Tour v452
VLO
VALERO ENERGY CORP N
$298.88 -1.98%
$299.02 (+0.05%)🌙
as of 07/28 06:11 PM
7/28 18:11

Option Volume

Detail
Current (07/28) 4,092
Calls: 2,784 (68%)
Puts: 1,308 (32%)
Prior (07/27) 4,023
Calls: 2,490 (62%)
Puts: 1,533 (38%)
Current vs Prior +1.72%
Calls: +11.81% (Calls)
Puts: -14.68% (Puts)
Prior 7-Day Total 55,836
Calls: 31,620 (57%)
Puts: 24,216 (43%)
Prior 7-Day Average 7,976
Calls: 4,517 (57%)
Puts: 3,459 (43%)
Current vs Prior 7-Day Avg -48.70%
Calls: -38.37%
Puts: -62.19%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $14.32M
Calls: $13.27M (93%)
Puts: $1.05M (7%)
Prior (07/27) $4.67M
Calls: $3.44M (74%)
Puts: $1.23M (26%)
Current vs Prior +206.61%
Calls: +285.60%
Puts: -14.46%
Prior 7-Day Total $74.51M
Calls: $48.99M (66%)
Puts: $25.52M (34%)
Prior 7-Day Average $10.64M
Calls: $7.00M (66%)
Puts: $3.65M (34%)
Current vs Prior 7-Day Avg +34.53%
Calls: +89.57%
Puts: -71.15%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.47
Prior (07/27) 0.62
Current vs Prior -23.69%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -40.22%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 44,450
Calls: 33,834 (76%)
Puts: 10,616 (24%)
Prior (07/27) 126,244
Calls: 65,805 (52%)
Puts: 60,439 (48%)
Current vs Prior -64.79%
Prior 7-Day Total 727,413
Calls: 391,216 (54%)
Puts: 336,197 (46%)
Prior 7-Day Average 103,916
Calls: 55,888 (54%)
Puts: 48,028 (46%)
Current vs Prior 7-Day Avg -57.23%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.45% | 7.58%10.26% | 15.44%
Prior 5.69% | 7.81%10.40% | 15.28%
Current vs Prior -4.15% | -2.91%-1.35% | +1.04%
Prior 7-Day Avg 4.39% | 7.44%9.47% | 15.45%
Current vs 7-Day Avg +24.14% | +1.83%+8.31% | -0.08%
Prior 7-Day Eod 5.69% | 7.81%10.40% | 15.28%
Current vs 7-Day Eod -4.15% | -2.91%-1.35% | +1.04%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 23.30% | 15.58%
Calls: 22.22% | 20.00%
Puts: 24.39% | 11.16%
Prior 12.09% | 10.09%
Calls: 12.29% | 9.92%
Puts: 11.90% | 10.26%
Current vs Prior +92.72% | +54.41%
Prior 7-Day Avg 29.17% | 11.31%
Calls: 24.93% | 11.60%
Puts: 33.42% | 11.01%
Current vs 7-Day Avg -20.13% | +37.79%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($13.27M) vs puts ($1.05M). Massive premium surge with dollar volume up 207% vs prior. Extreme bullish P/C ratio of 0.47 - heavy call buying (2,784 calls vs 1,308 puts). P/C ratio dropping 24% - sentiment shifting bullish.

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 BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 11 of results (avg 8.5%, best 6.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2140.1042.70$41.406.3%90.88187
$265.00Jul 3133.3035.90$34.607.5%20.9551
$270.00Aug 2131.8034.40$33.107.9%20.81281
$300.00Aug 2113.4014.50$13.957.9%150.51701
$320.00Aug 216.707.30$7.008.6%750.312.4K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$317.50Aug 2124.9027.30$26.109.2%10.675

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. 39 found (avg delta 0.66, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 3133.3035.90$34.607.5%20.9551
$270.00Jul 3128.3031.00$29.659.1%110.94100
$260.00Aug 2140.1042.70$41.406.3%90.88187
$280.00Jul 3119.2021.80$20.5012.7%210.86--
$275.00Aug 724.8027.60$26.2010.7%20.84--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Jul 3117.4020.10$18.7514.4%10.7926
$312.50Jul 3115.4017.80$16.6014.5%70.75--
$310.00Jul 3113.6015.80$14.7015.0%500.71--
$317.50Aug 2124.9027.30$26.109.2%10.675
$307.50Jul 3111.8014.00$12.9017.1%80.6720

Most actively traded options today. High liquidity = easy entry/exit. 131 active (total vol 2.2K, top 352)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$317.50Aug 216.608.80$7.7028.6%3050.33307
$350.00Aug 211.802.85$2.3345.1%1120.12291
$305.00Jul 314.205.20$4.7021.3%780.38161
$320.00Aug 216.707.30$7.008.6%750.312.4K
$325.00Aug 71.953.40$2.6854.1%720.191.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 213.504.50$4.0025.0%3520.19645
$300.00Jul 317.209.20$8.2024.4%800.52255
$310.00Jul 3113.6015.80$14.7015.0%500.71--
$280.00Jul 310.852.10$1.4884.5%380.15106
$260.00Aug 211.653.20$2.4264.0%380.12435

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 36 strikes (avg 45.4%, max 82.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Jul 31Sep 474.7%45.5%64.4%13100
$335.00Jul 31Aug 2177.9%49.4%57.7%6166
$280.00Jul 31Aug 2870.6%46.3%52.7%22--
$330.00Jul 31Aug 2176.3%50.1%52.4%16595
$295.00Jul 31Aug 2868.9%45.7%50.9%3--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$260.00Jul 31Aug 2886.9%47.6%82.8%25
$265.00Jul 31Aug 781.0%50.5%60.4%857
$270.00Jul 31Aug 2874.7%47.0%58.9%15110
$290.00Jul 31Sep 469.0%44.8%53.9%22443
$275.00Jul 31Aug 2871.3%46.4%53.6%814

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 101 found (best R:R 40.67, avg 4.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$335.00$340.00Jul 31$0.22$4.78$0.2221.73$335.22
$317.50$320.00Jul 31$0.15$2.35$0.1515.67$317.65
$327.50$330.00Jul 31$0.15$2.35$0.1515.67$327.65
$325.00$327.50Jul 31$0.17$2.33$0.1713.71$325.17
$322.50$325.00Jul 31$0.20$2.30$0.2011.50$322.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$265.00Jul 31$0.12$4.88$0.1240.67$269.88
$250.00$240.00Aug 21$0.35$9.65$0.3527.57$249.65
$275.00$270.00Jul 31$0.30$4.70$0.3015.67$274.70
$260.00$255.00Aug 14$0.38$4.62$0.3812.16$259.62
$255.00$250.00Aug 21$0.53$4.47$0.538.43$254.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 113 found (best R:R 10.76, avg 0.95)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$280.00Jul 31$9.15$9.15$0.8510.76$279.15
$280.00$285.00Jul 31$4.20$4.20$0.805.25$284.20
$260.00$270.00Aug 21$8.30$8.30$1.704.88$268.30
$270.00$280.00Aug 21$7.40$7.40$2.602.85$277.40
$275.00$290.00Aug 7$11.00$11.00$4.002.75$286.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$315.00$312.50Jul 31$2.15$2.15$0.356.14$312.85
$312.50$310.00Jul 31$1.90$1.90$0.603.17$310.60
$310.00$307.50Jul 31$1.80$1.80$0.702.57$308.20
$307.50$305.00Jul 31$1.75$1.75$0.752.33$305.75
$317.50$312.50Aug 21$3.45$3.45$1.552.23$314.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $3.16, cheapest $0.40)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Jul 31Aug 7$0.8275.6%56.3%
$350.00Aug 14Aug 21$1.0052.8%51.6%
$275.00Aug 7Aug 14$1.6053.1%49.7%
$325.00Jul 31Aug 7$1.6874.5%55.7%
$320.00Jul 31Aug 7$2.2072.4%56.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Jul 31Aug 7$0.4081.0%50.5%
$260.00Jul 31Aug 7$0.5086.9%56.8%
$255.00Aug 14Aug 21$0.5851.7%48.4%
$250.00Aug 21Aug 28$0.7548.1%48.3%
$270.00Jul 31Aug 7$1.1074.7%53.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 5.00% of stock, avg 8.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$295.00Jul 31$9.30$5.65$14.95$280.05$309.955.00%
$300.00Jul 31$6.85$8.20$15.05$284.95$315.055.04%
$302.50Jul 31$5.70$9.65$15.35$287.15$317.855.14%
$305.00Jul 31$4.70$11.15$15.85$289.15$320.855.30%
$307.50Jul 31$4.05$12.90$16.95$290.55$324.455.67%
$310.00Jul 31$3.28$14.70$17.98$292.02$327.986.02%
$285.00Jul 31$16.30$2.35$18.65$266.35$303.656.24%
$312.50Jul 31$2.70$16.60$19.30$293.20$331.806.46%
$315.00Jul 31$2.15$18.75$20.90$294.10$335.906.99%
$302.50Aug 7$8.90$12.65$21.55$280.95$324.057.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 1.77% of stock, avg 4.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$325.00$255.00Aug 14$4.20$1.10$5.30$249.70$330.30
$310.00$285.00Jul 31$3.28$2.35$5.63$279.37$315.63
$325.00$260.00Aug 14$4.20$1.48$5.68$254.32$330.68
$320.00$255.00Aug 14$5.25$1.10$6.35$248.65$326.35
$307.50$285.00Jul 31$4.05$2.35$6.40$278.60$313.90
$320.00$260.00Aug 14$5.25$1.48$6.73$253.27$326.73
$310.00$290.00Jul 31$3.28$3.75$7.03$282.97$317.03
$305.00$285.00Jul 31$4.70$2.35$7.05$277.95$312.05
$325.00$270.00Aug 14$4.20$2.85$7.05$262.95$332.05
$310.00$265.00Aug 7$6.25$0.83$7.08$257.92$317.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 235 found (best R:R 49.00, avg credit $3.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
280/285290/295Aug 21$4.90$0.1049.00$280.10$294.90
295/298300/302Jul 31$2.40$0.1024.00$295.10$302.40
285/290295/300Aug 21$4.65$0.3513.29$285.35$299.65
298/300302/305Jul 31$2.30$0.2011.50$297.70$304.80
275/280290/295Aug 21$4.60$0.4011.50$275.40$294.60
275/278280/285Jul 31$4.53$0.479.64$272.97$284.53
270/275280/285Jul 31$4.50$0.509.00$270.50$284.50
295/298302/305Jul 31$2.25$0.259.00$295.25$304.75
280/285295/300Aug 21$4.45$0.558.09$280.55$299.45
250/255260/270Aug 21$8.83$1.177.55$246.17$268.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$322.50$325.00Jul 31$0.05$2.4549.00
$305.00$307.50$310.00Aug 7$0.05$2.4549.00
$310.00$312.50$315.00Aug 7$0.05$2.4549.00
$295.00$300.00$305.00Aug 28$0.10$4.9049.00
$320.00$325.00$330.00Aug 14$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$300.00$302.50$305.00Jul 31$0.05$2.4549.00
$305.00$307.50$310.00Jul 31$0.05$2.4549.00
$285.00$290.00$295.00Aug 21$0.10$4.9049.00
$265.00$270.00$275.00Jul 31$0.18$4.8226.78
$290.00$292.50$295.00Jul 31$0.10$2.4024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 62 found (best net $-0.25, 57 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$315.001:2Sep 4-$0.25$24.75
$335.00$350.001:2Aug 21-$0.81$14.19
$345.00$357.501:2Jul 31-$0.20$12.30
$275.00$290.001:2Aug 7-$4.20$10.80
$270.00$290.001:2Sep 4-$9.65$10.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$260.001:2Aug 14-$0.11$9.89
$250.00$240.001:2Aug 21-$0.45$9.55
$260.00$250.001:2Aug 28-$0.57$9.43
$270.00$260.001:2Aug 21-$0.84$9.16
$270.00$260.001:2Aug 28-$1.21$8.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 4.78%, avg 1.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Aug 28$14.300.510.4%4.78%5.16%671
$300.00Aug 21$13.400.510.4%4.48%4.86%15701
$302.50Aug 21$12.200.481.2%4.08%5.29%3--
$305.00Aug 28$12.000.472.0%4.01%6.06%26
$300.00Aug 14$11.600.500.4%3.88%4.26%1226
$305.00Aug 21$11.000.452.0%3.68%5.73%399
$310.00Aug 28$10.300.423.7%3.45%7.17%416
$307.50Aug 21$10.200.432.9%3.41%6.30%2518
$315.00Sep 4$9.700.395.4%3.25%8.64%1--
$300.00Aug 7$9.500.490.4%3.18%3.55%5972

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 2,784
Total Puts 1,308
Put/Call Ratio 0.47
Net Difference 1,476

Prior's Put/Call Breakdown

Total Calls 2,490
Total Puts 1,533
Put/Call Ratio 0.62
Net Difference 957

Prior 7-Day Put/Call Summary

Total Calls 31,620
Total Puts 24,216
Average Put/Call Ratio 0.79
Ratio Trend Falling

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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