Tour v346
TWLO
TWILIO INC A
$206.78 +0.04%
$204.26 (-1.22%)🌙
as of 07/17 07:25 PM
7/17 19:25

Option Volume

Detail
Current (07/17) 5,419
Calls: 3,020 (56%)
Puts: 2,399 (44%)
Prior (07/16) 2,308
Calls: 1,438 (62%)
Puts: 870 (38%)
Current vs Prior +134.79%
Calls: +110.01% (Calls)
Puts: +175.75% (Puts)
Prior 7-Day Total 19,370
Calls: 12,456 (64%)
Puts: 6,914 (36%)
Prior 7-Day Average 2,767
Calls: 1,779 (64%)
Puts: 987 (36%)
Current vs Prior 7-Day Avg +95.83%
Calls: +69.72%
Puts: +142.88%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $5.97M
Calls: $4.32M (72%)
Puts: $1.64M (28%)
Prior (07/16) $2.62M
Calls: $1.70M (65%)
Puts: $920.3K (35%)
Current vs Prior +127.57%
Calls: +154.08%
Puts: +78.58%
Prior 7-Day Total $27.88M
Calls: $18.87M (68%)
Puts: $9.01M (32%)
Prior 7-Day Average $3.98M
Calls: $2.70M (68%)
Puts: $1.29M (32%)
Current vs Prior 7-Day Avg +49.78%
Calls: +60.34%
Puts: +27.67%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.79
Prior (07/16) 0.60
Current vs Prior +31.30%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg +35.61%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/17) 20,403
Calls: 16,336 (80%)
Puts: 4,067 (20%)
Prior (07/16) 18,920
Calls: 15,194 (80%)
Puts: 3,726 (20%)
Current vs Prior +7.84%
Prior 7-Day Total 144,210
Calls: 115,386 (80%)
Puts: 28,824 (20%)
Prior 7-Day Average 20,601
Calls: 16,483 (80%)
Puts: 4,117 (20%)
Current vs Prior 7-Day Avg -0.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.64% | 8.00%1.64% | 21.69%
Prior 3.38% | 7.72%3.38% | 21.75%
Current vs Prior +137.01% | +32.24%-51.31% | -0.26%
Prior 7-Day Avg 4.77% | 8.26%5.85% | 22.10%
Current vs 7-Day Avg +67.63% | +23.48%-71.88% | -1.86%
Prior 7-Day Eod 3.38% | 7.72%3.38% | 21.75%
Current vs 7-Day Eod +137.01% | +32.24%-51.31% | -0.26%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 24.40% | 23.09%
Calls: 30.43% | 21.80%
Puts: 18.37% | 24.39%
Prior 24.40% | 23.09%
Calls: 30.43% | 21.80%
Puts: 18.37% | 24.39%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 24.40% | 23.09%
Calls: 30.43% | 21.80%
Puts: 18.37% | 24.39%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($4.32M). Massive premium surge with dollar volume up 128% vs prior. Unusually high activity with volume up 135% vs prior - elevated interest. Volume explosion - 96% above 7-day average (5,419 vs avg 2,767).

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 NEUTRAL
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 12 of results (avg 8.7%, best 6.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2123.2024.80$24.006.7%30.61111
$190.00Aug 2128.1030.40$29.257.9%740.69199
$210.00Aug 2118.4020.00$19.208.3%1590.53273
$185.00Aug 2130.7033.40$32.058.4%10.72--
$170.00Jul 1735.4038.70$37.058.9%141.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$247.50Jul 1738.8042.10$40.458.2%10.92--
$200.00Aug 2115.9017.30$16.608.4%10.39205
$245.00Jul 1736.3039.60$37.958.7%10.92--
$242.50Jul 1733.8037.10$35.459.3%10.97--
$185.00Aug 219.7010.70$10.209.8%10.28--

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 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Jul 1735.4038.70$37.058.9%141.00--
$175.00Jul 1730.6033.70$32.159.6%830.92216
$180.00Jul 1725.5028.70$27.1011.8%130.91247
$175.00Jul 2430.4034.20$32.3011.8%10.90--
$185.00Jul 1720.6023.50$22.0513.2%3280.901.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 1721.4024.40$22.9013.1%31.00--
$242.50Jul 1733.8037.10$35.459.3%10.97--
$240.00Jul 1731.3034.60$32.9510.0%10.96--
$247.50Jul 1738.8042.10$40.458.2%10.92--
$245.00Jul 1736.3039.60$37.958.7%10.92--

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 4.5K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Jul 1720.6023.50$22.0513.2%3280.901.3K
$210.00Jul 170.002.15$1.08199.1%3030.33542
$207.50Jul 246.408.10$7.2523.4%2730.501
$210.00Jul 245.308.00$6.6540.6%1980.4533
$212.50Jul 243.906.10$5.0044.0%1980.39285
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jul 243.905.70$4.8037.5%1.6K0.353
$210.00Jul 171.654.50$3.0892.5%2170.74335
$205.00Jul 170.002.15$1.08199.1%150.32102
$202.50Jul 170.001.85$0.93198.9%120.2318
$177.50Jul 170.002.15$1.08199.1%110.0920

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 1004.1%, max 2300.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$180.00Jul 17Aug 281496.9%76.2%1865.6%27247
$175.00Jul 17Jul 241714.6%94.7%1710.7%84216
$225.00Jul 17Jul 31965.0%58.3%1554.0%311.4K
$185.00Jul 17Aug 211279.5%80.6%1487.4%3291.3K
$192.50Jul 17Jul 31949.6%59.9%1485.8%137
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$177.50Jul 17Jul 311605.6%66.9%2300.7%1820
$190.00Jul 17Aug 281060.5%75.6%1303.5%7--
$195.00Jul 17Jul 31836.9%60.6%1280.7%5163
$220.00Jul 17Aug 21777.8%78.7%887.9%22199
$215.00Jul 17Jul 31570.5%58.9%869.2%428

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 65 found (best R:R 15.67, avg 2.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$240.00Jul 31$0.78$9.22$0.7811.82$230.78
$222.50$225.00Jul 24$0.20$2.30$0.2011.50$222.70
$225.00$230.00Jul 24$0.45$4.55$0.4510.11$225.45
$220.00$222.50Jul 24$0.25$2.25$0.259.00$220.25
$230.00$235.00Aug 7$0.65$4.35$0.656.69$230.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$205.00$202.50Jul 17$0.15$2.35$0.1515.67$204.85
$180.00$177.50Jul 31$0.15$2.35$0.1515.67$179.85
$207.50$205.00Jul 17$0.22$2.28$0.2210.36$207.28
$192.50$190.00Jul 24$0.55$1.95$0.553.55$191.95
$195.00$182.50Jul 31$3.05$9.45$3.053.10$191.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 73 found (best R:R 49.00, avg 1.84)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$170.00$175.00Jul 17$4.90$4.90$0.1049.00$174.90
$175.00$192.50Jul 24$15.20$15.20$2.306.61$190.20
$192.50$195.00Jul 24$2.05$2.05$0.454.56$194.55
$195.00$200.00Jul 24$3.75$3.75$1.253.00$198.75
$197.50$200.00Jul 31$1.75$1.75$0.752.33$199.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$212.50$210.00Jul 17$2.37$2.37$0.1318.23$210.13
$207.50$205.00Aug 7$2.00$2.00$0.504.00$205.50
$210.00$207.50Jul 17$1.78$1.78$0.722.47$208.22
$230.00$220.00Aug 21$6.65$6.65$3.351.99$223.35
$210.00$205.00Jul 31$3.10$3.10$1.901.63$206.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 31 found (avg debit $4.88, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$175.00Jul 17Jul 24$0.151714.6%94.7%
$240.00Jul 24Jul 31$0.6472.1%59.3%
$225.00Jul 17Jul 24$0.87965.0%67.8%
$220.00Jul 17Jul 24$1.32777.8%61.8%
$230.00Jul 17Jul 24$1.40683.1%71.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$177.50Jul 17Jul 31$0.351605.6%66.9%
$190.00Jul 17Jul 24$1.471060.5%76.6%
$170.00Aug 21Aug 28$1.6577.7%79.1%
$195.00Jul 17Jul 24$1.95836.9%67.2%
$200.00Jul 17Jul 24$3.72602.9%68.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 0.90% of stock, avg 9.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$207.50Jul 17$0.57$1.30$1.87$205.63$209.370.90%
$205.00Jul 17$2.10$1.08$3.18$201.82$208.181.54%
$210.00Jul 17$1.08$3.08$4.16$205.84$214.162.01%
$202.50Jul 17$4.55$0.93$5.48$197.02$207.982.65%
$212.50Jul 17$1.08$5.45$6.53$205.97$219.033.16%
$200.00Jul 17$7.00$1.08$8.08$191.92$208.083.91%
$215.00Jul 17$1.08$7.95$9.03$205.97$224.034.37%
$217.50Jul 17$1.08$10.45$11.53$205.97$229.035.58%
$195.00Jul 17$12.10$1.08$13.18$181.82$208.186.37%
$220.00Jul 17$1.08$12.95$14.03$205.97$234.036.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 117 found (cheapest 0.97% of stock, avg 6.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$210.00$202.50Jul 17$1.08$0.93$2.01$200.49$212.01
$212.50$202.50Jul 17$1.08$0.93$2.01$200.49$214.51
$215.00$202.50Jul 17$1.08$0.93$2.01$200.49$217.01
$217.50$202.50Jul 17$1.08$0.93$2.01$200.49$219.51
$220.00$202.50Jul 17$1.08$0.93$2.01$200.49$222.01
$210.00$205.00Jul 17$1.08$1.08$2.16$202.84$212.16
$210.00$200.00Jul 17$1.08$1.08$2.16$197.84$212.16
$210.00$195.00Jul 17$1.08$1.08$2.16$192.84$212.16
$210.00$190.00Jul 17$1.08$1.08$2.16$187.84$212.16
$212.50$205.00Jul 17$1.08$1.08$2.16$202.84$214.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 119 found (best R:R 18.23, avg credit $3.67)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
195/198210/212Jul 24$2.37$0.1318.23$195.13$212.37
200/202205/208Jul 24$2.35$0.1515.67$200.15$207.35
198/200205/208Jul 24$2.25$0.259.00$197.75$207.25
205/210225/230Jul 31$4.48$0.528.62$205.52$229.48
190/192210/212Jul 24$2.20$0.307.33$190.30$212.20
200/202212/215Jul 24$2.20$0.307.33$200.30$214.70
208/210212/215Aug 7$2.20$0.307.33$207.80$214.70
170/180190/200Aug 21$8.70$1.306.69$171.30$198.70
190/192195/200Jul 24$4.30$0.706.14$188.20$199.30
205/208212/215Jul 24$2.15$0.356.14$205.35$214.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$180.00$185.00$190.00Jul 17$0.15$4.8532.33
$220.00$230.00$240.00Aug 21$0.30$9.7032.33
$190.00$200.00$210.00Aug 21$0.45$9.5521.22
$190.00$192.50$195.00Jul 17$0.15$2.3515.67
$210.00$212.50$215.00Jul 31$0.15$2.3515.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$220.00$230.00$240.00Jul 17$0.10$9.9099.00
$202.50$205.00$207.50Jul 24$0.05$2.4549.00
$202.50$205.00$207.50Jul 17$0.07$2.4334.71
$197.50$200.00$202.50Jul 24$0.10$2.4024.00
$200.00$205.00$210.00Jul 31$0.25$4.7519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-1.95, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$240.001:2Aug 14-$1.95$18.05
$175.00$192.501:2Jul 24-$1.90$15.60
$200.00$220.001:2Aug 14-$5.60$14.40
$230.00$240.001:2Jul 31-$0.49$9.51
$220.00$230.001:2Aug 7-$4.90$5.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$200.001:2Aug 21-$6.35$13.65
$200.00$185.001:2Aug 7-$2.25$12.75
$200.00$185.001:2Aug 21-$3.80$11.20
$187.50$177.501:2Jul 17-$1.08$8.92
$180.00$170.001:2Aug 21-$1.65$8.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 8.90%, avg 3.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$210.00Aug 21$18.400.531.6%8.90%10.46%159273
$207.50Aug 7$16.500.540.3%7.98%8.33%1--
$220.00Aug 21$14.300.466.4%6.92%13.31%53.0K
$212.50Aug 7$13.600.492.8%6.58%9.34%1--
$215.00Aug 7$12.700.474.0%6.14%10.12%176
$220.00Aug 14$12.400.446.4%6.00%12.39%2--
$230.00Aug 21$11.000.3811.2%5.32%16.55%50--
$220.00Aug 7$10.900.426.4%5.27%11.66%3105
$240.00Aug 28$8.200.3316.1%3.97%20.03%2--
$240.00Aug 21$7.700.3116.1%3.72%19.79%341.3K

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 3,020
Total Puts 2,399
Put/Call Ratio 0.79
Net Difference 621

Prior's Put/Call Breakdown

Total Calls 1,438
Total Puts 870
Put/Call Ratio 0.60
Net Difference 568

Prior 7-Day Put/Call Summary

Total Calls 12,456
Total Puts 6,914
Average Put/Call Ratio 0.59
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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