Tour v490
VLO
VALERO ENERGY CORP N
$308.73 +0.39%
8/4 18:18

Option Volume

Detail
Current (08/04) 5,886
Calls: 4,282 (73%)
Puts: 1,604 (27%)
Prior (08/03) 5,127
Calls: 2,158 (42%)
Puts: 2,969 (58%)
Current vs Prior +14.80%
Calls: +98.42% (Calls)
Puts: -45.98% (Puts)
Prior 7-Day Total 80,273
Calls: 38,166 (48%)
Puts: 42,107 (52%)
Prior 7-Day Average 11,467
Calls: 5,452 (48%)
Puts: 6,015 (52%)
Current vs Prior 7-Day Avg -48.67%
Calls: -21.46%
Puts: -73.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04) $4.02M
Calls: $3.42M (85%)
Puts: $602.4K (15%)
Prior (08/03) $3.69M
Calls: $2.21M (60%)
Puts: $1.48M (40%)
Current vs Prior +8.94%
Calls: +54.72%
Puts: -59.37%
Prior 7-Day Total $155.56M
Calls: $109.35M (70%)
Puts: $46.21M (30%)
Prior 7-Day Average $22.22M
Calls: $15.62M (70%)
Puts: $6.60M (30%)
Current vs Prior 7-Day Avg -81.89%
Calls: -78.09%
Puts: -90.87%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 0.37
Prior (08/03) 1.38
Current vs Prior -72.77%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg -60.98%
Sentiment BULLISH

Open Interest

Detail
Current (08/04) 61,892
Calls: 31,905 (52%)
Puts: 29,987 (48%)
Prior (08/03) 124,715
Calls: 63,791 (51%)
Puts: 60,924 (49%)
Current vs Prior -50.37%
Prior 7-Day Total 741,839
Calls: 394,898 (53%)
Puts: 346,941 (47%)
Prior 7-Day Average 105,977
Calls: 56,414 (53%)
Puts: 49,563 (47%)
Current vs Prior 7-Day Avg -41.60%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.24% | 6.85%8.42% | 14.20%
Prior 4.80% | 7.01%8.54% | 14.16%
Current vs Prior -11.53% | -2.23%-1.33% | +0.30%
Prior 7-Day Avg 5.02% | 7.32%9.67% | 14.95%
Current vs 7-Day Avg -15.51% | -6.39%-12.91% | -4.97%
Prior 7-Day Eod 4.80% | 7.01%8.54% | 14.16%
Current vs 7-Day Eod -11.53% | -2.23%-1.33% | +0.30%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.48% | 13.73%
Calls: 27.27% | 10.33%
Puts: 27.69% | 17.14%
Prior 12.91% | 10.71%
Calls: 13.33% | 11.65%
Puts: 12.50% | 9.78%
Current vs Prior +112.86% | +28.20%
Prior 7-Day Avg 30.19% | 14.16%
Calls: 28.30% | 14.41%
Puts: 32.09% | 13.91%
Current vs 7-Day Avg -8.97% | -3.07%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($3.42M) vs puts ($602.4K). Extreme bullish P/C ratio of 0.37 - heavy call buying (4,282 calls vs 1,604 puts). P/C ratio dropping 73% - sentiment shifting bullish. Declining open interest (down 50%) indicates positions being closed.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 29 of results (avg 6.9%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 1852.2054.40$53.304.1%70.881.3K
$250.00Sep 1860.4063.20$61.804.5%30.921.0K
$255.00Aug 752.5055.30$53.905.2%10.98--
$260.00Aug 747.6050.30$48.955.5%10.99--
$310.00Sep 1819.0020.10$19.555.6%170.52644
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Sep 1156.5059.90$58.205.8%10.85--
$357.50Aug 747.4050.30$48.855.9%11.00--
$362.50Aug 1452.3055.60$53.956.1%10.96--
$365.00Aug 754.5058.00$56.256.2%11.00--
$310.00Sep 1818.5019.70$19.106.3%30.48--

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. 58 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 747.6050.30$48.955.5%10.99--
$255.00Aug 752.5055.30$53.905.2%10.98--
$267.50Aug 740.1042.80$41.456.5%50.98--
$250.00Aug 2858.5062.00$60.255.8%10.96--
$280.00Aug 727.9030.50$29.208.9%250.9519
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$357.50Aug 747.4050.30$48.855.9%11.00--
$365.00Aug 754.5058.00$56.256.2%11.00--
$362.50Aug 1452.3055.60$53.956.1%10.96--
$365.00Sep 1156.5059.90$58.205.8%10.85--
$315.00Aug 78.5010.60$9.5522.0%50.6564

Most actively traded options today. High liquidity = easy entry/exit. 185 active (total vol 2.3K, top 243)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Aug 72.804.00$3.4035.3%2430.35463
$310.00Aug 74.506.10$5.3030.2%1220.481.2K
$320.00Aug 71.452.55$2.0055.0%670.24354
$322.50Aug 71.152.20$1.6862.5%540.20--
$335.00Aug 70.200.80$0.50120.0%500.07--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Aug 71.101.65$1.3839.9%1950.1787
$280.00Aug 212.152.90$2.5329.6%790.15846
$297.50Aug 71.552.40$1.9842.9%610.22129
$300.00Aug 72.052.90$2.4734.4%590.27363
$292.50Aug 70.551.50$1.0293.1%460.13141

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 31.3%, max 93.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$260.00Aug 7Sep 1886.5%44.8%93.0%81.3K
$360.00Aug 7Sep 1879.1%45.7%73.3%7349
$280.00Aug 7Sep 1868.6%44.0%56.1%291.3K
$345.00Aug 7Sep 1166.1%44.7%47.9%1844
$340.00Aug 7Sep 1865.7%45.1%45.4%111.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$365.00Aug 7Sep 1189.3%46.2%93.4%2--
$260.00Aug 7Sep 1886.5%44.8%93.0%3631
$265.00Aug 7Aug 2186.5%48.6%78.1%724
$270.00Aug 7Sep 1877.4%44.3%74.9%5398
$280.00Aug 7Sep 1868.6%44.0%56.1%40474

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 132 found (best R:R 49.00, avg 5.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$365.00Aug 21$0.14$4.86$0.1434.71$360.14
$340.00$342.50Aug 7$0.10$2.40$0.1024.00$340.10
$352.50$355.00Aug 7$0.12$2.38$0.1219.83$352.62
$365.00$370.00Aug 21$0.25$4.75$0.2519.00$365.25
$330.00$335.00Aug 7$0.30$4.70$0.3015.67$330.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$260.00Aug 7$0.10$4.90$0.1049.00$264.90
$270.00$260.00Aug 14$0.20$9.80$0.2049.00$269.80
$260.00$250.00Aug 21$0.35$9.65$0.3527.57$259.65
$275.00$270.00Aug 14$0.27$4.73$0.2717.52$274.73
$270.00$265.00Aug 21$0.27$4.73$0.2717.52$269.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 157 found (best R:R 74.00, avg 1.92)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$267.50$280.00Aug 7$12.25$12.25$0.2549.00$279.75
$272.50$285.00Aug 14$11.30$11.30$1.209.42$283.80
$250.00$280.00Aug 28$26.90$26.90$3.108.68$276.90
$280.00$300.00Aug 7$17.80$17.80$2.208.09$297.80
$260.00$270.00Sep 11$8.50$8.50$1.505.67$268.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$365.00$357.50Aug 7$7.40$7.40$0.1074.00$357.60
$357.50$315.00Aug 7$39.30$39.30$3.2012.28$318.20
$362.50$312.50Aug 14$42.20$42.20$7.805.41$320.30
$365.00$305.00Sep 11$42.85$42.85$17.152.50$322.15
$315.00$310.00Aug 7$3.05$3.05$1.951.56$311.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $2.41, cheapest $0.28)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 21$0.8979.1%48.1%
$270.00Sep 4Sep 11$0.9545.7%43.4%
$340.00Aug 7Aug 14$1.0565.7%48.8%
$350.00Aug 21Aug 28$1.1547.2%45.8%
$355.00Aug 7Aug 21$1.2568.0%47.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Aug 7Aug 14$0.2886.5%57.5%
$270.00Aug 7Aug 14$0.3877.4%51.0%
$255.00Aug 14Aug 28$0.6061.4%48.7%
$265.00Aug 7Aug 21$0.7886.5%48.6%
$277.50Aug 7Aug 14$0.8067.6%49.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 3.82% of stock, avg 9.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Aug 7$5.30$6.50$11.80$298.20$321.803.82%
$307.50Aug 7$6.60$5.25$11.85$295.65$319.353.84%
$305.00Aug 7$8.05$4.25$12.30$292.70$317.303.98%
$302.50Aug 7$9.60$3.28$12.88$289.62$315.384.17%
$315.00Aug 7$3.40$9.55$12.95$302.05$327.954.19%
$300.00Aug 7$11.40$2.47$13.87$286.13$313.874.49%
$307.50Aug 14$10.65$9.25$19.90$287.60$327.406.45%
$305.00Aug 14$11.90$8.05$19.95$285.05$324.956.46%
$312.50Aug 14$8.20$11.75$19.95$292.55$332.456.46%
$310.00Aug 14$9.55$10.50$20.05$289.95$330.056.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.29% of stock, avg 4.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$297.50Aug 7$2.00$1.98$3.98$293.52$323.98
$320.00$300.00Aug 7$2.00$2.47$4.47$295.53$324.47
$317.50$297.50Aug 7$2.68$1.98$4.66$292.84$322.16
$317.50$300.00Aug 7$2.68$2.47$5.15$294.85$322.65
$320.00$302.50Aug 7$2.00$3.28$5.28$297.22$325.28
$315.00$297.50Aug 7$3.40$1.98$5.38$292.12$320.38
$360.00$280.00Aug 28$1.73$3.85$5.58$274.42$365.58
$315.00$300.00Aug 7$3.40$2.47$5.87$294.13$320.87
$317.50$302.50Aug 7$2.68$3.28$5.96$296.54$323.46
$312.50$297.50Aug 7$4.20$1.98$6.18$291.32$318.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 324 found (best R:R 82.33, avg credit $3.82)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265268/280Aug 7$12.35$0.1582.33$252.65$279.85
260/270272/285Aug 14$11.50$1.0011.50$258.50$284.00
300/305310/315Sep 4$4.60$0.4011.50$300.40$314.60
300/305315/320Sep 4$4.60$0.4011.50$300.40$319.60
290/295300/305Aug 28$4.55$0.4510.11$290.45$304.55
302/305308/310Aug 7$2.27$0.239.87$302.73$309.77
275/285290/300Sep 4$9.05$0.959.53$275.95$299.05
300/302305/308Aug 7$2.26$0.249.42$300.24$307.26
270/275280/285Aug 28$4.48$0.528.62$270.52$284.48
260/265280/300Aug 7$17.90$2.108.52$247.10$297.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 64 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$350.00$355.00$360.00Aug 21$0.06$4.9482.33
$330.00$335.00$340.00Aug 21$0.10$4.9049.00
$345.00$350.00$355.00Aug 21$0.10$4.9049.00
$342.50$345.00$347.50Aug 7$0.07$2.4334.71
$312.50$315.00$317.50Aug 7$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$305.00$307.50$310.00Aug 14$0.05$2.4549.00
$287.50$290.00$292.50Aug 14$0.11$2.3921.73
$270.00$275.00$280.00Aug 28$0.22$4.7821.73
$275.00$280.00$285.00Aug 28$0.25$4.7519.00
$250.00$260.00$270.00Sep 18$0.55$9.4517.18

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 97 found (best net $-6.45, 86 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$280.001:2Aug 28-$6.45$23.55
$310.00$325.001:2Aug 28-$1.40$13.60
$350.00$360.001:2Aug 28-$0.61$9.39
$360.00$370.001:2Sep 18-$2.15$7.85
$350.00$360.001:2Sep 18-$3.15$6.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$260.001:2Aug 14-$0.18$9.82
$260.00$250.001:2Sep 18-$0.75$9.25
$300.00$290.001:2Aug 21-$1.00$9.00
$285.00$275.001:2Sep 4-$1.20$8.80
$270.00$260.001:2Sep 18-$1.35$8.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 6.15%, avg 1.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$19.000.520.4%6.15%6.57%17644
$310.00Sep 11$16.500.520.4%5.34%5.76%15
$320.00Sep 18$14.700.453.6%4.76%8.41%422.3K
$310.00Sep 4$14.500.520.4%4.70%5.11%11
$310.00Aug 28$13.600.520.4%4.41%4.82%20100
$315.00Sep 4$12.300.472.0%3.98%6.01%1--
$310.00Aug 21$11.600.500.4%3.76%4.17%13733
$330.00Sep 18$11.200.376.9%3.63%10.52%291.6K
$312.50Aug 21$10.400.471.2%3.37%4.59%2163
$320.00Sep 4$10.300.423.6%3.34%6.99%1--

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 4,282
Total Puts 1,604
Put/Call Ratio 0.37
Net Difference 2,678

Prior's Put/Call Breakdown

Total Calls 2,158
Total Puts 2,969
Put/Call Ratio 1.38
Net Difference -811

Prior 7-Day Put/Call Summary

Total Calls 38,166
Total Puts 42,107
Average Put/Call Ratio 0.96
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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