9.50
$240.00$230.001:2Oct 2-$1.25$8.75
$270.00$260.001:2Sep 18-$8.90$1.10
$240.00$230.001:2Oct 9-$2.75$7.25
$210.00$200.001:2Oct 16-$0.16$9.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 6.15%, avg 2.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$255.00Oct 30$14.900.465.3%6.15%11.46%111
$250.00Oct 30$16.900.493.2%6.98%10.22%5--
$285.00Oct 30$6.000.2717.7%2.48%20.17%5--
$255.00Oct 23$10.300.435.3%4.25%9.56%2--
$250.00Oct 16$11.000.463.2%4.54%7.78%335777
$260.00Oct 16$7.400.367.4%3.06%10.42%66252
$270.00Oct 16$5.500.2811.5%2.27%13.77%305593
$270.00Oct 23$5.100.2911.5%2.11%13.60%45
$245.00Oct 9$11.300.501.2%4.67%5.84%1--
$250.00Oct 9$9.200.443.2%3.80%7.04%6--

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 4,148
Total Puts 3,155
Put/Call Ratio 0.76
Net Difference 993

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,770
Total Puts 14,180
Average Put/Call Ratio 0.87
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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