Tour v472
VLO
VALERO ENERGY CORP N
$308.99 +2.55%
7/30 14:01

Option Volume

Detail
Current (07/30 2:00pm) 6,761
Calls: 4,326 (64%)
Puts: 2,435 (36%)
Prior (07/29) 5,862
Calls: 4,520 (77%)
Puts: 1,342 (23%)
Current vs Prior +15.34%
Calls: -4.29% (Calls)
Puts: +81.45% (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 -1.84%
Calls: +10.41%
Puts: -18.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30 2:00pm) $12.63M
Calls: $11.51M (91%)
Puts: $1.12M (9%)
Prior (07/29) $5.48M
Calls: $4.20M (77%)
Puts: $1.28M (23%)
Current vs Prior +130.46%
Calls: +174.15%
Puts: -12.83%
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 +31.95%
Calls: +82.06%
Puts: -65.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30 2:00pm) 0.56
Prior (07/29) 0.30
Current vs Prior +89.58%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -28.94%
Sentiment BULLISH

Open Interest

Detail
Current (07/30 2:00pm) 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 3.07% | 6.18%9.45% | 14.69%
Prior 4.86% | 7.28%10.04% | 15.07%
Current vs Prior -36.76% | -15.14%-5.87% | -2.48%
Prior 7-Day Avg 3.89% | 7.19%10.66% | 15.70%
Current vs 7-Day Avg -21.00% | -14.02%-11.37% | -6.42%
Prior 7-Day Eod 4.86% | 7.28%10.04% | 15.07%
Current vs 7-Day Eod -36.76% | -15.14%-5.87% | -2.48%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 38.09% | 10.39%
Calls: 40.00% | 8.79%
Puts: 36.19% | 12.00%
Prior 29.23% | 20.54%
Calls: 33.11% | 19.47%
Puts: 25.35% | 21.60%
Current vs Prior +30.31% | -49.42%
Prior 7-Day Avg 32.90% | 14.18%
Calls: 29.82% | 15.21%
Puts: 35.99% | 13.16%
Current vs 7-Day Avg +15.77% | -26.75%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($11.51M) vs puts ($1.12M). Massive premium surge with dollar volume up 130% vs prior. Bullish P/C ratio of 0.56. P/C ratio rising 90% - 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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:00BULLISHBULLISHBULLISH
13:00BULLISHBULLISHBULLISH
12:00BULLISHNEUTRALBULLISH
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 46 of results (avg 7.8%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2157.2060.20$58.705.1%--0.94112
$250.00Jul 3156.9060.00$58.455.3%1301.0038
$255.00Aug 2152.5055.50$54.005.6%10.941
$305.00Aug 2115.4016.30$15.855.7%440.56101
$255.00Jul 3151.9055.00$53.455.8%651.0016
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$307.50Aug 1411.2011.80$11.505.2%90.48--
$360.00Aug 751.1054.30$52.706.1%10.96--
$360.00Aug 2152.0055.30$53.656.2%--0.9030
$330.00Aug 1424.8026.60$25.707.0%--0.7443
$300.00Aug 75.105.50$5.307.5%340.3558

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 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 3156.9060.00$58.455.3%1301.0038
$255.00Jul 3151.9055.00$53.455.8%651.0016
$260.00Jul 3146.9050.30$48.607.0%--1.0084
$265.00Jul 3141.9045.00$43.457.1%1871.0051
$270.00Jul 3136.9040.10$38.508.3%21.00100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$337.50Jul 3128.5031.70$30.1010.6%10.96--
$360.00Aug 751.1054.30$52.706.1%10.96--
$360.00Aug 2152.0055.30$53.656.2%--0.9030
$325.00Aug 719.0021.50$20.2512.3%--0.76146
$315.00Jul 317.6010.70$9.1533.9%--0.7521

Most actively traded options today. High liquidity = easy entry/exit. 169 active (total vol 4.4K, top 699)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 3116.9019.90$18.4016.3%3851.00111
$310.00Aug 77.608.30$7.958.8%3010.481.3K
$300.00Jul 318.9010.60$9.7517.4%2900.84306
$280.00Jul 3126.9030.00$28.4510.9%1951.0058
$265.00Jul 3141.9045.00$43.457.1%1871.0051
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Jul 310.050.20$0.13115.4%6990.03941
$265.00Jul 310.000.05$0.03166.7%970.0058
$300.00Jul 311.101.60$1.3537.0%970.22269
$310.00Jul 314.306.20$5.2536.2%930.5825
$297.50Jul 310.451.50$0.98107.1%820.1762

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 57 strikes (avg 77.4%, max 278.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 31Aug 21180.3%53.9%234.8%130150
$255.00Jul 31Aug 21165.3%52.3%216.4%6617
$260.00Jul 31Aug 21150.4%50.4%198.5%--256
$355.00Jul 31Aug 21128.2%47.0%172.8%419
$350.00Jul 31Sep 11117.5%45.5%158.0%359
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 31Sep 4180.4%47.7%278.3%--100
$255.00Jul 31Aug 28165.4%48.6%240.0%--32
$260.00Jul 31Aug 28150.4%48.2%212.4%2300
$262.50Jul 31Aug 7143.0%59.1%142.2%130
$270.00Jul 31Aug 28114.9%48.0%139.5%11119

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 144 found (best R:R 49.00, avg 5.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$360.00Aug 7$0.20$9.80$0.2049.00$350.20
$332.50$335.00Jul 31$0.10$2.40$0.1024.00$332.60
$342.50$345.00Jul 31$0.10$2.40$0.1024.00$342.60
$365.00$370.00Aug 21$0.28$4.72$0.2816.86$365.28
$320.00$322.50Jul 31$0.15$2.35$0.1515.67$320.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$265.00Aug 7$0.13$4.87$0.1337.46$269.87
$260.00$250.00Aug 14$0.32$9.68$0.3230.25$259.68
$255.00$250.00Aug 21$0.23$4.77$0.2320.74$254.77
$267.50$265.00Jul 31$0.12$2.38$0.1219.83$267.38
$260.00$255.00Aug 21$0.25$4.75$0.2519.00$259.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 176 found (best R:R 32.33, avg 1.94)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$255.00$260.00Jul 31$4.85$4.85$0.1532.33$259.85
$270.00$280.00Aug 7$9.60$9.60$0.4024.00$279.60
$290.00$292.50Jul 31$2.35$2.35$0.1515.67$292.35
$292.50$295.00Jul 31$2.35$2.35$0.1515.67$294.85
$280.00$285.00Aug 7$4.70$4.70$0.3015.67$284.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$337.50$315.00Jul 31$20.95$20.95$1.5513.52$316.55
$360.00$325.00Aug 7$32.45$32.45$2.5512.73$327.55
$360.00$325.00Aug 21$29.80$29.80$5.205.73$330.20
$315.00$312.50Jul 31$2.05$2.05$0.454.56$312.95
$322.50$320.00Aug 21$1.95$1.95$0.553.55$320.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 58 found (avg debit $2.54, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Jul 31Aug 7$0.10114.9%54.4%
$250.00Jul 31Aug 7$0.15180.3%71.1%
$360.00Aug 7Aug 14$0.2558.2%46.9%
$350.00Jul 31Aug 7$0.42117.5%53.8%
$255.00Jul 31Aug 21$0.55165.3%52.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 31Aug 7$0.10180.4%71.1%
$255.00Jul 31Aug 7$0.12165.4%66.2%
$260.00Jul 31Aug 7$0.15150.4%61.2%
$262.50Jul 31Aug 7$0.17143.0%59.1%
$265.00Jul 31Aug 7$0.37105.4%57.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 2.65% of stock, avg 9.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Jul 31$2.93$5.25$8.18$301.82$318.182.65%
$305.00Jul 31$5.50$2.78$8.28$296.72$313.282.68%
$307.50Jul 31$4.25$4.10$8.35$299.15$315.852.70%
$302.50Jul 31$7.35$1.83$9.18$293.32$311.682.97%
$312.50Jul 31$2.23$7.10$9.33$303.17$321.833.02%
$315.00Jul 31$1.48$9.15$10.63$304.37$325.633.44%
$300.00Jul 31$9.75$1.35$11.10$288.90$311.103.59%
$297.50Jul 31$11.40$0.98$12.38$285.12$309.884.01%
$295.00Jul 31$13.70$0.63$14.33$280.67$309.334.64%
$292.50Jul 31$16.05$0.43$16.48$276.02$308.985.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 138 found (cheapest 0.53% of stock, avg 4.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$297.50Jul 31$0.65$0.98$1.63$295.87$321.63
$317.50$297.50Jul 31$0.95$0.98$1.93$295.57$319.43
$320.00$300.00Jul 31$0.65$1.35$2.00$298.00$322.00
$317.50$300.00Jul 31$0.95$1.35$2.30$297.70$319.80
$315.00$297.50Jul 31$1.48$0.98$2.46$295.04$317.46
$320.00$302.50Jul 31$0.65$1.83$2.48$300.02$322.48
$317.50$302.50Jul 31$0.95$1.83$2.78$299.72$320.28
$315.00$300.00Jul 31$1.48$1.35$2.83$297.17$317.83
$312.50$297.50Jul 31$2.23$0.98$3.21$294.29$315.71
$315.00$302.50Jul 31$1.48$1.83$3.31$299.19$318.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 242 found (best R:R 49.00, avg credit $3.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
265/270280/285Aug 28$4.90$0.1049.00$265.10$284.90
275/278280/285Aug 7$4.87$0.1337.46$272.63$284.87
265/270280/285Aug 7$4.83$0.1728.41$265.17$284.83
250/260265/278Aug 14$12.02$0.4825.04$247.98$277.02
260/265280/285Aug 28$4.77$0.2320.74$260.23$284.77
292/295300/302Aug 7$2.35$0.1515.67$292.65$302.35
275/280285/290Aug 28$4.62$0.3812.16$275.38$289.62
300/302308/310Aug 7$2.30$0.2011.50$300.20$309.80
250/255260/270Aug 21$9.18$0.8211.20$245.82$269.18
255/260280/285Aug 28$4.58$0.4210.90$255.42$284.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 78 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Aug 21$0.05$4.9599.00
$292.50$295.00$297.50Jul 31$0.05$2.4549.00
$335.00$340.00$345.00Aug 7$0.14$4.8634.71
$350.00$355.00$360.00Aug 21$0.14$4.8634.71
$360.00$365.00$370.00Aug 21$0.14$4.8634.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$290.00$292.50$295.00Jul 31$0.05$2.4549.00
$300.00$302.50$305.00Aug 21$0.05$2.4549.00
$250.00$260.00$270.00Aug 14$0.23$9.7742.48
$250.00$255.00$260.00Aug 28$0.13$4.8737.46
$260.00$265.00$270.00Aug 28$0.13$4.8737.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 120 found (best net $-0.80, 108 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Aug 7-$0.20$9.80
$340.00$350.001:2Aug 28-$1.95$8.05
$350.00$360.001:2Sep 11-$2.41$7.59
$325.00$335.001:2Aug 28-$3.95$6.05
$350.00$355.001:2Jul 31-$0.18$4.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$310.001:2Aug 14-$0.80$19.20
$280.00$265.001:2Sep 11-$0.51$14.49
$260.00$250.001:2Aug 14-$0.16$9.84
$270.00$260.001:2Aug 14-$0.25$9.75
$290.00$280.001:2Aug 28-$2.30$7.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 4.69%, avg 1.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Aug 28$14.500.510.3%4.69%5.02%118
$310.00Aug 21$13.100.500.3%4.24%4.57%50640
$320.00Sep 11$12.200.433.6%3.95%7.51%1--
$312.50Aug 21$11.300.471.1%3.66%4.79%445
$315.00Aug 21$10.900.451.9%3.53%5.47%665
$310.00Aug 14$10.800.490.3%3.50%3.82%2260
$320.00Aug 28$10.300.413.6%3.33%6.90%--28
$312.50Aug 14$9.200.451.1%2.98%4.11%1--
$317.50Aug 21$9.100.422.8%2.95%5.70%--274
$320.00Aug 21$9.000.393.6%2.91%6.48%162.4K

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 4,326
Total Puts 2,435
Put/Call Ratio 0.56
Net Difference 1,891

Prior's Put/Call Breakdown

Total Calls 4,520
Total Puts 1,342
Put/Call Ratio 0.30
Net Difference 3,178

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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