Tour v394
VLO
VALERO ENERGY CORP N
$303.03 -0.73%
$303.45 (+0.31%)🌙
as of 07/24 05:07 PM
7/24 17:09

Option Volume

Detail
Current (07/24 5:00pm) 11,647
Calls: 5,189 (45%)
Puts: 6,458 (55%)
Prior (07/23 12:00pm) 3,122
Calls: 2,020 (65%)
Puts: 1,102 (35%)
Current vs Prior +273.06%
Calls: +156.88% (Calls)
Puts: +486.03% (Puts)
Prior 7-Day Total 70,740
Calls: 39,631 (56%)
Puts: 31,109 (44%)
Prior 7-Day Average 10,105
Calls: 5,661 (56%)
Puts: 4,444 (44%)
Current vs Prior 7-Day Avg +15.25%
Calls: -8.35%
Puts: +45.31%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/24 5:00pm) $15.65M
Calls: $3.65M (23%)
Puts: $12.01M (77%)
Prior (07/23 12:00pm) $5.00M
Calls: $3.30M (66%)
Puts: $1.70M (34%)
Current vs Prior +212.93%
Calls: +10.53%
Puts: +605.64%
Prior 7-Day Total $92.50M
Calls: $60.30M (65%)
Puts: $32.20M (35%)
Prior 7-Day Average $13.21M
Calls: $8.61M (65%)
Puts: $4.60M (35%)
Current vs Prior 7-Day Avg +18.46%
Calls: -57.65%
Puts: +160.98%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/24 5:00pm) 1.24
Prior (07/23 12:00pm) 0.55
Current vs Prior +128.13%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg +35.30%
Sentiment BEARISH

Open Interest

Detail
Current (07/24 5:00pm) 125,285
Calls: 65,783 (53%)
Puts: 59,502 (47%)
Prior (07/23 12:00pm) 122,442
Calls: 64,450 (53%)
Puts: 57,992 (47%)
Current vs Prior +2.32%
Prior 7-Day Total 724,172
Calls: 461,122 (55%)
Puts: 382,683 (45%)
Prior 7-Day Average 103,453
Calls: 65,874 (55%)
Puts: 54,669 (45%)
Current vs Prior 7-Day Avg +21.10%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.62% | 6.55%10.76% | 15.76%
Prior 3.14% | 7.09%10.96% | 16.10%
Current vs Prior -48.55% | -7.62%-1.82% | -2.13%
Prior 7-Day Avg 3.55% | 6.76%7.36% | 14.81%
Current vs 7-Day Avg -54.47% | -3.14%+46.09% | +6.41%
Prior 7-Day Eod 2.46% | 7.11%10.96% | 16.10%
Current vs 7-Day Eod -34.36% | -7.85%-1.82% | -2.13%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 77.87% | 10.53%
Calls: 66.67% | 9.73%
Puts: 89.07% | 11.32%
Prior 52.33% | 16.98%
Calls: 42.37% | 20.37%
Puts: 62.30% | 13.59%
Current vs Prior +48.81% | -37.99%
Prior 7-Day Avg 25.32% | 11.62%
Calls: 23.54% | 12.12%
Puts: 27.11% | 11.13%
Current vs 7-Day Avg +207.49% | -9.40%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 77% of dollar volume in puts ($12.01M) vs calls ($3.65M). Massive premium surge with dollar volume up 213% vs prior. Unusually high activity with volume up 273% vs prior - elevated interest. Bearish P/C ratio of 1.24 indicates protective positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
17:00BEARISHBEARISHBEARISH
12:30BEARISHBEARISHBEARISH

📈 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 -- of results (avg --%, best --%)

No options available for this category

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. -- found (avg delta --, highest --)

No options available for this category

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

No options available for this category

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

No setups found for this strategy

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

No setups found for this strategy

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

No setups found for this strategy

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

No setups found for this strategy

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

No straddle setups found

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

No strangle setups found

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

No iron condor setups found

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

No setups found for this strategy

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

No setups found for this strategy

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

No covered call setups found

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 5,189
Total Puts 6,458
Put/Call Ratio 1.24
Net Difference -1,269

Prior's Put/Call Breakdown

Total Calls 2,020
Total Puts 1,102
Put/Call Ratio 0.55
Net Difference 918

Prior 7-Day Put/Call Summary

Total Calls 39,631
Total Puts 31,109
Average Put/Call Ratio 0.92
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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