At first glance I thought it was an oddly-placed oak apple gall (having just passed a tree with several of the papery brown orbs dangling from its branches like rustic Christmas ornaments). This one was a little less spherical, and was wrapped around the small twig instead of hanging.
Closer inspection revealed it to be an ootheca, the egg case of a praying mantis. The rounded shape of this case and its placement around the twig indicates it is probably a Chinese mantis (Tenodera sinensis), a common non-native. Other mantids' egg cases appear more narrow/long and lay more closely along a branch.
Side view
Female mantids may lay several of these egg cases each
fall, each containing several hundred eggs (with several individual egg chambers sandwiched between each layer). The eggs will overwinter in
these cases, protected from the elements, before tiny baby mantids hatch
and flow out of the ootheca as temperatures warm in the spring.
Oak apple gall for comparison
Praying mantises of several species are popular both as pets and as garden visitors (the latter for their habit of voraciously devouring a variety of pestiferous insects). The eager gardener may order ootheca online in the hopes of unleashing a ferocious mantid army to protect their tender plants over the summer.
Video of the adorable nymphs hatching (video by Alice Friedman on YouTube):
I’m constantly learning amazing things here. What a cool video too!
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