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Twilio Inc (TWLO) Stock, Option Volume Hit Record Peaks

Twilio Inc (NYSE:TWLO) has more than quadrupled since its June 23 IPO

Aug 15, 2016 at 2:06 PM
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Tech stock Twilio Inc (NYSE:TWLO) has been in the bullish limelight since going public in late June. More specifically, shares of the cloud concern have more than quadrupled since their June 23 initial public offering at $15. Today, in fact, TWLO has surged 22.8% to trade at $65.42 -- earlier notching an all-time high of $66.39 -- with both stock and options volume hitting record highs, suggesting traders are eyeing even bigger gains down the road.

By the numbers, 12 million TWLO shares have traded thus far -- eclipsing the previous record of 9.3 million shares, set last Friday. Elsewhere, more than 36,700 options had traded at last check, about 14,000 more than the previous all-time high for options volume, also hit on Friday. Calls have the distinct edge over puts, with 22,000 of the former and 15,00 of the latter on the tape. Additionally, TWLO's 30-day at-the-money implied volatility has surged 65.1% to 105.1% -- a new record of its own.

Receiving notable attention is the security's August 60 call, where 2,919 contracts have traded. It looks like a healthy portion of the activity is of the buy-to-open kind, a theory echoed by Trade-Alert. If this is the case, the goal is for TWLO to extend its lead over the round $60 level through this Friday's close, when the front-month options expire. Regardless of where the stock settles the week, though, risk for the call buyers is limited.

Widening the sentiment scope reveals today's call-skewed session is just more of the same. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), TWLO options traders have bought to open 2.82 calls for every put over the past 10 sessions.

Drilling down, TWLO's September 50 call has seen the biggest rise in open interest over this time frame, with 1,677 contracts added. It looks like the majority of the positions were bought to open last Friday for a volume-weighted average price of $3.34. Amid today's surge, these back-month calls were last bid at $14.70, meaning the Twilio Inc (NYSE:TWLO) call buyers are already staring at paper profits in excess of 300%.

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