How to include a link in Twilio message in PHP?

I am working with Twilio API, where I have to send SMS to the registered users.
The problem is I want to include anchor links in the message, for example:

How to make 'Stack Overflow' a link to redirect to http://stackoverflow.com/?

However, it doesn't accept anchor tags.

Links cannot be embedded into an SMS message.

SMS messages are plain text - it's up to the handset to convert the link to a clickable object for the user.

Most modern smartphones will convert a link to a clickable object provided it starts with http or https and has a tld.

http://clickme.tld for instance would work.

I sent myself a message

Sample link http://stackoverflow.com

and my handset converted it to a link.