Tour v394
VLO
VALERO ENERGY CORP N
$308.68 -0.72%
7/23 13:00

Option Volume

Detail
Current (07/23 1:00pm) 3,878
Calls: 2,449 (63%)
Puts: 1,429 (37%)
Prior (07/22) 3,231
Calls: 1,934 (60%)
Puts: 1,297 (40%)
Current vs Prior +20.02%
Calls: +26.63% (Calls)
Puts: +10.18% (Puts)
Prior 7-Day Total 84,087
Calls: 53,573 (64%)
Puts: 30,514 (36%)
Prior 7-Day Average 12,012
Calls: 7,653 (64%)
Puts: 4,359 (36%)
Current vs Prior 7-Day Avg -67.72%
Calls: -68.00%
Puts: -67.22%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23 1:00pm) $6.43M
Calls: $4.34M (67%)
Puts: $2.09M (33%)
Prior (07/22) $4.38M
Calls: $3.17M (72%)
Puts: $1.22M (28%)
Current vs Prior +46.71%
Calls: +37.10%
Puts: +71.64%
Prior 7-Day Total $113.35M
Calls: $82.87M (73%)
Puts: $30.49M (27%)
Prior 7-Day Average $16.19M
Calls: $11.84M (73%)
Puts: $4.36M (27%)
Current vs Prior 7-Day Avg -60.28%
Calls: -63.34%
Puts: -51.97%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23 1:00pm) 0.58
Prior (07/22) 0.67
Current vs Prior -12.99%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -25.67%
Sentiment BULLISH

Open Interest

Detail
Current (07/23 1:00pm) 122,442
Calls: 64,450 (53%)
Puts: 57,992 (47%)
Prior (07/22) 120,193
Calls: 63,485 (53%)
Puts: 56,708 (47%)
Current vs Prior +1.87%
Prior 7-Day Total 824,971
Calls: 453,555 (55%)
Puts: 371,416 (45%)
Prior 7-Day Average 117,853
Calls: 64,793 (55%)
Puts: 53,059 (45%)
Current vs Prior 7-Day Avg +3.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.88% | 6.90%11.31% | 16.21%
Prior 3.22% | 6.92%10.98% | 16.29%
Current vs Prior -10.35% | -0.21%+2.94% | -0.47%
Prior 7-Day Avg 3.76% | 6.62%6.36% | 14.40%
Current vs 7-Day Avg -23.24% | +4.24%+77.90% | +12.61%
Prior 7-Day Eod 3.22% | 6.91%10.98% | 16.29%
Current vs 7-Day Eod -10.35% | -0.21%+2.94% | -0.47%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 40.83% | 13.14%
Calls: 34.04% | 13.33%
Puts: 47.62% | 12.96%
Prior 15.96% | 12.12%
Calls: 14.43% | 12.68%
Puts: 17.48% | 11.56%
Current vs Prior +155.83% | +8.42%
Prior 7-Day Avg 22.07% | 11.81%
Calls: 20.77% | 10.64%
Puts: 23.36% | 12.96%
Current vs 7-Day Avg +85.01% | +11.30%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($4.34M). Bullish P/C ratio of 0.58.

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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
13:00BULLISHBULLISHBULLISH
12:00BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH

📈 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 54 of results (avg 7.7%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2158.7061.10$59.904.0%40.93114
$260.00Aug 2149.5051.80$50.654.5%40.90186
$250.00Jul 2457.8060.80$59.305.1%80.9917
$250.00Aug 758.3061.40$59.855.2%--0.9427
$250.00Jul 3157.9061.20$59.555.5%81.0041
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2152.8055.80$54.305.5%--0.8430
$310.00Aug 2116.7017.90$17.306.9%10.49135
$315.00Aug 1417.9019.20$18.557.0%70.552
$315.00Aug 2119.3020.80$20.057.5%170.5327
$305.00Aug 2114.0015.20$14.608.2%10.444

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. 93 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 3157.9061.20$59.555.5%81.0041
$255.00Jul 3152.8056.20$54.506.2%41.0017
$260.00Jul 3147.9051.30$49.606.9%--1.0089
$260.00Jul 2447.9050.90$49.406.1%51.0075
$265.00Jul 2442.8045.90$44.357.0%71.0017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Jul 2419.3022.20$20.7514.0%11.003
$322.50Jul 2412.0015.10$13.5522.9%10.93--
$320.00Jul 249.8012.80$11.3026.5%110.895
$360.00Aug 2152.8055.80$54.305.5%--0.8430
$317.50Jul 248.5010.50$9.5021.1%100.831

Most actively traded options today. High liquidity = easy entry/exit. 160 active (total vol 2.2K, top 300)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$317.50Aug 2112.6014.70$13.6515.4%3000.458
$310.00Aug 2116.0017.40$16.708.4%2520.51698
$317.50Jul 240.551.50$1.0293.1%2380.2048
$305.00Jul 3111.3012.80$12.0512.4%910.5759
$300.00Jul 3113.9015.80$14.8512.8%610.65169
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 243.205.20$4.2047.6%440.53124
$305.00Jul 241.152.65$1.9078.9%380.32261
$307.50Jul 241.953.80$2.8864.2%340.4239
$290.00Aug 217.908.70$8.309.6%320.30374
$305.00Jul 317.608.90$8.2515.8%280.4370

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 59 strikes (avg 66.4%, max 280.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 24Aug 21180.8%48.0%276.4%12131
$270.00Jul 24Aug 21122.8%46.5%164.4%3399
$260.00Jul 24Aug 21118.5%47.7%148.6%9261
$275.00Jul 24Sep 4111.0%46.5%138.9%2127
$255.00Jul 24Jul 31166.1%70.0%137.4%428
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 24Sep 4180.8%47.5%280.8%7154
$255.00Jul 24Aug 28166.1%48.4%243.3%--104
$270.00Jul 24Aug 28122.8%45.6%169.5%2142
$257.50Jul 24Jul 31158.8%60.7%161.6%10218
$260.00Jul 24Sep 4118.5%46.9%152.6%2218

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 156 found (best R:R 49.00, avg 5.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$357.50$370.00Jul 31$0.25$12.25$0.2549.00$357.75
$345.00$350.00Jul 24$0.13$4.87$0.1337.46$345.13
$360.00$370.00Aug 7$0.40$9.60$0.4024.00$360.40
$350.00$355.00Jul 31$0.22$4.78$0.2221.73$350.22
$355.00$357.50Jul 31$0.12$2.38$0.1219.83$355.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$260.00Jul 31$0.15$4.85$0.1532.33$264.85
$255.00$250.00Aug 7$0.15$4.85$0.1532.33$254.85
$295.00$292.50Jul 24$0.13$2.37$0.1318.23$294.87
$270.00$267.50Jul 31$0.13$2.37$0.1318.23$269.87
$262.50$260.00Jul 24$0.15$2.35$0.1515.67$262.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 194 found (best R:R 49.00, avg 2.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$255.00$260.00Jul 31$4.90$4.90$0.1049.00$259.90
$250.00$265.00Aug 7$14.70$14.70$0.3049.00$264.70
$260.00$265.00Jul 31$4.85$4.85$0.1532.33$264.85
$285.00$290.00Jul 24$4.75$4.75$0.2519.00$289.75
$270.00$275.00Jul 31$4.70$4.70$0.3015.67$274.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$322.50Jul 24$7.20$7.20$0.3024.00$322.80
$322.50$320.00Jul 24$2.25$2.25$0.259.00$320.25
$360.00$325.00Aug 21$28.10$28.10$6.904.07$331.90
$317.50$315.00Jul 24$1.95$1.95$0.553.55$315.55
$315.00$312.50Jul 24$1.80$1.80$0.702.57$313.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 59 found (avg debit $3.12, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Jul 24Jul 31$0.15166.1%70.0%
$260.00Jul 24Jul 31$0.20118.5%59.8%
$270.00Jul 24Jul 31$0.20122.8%56.9%
$250.00Jul 24Jul 31$0.25180.8%75.2%
$265.00Jul 24Jul 31$0.40106.8%58.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 24Jul 31$0.20180.8%75.2%
$255.00Jul 24Jul 31$0.22166.1%70.0%
$260.00Jul 24Jul 31$0.25118.5%59.8%
$267.50Jul 24Jul 31$0.32130.0%57.4%
$265.00Jul 24Jul 31$0.40106.8%58.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 77 found (cheapest 2.43% of stock, avg 10.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Jul 24$3.30$4.20$7.50$302.50$317.502.43%
$307.50Jul 24$4.70$2.88$7.58$299.92$315.082.46%
$305.00Jul 24$6.20$1.90$8.10$296.90$313.102.62%
$312.50Jul 24$2.40$5.75$8.15$304.35$320.652.64%
$315.00Jul 24$1.60$7.55$9.15$305.85$324.152.96%
$302.50Jul 24$8.20$1.23$9.43$293.07$311.933.05%
$317.50Jul 24$1.02$9.50$10.52$306.98$328.023.41%
$300.00Jul 24$10.20$0.83$11.03$288.97$311.033.57%
$320.00Jul 24$0.75$11.30$12.05$307.95$332.053.90%
$297.50Jul 24$12.35$0.55$12.90$284.60$310.404.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 156 found (cheapest 0.42% of stock, avg 4.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$297.50Jul 24$0.75$0.55$1.30$296.20$321.30
$317.50$297.50Jul 24$1.02$0.55$1.57$295.93$319.07
$320.00$300.00Jul 24$0.75$0.83$1.58$298.42$321.58
$317.50$300.00Jul 24$1.02$0.83$1.85$298.15$319.35
$320.00$302.50Jul 24$0.75$1.23$1.98$300.52$321.98
$315.00$297.50Jul 24$1.60$0.55$2.15$295.35$317.15
$317.50$302.50Jul 24$1.02$1.23$2.25$300.25$319.75
$315.00$300.00Jul 24$1.60$0.83$2.43$297.57$317.43
$320.00$305.00Jul 24$0.75$1.90$2.65$302.35$322.65
$315.00$302.50Jul 24$1.60$1.23$2.83$299.67$317.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 183 found (best R:R 32.33, avg credit $4.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265270/275Jul 31$4.85$0.1532.33$260.15$274.85
250/255265/270Aug 7$4.85$0.1532.33$250.15$269.85
275/280290/295Aug 21$4.85$0.1532.33$275.15$294.85
280/285290/295Aug 21$4.85$0.1532.33$280.15$294.85
280/282285/290Jul 31$4.82$0.1826.78$277.68$289.82
260/265280/285Aug 21$4.80$0.2024.00$260.20$284.80
270/275280/285Aug 21$4.80$0.2024.00$270.20$284.80
272/275285/290Jul 31$4.68$0.3214.62$270.32$289.68
260/265285/290Jul 31$4.65$0.3513.29$260.35$289.65
250/255270/275Aug 7$4.65$0.3513.29$250.35$274.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 94 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$345.00$350.00$355.00Jul 31$0.06$4.9482.33
$260.00$265.00$270.00Jul 24$0.10$4.9049.00
$317.50$320.00$322.50Jul 24$0.07$2.4334.71
$250.00$255.00$260.00Jul 31$0.15$4.8532.33
$275.00$277.50$280.00Jul 24$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$302.50$305.00$307.50Jul 31$0.05$2.4549.00
$305.00$307.50$310.00Jul 31$0.05$2.4549.00
$295.00$297.50$300.00Jul 24$0.06$2.4440.67
$265.00$267.50$270.00Jul 31$0.06$2.4440.67
$287.50$290.00$292.50Jul 31$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. 111 found (best net $-1.50, 99 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$345.00$360.001:2Aug 7-$0.55$14.45
$357.50$370.001:2Jul 31-$0.18$12.32
$360.00$370.001:2Aug 7-$0.65$9.35
$350.00$360.001:2Aug 21-$1.90$8.10
$360.00$370.001:2Aug 21-$2.21$7.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$315.00$295.001:2Aug 28-$1.50$18.50
$270.00$255.001:2Aug 28-$0.37$14.63
$295.00$280.001:2Aug 28-$0.90$14.10
$260.00$250.001:2Aug 21-$0.12$9.88
$270.00$260.001:2Aug 7-$0.15$9.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 5.51%, avg 1.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Aug 28$17.000.520.4%5.51%5.93%--16
$310.00Aug 21$16.000.510.4%5.18%5.61%252698
$312.50Aug 21$14.700.491.2%4.76%6.00%654
$315.00Aug 28$14.700.472.0%4.76%6.81%17
$320.00Sep 4$14.100.453.7%4.57%8.24%2--
$310.00Aug 14$13.600.500.4%4.41%4.83%--56
$315.00Aug 21$13.400.472.0%4.34%6.39%451
$317.50Aug 21$12.600.452.9%4.08%6.94%3008
$320.00Aug 28$12.500.443.7%4.05%7.72%--13
$320.00Aug 21$11.700.423.7%3.79%7.46%222.5K

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 2,449
Total Puts 1,429
Put/Call Ratio 0.58
Net Difference 1,020

Prior's Put/Call Breakdown

Total Calls 1,934
Total Puts 1,297
Put/Call Ratio 0.67
Net Difference 637

Prior 7-Day Put/Call Summary

Total Calls 53,573
Total Puts 30,514
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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