Tour v472
VLO
VALERO ENERGY CORP N
$308.79 +2.48%
7/30 11:00

Option Volume

Detail
Current (07/30 11:00am) 2,621
Calls: 1,503 (57%)
Puts: 1,118 (43%)
Prior (07/29) 2,667
Calls: 2,249 (84%)
Puts: 418 (16%)
Current vs Prior -1.72%
Calls: -33.17% (Calls)
Puts: +167.46% (Puts)
Prior 7-Day Total 48,214
Calls: 27,428 (57%)
Puts: 20,786 (43%)
Prior 7-Day Average 6,887
Calls: 3,918 (57%)
Puts: 2,969 (43%)
Current vs Prior 7-Day Avg -61.95%
Calls: -61.64%
Puts: -62.35%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30 11:00am) $1.93M
Calls: $1.71M (89%)
Puts: $218.9K (11%)
Prior (07/29) $1.97M
Calls: $1.67M (85%)
Puts: $299.5K (15%)
Current vs Prior -2.46%
Calls: +1.92%
Puts: -26.92%
Prior 7-Day Total $67.01M
Calls: $44.27M (66%)
Puts: $22.74M (34%)
Prior 7-Day Average $9.57M
Calls: $6.32M (66%)
Puts: $3.25M (34%)
Current vs Prior 7-Day Avg -79.88%
Calls: -73.01%
Puts: -93.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30 11:00am) 0.74
Prior (07/29) 0.19
Current vs Prior +300.22%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -6.11%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/30 11:00am) 131,431
Calls: 68,441 (52%)
Puts: 62,990 (48%)
Prior (07/29) 129,272
Calls: 67,400 (52%)
Puts: 61,872 (48%)
Current vs Prior +1.67%
Prior 7-Day Total 869,155
Calls: 456,155 (52%)
Puts: 413,000 (48%)
Prior 7-Day Average 124,165
Calls: 65,165 (52%)
Puts: 59,000 (48%)
Current vs Prior 7-Day Avg +5.85%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.51% | 6.53%9.65% | 14.75%
Prior 4.86% | 7.28%10.04% | 15.07%
Current vs Prior -27.73% | -10.42%-3.87% | -2.10%
Prior 7-Day Avg 3.89% | 7.19%10.66% | 15.70%
Current vs 7-Day Avg -9.71% | -9.24%-9.49% | -6.05%
Prior 7-Day Eod 4.86% | 7.28%10.04% | 15.07%
Current vs 7-Day Eod -27.73% | -10.42%-3.87% | -2.10%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 43.46% | 21.31%
Calls: 44.90% | 20.83%
Puts: 42.02% | 21.80%
Prior 29.23% | 20.54%
Calls: 33.11% | 19.47%
Puts: 25.35% | 21.60%
Current vs Prior +48.68% | +3.75%
Prior 7-Day Avg 32.90% | 14.18%
Calls: 29.82% | 15.21%
Puts: 35.99% | 13.16%
Current vs 7-Day Avg +32.09% | +50.24%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($1.71M) vs puts ($218.9K). P/C ratio rising 300% - 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 NEUTRAL
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
11:00BULLISHBULLISHBULLISH
10:00BULLISHNEUTRALBULLISH

📈 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 26 of results (avg 7.8%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 3157.5061.00$59.255.9%--1.0038
$265.00Jul 3142.6045.20$43.905.9%--1.0051
$255.00Aug 2153.2056.50$54.856.0%10.931
$255.00Jul 3152.5055.80$54.156.1%--1.0016
$250.00Aug 2157.7061.40$59.556.2%--0.94112
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2151.8054.70$53.255.4%--0.9030
$360.00Aug 750.2053.90$52.057.1%10.96--
$300.00Aug 219.9010.80$10.358.7%20.3897

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. 71 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 3157.5061.00$59.255.9%--1.0038
$255.00Jul 3152.5055.80$54.156.1%--1.0016
$260.00Jul 3147.5051.00$49.257.1%--1.0084
$265.00Jul 3142.6045.20$43.905.9%--1.0051
$270.00Jul 3137.5041.00$39.258.9%21.00100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$337.50Jul 3127.9031.30$29.6011.5%10.96--
$360.00Aug 750.2053.90$52.057.1%10.96--
$360.00Aug 2151.8054.70$53.255.4%--0.9030
$325.00Aug 718.9021.30$20.1011.9%--0.74146
$330.00Aug 1424.1028.00$26.0515.0%--0.7343

Most actively traded options today. High liquidity = easy entry/exit. 130 active (total vol 2.1K, top 525)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 78.109.20$8.6512.7%2890.481.3K
$300.00Jul 318.5011.00$9.7525.6%1760.79306
$365.00Aug 210.551.75$1.15104.3%690.08--
$302.50Jul 317.009.20$8.1027.2%440.7098
$305.00Jul 315.207.50$6.3536.2%430.62107
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Jul 310.050.25$0.15133.3%5250.03941
$265.00Jul 310.000.05$0.03166.7%970.0058
$297.50Jul 310.551.95$1.25112.0%300.1962
$300.00Aug 75.206.10$5.6515.9%300.3558
$270.00Aug 211.803.10$2.4553.1%210.12998

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 55 strikes (avg 79.6%, max 262.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 31Aug 21174.0%54.2%220.8%--150
$255.00Jul 31Aug 21159.6%52.6%203.3%117
$260.00Jul 31Aug 21145.2%51.8%180.2%--256
$355.00Jul 31Aug 21124.2%46.6%166.6%319
$350.00Jul 31Sep 11113.9%44.9%153.4%359
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 31Sep 4174.0%48.0%262.3%--100
$255.00Jul 31Aug 28159.6%48.9%226.1%--32
$260.00Jul 31Aug 28145.2%48.4%200.1%2300
$270.00Jul 31Aug 28114.4%44.2%159.2%2119
$262.50Jul 31Aug 7138.1%60.2%129.4%130

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 99.00, avg 6.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$360.00Aug 7$0.10$9.90$0.1099.00$350.10
$345.00$350.00Aug 7$0.12$4.88$0.1240.67$345.12
$335.00$337.50Jul 31$0.10$2.40$0.1024.00$335.10
$327.50$330.00Aug 7$0.10$2.40$0.1024.00$327.60
$365.00$370.00Aug 21$0.25$4.75$0.2519.00$365.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$265.00Aug 7$0.10$4.90$0.1049.00$269.90
$260.00$255.00Aug 7$0.18$4.82$0.1826.78$259.82
$255.00$250.00Aug 21$0.22$4.78$0.2221.73$254.78
$267.50$265.00Jul 31$0.12$2.38$0.1219.83$267.38
$265.00$260.00Aug 21$0.30$4.70$0.3015.67$264.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 165 found (best R:R 132.33, avg 3.10)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$270.00Aug 7$19.85$19.85$0.15132.33$269.85
$255.00$260.00Jul 31$4.90$4.90$0.1049.00$259.90
$255.00$260.00Aug 21$4.85$4.85$0.1532.33$259.85
$270.00$280.00Aug 7$9.60$9.60$0.4024.00$279.60
$280.00$285.00Aug 7$4.75$4.75$0.2519.00$284.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$325.00Aug 7$31.95$31.95$3.0510.48$328.05
$337.50$315.00Jul 31$20.45$20.45$2.059.98$317.05
$360.00$325.00Aug 21$28.90$28.90$6.104.74$331.10
$322.50$320.00Aug 21$2.00$2.00$0.504.00$320.50
$315.00$312.50Jul 31$1.80$1.80$0.702.57$313.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $2.77, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Jul 31Aug 7$0.33113.9%51.8%
$360.00Aug 7Aug 14$0.3758.3%48.1%
$345.00Jul 31Aug 7$0.45103.3%49.4%
$255.00Jul 31Aug 21$0.70159.6%52.6%
$260.00Jul 31Aug 21$0.75145.2%51.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 31Aug 7$0.10174.0%71.7%
$260.00Jul 31Aug 7$0.18145.2%62.5%
$262.50Jul 31Aug 7$0.20138.1%60.2%
$270.00Jul 31Aug 7$0.37114.4%54.7%
$265.00Jul 31Aug 7$0.4299.6%58.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 3.07% of stock, avg 9.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Jul 31$3.53$5.95$9.48$300.52$319.483.07%
$307.50Jul 31$4.90$4.70$9.60$297.90$317.103.11%
$305.00Jul 31$6.35$3.35$9.70$295.30$314.703.14%
$312.50Jul 31$2.65$7.35$10.00$302.50$322.503.24%
$302.50Jul 31$8.10$2.70$10.80$291.70$313.303.50%
$315.00Jul 31$1.95$9.15$11.10$303.90$326.103.59%
$300.00Jul 31$9.75$1.88$11.63$288.37$311.633.77%
$297.50Jul 31$12.10$1.25$13.35$284.15$310.854.32%
$295.00Jul 31$14.45$0.95$15.40$279.60$310.404.99%
$292.50Jul 31$16.90$0.65$17.55$274.95$310.055.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 138 found (cheapest 0.71% of stock, avg 4.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$297.50Jul 31$0.95$1.25$2.20$295.30$322.20
$317.50$297.50Jul 31$1.43$1.25$2.68$294.82$320.18
$320.00$300.00Jul 31$0.95$1.88$2.83$297.17$322.83
$315.00$297.50Jul 31$1.95$1.25$3.20$294.30$318.20
$317.50$300.00Jul 31$1.43$1.88$3.31$296.69$320.81
$320.00$302.50Jul 31$0.95$2.70$3.65$298.85$323.65
$315.00$300.00Jul 31$1.95$1.88$3.83$296.17$318.83
$312.50$297.50Jul 31$2.65$1.25$3.90$293.60$316.40
$370.00$250.00Sep 4$2.38$1.63$4.01$245.99$374.01
$317.50$302.50Jul 31$1.43$2.70$4.13$298.37$321.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 228 found (best R:R 44.45, avg credit $3.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
255/260270/280Aug 7$9.78$0.2244.45$250.22$279.78
265/270280/285Aug 7$4.85$0.1532.33$265.15$284.85
265/268285/290Jul 31$4.82$0.1826.78$262.68$289.82
292/295305/308Aug 7$2.40$0.1024.00$292.60$307.40
285/290295/300Aug 7$4.70$0.3015.67$285.30$299.70
285/288290/292Jul 31$2.33$0.1713.71$285.17$292.33
250/255260/270Aug 21$9.22$0.7811.82$245.78$269.22
290/295300/305Aug 28$4.60$0.4011.50$290.40$304.60
270/275300/305Aug 28$4.58$0.4210.90$270.42$304.58
285/290295/300Aug 21$4.55$0.4510.11$285.45$299.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 72 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$315.00$320.00Aug 14$0.05$4.9599.00
$355.00$360.00$365.00Aug 21$0.08$4.9261.50
$350.00$355.00$360.00Aug 21$0.09$4.9154.56
$285.00$290.00$295.00Aug 7$0.10$4.9049.00
$290.00$295.00$300.00Aug 21$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Aug 28$0.10$4.9049.00
$270.00$275.00$280.00Aug 14$0.14$4.8634.71
$272.50$275.00$277.50Jul 31$0.08$2.4230.25
$250.00$255.00$260.00Aug 21$0.16$4.8430.25
$255.00$260.00$265.00Aug 28$0.19$4.8125.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 114 found (best net $-0.30, 101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Aug 7-$0.33$9.67
$325.00$335.001:2Aug 14-$1.36$8.64
$350.00$360.001:2Sep 11-$2.51$7.49
$340.00$350.001:2Aug 28-$2.55$7.45
$325.00$335.001:2Aug 28-$4.40$5.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$265.001:2Sep 11-$0.30$14.70
$270.00$260.001:2Aug 14-$0.16$9.84
$290.00$280.001:2Aug 28-$2.25$7.75
$305.00$295.001:2Aug 14-$2.65$7.35
$260.00$255.001:2Aug 7-$0.02$4.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 4.76%, avg 1.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Aug 28$14.700.510.4%4.76%5.15%118
$310.00Aug 21$13.300.510.4%4.31%4.70%18640
$320.00Sep 11$12.600.443.6%4.08%7.71%1--
$312.50Aug 21$12.200.481.2%3.95%5.15%145
$310.00Aug 14$11.000.500.4%3.56%3.95%2160
$315.00Aug 21$11.000.452.0%3.56%5.57%365
$320.00Aug 28$10.600.413.6%3.43%7.06%--28
$320.00Aug 21$9.200.403.6%2.98%6.61%112.4K
$315.00Aug 14$8.900.442.0%2.88%4.89%128
$317.50Aug 21$8.800.422.8%2.85%5.67%--274

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 1,503
Total Puts 1,118
Put/Call Ratio 0.74
Net Difference 385

Prior's Put/Call Breakdown

Total Calls 2,249
Total Puts 418
Put/Call Ratio 0.19
Net Difference 1,831

Prior 7-Day Put/Call Summary

Total Calls 27,428
Total Puts 20,786
Average Put/Call Ratio 0.79
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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