Tour v492
VLO
VALERO ENERGY CORP N
$302.39 -2.05%
$303.00 (+0.20%)🌙
as of 08/05 06:22 PM
8/5 18:22

Option Volume

Detail
Current (08/05) 3,299
Calls: 2,012 (61%)
Puts: 1,287 (39%)
Prior (08/04) 5,886
Calls: 4,282 (73%)
Puts: 1,604 (27%)
Current vs Prior -43.95%
Calls: -53.01% (Calls)
Puts: -19.76% (Puts)
Prior 7-Day Total 70,564
Calls: 34,527 (49%)
Puts: 36,037 (51%)
Prior 7-Day Average 10,080
Calls: 4,932 (49%)
Puts: 5,148 (51%)
Current vs Prior 7-Day Avg -67.27%
Calls: -59.21%
Puts: -75.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $2.05M
Calls: $1.44M (70%)
Puts: $615.1K (30%)
Prior (08/04) $4.02M
Calls: $3.42M (85%)
Puts: $602.4K (15%)
Current vs Prior -49.06%
Calls: -58.07%
Puts: +2.10%
Prior 7-Day Total $139.92M
Calls: $105.79M (76%)
Puts: $34.14M (24%)
Prior 7-Day Average $19.99M
Calls: $15.11M (76%)
Puts: $4.88M (24%)
Current vs Prior 7-Day Avg -89.74%
Calls: -90.50%
Puts: -87.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.64
Prior (08/04) 0.37
Current vs Prior +70.76%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -26.91%
Sentiment BULLISH

Open Interest

Detail
Current (08/05) 64,991
Calls: 37,811 (58%)
Puts: 27,180 (42%)
Prior (08/04) 61,892
Calls: 31,905 (52%)
Puts: 29,987 (48%)
Current vs Prior +5.01%
Prior 7-Day Total 748,482
Calls: 397,837 (53%)
Puts: 350,645 (47%)
Prior 7-Day Average 106,926
Calls: 56,833 (53%)
Puts: 50,092 (47%)
Current vs Prior 7-Day Avg -39.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.49% | 6.25%7.89% | 13.89%
Prior 4.24% | 6.85%8.42% | 14.20%
Current vs Prior -17.78% | -8.76%-6.35% | -2.21%
Prior 7-Day Avg 4.76% | 7.17%9.42% | 14.75%
Current vs 7-Day Avg -26.73% | -12.87%-16.24% | -5.84%
Prior 7-Day Eod 4.24% | 6.85%8.42% | 14.20%
Current vs 7-Day Eod -17.78% | -8.76%-6.35% | -2.21%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 31.55% | 17.87%
Calls: 29.06% | 20.00%
Puts: 34.04% | 15.73%
Prior 27.48% | 13.73%
Calls: 27.27% | 10.33%
Puts: 27.69% | 17.14%
Current vs Prior +14.81% | +30.15%
Prior 7-Day Avg 22.99% | 14.62%
Calls: 22.67% | 14.50%
Puts: 23.32% | 14.74%
Current vs 7-Day Avg +37.23% | +22.22%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($1.44M). Below-average activity with volume down 44% vs prior. Bullish P/C ratio of 0.64. P/C ratio rising 71% - increased hedging/bearish positioning.

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 18 of results (avg 7.4%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 1854.3057.30$55.805.4%30.911.0K
$260.00Sep 1845.9048.70$47.305.9%20.86--
$260.00Aug 2142.2044.80$43.506.0%10.96--
$290.00Sep 1824.8026.40$25.606.2%10.64456
$262.50Aug 738.6041.10$39.856.3%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$362.50Aug 758.7061.80$60.255.1%10.98--
$310.00Sep 1821.1022.40$21.756.0%40.53149
$300.00Sep 1815.7017.00$16.358.0%210.45658
$290.00Sep 1811.3012.30$11.808.5%140.36313
$320.00Sep 1826.4028.90$27.659.0%50.6172

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. 35 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Aug 738.6041.10$39.856.3%11.00--
$260.00Aug 2142.2044.80$43.506.0%10.96--
$285.00Aug 716.4018.90$17.6514.2%20.93--
$250.00Sep 1854.3057.30$55.805.4%30.911.0K
$270.00Aug 2132.9035.60$34.257.9%10.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$362.50Aug 758.7061.80$60.255.1%10.98--
$320.00Aug 716.9019.50$18.2014.3%10.90--
$315.00Aug 712.5014.90$13.7017.5%120.8465
$312.50Aug 710.3012.70$11.5020.9%80.7921
$310.00Aug 78.4010.60$9.5023.2%110.73--

Most actively traded options today. High liquidity = easy entry/exit. 144 active (total vol 2.5K, top 239)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$322.50Aug 70.250.70$0.4893.7%2390.08150
$315.00Aug 70.601.45$1.0283.3%1840.16567
$312.50Aug 70.851.85$1.3574.1%1700.2176
$310.00Aug 71.452.40$1.9249.5%1070.271.2K
$325.00Aug 70.250.60$0.4381.4%1040.07--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 181.652.75$2.2050.0%1330.09524
$270.00Aug 211.151.70$1.4238.7%930.10966
$300.00Aug 72.804.20$3.5040.0%920.41396
$290.00Aug 215.306.00$5.6512.4%640.30464
$260.00Sep 183.004.40$3.7037.8%590.14310

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 37 strikes (avg 25.3%, max 122.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Aug 7Aug 28106.7%47.9%122.5%121
$340.00Aug 7Sep 1878.0%45.1%73.1%121.1K
$325.00Aug 7Sep 1165.8%45.2%45.6%114--
$335.00Aug 7Aug 1467.3%49.6%35.6%16295
$320.00Aug 7Sep 1860.4%44.8%34.8%912.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$277.50Aug 7Aug 1467.3%47.3%42.4%4--
$275.00Aug 7Aug 2861.2%44.7%36.9%41120
$320.00Aug 7Sep 1860.4%44.8%34.8%672
$285.00Aug 7Sep 455.6%42.4%31.3%1183
$280.00Aug 7Sep 1855.3%42.7%29.6%21499

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 104 found (best R:R 36.50, avg 4.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$327.50$335.00Aug 7$0.20$7.30$0.2036.50$327.70
$355.00$360.00Aug 21$0.15$4.85$0.1532.33$355.15
$325.00$327.50Aug 7$0.13$2.37$0.1318.23$325.13
$320.00$322.50Aug 7$0.15$2.35$0.1515.67$320.15
$350.00$355.00Aug 21$0.35$4.65$0.3513.29$350.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$250.00Sep 4$0.25$4.75$0.2519.00$254.75
$277.50$275.00Aug 7$0.15$2.35$0.1515.67$277.35
$275.00$270.00Aug 14$0.33$4.67$0.3314.15$274.67
$282.50$280.00Aug 7$0.17$2.33$0.1713.71$282.33
$270.00$245.00Aug 28$1.73$23.27$1.7313.45$268.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 119 found (best R:R 93.44, avg 2.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$262.50$285.00Aug 7$22.20$22.20$0.3074.00$284.70
$260.00$270.00Aug 21$9.25$9.25$0.7512.33$269.25
$285.00$292.50Aug 7$6.55$6.55$0.956.89$291.55
$270.00$275.00Aug 21$4.25$4.25$0.755.67$274.25
$250.00$260.00Sep 18$8.50$8.50$1.505.67$258.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$362.50$320.00Aug 7$42.05$42.05$0.4593.44$320.45
$320.00$315.00Aug 7$4.50$4.50$0.509.00$315.50
$315.00$312.50Aug 7$2.20$2.20$0.307.33$312.80
$312.50$310.00Aug 7$2.00$2.00$0.504.00$310.50
$310.00$307.50Aug 7$1.75$1.75$0.752.33$308.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $3.01, cheapest $0.45)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 21Aug 28$0.4550.5%47.0%
$340.00Aug 7Aug 14$0.5578.0%49.4%
$355.00Aug 7Aug 21$0.70106.7%49.2%
$350.00Aug 14Aug 21$0.7155.6%49.6%
$335.00Aug 7Aug 14$0.9567.3%49.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Aug 14Aug 21$0.6750.0%44.7%
$250.00Aug 21Sep 4$0.7552.1%46.1%
$275.00Aug 7Aug 14$1.0061.2%47.9%
$277.50Aug 7Aug 14$1.1067.3%47.3%
$280.00Aug 7Aug 14$1.3055.3%44.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 31 found (cheapest 3.08% of stock, avg 8.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$302.50Aug 7$4.60$4.70$9.30$293.20$311.803.08%
$300.00Aug 7$5.85$3.50$9.35$290.65$309.353.09%
$305.00Aug 7$3.55$6.10$9.65$295.35$314.653.19%
$307.50Aug 7$2.60$7.75$10.35$297.15$317.853.42%
$295.00Aug 7$9.20$1.67$10.87$284.13$305.873.59%
$310.00Aug 7$1.92$9.50$11.42$298.58$321.423.78%
$292.50Aug 7$11.10$1.27$12.37$280.13$304.874.09%
$312.50Aug 7$1.35$11.50$12.85$299.65$325.354.25%
$315.00Aug 7$1.02$13.70$14.72$300.28$329.724.87%
$302.50Aug 14$8.80$8.90$17.70$284.80$320.205.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.76% of stock, avg 4.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$315.00$292.50Aug 7$1.02$1.27$2.29$290.21$317.29
$312.50$292.50Aug 7$1.35$1.27$2.62$289.88$315.12
$315.00$295.00Aug 7$1.02$1.67$2.69$292.31$317.69
$312.50$295.00Aug 7$1.35$1.67$3.02$291.98$315.52
$310.00$292.50Aug 7$1.92$1.27$3.19$289.31$313.19
$315.00$297.50Aug 7$1.02$2.47$3.49$294.01$318.49
$310.00$295.00Aug 7$1.92$1.67$3.59$291.41$313.59
$312.50$297.50Aug 7$1.35$2.47$3.82$293.68$316.32
$307.50$292.50Aug 7$2.60$1.27$3.87$288.63$311.37
$307.50$295.00Aug 7$2.60$1.67$4.27$290.73$311.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 281 found (best R:R 21.73, avg credit $3.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265270/275Aug 21$4.78$0.2221.73$260.22$274.78
300/302308/310Aug 14$2.25$0.259.00$300.25$309.75
300/302310/312Aug 14$2.25$0.259.00$300.25$312.25
295/300305/310Aug 21$4.50$0.509.00$295.50$309.50
280/282285/292Aug 7$6.72$0.788.62$275.78$291.72
275/278285/292Aug 7$6.70$0.808.37$270.80$291.70
305/308310/312Aug 7$2.22$0.287.93$305.28$312.22
290/295300/305Aug 21$4.40$0.607.33$290.60$304.40
300/302305/308Aug 7$2.15$0.356.14$300.35$307.15
250/260270/280Sep 18$8.60$1.406.14$251.40$278.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$300.00$305.00$310.00Aug 28$0.05$4.9599.00
$302.50$305.00$307.50Aug 7$0.10$2.4024.00
$320.00$322.50$325.00Aug 7$0.10$2.4024.00
$350.00$355.00$360.00Aug 21$0.20$4.8024.00
$250.00$260.00$270.00Sep 18$0.40$9.6024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$285.00$290.00$295.00Aug 28$0.10$4.9049.00
$250.00$260.00$270.00Sep 18$0.25$9.7539.00
$275.00$280.00$285.00Aug 21$0.15$4.8532.33
$305.00$307.50$310.00Aug 7$0.10$2.4024.00
$280.00$285.00$290.00Aug 28$0.20$4.8024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 85 found (best net $-0.95, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Sep 4-$0.95$19.05
$340.00$355.001:2Aug 7-$0.23$14.77
$330.00$345.001:2Sep 11-$1.75$13.25
$290.00$302.501:2Aug 14-$1.45$11.05
$340.00$350.001:2Aug 21-$0.48$9.52
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$280.001:2Sep 11-$1.15$13.85
$265.00$255.001:2Sep 4-$0.38$9.62
$260.00$250.001:2Aug 21-$0.44$9.56
$260.00$250.001:2Sep 18-$0.70$9.30
$280.00$270.001:2Sep 4-$1.00$9.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 5.03%, avg 1.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$305.00Sep 11$15.200.510.9%5.03%5.89%13--
$310.00Sep 18$15.000.472.5%4.96%7.48%11643
$310.00Sep 11$13.000.472.5%4.30%6.82%6--
$305.00Aug 28$11.900.490.9%3.94%4.80%2--
$320.00Sep 18$11.300.395.8%3.74%9.56%172.3K
$315.00Sep 11$11.000.424.2%3.64%7.81%2--
$310.00Aug 28$9.900.442.5%3.27%5.79%2109
$305.00Aug 21$9.700.490.9%3.21%4.07%1--
$330.00Sep 18$8.500.329.1%2.81%11.94%431.6K
$320.00Sep 4$8.200.365.8%2.71%8.54%18

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 2,012
Total Puts 1,287
Put/Call Ratio 0.64
Net Difference 725

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 34,527
Total Puts 36,037
Average Put/Call Ratio 0.88
Ratio Trend Rising

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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