Tour v536
TWLO
TWILIO INC A
$202.02 +0.53%
$197.98 (-2.00%)🌙
as of 11/06 06:56 PM
◀ 11/6 18:56

Option Volume

Detail
ℹ
Current (11/06) 6,493
Calls: 2,588 (40%)
Puts: 3,905 (60%)
Prior (11/05) 15,892
Calls: 8,547 (54%)
Puts: 7,345 (46%)
Current vs Prior -59.14%
Calls: -69.72% (Calls)
Puts: -46.83% (Puts)
Prior 7-Day Total 113,677
Calls: 52,881 (47%)
Puts: 60,796 (53%)
Prior 7-Day Average 16,239
Calls: 7,554 (47%)
Puts: 8,685 (53%)
Current vs Prior 7-Day Avg -60.02%
Calls: -65.74%
Puts: -55.04%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06) $2.69M
Calls: $1.06M (39%)
Puts: $1.63M (61%)
Prior (11/05) $6.66M
Calls: $2.78M (42%)
Puts: $3.88M (58%)
Current vs Prior -59.58%
Calls: -61.77%
Puts: -58.01%
Prior 7-Day Total $98.58M
Calls: $41.48M (42%)
Puts: $57.10M (58%)
Prior 7-Day Average $14.08M
Calls: $5.93M (42%)
Puts: $8.16M (58%)
Current vs Prior 7-Day Avg -80.88%
Calls: -82.08%
Puts: -80.00%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 1.51
Prior (11/05) 0.86
Current vs Prior +75.58%
Prior 7-Day Average 1.30
Current vs Prior 7-Day Avg +15.84%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06) 33,057
Calls: 19,199 (58%)
Puts: 13,858 (42%)
Prior (11/05) 32,111
Calls: 13,806 (43%)
Puts: 18,305 (57%)
Current vs Prior +2.95%
Prior 7-Day Total 333,917
Calls: 189,819 (57%)
Puts: 144,098 (43%)
Prior 7-Day Average 47,702
Calls: 27,117 (57%)
Puts: 20,585 (43%)
Current vs Prior 7-Day Avg -30.70%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 1.29% | 7.87%11.48% | 18.83%
Prior 4.63% | 9.43%12.69% | 20.03%
Current vs Prior +70.07% | +21.79%-9.50% | -5.96%
Prior 7-Day Avg 8.83% | 11.70%14.31% | 20.68%
Current vs 7-Day Avg -10.90% | -1.87%-19.72% | -8.94%
Prior 7-Day Eod 4.63% | 9.43%12.69% | 20.03%
Current vs 7-Day Eod +70.07% | +21.79%-9.50% | -5.96%
Sentiment BEARISHBULLISH

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 36.61% | 21.36%
Calls: 37.63% | 22.58%
Puts: 35.60% | 20.14%
Current vs 7-Day Avg +22.42% | +5.60%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($1.63M). Light premium activity with dollar volume down 60% vs prior. Below-average activity with volume down 59% vs prior. Extreme bearish P/C ratio of 1.51 - heavy put buying.

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 BEARISH
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 9 of results (avg 8.7%, best 7.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Dec 1139.5042.50$41.007.3%10.88--
$165.00Nov 1335.4038.90$37.159.4%10.971
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Dec 1840.0042.90$41.457.0%50.86--
$232.50Nov 2030.7033.30$32.008.1%21.00--
$240.00Nov 2037.0040.30$38.658.5%21.00--
$230.00Nov 2028.7031.30$30.008.7%241.00731
$210.00Dec 1819.0020.90$19.959.5%20.55149

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. 50 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Nov 60.552.75$1.65133.3%241.0051
$202.50Nov 60.000.60$0.30200.0%1331.0025
$165.00Nov 1335.4038.90$37.159.4%10.971
$180.00Nov 619.9023.50$21.7016.6%10.924
$165.00Dec 1139.5042.50$41.007.3%10.88--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Nov 60.000.25$0.13192.3%991.00720
$202.50Nov 60.051.85$0.95189.5%891.0084
$210.00Nov 66.309.70$8.0042.5%301.0086
$220.00Nov 616.5019.70$18.1017.7%161.0055
$215.00Nov 1314.2016.50$15.3515.0%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 135 active (total vol 6.0K, top 690)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Nov 60.001.45$0.73198.6%6500.123.1K
$227.50Nov 130.200.90$0.55127.3%6250.083
$205.00Nov 60.000.60$0.30200.0%2330.12142
$202.50Nov 60.000.60$0.30200.0%1331.0025
$210.00Dec 1812.4014.50$13.4515.6%780.48516
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Nov 60.001.30$0.65200.0%6900.11804
$192.50Nov 60.000.50$0.25200.0%6600.11897
$172.50Nov 130.350.90$0.6387.3%6110.07--
$192.50Nov 133.404.60$4.0030.0%6030.314
$197.50Nov 60.000.15$0.08187.5%1340.18559

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 13.0%, max 13.0%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$195.00Nov 13Nov 2767.9%60.1%13.0%511
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 78 found (best R:R 2.05, avg 3.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$200.00$202.50Nov 6$1.35$1.15$1.35100%0.85$201.35
$202.50$205.00Nov 13$0.35$2.15$0.3553%6.14$202.85
$205.00$215.00Nov 27$3.35$6.65$3.3548%1.99$208.35
$200.00$210.00Dec 18$4.65$5.35$4.6558%1.15$204.65
$195.00$197.50Nov 13$1.05$1.45$1.0569%1.38$196.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$202.50$200.00Nov 6$0.82$1.68$0.82100%2.05$201.68
$215.00$210.00Nov 13$3.30$1.70$3.30100%0.52$211.70
$205.00$200.00Nov 27$1.70$3.30$1.7054%1.94$203.30
$210.00$205.00Nov 13$2.95$2.05$2.9577%0.69$207.05
$215.00$205.00Nov 20$6.15$3.85$6.1572%0.63$208.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 1.00, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$215.00$220.00Nov 27$2.50$2.50$2.5064%1.00$217.50
$215.00$220.00Nov 6$0.70$0.70$4.3088%0.16$215.70
$235.00$237.50Nov 6$0.35$0.35$2.1595%0.16$235.35
$205.00$240.00Dec 11$10.55$10.55$24.4548%0.43$215.55
$225.00$227.50Nov 6$0.47$0.47$2.0390%0.23$225.47
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$200.00$195.00Nov 27$2.95$2.95$2.0553%1.44$197.05
$190.00$185.00Dec 11$2.20$2.20$2.8065%0.79$187.80
$185.00$182.50Nov 13$0.93$0.93$1.5780%0.59$184.07
$195.00$180.00Dec 18$5.15$5.15$9.8560%0.52$189.85
$187.50$185.00Nov 6$0.78$0.78$1.7281%0.45$186.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $2.60, cheapest $2.60)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Nov 13Nov 20$2.6067.9%63.9%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 0.62% of stock, avg 8.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$202.50Nov 6$0.30$0.95$1.25$201.25$203.750.62%
$200.00Nov 6$1.65$0.13$1.78$198.22$201.780.88%
$205.00Nov 6$0.30$3.13$3.43$201.57$208.431.70%
$197.50Nov 6$4.25$0.08$4.33$193.17$201.832.14%
$207.50Nov 6$0.43$5.55$5.98$201.52$213.482.96%
$210.00Nov 6$0.08$8.00$8.08$201.92$218.084.00%
$215.00Nov 6$0.73$13.05$13.78$201.22$228.786.82%
$202.50Nov 13$6.55$7.70$14.25$188.25$216.757.05%
$200.00Nov 13$8.20$6.40$14.60$185.40$214.607.23%
$205.00Nov 13$6.20$9.10$15.30$189.70$220.307.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 114 found (cheapest 0.19% of stock, avg 5.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$205.00$197.50Nov 6$0.30$0.08$0.38$197.12$205.38
$212.50$197.50Nov 6$0.35$0.08$0.43$197.07$212.93
$207.50$197.50Nov 6$0.43$0.08$0.51$196.99$208.01
$205.00$192.50Nov 6$0.30$0.25$0.55$191.95$205.55
$212.50$192.50Nov 6$0.35$0.25$0.60$191.90$213.10
$207.50$192.50Nov 6$0.43$0.25$0.68$191.82$208.18
$215.00$197.50Nov 6$0.73$0.08$0.81$196.69$215.81
$205.00$180.00Nov 6$0.30$0.57$0.87$179.13$205.87
$212.50$180.00Nov 6$0.35$0.57$0.92$179.08$213.42
$205.00$185.00Nov 6$0.30$0.65$0.95$184.05$205.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 67 found (best R:R 0.82, avg credit $1.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
185/188235/238Nov 6$1.13$1.3776%0.82$186.37$236.13
185/188225/228Nov 6$1.25$1.2571%1.00$186.25$226.25
182/185222/225Nov 13$1.30$1.2065%1.08$183.70$223.80
182/185225/228Nov 13$1.18$1.3269%0.89$183.82$226.18
182/185220/222Nov 13$1.34$1.1662%1.16$183.66$221.34
182/185212/215Nov 13$1.65$0.8549%1.94$183.35$214.15
185/188208/210Nov 6$1.13$1.3769%0.82$186.37$208.63
182/185215/218Nov 13$1.45$1.0554%1.38$183.55$216.45
182/185218/220Nov 13$1.33$1.1758%1.14$183.67$218.83
172/175222/225Nov 13$0.79$1.7176%0.46$174.21$223.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 47 found (best R:R 18.23, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$202.50$205.00$207.50Nov 6$0.13$2.3788%18.23
$200.00$210.00$220.00Dec 18$0.50$9.5019%19.00
$200.00$202.50$205.00Nov 6$1.35$1.1588%0.85
$200.00$205.00$210.00Nov 20$0.10$4.9016%49.00
$220.00$230.00$240.00Dec 18$0.70$9.3016%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$205.00$210.00$215.00Nov 13$0.35$4.6538%13.29
$197.50$200.00$202.50Nov 6$0.77$1.7382%2.25
$200.00$202.50$205.00Nov 13$0.10$2.4014%24.00
$220.00$230.00$240.00Dec 18$1.00$9.0019%9.00
$177.50$180.00$182.50Nov 13$0.09$2.413%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 78 found (best net $-6.10, 65 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$215.00$225.001:2Dec 4-$2.05$7.95
$220.00$230.001:2Nov 27-$1.20$8.80
$205.00$215.001:2Nov 27-$3.45$6.55
$225.00$235.001:2Dec 4-$1.66$8.34
$202.50$205.001:2Nov 6-$0.30$2.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$215.001:2Nov 20-$6.10$8.90
$240.00$225.001:2Nov 13-$8.75$6.25
$225.00$210.001:2Nov 27-$5.40$9.60
$205.00$190.001:2Dec 11-$3.75$11.25
$195.00$180.001:2Dec 18-$2.25$12.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 6.14%, avg 2.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$210.00Dec 18$12.400.484.0%6.14%10.09%78516
$220.00Dec 18$8.800.388.9%4.36%13.26%13189
$205.00Dec 11$13.000.521.5%6.44%7.91%2--
$230.00Dec 18$6.000.2913.8%2.97%16.82%4293
$240.00Dec 18$3.800.2218.8%1.88%20.68%2261
$210.00Dec 4$8.000.444.0%3.96%7.91%1--
$215.00Dec 4$6.000.386.4%2.97%9.40%2--
$240.00Dec 11$3.200.2018.8%1.58%20.38%2--
$215.00Nov 27$6.000.366.4%2.97%9.40%310
$205.00Nov 27$8.600.481.5%4.26%5.73%59

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 2,588
Total Puts 3,905
Put/Call Ratio 1.51
Net Difference -1,317

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 52,881
Total Puts 60,796
Average Put/Call Ratio 1.30
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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