Tour v528
TWLO
TWILIO INC A
$299.66 +3.08%
$295.98 (-1.23%)🌙
as of 09/24 07:15 PM
◀ 9/24 19:15 ▶

Option Volume

Detail
ℹ
Current (09/24) 7,742
Calls: 3,399 (44%)
Puts: 4,343 (56%)
Prior (09/21) 6,928
Calls: 4,622 (67%)
Puts: 2,306 (33%)
Current vs Prior +11.75%
Calls: -26.46% (Calls)
Puts: +88.33% (Puts)
Prior 7-Day Total 38,434
Calls: 21,662 (56%)
Puts: 16,772 (44%)
Prior 7-Day Average 5,490
Calls: 3,094 (56%)
Puts: 2,396 (44%)
Current vs Prior 7-Day Avg +41.01%
Calls: +9.84%
Puts: +81.26%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/24) $20.48M
Calls: $13.89M (68%)
Puts: $6.59M (32%)
Prior (09/21) $10.17M
Calls: $8.64M (85%)
Puts: $1.53M (15%)
Current vs Prior +101.46%
Calls: +60.77%
Puts: +331.93%
Prior 7-Day Total $44.95M
Calls: $30.50M (68%)
Puts: $14.44M (32%)
Prior 7-Day Average $6.42M
Calls: $4.36M (68%)
Puts: $2.06M (32%)
Current vs Prior 7-Day Avg +218.98%
Calls: +218.83%
Puts: +219.32%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 1.28
Prior (09/21) 0.50
Current vs Prior +156.10%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg +51.14%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/24) 29,553
Calls: 20,169 (68%)
Puts: 9,384 (32%)
Prior (09/21) 26,272
Calls: 16,680 (63%)
Puts: 9,592 (37%)
Current vs Prior +12.49%
Prior 7-Day Total 184,914
Calls: 119,133 (64%)
Puts: 65,781 (36%)
Prior 7-Day Average 26,416
Calls: 17,019 (64%)
Puts: 9,397 (36%)
Current vs Prior 7-Day Avg +11.87%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.45% | 7.73%12.35% | 23.91%
Prior 5.73% | 8.04%11.75% | 22.40%
Current vs Prior -39.86% | -3.95%+5.12% | +6.74%
Prior 7-Day Avg 4.95% | 7.53%6.43% | 15.58%
Current vs 7-Day Avg -30.32% | +2.65%+91.98% | +53.43%
Prior 7-Day Eod 5.73% | 8.04%11.75% | 22.40%
Current vs 7-Day Eod -39.86% | -3.95%+5.12% | +6.74%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 17.61% | 24.59%
Calls: 21.71% | 26.36%
Puts: 13.51% | 22.81%
Prior 28.80% | 20.29%
Calls: 30.86% | 17.19%
Puts: 26.75% | 23.38%
Current vs Prior -38.85% | +21.19%
Prior 7-Day Avg 28.80% | 20.29%
Calls: 30.86% | 17.19%
Puts: 26.75% | 23.38%
Current vs 7-Day Avg -38.85% | +21.19%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($13.89M). Massive premium surge with dollar volume up 101% vs prior. Dollar volume significantly above 7-day average (219% higher). Bearish P/C ratio of 1.28 indicates protective positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 38 of results (avg 7.4%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$252.50Sep 2546.2048.30$47.254.4%10.91--
$240.00Oct 1660.1063.30$61.705.2%450.95847
$245.00Oct 253.9056.80$55.355.2%10.96--
$250.00Sep 2548.2050.80$49.505.3%200.96186
$240.00Oct 2360.6064.00$62.305.5%20.9248
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Oct 244.8047.60$46.206.1%10.90--
$300.00Oct 1616.9018.00$17.456.3%130.47322
$297.50Oct 1615.6016.70$16.156.8%10.45--
$295.00Oct 1614.4015.50$14.957.4%140.434
$335.00Oct 937.5040.50$39.007.7%50.79--

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. 94 found (avg delta 0.74, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Sep 2523.6026.70$25.1512.3%20.9982
$260.00Sep 2538.4041.10$39.756.8%40.99250
$277.50Sep 2521.0024.30$22.6514.6%10.9827
$280.00Sep 2518.5021.40$19.9514.5%100.97345
$270.00Sep 2528.0031.90$29.9513.0%150.9762
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 2518.9022.10$20.5015.6%120.95--
$317.50Sep 2516.5019.70$18.1017.7%10.90--
$345.00Oct 244.8047.60$46.206.1%10.90--
$330.00Oct 230.7034.40$32.5511.4%10.82--
$310.00Sep 2510.5012.30$11.4015.8%160.8111

Most actively traded options today. High liquidity = easy entry/exit. 224 active (total vol 3.6K, top 531)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Sep 252.003.30$2.6549.1%2030.3671
$300.00Sep 253.405.80$4.6052.2%1670.53165
$310.00Sep 250.802.00$1.4085.7%1010.2280
$297.50Sep 255.107.50$6.3038.1%880.6117
$350.00Oct 162.904.50$3.7043.2%810.1776
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Oct 94.107.10$5.6053.6%5310.253
$280.00Sep 250.000.30$0.15200.0%3760.03382
$270.00Oct 21.201.50$1.3522.2%700.1032
$295.00Sep 251.403.20$2.3078.3%690.315
$300.00Sep 252.755.30$4.0363.3%600.484

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 21.4%, max 34.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$307.50Sep 25Oct 286.0%64.1%34.1%3866
$297.50Sep 25Oct 975.5%58.2%29.8%9017
$290.00Sep 25Nov 692.7%74.0%25.3%2281
$295.00Sep 25Oct 3076.1%70.8%7.5%5444
$305.00Sep 25Oct 3074.8%73.8%1.3%20576
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Sep 25Oct 2376.7%60.1%27.6%2011
$290.00Sep 25Nov 692.7%74.0%25.3%9213
$305.00Sep 25Oct 1674.8%62.2%20.2%2214

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 139 found (best R:R 2.11, avg 3.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$310.00$345.00Nov 6$11.25$23.75$11.2550%2.11$321.25
$265.00$280.00Oct 30$9.10$5.90$9.1075%0.65$274.10
$280.00$290.00Nov 6$5.20$4.80$5.2065%0.92$285.20
$300.00$310.00Nov 6$4.25$5.75$4.2555%1.35$304.25
$290.00$300.00Nov 6$4.80$5.20$4.8060%1.08$294.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$265.00$257.50Oct 9$0.13$7.37$0.1314%56.69$264.87
$300.00$297.50Oct 2$0.60$1.90$0.6049%3.17$299.40
$302.50$300.00Oct 16$0.75$1.75$0.7549%2.33$301.75
$312.50$310.00Oct 2$1.25$1.25$1.2564%1.00$311.25
$282.50$280.00Oct 2$0.25$2.25$0.2524%9.00$282.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 103 found (best R:R 0.62, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$307.50$310.00Sep 25$1.08$1.08$1.4269%0.76$308.58
$315.00$317.50Oct 2$1.17$1.17$1.3368%0.88$316.17
$305.00$307.50Oct 2$1.45$1.45$1.0555%1.38$306.45
$335.00$340.00Oct 9$1.25$1.25$3.7578%0.33$336.25
$300.00$302.50Oct 9$1.60$1.60$0.9047%1.78$301.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$250.00Nov 6$15.35$15.35$24.6560%0.62$274.65
$265.00$260.00Sep 25$1.47$1.47$3.5390%0.42$263.53
$265.00$250.00Oct 23$3.15$3.15$11.8580%0.27$261.85
$260.00$250.00Oct 30$3.00$3.00$7.0077%0.43$257.00
$280.00$277.50Oct 2$1.43$1.43$1.0778%1.34$278.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $6.72, cheapest $5.47)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$307.50Sep 25Oct 2$5.4786.0%64.1%
$295.00Sep 25Oct 2$5.9576.1%59.4%
$297.50Sep 25Oct 2$6.2575.5%63.1%
$300.00Sep 25Oct 2$5.9571.0%60.8%
$305.00Sep 25Oct 2$6.7574.8%66.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$295.00Sep 25Oct 2$5.9076.1%59.4%
$297.50Sep 25Oct 2$6.8275.5%63.1%
$300.00Sep 25Oct 2$6.5771.0%60.8%
$302.50Sep 25Oct 16$12.0071.3%62.9%
$305.00Sep 25Oct 2$5.5574.8%66.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 2.88% of stock, avg 9.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$300.00Sep 25$4.60$4.03$8.63$291.37$308.632.88%
$297.50Sep 25$6.30$3.18$9.48$288.02$306.983.16%
$295.00Sep 25$7.20$2.30$9.50$285.50$304.503.17%
$302.50Sep 25$3.40$6.20$9.60$292.90$312.103.20%
$305.00Sep 25$2.65$8.00$10.65$294.35$315.653.55%
$292.50Sep 25$9.40$2.32$11.72$280.78$304.223.91%
$290.00Sep 25$10.85$1.75$12.60$277.40$302.604.20%
$310.00Sep 25$1.40$11.40$12.80$297.20$322.804.27%
$287.50Sep 25$13.15$0.55$13.70$273.80$301.204.57%
$285.00Sep 25$14.95$0.58$15.53$269.47$300.535.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 1.05% of stock, avg 7.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$290.00Sep 25$1.40$1.75$3.15$286.85$313.15
$312.50$290.00Sep 25$1.40$1.75$3.15$286.85$315.65
$310.00$292.50Sep 25$1.40$2.32$3.72$288.78$313.72
$312.50$292.50Sep 25$1.40$2.32$3.72$288.78$316.22
$310.00$295.00Sep 25$1.40$2.30$3.70$291.30$313.70
$312.50$295.00Sep 25$1.40$2.30$3.70$291.30$316.20
$307.50$290.00Sep 25$2.48$1.75$4.23$285.77$311.73
$307.50$295.00Sep 25$2.48$2.30$4.78$290.22$312.28
$307.50$292.50Sep 25$2.48$2.32$4.80$287.70$312.30
$305.00$290.00Sep 25$2.65$1.75$4.40$285.60$309.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 122 found (best R:R 10.36, avg credit $2.24)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
288/290308/310Sep 25$2.28$0.2248%10.36$287.72$309.78
282/285315/318Oct 2$2.37$0.1340%18.23$282.63$317.37
278/280322/325Oct 2$1.91$0.5954%3.24$278.09$324.41
280/285335/340Oct 9$3.40$1.6047%2.13$281.60$338.40
288/290318/320Sep 25$1.50$1.0065%1.50$288.50$319.00
288/290312/315Sep 25$1.65$0.8559%1.94$288.35$314.15
260/265318/320Sep 25$1.77$3.2377%0.55$263.23$319.27
260/265308/310Sep 25$2.55$2.4559%1.04$262.45$310.05
278/280318/320Oct 2$1.71$0.7950%2.16$278.29$319.21
280/282308/310Sep 25$1.43$1.0761%1.34$281.07$308.93

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 79 found (best R:R 39.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$290.00$300.00$310.00Oct 23$0.25$9.7516%39.00
$330.00$340.00$350.00Oct 16$0.35$9.6513%27.57
$280.00$290.00$300.00Nov 6$0.40$9.6010%24.00
$290.00$295.00$300.00Oct 30$0.05$4.956%99.00
$305.00$310.00$315.00Oct 16$0.20$4.808%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$270.00$275.00$280.00Oct 30$0.05$4.956%99.00
$275.00$280.00$285.00Oct 30$0.05$4.956%99.00
$250.00$255.00$260.00Oct 16$0.05$4.955%99.00
$255.00$260.00$265.00Oct 16$0.15$4.856%32.33
$260.00$265.00$270.00Oct 30$0.15$4.855%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. 72 found (best net $-0.90, 64 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$345.001:2Nov 6-$4.70$30.30
$260.00$285.001:2Oct 23-$10.45$14.55
$330.00$350.001:2Oct 23-$1.45$18.55
$310.00$325.001:2Oct 23-$5.55$9.45
$307.50$310.001:2Sep 25-$0.32$2.18
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$300.001:2Oct 30-$0.90$39.10
$300.00$280.001:2Oct 23-$1.40$18.60
$317.50$310.001:2Sep 25-$4.70$2.80
$275.00$270.001:2Oct 2-$0.37$4.63
$272.50$267.501:2Sep 25-$0.09$4.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 8.44%, avg 2.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Nov 6$25.300.503.5%8.44%11.89%1--
$300.00Nov 6$29.600.550.1%9.88%9.99%1--
$345.00Nov 6$14.000.3415.1%4.67%19.80%2--
$350.00Nov 6$12.700.3216.8%4.24%21.04%1--
$310.00Oct 30$21.000.493.5%7.01%10.46%32
$315.00Oct 30$19.000.465.1%6.34%11.46%215
$305.00Oct 30$23.200.521.8%7.74%9.52%25
$320.00Oct 30$17.100.436.8%5.71%12.49%3--
$300.00Oct 30$25.500.540.1%8.51%8.62%2--
$325.00Oct 30$15.300.418.5%5.11%13.56%1--

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 3,399
Total Puts 4,343
Put/Call Ratio 1.28
Net Difference -944

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,662
Total Puts 16,772
Average Put/Call Ratio 0.85
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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