Tour v536
TWLO
TWILIO INC A
$200.96 -5.87%
$199.80 (-0.58%)🌙
as of 11/05 06:58 PM
◀ 11/5 18:58 ▶

Option Volume

Detail
ℹ
Current (11/05) 15,892
Calls: 8,547 (54%)
Puts: 7,345 (46%)
Prior (11/04) 7,309
Calls: 2,477 (34%)
Puts: 4,832 (66%)
Current vs Prior +117.43%
Calls: +245.05% (Calls)
Puts: +52.01% (Puts)
Prior 7-Day Total 101,483
Calls: 46,202 (46%)
Puts: 55,281 (54%)
Prior 7-Day Average 14,497
Calls: 6,600 (46%)
Puts: 7,897 (54%)
Current vs Prior 7-Day Avg +9.62%
Calls: +29.49%
Puts: -6.99%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05) $6.66M
Calls: $2.78M (42%)
Puts: $3.88M (58%)
Prior (11/04) $7.71M
Calls: $2.04M (26%)
Puts: $5.68M (74%)
Current vs Prior -13.63%
Calls: +36.51%
Puts: -31.60%
Prior 7-Day Total $95.94M
Calls: $41.29M (43%)
Puts: $54.65M (57%)
Prior 7-Day Average $13.71M
Calls: $5.90M (43%)
Puts: $7.81M (57%)
Current vs Prior 7-Day Avg -51.38%
Calls: -52.90%
Puts: -50.24%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 0.86
Prior (11/04) 1.95
Current vs Prior -55.95%
Prior 7-Day Average 1.32
Current vs Prior 7-Day Avg -34.88%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/05) 32,111
Calls: 13,806 (43%)
Puts: 18,305 (57%)
Prior (11/04) 26,718
Calls: 15,493 (58%)
Puts: 11,225 (42%)
Current vs Prior +20.18%
Prior 7-Day Total 321,510
Calls: 190,209 (59%)
Puts: 131,301 (41%)
Prior 7-Day Average 45,930
Calls: 27,172 (59%)
Puts: 18,757 (41%)
Current vs Prior 7-Day Avg -30.09%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 4.63% | 9.43%12.69% | 20.03%
Prior 5.55% | 9.02%11.94% | 18.71%
Current vs Prior -16.62% | +4.58%+6.24% | +7.04%
Prior 7-Day Avg 10.32% | 12.66%15.04% | 21.15%
Current vs 7-Day Avg -55.16% | -25.53%-15.63% | -5.30%
Prior 7-Day Eod 5.55% | 9.02%11.94% | 18.71%
Current vs 7-Day Eod -16.62% | +4.58%+6.24% | +7.04%
Sentiment BULLISHBEARISH

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 33.96% | 21.69%
Calls: 34.84% | 22.15%
Puts: 33.09% | 21.24%
Current vs 7-Day Avg +31.97% | +3.99%
Liquidity Expensive
+
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🤖 AI Insights

Unusually high activity with volume up 117% vs prior - elevated interest. P/C ratio dropping 56% - sentiment shifting bullish. Rising open interest (up 20%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 8.7%, best 7.1%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Dec 1841.0044.00$42.507.1%50.7958
$230.00Dec 1133.3036.00$34.657.8%20.744
$240.00Nov 2038.1041.20$39.657.8%90.95224
$240.00Nov 1337.5040.70$39.108.2%51.00--
$230.00Dec 1833.3036.20$34.758.3%150.71122

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. 44 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Nov 2024.3027.30$25.8011.6%30.80--
$185.00Nov 2020.3022.90$21.6012.0%10.75272
$195.00Nov 67.209.70$8.4529.6%20.7418
$190.00Nov 2017.2019.40$18.3012.0%100.69--
$190.00Dec 1822.9026.00$24.4512.7%10.66--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Nov 612.7015.60$14.1520.5%11.00--
$217.50Nov 615.0018.40$16.7020.4%21.00--
$220.00Nov 617.4020.40$18.9015.9%21.00--
$222.50Nov 619.8023.20$21.5015.8%11.00--
$227.50Nov 624.8027.80$26.3011.4%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 131 active (total vol 14.5K, top 3.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Nov 60.350.90$0.6387.3%3.1K0.12136
$207.50Nov 61.302.25$1.7853.4%2.5K0.2941
$232.50Nov 60.001.50$0.75200.0%9170.09--
$210.00Nov 60.801.90$1.3581.5%1630.23244
$235.00Nov 60.000.35$0.18194.4%1470.03695
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Nov 60.451.30$0.8896.6%1.2K0.15690
$195.00Nov 60.952.80$1.8898.4%9340.28971
$200.00Nov 62.404.60$3.5062.9%9250.46964
$185.00Nov 60.300.55$0.4358.1%7590.08152
$192.50Nov 60.502.15$1.33124.1%6750.21275

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 46.4%, max 83.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Nov 6Dec 18108.6%64.3%68.9%165758
$205.00Nov 6Nov 20118.0%72.3%63.1%19182
$200.00Nov 6Nov 27103.2%65.8%56.9%3147
$195.00Nov 6Nov 20110.6%72.5%52.4%3272
$202.50Nov 6Nov 13114.3%79.0%44.7%9216
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$205.00Nov 6Dec 11118.0%64.3%83.4%672844
$195.00Nov 6Dec 18110.6%63.2%75.1%1.0K1.4K
$200.00Nov 6Dec 18103.2%62.5%65.2%9511.5K
$197.50Nov 6Nov 13108.1%73.7%46.7%53399
$202.50Nov 6Nov 13114.3%79.0%44.7%684

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 83 found (best R:R 0.96, avg 3.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$190.00$210.00Dec 18$10.20$9.80$10.2066%0.96$200.20
$215.00$225.00Dec 4$2.35$7.65$2.3539%3.26$217.35
$220.00$230.00Dec 18$2.80$7.20$2.8038%2.57$222.80
$200.00$202.50Nov 6$0.87$1.63$0.8757%1.87$200.87
$185.00$190.00Nov 20$3.30$1.70$3.3075%0.52$188.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$197.50$192.50Nov 13$1.00$4.00$1.0041%4.00$196.50
$215.00$205.00Nov 27$5.40$4.60$5.4064%0.85$209.60
$202.50$200.00Nov 13$0.80$1.70$0.8050%2.12$201.70
$202.50$200.00Nov 6$0.95$1.55$0.9555%1.63$201.55
$185.00$180.00Dec 11$1.10$3.90$1.1030%3.55$183.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 63 found (best R:R 0.48, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$232.50$235.00Nov 6$0.57$0.57$1.9392%0.30$233.07
$205.00$207.50Nov 6$1.32$1.32$1.1861%1.12$206.32
$205.00$210.00Nov 20$2.50$2.50$2.5051%1.00$207.50
$235.00$240.00Nov 20$0.73$0.73$4.2786%0.17$235.73
$217.50$220.00Nov 6$0.37$0.37$2.1388%0.17$217.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$190.00$180.00Nov 27$3.25$3.25$6.7566%0.48$186.75
$195.00$190.00Dec 18$2.40$2.40$2.6060%0.92$192.60
$190.00$170.00Dec 4$4.90$4.90$15.1065%0.32$185.10
$192.50$190.00Nov 13$1.20$1.20$1.3066%0.92$191.30
$170.00$165.00Dec 18$1.30$1.30$3.7080%0.35$168.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $5.48, cheapest $7.10)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Nov 6Nov 20$7.10118.0%72.3%
$202.50Nov 6Nov 13$4.87114.3%79.0%
$200.00Nov 6Nov 20$7.75103.2%70.8%
$190.00Nov 20Dec 18$6.1573.8%62.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Nov 6Nov 13$4.45118.0%77.3%
$202.50Nov 6Nov 13$4.60114.3%79.0%
$197.50Nov 6Nov 13$4.17108.1%73.7%
$200.00Nov 6Nov 13$4.75103.2%76.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 4.16% of stock, avg 10.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$200.00Nov 6$4.85$3.50$8.35$191.65$208.354.16%
$202.50Nov 6$3.98$4.45$8.43$194.07$210.934.19%
$205.00Nov 6$3.10$6.00$9.10$195.90$214.104.53%
$197.50Nov 6$6.75$2.63$9.38$188.12$206.884.67%
$195.00Nov 6$8.45$1.88$10.33$184.67$205.335.14%
$210.00Nov 6$1.35$10.35$11.70$198.30$221.705.82%
$212.50Nov 6$0.95$12.20$13.15$199.35$225.656.54%
$215.00Nov 6$0.63$14.15$14.78$200.22$229.787.35%
$217.50Nov 6$0.70$16.70$17.40$200.10$234.908.66%
$202.50Nov 13$8.85$9.05$17.90$184.60$220.408.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 116 found (cheapest 0.91% of stock, avg 6.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$212.50$190.00Nov 6$0.95$0.88$1.83$188.17$214.33
$212.50$192.50Nov 6$0.95$1.33$2.28$190.22$214.78
$210.00$190.00Nov 6$1.35$0.88$2.23$187.77$212.23
$210.00$192.50Nov 6$1.35$1.33$2.68$189.82$212.68
$207.50$190.00Nov 6$1.78$0.88$2.66$187.34$210.16
$212.50$195.00Nov 6$0.95$1.88$2.83$192.17$215.33
$207.50$192.50Nov 6$1.78$1.33$3.11$189.39$210.61
$210.00$195.00Nov 6$1.35$1.88$3.23$191.77$213.23
$207.50$195.00Nov 6$1.78$1.88$3.66$191.34$211.16
$212.50$197.50Nov 6$0.95$2.63$3.58$193.92$216.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 86 found (best R:R 0.75, avg credit $1.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
180/182232/235Nov 6$1.07$1.4381%0.75$181.43$233.57
190/192232/235Nov 13$1.53$0.9755%1.58$190.97$234.03
180/182218/220Nov 6$0.87$1.6378%0.53$181.63$218.37
185/188232/235Nov 6$0.82$1.6880%0.49$186.68$233.32
190/192230/232Nov 13$1.47$1.0353%1.43$191.03$231.47
190/192232/235Nov 6$1.02$1.4871%0.69$191.48$233.52
190/192215/218Nov 13$1.85$0.6537%2.85$190.65$216.85
180/182222/225Nov 6$0.65$1.8584%0.35$181.85$223.15
192/195232/235Nov 6$1.12$1.3864%0.81$193.88$233.62
188/190232/235Nov 6$0.77$1.7377%0.45$189.23$233.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 3.60, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$220.00$230.00$240.00Dec 18$0.50$9.5015%19.00
$195.00$200.00$205.00Nov 20$0.25$4.7514%19.00
$185.00$190.00$195.00Nov 20$0.25$4.7512%19.00
$210.00$212.50$215.00Nov 6$0.08$2.4210%30.25
$190.00$195.00$200.00Nov 20$0.40$4.6013%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$170.00$190.00$210.00Dec 4$4.35$15.6539%3.60
$210.00$220.00$230.00Dec 18$0.60$9.4018%15.67
$195.00$200.00$205.00Nov 20$0.10$4.9014%49.00
$195.00$200.00$205.00Nov 27$0.10$4.9012%49.00
$197.50$200.00$202.50Nov 6$0.08$2.4219%30.25

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 $-7.20, 63 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$190.00$210.001:2Dec 18-$4.05$15.95
$200.00$215.001:2Nov 27-$1.20$13.80
$210.00$220.001:2Nov 20-$1.40$8.60
$220.00$230.001:2Nov 13-$0.15$9.85
$220.00$230.001:2Nov 27-$1.35$8.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$222.501:2Nov 13-$7.20$10.30
$210.00$190.001:2Dec 4-$0.20$19.80
$205.00$185.001:2Dec 11-$0.15$19.85
$215.00$205.001:2Nov 13-$3.40$6.60
$210.00$205.001:2Nov 6-$1.65$3.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 6.37%, avg 1.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$210.00Dec 18$12.800.484.5%6.37%10.87%2514
$220.00Dec 18$9.100.399.5%4.53%14.00%24172
$230.00Dec 18$6.500.3114.4%3.23%17.69%20279
$220.00Dec 11$7.700.379.5%3.83%13.31%1--
$240.00Dec 18$4.400.2319.4%2.19%21.62%147191
$210.00Dec 4$8.500.444.5%4.23%8.73%12
$215.00Dec 4$7.000.397.0%3.48%10.47%567
$225.00Dec 4$4.900.3012.0%2.44%14.40%1--
$215.00Nov 27$6.400.377.0%3.18%10.17%19
$210.00Nov 20$7.200.414.5%3.58%8.08%60589

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 8,547
Total Puts 7,345
Put/Call Ratio 0.86
Net Difference 1,202

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 46,202
Total Puts 55,281
Average Put/Call Ratio 1.32
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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