Tour v536
TWLO
TWILIO INC A
$213.50 -0.13%
$211.60 (-0.89%)🌙
as of 11/04 07:00 PM
◀ 11/4 19:00 ▶

Option Volume

Detail
ℹ
Current (11/04) 7,309
Calls: 2,477 (34%)
Puts: 4,832 (66%)
Prior (11/03) 9,797
Calls: 4,815 (49%)
Puts: 4,982 (51%)
Current vs Prior -25.40%
Calls: -48.56% (Calls)
Puts: -3.01% (Puts)
Prior 7-Day Total 97,908
Calls: 45,899 (47%)
Puts: 52,009 (53%)
Prior 7-Day Average 13,986
Calls: 6,557 (47%)
Puts: 7,429 (53%)
Current vs Prior 7-Day Avg -47.74%
Calls: -62.22%
Puts: -34.97%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04) $7.71M
Calls: $2.04M (26%)
Puts: $5.68M (74%)
Prior (11/03) $10.34M
Calls: $3.49M (34%)
Puts: $6.85M (66%)
Current vs Prior -25.42%
Calls: -41.75%
Puts: -17.09%
Prior 7-Day Total $92.08M
Calls: $42.17M (46%)
Puts: $49.91M (54%)
Prior 7-Day Average $13.15M
Calls: $6.02M (46%)
Puts: $7.13M (54%)
Current vs Prior 7-Day Avg -41.35%
Calls: -66.22%
Puts: -20.34%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 1.95
Prior (11/03) 1.03
Current vs Prior +88.54%
Prior 7-Day Average 1.14
Current vs Prior 7-Day Avg +70.58%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04) 26,718
Calls: 15,493 (58%)
Puts: 11,225 (42%)
Prior (11/03) 28,243
Calls: 16,043 (57%)
Puts: 12,200 (43%)
Current vs Prior -5.40%
Prior 7-Day Total 310,610
Calls: 185,183 (60%)
Puts: 125,427 (40%)
Prior 7-Day Average 44,372
Calls: 26,454 (60%)
Puts: 17,918 (40%)
Current vs Prior 7-Day Avg -39.79%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.55% | 9.02%11.94% | 18.71%
Prior 6.95% | 10.06%13.03% | 19.95%
Current vs Prior -20.10% | -10.35%-8.32% | -6.21%
Prior 7-Day Avg 11.69% | 13.74%15.94% | 21.87%
Current vs 7-Day Avg -52.51% | -34.36%-25.08% | -14.45%
Prior 7-Day Eod 6.95% | 10.06%13.03% | 19.95%
Current vs 7-Day Eod -20.10% | -10.35%-8.32% | -6.21%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 44.82% | 22.56%
Calls: 46.94% | 24.00%
Puts: 42.70% | 21.12%
Prior 44.82% | 22.56%
Calls: 46.94% | 24.00%
Puts: 42.70% | 21.12%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 31.31% | 22.03%
Calls: 32.05% | 21.72%
Puts: 30.58% | 22.33%
Current vs 7-Day Avg +43.14% | +2.43%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($5.68M). Extreme bearish P/C ratio of 1.95 - heavy put buying. P/C ratio rising 89% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
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 13 of results (avg 8.3%, best 6.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Nov 2034.2036.30$35.256.0%30.89141
$175.00Dec 1842.2044.90$43.556.2%100.8542
$172.50Nov 639.0042.30$40.658.1%60.97--
$180.00Dec 1837.3040.90$39.109.2%10.8254
$185.00Nov 2029.7032.60$31.159.3%40.85--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Nov 2041.0044.20$42.607.5%100.9623
$250.00Dec 1840.0043.30$41.657.9%20.76--
$210.00Nov 209.2010.00$9.608.3%890.43209
$200.00Dec 1810.9011.90$11.408.8%80.35544
$190.00Dec 187.508.20$7.858.9%120.26199

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. 48 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$172.50Nov 639.0042.30$40.658.1%60.97--
$180.00Nov 2034.2036.30$35.256.0%30.89141
$200.00Nov 612.7015.20$13.9517.9%60.8653
$185.00Nov 2029.7032.60$31.159.3%40.85--
$175.00Dec 1842.2044.90$43.556.2%100.8542
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Nov 635.4038.90$37.159.4%1111.00224
$250.00Nov 1335.6039.40$37.5010.1%20.99--
$245.00Nov 630.4034.00$32.2011.2%10.98224
$255.00Nov 2041.0044.20$42.607.5%100.9623
$235.00Nov 620.6024.00$22.3015.2%10.95--

Most actively traded options today. High liquidity = easy entry/exit. 129 active (total vol 5.2K, top 935)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$232.50Nov 60.100.80$0.45155.6%9290.0870
$205.00Dec 417.8021.20$19.5017.4%2200.62--
$210.00Nov 2012.1014.30$13.2016.7%920.58559
$220.00Nov 62.002.80$2.4033.3%850.30340
$235.00Nov 60.001.10$0.55200.0%850.08611
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Nov 60.351.60$0.98127.6%9350.15279
$195.00Nov 60.101.20$0.65169.2%9200.1069
$195.00Dec 46.408.00$7.2022.2%2840.281
$205.00Nov 135.006.00$5.5018.2%1130.3418
$250.00Nov 635.4038.90$37.159.4%1111.00224

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 28.1%, max 44.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Nov 6Dec 1886.6%60.1%44.1%118501
$215.00Nov 6Dec 487.3%61.7%41.5%77133
$210.00Nov 6Dec 1880.1%57.8%38.5%28760
$205.00Nov 6Dec 483.1%60.4%37.7%242124
$225.00Nov 6Nov 2085.3%63.4%34.6%17430
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$225.00Nov 6Dec 485.3%60.1%42.0%262
$205.00Nov 6Dec 483.1%60.4%37.7%126783
$207.50Nov 6Nov 1381.7%70.2%16.4%590
$210.00Nov 20Dec 1863.2%57.8%9.3%98349
$220.00Nov 20Dec 1864.8%60.1%7.9%7491

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 88 found (best R:R 3.76, avg 4.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$220.00$230.00Dec 18$3.60$6.40$3.6048%1.78$223.60
$217.50$220.00Nov 6$0.10$2.40$0.1034%24.00$217.60
$227.50$230.00Nov 20$0.15$2.35$0.1533%15.67$227.65
$215.00$220.00Nov 20$1.70$3.30$1.7050%1.94$216.70
$210.00$220.00Dec 18$4.75$5.25$4.7557%1.11$214.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$210.00$205.00Nov 20$1.05$3.95$1.0543%3.76$208.95
$230.00$225.00Nov 13$3.20$1.80$3.2079%0.56$226.80
$200.00$195.00Dec 18$1.20$3.80$1.2035%3.17$198.80
$217.50$215.00Nov 6$1.20$1.30$1.2068%1.08$216.30
$212.50$207.50Nov 13$1.85$3.15$1.8548%1.70$210.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 63 found (best R:R 0.89, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$215.00$217.50Nov 6$1.65$1.65$0.8556%1.94$216.65
$225.00$227.50Nov 20$1.30$1.30$1.2063%1.08$226.30
$230.00$235.00Nov 13$1.25$1.25$3.7576%0.33$231.25
$225.00$227.50Nov 6$0.65$0.65$1.8582%0.35$225.65
$245.00$250.00Nov 27$0.98$0.98$4.0280%0.24$245.98
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$195.00$190.00Dec 18$2.35$2.35$2.6569%0.89$192.65
$205.00$200.00Nov 20$2.60$2.60$2.4063%1.08$202.40
$205.00$190.00Nov 13$3.55$3.55$11.4566%0.31$201.45
$205.00$195.00Dec 4$3.60$3.60$6.4062%0.56$201.40
$190.00$180.00Dec 11$2.30$2.30$7.7075%0.30$187.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $4.35, cheapest $6.00)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$215.00Nov 6Nov 13$3.9587.3%67.6%
$210.00Nov 6Nov 20$6.0080.1%63.2%
$207.50Nov 6Nov 13$3.7581.7%70.2%
$217.50Nov 6Nov 13$4.5074.8%67.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$215.00Nov 6Nov 20$6.0087.3%62.7%
$207.50Nov 6Nov 13$3.8081.7%70.2%
$220.00Nov 20Dec 11$4.8564.8%61.3%
$210.00Nov 20Nov 27$1.9563.2%61.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 4.68% of stock, avg 10.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$217.50Nov 6$2.50$7.50$10.00$207.50$227.504.68%
$215.00Nov 6$4.15$6.30$10.45$204.55$225.454.89%
$207.50Nov 6$8.35$2.85$11.20$196.30$218.705.25%
$205.00Nov 6$10.05$2.13$12.18$192.82$217.185.70%
$202.50Nov 6$12.25$1.55$13.80$188.70$216.306.46%
$225.00Nov 6$1.25$12.85$14.10$210.90$239.106.60%
$200.00Nov 6$13.95$0.98$14.93$185.07$214.936.99%
$230.00Nov 6$0.63$17.45$18.08$211.92$248.088.47%
$207.50Nov 13$12.10$6.65$18.75$188.75$226.258.78%
$205.00Nov 13$13.65$5.50$19.15$185.85$224.158.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 129 found (cheapest 1.04% of stock, avg 5.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$225.00$200.00Nov 6$1.25$0.98$2.23$197.77$227.23
$225.00$197.50Nov 6$1.25$1.08$2.33$195.17$227.33
$222.50$200.00Nov 6$1.65$0.98$2.63$197.37$225.13
$225.00$202.50Nov 6$1.25$1.55$2.80$199.70$227.80
$222.50$197.50Nov 6$1.65$1.08$2.73$194.77$225.23
$222.50$202.50Nov 6$1.65$1.55$3.20$199.30$225.70
$225.00$205.00Nov 6$1.25$2.13$3.38$201.62$228.38
$222.50$205.00Nov 6$1.65$2.13$3.78$201.22$226.28
$220.00$200.00Nov 6$2.40$0.98$3.38$196.62$223.38
$220.00$197.50Nov 6$2.40$1.08$3.48$194.02$223.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 84 found (best R:R 0.70, avg credit $1.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
190/192225/228Nov 6$1.03$1.4771%0.70$191.47$226.03
195/198225/228Nov 6$1.08$1.4268%0.76$196.42$226.08
200/202225/228Nov 6$1.22$1.2861%0.95$201.28$226.22
190/192220/222Nov 6$1.13$1.3760%0.82$191.37$221.13
202/205225/228Nov 6$1.23$1.2755%0.97$203.77$226.23
195/198220/222Nov 6$1.18$1.3256%0.89$196.32$221.18
205/208225/228Nov 6$1.37$1.1348%1.21$206.13$226.37
180/185230/235Nov 13$1.83$3.1765%0.58$183.17$231.83
200/202220/222Nov 6$1.32$1.1849%1.12$201.18$221.32
190/192230/232Nov 6$0.56$1.9479%0.29$191.94$230.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 found (best R:R 15.67, cheapest $0.14)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Dec 18$0.60$9.4016%15.67
$225.00$230.00$235.00Nov 13$0.15$4.8516%32.33
$230.00$240.00$250.00Dec 18$0.75$9.2515%12.33
$220.00$225.00$230.00Nov 13$0.40$4.6016%11.50
$215.00$217.50$220.00Nov 13$0.15$2.359%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$200.00$210.00$220.00Dec 18$0.95$9.0518%9.53
$225.00$230.00$235.00Nov 6$0.25$4.7511%19.00
$205.00$210.00$215.00Dec 4$0.25$4.7511%19.00
$202.50$205.00$207.50Nov 6$0.14$2.3613%16.86
$210.00$220.00$230.00Dec 18$0.95$9.0518%9.53

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 67 found (best net $-0.70, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$235.001:2Nov 27-$0.05$14.95
$180.00$200.001:2Dec 18-$11.60$8.40
$240.00$250.001:2Nov 20-$0.20$9.80
$240.00$250.001:2Dec 4-$1.31$8.69
$230.00$235.001:2Nov 13-$0.35$4.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$212.501:2Nov 13-$0.70$11.80
$225.00$217.501:2Nov 6-$2.15$5.35
$250.00$230.001:2Dec 18-$11.75$8.25
$192.50$190.001:2Nov 6-$0.12$2.38
$185.00$180.001:2Nov 13-$0.37$4.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 38 found (best yield 6.37%, avg 2.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Dec 18$13.600.483.0%6.37%9.41%33161
$230.00Dec 18$10.100.407.7%4.73%12.46%9272
$240.00Dec 18$7.300.3212.4%3.42%15.83%6189
$220.00Dec 11$12.400.483.0%5.81%8.85%1--
$250.00Dec 18$5.200.2517.1%2.44%19.53%7496
$215.00Dec 4$12.800.520.7%6.00%6.70%67--
$250.00Dec 11$4.000.2217.1%1.87%18.97%1--
$240.00Dec 4$4.800.2712.4%2.25%14.66%169
$220.00Nov 27$9.000.453.0%4.22%7.26%2--
$215.00Nov 27$11.100.510.7%5.20%5.90%39

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 2,477
Total Puts 4,832
Put/Call Ratio 1.95
Net Difference -2,355

Prior's Put/Call Breakdown

Total Calls 4,815
Total Puts 4,982
Put/Call Ratio 1.03
Net Difference -167

Prior 7-Day Put/Call Summary

Total Calls 45,899
Total Puts 52,009
Average Put/Call Ratio 1.14
Ratio Trend Rising

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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