Tour v528
TWLO
TWILIO INC A
$243.84 -0.97%
$244.83 (+0.41%)🌙
as of 09/18 07:09 PM
9/18 19:09

Option Volume

Detail
Current (09/18) 4,362
Calls: 2,818 (65%)
Puts: 1,544 (35%)
Prior (09/15) 7,303
Calls: 4,148 (57%)
Puts: 3,155 (43%)
Current vs Prior -40.27%
Calls: -32.06% (Calls)
Puts: -51.06% (Puts)
Prior 7-Day Total 38,601
Calls: 22,088 (57%)
Puts: 16,513 (43%)
Prior 7-Day Average 5,514
Calls: 3,155 (57%)
Puts: 2,359 (43%)
Current vs Prior 7-Day Avg -20.90%
Calls: -10.69%
Puts: -34.55%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/18) $4.59M
Calls: $3.89M (85%)
Puts: $696.9K (15%)
Prior (09/15) $12.71M
Calls: $9.28M (73%)
Puts: $3.43M (27%)
Current vs Prior -63.87%
Calls: -58.03%
Puts: -79.68%
Prior 7-Day Total $39.51M
Calls: $25.38M (64%)
Puts: $14.13M (36%)
Prior 7-Day Average $5.64M
Calls: $3.63M (64%)
Puts: $2.02M (36%)
Current vs Prior 7-Day Avg -18.66%
Calls: +7.41%
Puts: -65.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18) 0.55
Prior (09/15) 0.76
Current vs Prior -27.96%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg -34.29%
Sentiment BULLISH

Open Interest

Detail
Current (09/18) 29,702
Calls: 18,902 (64%)
Puts: 10,800 (36%)
Prior (09/15) 24,566
Calls: 15,944 (65%)
Puts: 8,622 (35%)
Current vs Prior +20.91%
Prior 7-Day Total 183,191
Calls: 119,900 (65%)
Puts: 63,291 (35%)
Prior 7-Day Average 26,170
Calls: 17,128 (65%)
Puts: 9,041 (35%)
Current vs Prior 7-Day Avg +13.50%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 1.32% | 5.58%1.32% | 12.36%
Prior 4.96% | 7.72%4.96% | 14.21%
Current vs Prior +12.55% | +1.17%-73.27% | -12.96%
Prior 7-Day Avg 4.59% | 7.26%6.90% | 15.05%
Current vs 7-Day Avg +21.46% | +7.57%-80.81% | -17.82%
Prior 7-Day Eod 4.96% | 7.72%4.96% | 14.21%
Current vs 7-Day Eod +12.55% | +1.17%-73.27% | -12.96%
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

Strong bullish conviction with 85% of dollar volume in calls ($3.89M) vs puts ($696.9K). Light premium activity with dollar volume down 64% vs prior. Below-average activity with volume down 40% vs prior. Bullish P/C ratio of 0.55.

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 6 of results (avg 7.4%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 1842.3044.70$43.505.5%51.00230
$220.00Oct 1627.2028.90$28.056.1%30.801.1K
$210.00Oct 2336.1038.90$37.507.5%50.855
$212.50Sep 1829.6032.50$31.059.3%20.87--
$225.00Oct 220.2022.20$21.209.4%20.83--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Oct 1645.8048.90$47.356.5%50.89--

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. 41 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 1842.3044.70$43.505.5%51.00230
$230.00Sep 1812.7015.20$13.9517.9%401.00862
$235.00Sep 187.9010.20$9.0525.4%361.00127
$240.00Sep 183.205.60$4.4054.5%1201.00442
$210.00Sep 1832.3035.80$34.0510.3%100.95516
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 184.507.10$5.8044.8%90.98--
$290.00Oct 1645.8048.90$47.356.5%50.89--
$245.00Sep 180.552.70$1.63131.9%20.8438
$247.50Sep 182.304.80$3.5570.4%20.78--
$260.00Oct 1621.3024.00$22.6511.9%10.67302

Most actively traded options today. High liquidity = easy entry/exit. 128 active (total vol 3.7K, top 740)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Oct 166.207.00$6.6012.1%3040.33613
$250.00Oct 24.907.10$6.0036.7%2540.41513
$260.00Sep 250.951.60$1.2751.2%2300.1666
$270.00Oct 164.004.50$4.2511.8%2250.24902
$240.00Oct 1613.4016.50$14.9520.7%1880.57910
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Oct 163.303.90$3.6016.7%7400.2088
$200.00Oct 160.751.25$1.0050.0%1860.07143
$210.00Oct 161.652.15$1.9026.3%700.12181
$237.50Sep 180.001.55$0.78198.7%350.2069
$230.00Oct 166.007.10$6.5516.8%250.3070

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 998.3%, max 2333.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$225.00Sep 18Oct 231191.8%49.0%2333.9%932
$232.50Sep 18Oct 2864.2%47.6%1716.0%67594
$237.50Sep 18Sep 25378.1%43.2%775.4%3866
$247.50Sep 18Oct 2289.0%44.3%551.8%15599
$242.50Sep 18Oct 2227.6%49.5%359.7%32131
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$227.50Sep 18Sep 251104.3%45.7%2318.8%6226
$237.50Sep 18Oct 2378.1%45.2%736.3%3669
$245.00Sep 18Oct 994.7%47.3%100.1%339

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 74 found (best R:R 7.33, avg 4.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$260.00$270.00Oct 30$2.90$7.10$2.9042%2.45$262.90
$245.00$255.00Oct 23$3.70$6.30$3.7052%1.70$248.70
$235.00$240.00Oct 2$2.45$2.55$2.4568%1.04$237.45
$230.00$240.00Oct 16$5.80$4.20$5.8069%0.72$235.80
$242.50$245.00Oct 2$0.85$1.65$0.8555%1.94$243.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$245.00$242.50Sep 18$0.30$2.20$0.3084%7.33$244.70
$250.00$240.00Oct 16$4.45$5.55$4.4555%1.25$245.55
$227.50$225.00Sep 18$0.10$2.40$0.1020%24.00$227.40
$230.00$225.00Oct 9$0.83$4.17$0.8328%5.02$229.17
$237.50$235.00Oct 2$0.60$1.90$0.6036%3.17$236.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 2.12, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$252.50$255.00Sep 18$0.97$0.97$1.5381%0.63$253.47
$245.00$247.50Oct 2$1.95$1.95$0.5549%3.55$246.95
$255.00$257.50Oct 2$1.30$1.30$1.2067%1.08$256.30
$247.50$250.00Sep 18$0.62$0.62$1.8878%0.33$248.12
$270.00$280.00Oct 2$1.08$1.08$8.9285%0.12$271.08
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$222.50$220.00Sep 18$1.70$1.70$0.8083%2.12$220.80
$225.00$210.00Oct 9$2.85$2.85$12.1577%0.23$222.15
$230.00$220.00Oct 30$4.00$4.00$6.0065%0.67$226.00
$230.00$220.00Oct 16$2.95$2.95$7.0570%0.42$227.05
$240.00$230.00Oct 16$4.20$4.20$5.8057%0.72$235.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $5.15, cheapest $5.15)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$242.50Sep 18Sep 25$5.15227.6%41.1%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 0.73% of stock, avg 6.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$245.00Sep 18$0.15$1.63$1.78$243.22$246.780.73%
$242.50Sep 18$1.60$1.33$2.93$239.57$245.431.20%
$247.50Sep 18$0.65$3.55$4.20$243.30$251.701.72%
$240.00Sep 18$4.40$0.20$4.60$235.40$244.601.89%
$250.00Sep 18$0.03$5.80$5.83$244.17$255.832.39%
$237.50Sep 18$6.30$0.78$7.08$230.42$244.582.90%
$235.00Sep 18$9.05$0.08$9.13$225.87$244.133.74%
$245.00Sep 25$5.00$6.85$11.85$233.15$256.854.86%
$240.00Sep 25$8.00$4.05$12.05$227.95$252.054.94%
$237.50Sep 25$9.75$3.38$13.13$224.37$250.635.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 133 found (cheapest 0.38% of stock, avg 4.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$245.00$237.50Sep 18$0.15$0.78$0.93$236.57$245.93
$247.50$237.50Sep 18$0.65$0.78$1.43$236.07$248.93
$270.00$237.50Sep 18$0.55$0.78$1.33$236.17$271.33
$252.50$237.50Sep 18$1.00$0.78$1.78$235.72$254.28
$245.00$242.50Sep 18$0.15$1.33$1.48$241.02$246.48
$245.00$222.50Sep 18$0.15$2.25$2.40$220.10$247.40
$245.00$225.00Sep 18$0.15$2.25$2.40$222.60$247.40
$247.50$242.50Sep 18$0.65$1.33$1.98$240.52$249.48
$245.00$227.50Sep 18$0.15$2.35$2.50$225.00$247.50
$290.00$200.00Oct 16$1.65$1.00$2.65$197.35$292.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 88 found (best R:R 12.89, avg credit $1.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
220/222248/250Sep 18$2.32$0.1861%12.89$220.18$249.82
235/238252/255Sep 18$1.67$0.8362%2.01$235.83$254.17
218/220255/258Oct 2$1.57$0.9355%1.69$218.43$256.57
215/218255/258Oct 2$1.50$1.0057%1.50$216.00$256.50
235/238248/250Sep 18$1.32$1.1859%1.12$236.18$248.82
228/230272/275Sep 25$0.95$1.5573%0.61$229.05$273.45
235/238272/275Sep 25$1.28$1.2259%1.05$236.22$273.78
228/230258/260Sep 25$1.18$1.3260%0.89$228.82$258.68
235/238258/260Sep 25$1.51$0.9946%1.53$235.99$259.01
228/230252/255Sep 25$1.35$1.1552%1.17$228.65$253.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 39.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Oct 16$1.00$9.0025%9.00
$240.00$242.50$245.00Sep 18$1.35$1.1583%0.85
$250.00$255.00$260.00Oct 9$0.10$4.9013%49.00
$270.00$280.00$290.00Oct 16$0.54$9.4613%17.52
$260.00$270.00$280.00Oct 16$0.78$9.2217%11.82
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Oct 16$0.25$9.7525%39.00
$220.00$225.00$230.00Oct 2$0.08$4.9212%61.50
$220.00$230.00$240.00Oct 16$1.25$8.7523%7.00
$215.00$217.50$220.00Oct 2$0.07$2.434%34.71
$222.50$225.00$227.50Sep 18$0.10$2.403%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 76 found (best net $-2.25, 62 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$235.001:2Sep 25-$2.25$7.75
$270.00$285.001:2Oct 30-$2.20$12.80
$240.00$250.001:2Oct 9-$3.10$6.90
$260.00$270.001:2Oct 16-$1.90$8.10
$250.00$260.001:2Oct 16-$3.05$6.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$220.001:2Oct 16-$0.65$9.35
$240.00$230.001:2Oct 16-$2.35$7.65
$220.00$210.001:2Oct 16-$0.20$9.80
$245.00$240.001:2Sep 25-$1.25$3.75
$250.00$247.501:2Sep 18-$1.30$1.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 5.78%, avg 1.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$255.00Oct 30$14.100.464.6%5.78%10.36%1--
$250.00Oct 30$16.100.502.5%6.60%9.13%1--
$260.00Oct 30$12.000.426.6%4.92%11.55%10--
$270.00Oct 30$9.000.3510.7%3.69%14.42%21
$285.00Oct 30$5.000.2516.9%2.05%18.93%68
$255.00Oct 23$9.100.414.6%3.73%8.31%1--
$245.00Oct 23$13.000.520.5%5.33%5.81%2--
$250.00Oct 16$9.500.452.5%3.90%6.42%85803
$260.00Oct 16$6.200.336.6%2.54%9.17%304613
$270.00Oct 16$4.000.2410.7%1.64%12.37%225902

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 2,818
Total Puts 1,544
Put/Call Ratio 0.55
Net Difference 1,274

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 22,088
Total Puts 16,513
Average Put/Call Ratio 0.83
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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