Tour v528
TWLO
TWILIO INC A
$266.06 +9.11%
$266.00 (-0.02%)🌙
as of 09/21 07:08 PM
9/21 19:08

Option Volume

Detail
Current (09/21) 6,928
Calls: 4,622 (67%)
Puts: 2,306 (33%)
Prior (09/18) 4,362
Calls: 2,818 (65%)
Puts: 1,544 (35%)
Current vs Prior +58.83%
Calls: +64.02% (Calls)
Puts: +49.35% (Puts)
Prior 7-Day Total 37,072
Calls: 21,444 (58%)
Puts: 15,628 (42%)
Prior 7-Day Average 5,296
Calls: 3,063 (58%)
Puts: 2,232 (42%)
Current vs Prior 7-Day Avg +30.82%
Calls: +50.88%
Puts: +3.29%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $10.17M
Calls: $8.64M (85%)
Puts: $1.53M (15%)
Prior (09/18) $4.59M
Calls: $3.89M (85%)
Puts: $696.9K (15%)
Current vs Prior +121.43%
Calls: +121.88%
Puts: +118.90%
Prior 7-Day Total $37.62M
Calls: $24.20M (64%)
Puts: $13.42M (36%)
Prior 7-Day Average $5.37M
Calls: $3.46M (64%)
Puts: $1.92M (36%)
Current vs Prior 7-Day Avg +89.17%
Calls: +149.91%
Puts: -20.41%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.50
Prior (09/18) 0.55
Current vs Prior -8.94%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg -38.54%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 26,272
Calls: 16,680 (63%)
Puts: 9,592 (37%)
Prior (09/18) 29,702
Calls: 18,902 (64%)
Puts: 10,800 (36%)
Current vs Prior -11.55%
Prior 7-Day Total 184,376
Calls: 120,236 (65%)
Puts: 64,140 (35%)
Prior 7-Day Average 26,339
Calls: 17,176 (65%)
Puts: 9,162 (35%)
Current vs Prior 7-Day Avg -0.26%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 5.73% | 8.04%11.75% | 22.40%
Prior 5.58% | 7.81%1.32% | 12.36%
Current vs Prior +2.77% | +2.95%+786.72% | +81.17%
Prior 7-Day Avg 4.93% | 7.50%5.88% | 14.59%
Current vs 7-Day Avg +16.37% | +7.21%+99.80% | +53.49%
Prior 7-Day Eod 5.58% | 7.81%1.32% | 12.36%
Current vs 7-Day Eod +2.77% | +2.95%+786.72% | +81.17%
Sentiment BEARISHBEARISH

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

Strong bullish conviction with 85% of dollar volume in calls ($8.64M) vs puts ($1.53M). Massive premium surge with dollar volume up 121% vs prior. Dollar volume significantly above 7-day average (89% higher). Above-average activity with volume up 59% 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 26 of results (avg 7.3%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$217.50Oct 1649.3051.40$50.354.2%1000.90--
$240.00Oct 1630.1031.50$30.804.5%630.79962
$220.00Oct 1646.8049.10$47.954.8%1090.911.1K
$215.00Oct 249.8052.80$51.305.8%10.932
$230.00Oct 1638.0040.30$39.155.9%430.87178
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Oct 1610.9011.70$11.307.1%30.41--
$270.00Oct 1615.6016.90$16.258.0%10.524

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. 65 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Sep 2535.1037.90$36.507.7%301.00--
$232.50Sep 2532.1034.90$33.508.4%11.00--
$237.50Sep 2527.2030.00$28.609.8%20.9532
$240.00Sep 2525.1027.60$26.359.5%60.95131
$215.00Sep 2549.5052.50$51.005.9%10.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$277.50Sep 2513.0015.30$14.1516.3%10.74--
$280.00Sep 2515.1017.60$16.3515.3%70.741
$290.00Oct 1627.6031.00$29.3011.6%10.715
$272.50Oct 212.6015.10$13.8518.1%370.58--
$280.00Oct 3028.2032.50$30.3514.2%120.55--

Most actively traded options today. High liquidity = easy entry/exit. 170 active (total vol 5.5K, top 530)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 2510.0011.60$10.8014.8%5300.65219
$280.00Sep 251.454.50$2.98102.3%2320.268
$270.00Oct 1612.3013.20$12.757.1%2270.481.1K
$272.50Oct 26.008.50$7.2534.5%2070.42--
$280.00Oct 168.409.50$8.9512.3%2060.38243
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Sep 255.607.40$6.5027.7%2560.47--
$267.50Sep 257.108.90$8.0022.5%2520.53--
$220.00Oct 161.151.65$1.4035.7%2520.08789
$257.50Sep 252.853.90$3.3831.1%1470.30--
$225.00Oct 20.151.45$0.80162.5%1000.06--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 22.2%, max 24.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Sep 25Oct 2363.0%50.6%24.5%185208
$272.50Sep 25Oct 265.9%54.9%19.9%21527
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 114 found (best R:R 2.25, avg 3.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$280.00$300.00Oct 30$6.15$13.85$6.1545%2.25$286.15
$255.00$260.00Oct 30$2.30$2.70$2.3062%1.17$257.30
$257.50$260.00Sep 25$1.05$1.45$1.0570%1.38$258.55
$262.50$265.00Oct 16$0.75$1.75$0.7556%2.33$263.25
$277.50$280.00Oct 2$0.20$2.30$0.2034%11.50$277.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$277.50$267.50Sep 25$6.15$3.85$6.1574%0.63$271.35
$230.00$225.00Oct 16$0.16$4.84$0.1612%30.25$229.84
$260.00$257.50Oct 16$0.75$1.75$0.7541%2.33$259.25
$257.50$255.00Oct 2$0.60$1.90$0.6035%3.17$256.90
$245.00$240.00Oct 9$0.80$4.20$0.8023%5.25$244.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 83 found (best R:R 0.41, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$280.00$285.00Sep 25$1.68$1.68$3.3274%0.51$281.68
$280.00$285.00Oct 2$1.80$1.80$3.2068%0.56$281.80
$295.00$300.00Sep 25$0.60$0.60$4.4091%0.14$295.60
$305.00$310.00Oct 16$1.10$1.10$3.9082%0.28$306.10
$272.50$275.00Sep 25$1.20$1.20$1.3063%0.92$273.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$260.00$225.00Oct 23$10.20$10.20$24.8059%0.41$249.80
$260.00$250.00Oct 30$4.75$4.75$5.2558%0.90$255.25
$225.00$222.50Oct 16$0.79$0.79$1.7189%0.46$224.21
$257.50$255.00Oct 16$1.45$1.45$1.0562%1.38$256.05
$250.00$240.00Oct 16$2.85$2.85$7.1570%0.40$247.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $3.39, cheapest $2.85)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$272.50Sep 25Oct 2$2.8565.9%54.9%
$267.50Sep 25Oct 2$2.9563.4%53.3%
$265.00Sep 25Oct 2$3.2062.2%52.8%
$275.00Sep 25Oct 2$2.9061.7%53.5%
$270.00Sep 25Oct 2$3.1562.0%53.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Sep 25Oct 2$2.7062.2%52.8%
$257.50Sep 25Oct 2$2.5761.7%53.1%
$262.50Sep 25Oct 2$2.8561.4%53.4%
$260.00Sep 25Oct 2$3.1759.0%54.2%
$270.00Oct 16Oct 30$8.5553.1%67.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 39 found (cheapest 5.17% of stock, avg 9.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$265.00Sep 25$7.25$6.50$13.75$251.25$278.755.17%
$262.50Sep 25$8.55$5.25$13.80$248.70$276.305.19%
$267.50Sep 25$6.10$8.00$14.10$253.40$281.605.30%
$260.00Sep 25$10.80$3.98$14.78$245.22$274.785.56%
$257.50Sep 25$11.85$3.38$15.23$242.27$272.735.72%
$255.00Sep 25$13.55$2.83$16.38$238.62$271.386.16%
$277.50Sep 25$2.50$14.15$16.65$260.85$294.156.26%
$252.50Sep 25$15.60$2.17$17.77$234.73$270.276.68%
$250.00Sep 25$17.50$1.60$19.10$230.90$269.107.18%
$280.00Sep 25$2.98$16.35$19.33$260.67$299.337.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 128 found (cheapest 1.59% of stock, avg 6.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$300.00$230.00Oct 9$2.50$1.73$4.23$225.77$304.23
$300.00$235.00Oct 9$2.50$2.70$5.20$229.80$305.20
$277.50$255.00Sep 25$2.50$2.83$5.33$249.67$282.83
$277.50$257.50Sep 25$2.50$3.38$5.88$251.62$283.38
$275.00$255.00Sep 25$3.20$2.83$6.03$248.97$281.03
$300.00$240.00Oct 9$2.50$3.70$6.20$233.80$306.20
$275.00$257.50Sep 25$3.20$3.38$6.58$250.92$281.58
$277.50$260.00Sep 25$2.50$3.98$6.48$253.52$283.98
$290.00$230.00Oct 9$4.50$1.73$6.23$223.77$296.23
$300.00$245.00Oct 9$2.50$4.50$7.00$238.00$307.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 125 found (best R:R 0.61, avg credit $1.80)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
222/225305/310Oct 16$1.89$3.1171%0.61$223.11$306.89
232/235280/285Sep 25$1.88$3.1270%0.60$233.12$281.88
222/225290/295Oct 16$2.24$2.7660%0.81$222.76$292.24
242/245280/285Sep 25$2.10$2.9063%0.72$242.90$282.10
250/255280/285Oct 2$3.40$1.6037%2.12$251.60$283.40
240/242280/285Sep 25$1.86$3.1467%0.59$240.64$281.86
232/235295/300Sep 25$0.80$4.2087%0.19$234.20$295.80
232/235305/310Oct 16$1.90$3.1065%0.61$233.10$306.90
230/235280/285Oct 2$2.20$2.8058%0.79$232.80$282.20
240/245280/285Oct 2$2.58$2.4250%1.07$242.42$282.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 65 found (best R:R 24.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$280.00$290.00$300.00Oct 23$0.40$9.6016%24.00
$280.00$290.00$300.00Oct 9$0.55$9.4519%17.18
$275.00$280.00$285.00Oct 16$0.05$4.9510%99.00
$270.00$275.00$280.00Oct 16$0.10$4.9010%49.00
$265.00$270.00$275.00Oct 30$0.10$4.907%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$260.00$270.00Oct 30$0.35$9.6514%27.57
$230.00$235.00$240.00Oct 2$0.07$4.936%70.43
$255.00$257.50$260.00Sep 25$0.05$2.459%49.00
$250.00$252.50$255.00Sep 25$0.09$2.419%26.78
$230.00$235.00$240.00Oct 30$0.15$4.856%32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 63 found (best net $-3.20, 57 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$255.001:2Oct 9-$8.50$6.50
$280.00$300.001:2Oct 30-$4.95$15.05
$290.00$300.001:2Oct 9-$0.50$9.50
$280.00$290.001:2Oct 9-$1.95$8.05
$290.00$300.001:2Oct 23-$2.45$7.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$270.001:2Oct 16-$3.20$16.80
$277.50$267.501:2Sep 25-$1.85$8.15
$255.00$245.001:2Oct 9-$1.40$8.60
$250.00$240.001:2Oct 16-$1.60$8.40
$245.00$242.501:2Sep 25-$0.21$2.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 6.65%, avg 2.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$275.00Oct 30$17.700.483.4%6.65%10.01%39--
$280.00Oct 30$15.700.455.2%5.90%11.14%1--
$270.00Oct 30$19.700.521.5%7.40%8.89%10--
$300.00Oct 30$9.200.3312.8%3.46%16.21%161
$315.00Oct 30$5.500.2518.4%2.07%20.46%5--
$275.00Oct 23$10.900.443.4%4.10%7.46%1--
$280.00Oct 23$8.900.405.2%3.35%8.58%1--
$270.00Oct 16$12.300.481.5%4.62%6.10%2271.1K
$280.00Oct 16$8.400.385.2%3.16%8.40%206243
$290.00Oct 23$6.100.319.0%2.29%11.29%6--

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 4,622
Total Puts 2,306
Put/Call Ratio 0.50
Net Difference 2,316

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,444
Total Puts 15,628
Average Put/Call Ratio 0.81
Ratio Trend Falling

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