Tour v494
VLO
VALERO ENERGY CORP N
$296.96 -1.99%
8/7 15:24

Option Volume

Detail
Current (08/07) 3,929
Calls: 2,460 (63%)
Puts: 1,469 (37%)
Prior (08/06) 3,800
Calls: 2,060 (54%)
Puts: 1,740 (46%)
Current vs Prior +3.39%
Calls: +19.42% (Calls)
Puts: -15.57% (Puts)
Prior 7-Day Total 69,548
Calls: 33,325 (48%)
Puts: 36,223 (52%)
Prior 7-Day Average 9,935
Calls: 4,760 (48%)
Puts: 5,174 (52%)
Current vs Prior 7-Day Avg -60.45%
Calls: -48.33%
Puts: -71.61%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $3.35M
Calls: $2.63M (78%)
Puts: $724.1K (22%)
Prior (08/06) $3.12M
Calls: $2.25M (72%)
Puts: $874.8K (28%)
Current vs Prior +7.38%
Calls: +16.96%
Puts: -17.22%
Prior 7-Day Total $126.11M
Calls: $92.76M (74%)
Puts: $33.35M (26%)
Prior 7-Day Average $18.02M
Calls: $13.25M (74%)
Puts: $4.76M (26%)
Current vs Prior 7-Day Avg -81.39%
Calls: -80.16%
Puts: -84.80%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.60
Prior (08/06) 0.84
Current vs Prior -29.30%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -35.93%
Sentiment BULLISH

Open Interest

Detail
Current (08/07) 134,468
Calls: 69,861 (52%)
Puts: 64,607 (48%)
Prior (08/06) 45,049
Calls: 34,463 (77%)
Puts: 10,586 (23%)
Current vs Prior +198.49%
Prior 7-Day Total 687,828
Calls: 370,472 (54%)
Puts: 317,356 (46%)
Prior 7-Day Average 98,261
Calls: 52,924 (54%)
Puts: 45,336 (46%)
Current vs Prior 7-Day Avg +36.85%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.28% | 5.08%6.99% | 12.78%
Prior 2.67% | 5.73%7.26% | 13.15%
Current vs Prior -52.02% | -11.20%-3.77% | -2.83%
Prior 7-Day Avg 4.05% | 6.69%8.63% | 14.23%
Current vs 7-Day Avg -68.40% | -23.95%-19.04% | -10.17%
Prior 7-Day Eod 2.67% | 5.73%7.26% | 13.15%
Current vs 7-Day Eod -52.02% | -11.20%-3.77% | -2.83%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 75.45% | 16.77%
Calls: 39.13% | 21.95%
Puts: 111.76% | 11.59%
Prior 40.26% | 18.04%
Calls: 36.36% | 20.86%
Puts: 44.16% | 15.22%
Current vs Prior +87.41% | -7.04%
Prior 7-Day Avg 28.19% | 16.08%
Calls: 27.08% | 16.06%
Puts: 29.31% | 16.10%
Current vs 7-Day Avg +167.62% | +4.26%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($2.63M) vs puts ($724.1K). Bullish P/C ratio of 0.60. P/C ratio dropping 29% - sentiment shifting bullish. Rising open interest (up 198%) indicates new positions being established.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 47 of results (avg 7.3%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Sep 1858.7061.20$59.954.2%30.94673
$290.00Sep 1820.2021.20$20.704.8%20.60462
$250.00Sep 1849.4052.00$50.705.1%40.911.0K
$245.00Aug 751.0054.00$52.505.7%20.993
$300.00Sep 1815.2016.10$15.655.8%290.502.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1816.9017.60$17.254.1%--0.50673
$300.00Aug 2110.6011.20$10.905.5%220.53165
$305.00Sep 417.1018.10$17.605.7%--0.5611
$340.00Sep 1844.1046.80$45.455.9%--0.8160
$290.00Sep 1812.0012.80$12.406.5%210.40336

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. 74 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 716.1018.10$17.1011.7%160.9984
$245.00Aug 751.0054.00$52.505.7%20.993
$250.00Aug 1446.2049.10$47.656.1%30.981
$260.00Aug 736.0039.00$37.508.0%20.982
$257.50Aug 1438.8041.80$40.307.4%20.97--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 72.403.60$3.0040.0%821.00412
$302.50Aug 73.506.50$5.0060.0%261.0098
$305.00Aug 76.508.80$7.6530.1%481.00176
$307.50Aug 78.5011.30$9.9028.3%141.0038
$310.00Aug 711.0013.90$12.4523.3%151.0045

Most actively traded options today. High liquidity = easy entry/exit. 169 active (total vol 3.3K, top 296)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 183.904.50$4.2014.3%2960.191.1K
$300.00Aug 70.000.45$0.23195.7%1780.16137
$330.00Aug 211.151.50$1.3326.3%1120.11430
$350.00Aug 210.300.65$0.4872.9%1020.04322
$340.00Sep 41.403.40$2.4083.3%960.14--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 211.101.30$1.2016.7%890.101.0K
$300.00Aug 72.403.60$3.0040.0%821.00412
$297.50Aug 70.551.50$1.0293.1%790.55206
$290.00Aug 143.203.80$3.5017.1%590.32107
$295.00Aug 145.306.00$5.6512.4%590.4444

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 56 strikes (avg 686.2%, max 2024.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Aug 7Aug 21844.3%45.3%1764.8%331
$350.00Aug 7Sep 18786.8%43.1%1726.3%461.3K
$260.00Aug 7Sep 18683.4%39.6%1624.5%191.2K
$345.00Aug 7Aug 21727.9%45.5%1498.6%2424
$340.00Aug 7Sep 18667.4%42.1%1485.2%2961.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Aug 7Sep 4936.9%44.1%2024.5%121
$250.00Aug 7Sep 18851.6%40.6%1999.1%25660
$255.00Aug 7Sep 11767.1%40.1%1811.5%383
$260.00Aug 7Sep 18683.4%39.6%1624.5%21348
$265.00Aug 7Aug 28563.2%40.2%1299.8%--30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 49.00, avg 7.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$335.00Aug 21$0.20$4.80$0.2024.00$330.20
$332.50$335.00Aug 14$0.11$2.39$0.1121.73$332.61
$340.00$345.00Aug 21$0.23$4.77$0.2320.74$340.23
$350.00$355.00Aug 21$0.23$4.77$0.2320.74$350.23
$307.50$310.00Aug 7$0.12$2.38$0.1219.83$307.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$260.00Aug 28$0.10$4.90$0.1049.00$264.90
$245.00$240.00Sep 4$0.10$4.90$0.1049.00$244.90
$255.00$250.00Aug 21$0.12$4.88$0.1240.67$254.88
$245.00$240.00Aug 28$0.12$4.88$0.1240.67$244.88
$255.00$250.00Aug 28$0.13$4.87$0.1337.46$254.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 171 found (best R:R 49.00, avg 2.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$257.50Aug 14$7.35$7.35$0.1549.00$257.35
$250.00$260.00Aug 21$9.75$9.75$0.2539.00$259.75
$290.00$292.50Aug 7$2.40$2.40$0.1024.00$292.40
$292.50$295.00Aug 7$2.37$2.37$0.1318.23$294.87
$267.50$275.00Aug 14$7.05$7.05$0.4515.67$274.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$335.00$330.00Aug 14$4.90$4.90$0.1049.00$330.10
$330.00$315.00Aug 14$13.65$13.65$1.3510.11$316.35
$307.50$305.00Aug 7$2.25$2.25$0.259.00$305.25
$315.00$310.00Aug 14$4.35$4.35$0.656.69$310.65
$340.00$330.00Sep 18$8.45$8.45$1.555.45$331.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 56 found (avg debit $2.24, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Aug 7Aug 14$0.05727.9%53.6%
$335.00Aug 7Aug 14$0.07604.7%45.5%
$340.00Aug 7Aug 14$0.10667.4%51.0%
$355.00Aug 7Aug 21$0.10844.3%45.3%
$332.50Aug 7Aug 14$0.18572.8%46.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 14$0.08767.1%57.3%
$240.00Aug 21Aug 28$0.1356.7%49.0%
$245.00Aug 7Aug 21$0.15936.9%52.0%
$265.00Aug 7Aug 14$0.20563.2%47.3%
$270.00Aug 7Aug 14$0.42402.6%44.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 69 found (cheapest 0.66% of stock, avg 8.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$297.50Aug 7$0.93$1.02$1.95$295.55$299.450.66%
$295.00Aug 7$2.78$0.18$2.96$292.04$297.961.00%
$300.00Aug 7$0.23$3.00$3.23$296.77$303.231.09%
$302.50Aug 7$0.15$5.00$5.15$297.35$307.651.73%
$292.50Aug 7$5.15$0.08$5.23$287.27$297.731.76%
$290.00Aug 7$7.55$0.08$7.63$282.37$297.632.57%
$305.00Aug 7$0.10$7.65$7.75$297.25$312.752.61%
$307.50Aug 7$0.15$9.90$10.05$297.45$317.553.38%
$310.00Aug 7$0.03$12.45$12.48$297.52$322.484.20%
$285.00Aug 7$12.55$0.15$12.70$272.30$297.704.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.06% of stock, avg 4.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$305.00$292.50Aug 7$0.10$0.08$0.18$292.32$305.18
$302.50$292.50Aug 7$0.15$0.08$0.23$292.27$302.73
$307.50$292.50Aug 7$0.15$0.08$0.23$292.27$307.73
$305.00$287.50Aug 7$0.10$0.15$0.25$287.25$305.25
$305.00$295.00Aug 7$0.10$0.18$0.28$294.72$305.28
$300.00$292.50Aug 7$0.23$0.08$0.31$292.19$300.31
$302.50$287.50Aug 7$0.15$0.15$0.30$287.20$302.80
$307.50$287.50Aug 7$0.15$0.15$0.30$287.20$307.80
$302.50$295.00Aug 7$0.15$0.18$0.33$294.67$302.83
$307.50$295.00Aug 7$0.15$0.18$0.33$294.67$307.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 310 found (best R:R 24.00, avg credit $3.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265268/275Aug 14$7.20$0.3024.00$257.80$274.70
305/308320/322Aug 7$2.37$0.1318.23$305.13$322.37
288/290292/295Aug 14$2.35$0.1515.67$287.65$294.85
290/292295/298Aug 14$2.35$0.1515.67$290.15$297.35
290/292295/298Aug 21$2.35$0.1515.67$290.15$297.35
270/272280/285Aug 7$4.67$0.3314.15$267.83$284.67
250/255260/270Aug 21$9.27$0.7312.70$245.73$269.27
255/260270/275Aug 21$4.58$0.4210.90$255.42$274.58
260/265270/275Aug 21$4.55$0.4510.11$260.45$274.55
250/255270/275Aug 21$4.52$0.489.42$250.48$274.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 104 found (best R:R 82.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$325.00$330.00Aug 14$0.10$4.9049.00
$335.00$340.00$345.00Aug 21$0.10$4.9049.00
$270.00$280.00$290.00Sep 18$0.25$9.7539.00
$312.50$315.00$317.50Aug 7$0.07$2.4334.71
$340.00$345.00$350.00Aug 21$0.14$4.8634.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Aug 21$0.06$4.9482.33
$245.00$250.00$255.00Aug 21$0.09$4.9154.56
$240.00$245.00$250.00Sep 4$0.10$4.9049.00
$280.00$285.00$290.00Sep 4$0.10$4.9049.00
$287.50$290.00$292.50Aug 7$0.07$2.4334.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 140 found (best net $-1.80, 124 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$325.001:2Sep 11-$1.80$13.20
$285.00$300.001:2Aug 28-$1.85$13.15
$340.00$350.001:2Sep 4-$0.76$9.24
$330.00$340.001:2Sep 11-$1.76$8.24
$340.00$350.001:2Sep 18-$2.00$8.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$295.001:2Sep 11-$5.25$9.75
$330.00$315.001:2Aug 14-$5.45$9.55
$270.00$260.001:2Sep 4-$0.52$9.48
$250.00$240.001:2Sep 18-$0.52$9.48
$260.00$250.001:2Sep 18-$0.61$9.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 5.12%, avg 1.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Sep 18$15.200.501.0%5.12%6.14%292.0K
$300.00Sep 11$13.400.501.0%4.51%5.54%--20
$300.00Sep 4$12.000.491.0%4.04%5.06%--21
$310.00Sep 18$11.200.414.4%3.77%8.16%4653
$305.00Sep 11$10.900.452.7%3.67%6.38%--17
$300.00Aug 28$10.200.481.0%3.43%4.46%1884
$310.00Sep 11$9.500.414.4%3.20%7.59%--12
$297.50Aug 21$9.100.520.2%3.06%3.25%23
$305.00Aug 28$8.100.422.7%2.73%5.44%111
$320.00Sep 18$8.100.337.8%2.73%10.49%702.3K

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 2,460
Total Puts 1,469
Put/Call Ratio 0.60
Net Difference 991

Prior's Put/Call Breakdown

Total Calls 2,060
Total Puts 1,740
Put/Call Ratio 0.84
Net Difference 320

Prior 7-Day Put/Call Summary

Total Calls 33,325
Total Puts 36,223
Average Put/Call Ratio 0.93
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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