Tour v472
VLO
VALERO ENERGY CORP N
$308.86 +2.50%
7/30 14:07

Option Volume

Detail
Current (07/30 2:05pm) 9,224
Calls: 6,751 (73%)
Puts: 2,473 (27%)
Prior (07/29) 5,873
Calls: 4,531 (77%)
Puts: 1,342 (23%)
Current vs Prior +57.06%
Calls: +49.00% (Calls)
Puts: +84.28% (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 +33.92%
Calls: +72.29%
Puts: -16.72%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30 2:05pm) $32.49M
Calls: $31.37M (97%)
Puts: $1.12M (3%)
Prior (07/29) $5.40M
Calls: $4.13M (76%)
Puts: $1.28M (24%)
Current vs Prior +501.28%
Calls: +660.04%
Puts: -12.29%
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 +239.40%
Calls: +396.02%
Puts: -65.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30 2:05pm) 0.37
Prior (07/29) 0.30
Current vs Prior +23.68%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -53.76%
Sentiment BULLISH

Open Interest

Detail
Current (07/30 2:05pm) 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 2.83% | 6.12%9.41% | 14.83%
Prior 4.86% | 7.28%10.04% | 15.07%
Current vs Prior -41.73% | -16.00%-6.31% | -1.58%
Prior 7-Day Avg 3.89% | 7.19%10.66% | 15.70%
Current vs 7-Day Avg -27.20% | -14.89%-11.78% | -5.55%
Prior 7-Day Eod 4.86% | 7.28%10.04% | 15.07%
Current vs 7-Day Eod -41.73% | -16.00%-6.31% | -1.58%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 37.73% | 12.59%
Calls: 38.10% | 9.94%
Puts: 37.36% | 15.23%
Prior 29.23% | 20.54%
Calls: 33.11% | 19.47%
Puts: 25.35% | 21.60%
Current vs Prior +29.08% | -38.70%
Prior 7-Day Avg 32.90% | 14.18%
Calls: 29.82% | 15.21%
Puts: 35.99% | 13.16%
Current vs 7-Day Avg +14.67% | -11.24%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($31.37M) vs puts ($1.12M). Massive premium surge with dollar volume up 501% vs prior. Dollar volume significantly above 7-day average (239% higher). Above-average activity with volume up 57% vs prior.

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
14:05BULLISHBULLISHBULLISH
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 29 of results (avg 7.8%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 3157.7060.80$59.255.2%1301.0038
$250.00Aug 2157.8061.10$59.455.6%--0.94112
$255.00Aug 2153.2056.30$54.755.7%10.941
$255.00Jul 3152.7055.80$54.255.7%651.0016
$250.00Aug 757.4061.00$59.206.1%601.0027
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2151.2054.50$52.856.2%--0.9030
$360.00Aug 750.2053.70$51.956.7%10.96--
$330.00Aug 1424.6026.60$25.607.8%--0.7443
$325.00Aug 2122.7024.60$23.658.0%--0.6515
$302.50Aug 2110.6011.60$11.109.0%10.413

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 3157.7060.80$59.255.2%1301.0038
$255.00Jul 3152.7055.80$54.255.7%651.0016
$260.00Jul 3147.7051.00$49.356.7%3001.0084
$265.00Jul 3142.7046.00$44.357.4%1871.0051
$270.00Jul 3137.7041.00$39.358.4%3021.00100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$337.50Jul 3127.8030.90$29.3510.6%10.97--
$360.00Aug 750.2053.70$51.956.7%10.96--
$360.00Aug 2151.2054.50$52.856.2%--0.9030
$325.00Aug 718.4021.60$20.0016.0%--0.76146
$315.00Jul 317.0010.00$8.5035.3%--0.7421

Most actively traded options today. High liquidity = easy entry/exit. 172 active (total vol 5.6K, top 699)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 3132.7036.10$34.409.9%6001.00200
$290.00Jul 3118.0020.90$19.4514.9%3851.00111
$270.00Jul 3137.7041.00$39.358.4%3021.00100
$310.00Aug 77.508.80$8.1516.0%3010.481.3K
$260.00Jul 3147.7051.00$49.356.7%3001.0084
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Jul 310.050.20$0.13115.4%6990.03941
$300.00Jul 310.751.40$1.0860.2%990.19269
$265.00Jul 310.000.05$0.03166.7%970.0058
$310.00Jul 313.705.40$4.5537.4%930.5625
$297.50Jul 310.451.25$0.8594.1%870.1562

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 58 strikes (avg 76.6%, max 280.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 31Aug 21182.6%54.0%238.1%130150
$255.00Jul 31Aug 21167.6%52.4%219.7%6617
$260.00Jul 31Aug 21152.7%49.4%209.2%300256
$355.00Jul 31Aug 21126.4%46.8%170.2%419
$350.00Jul 31Sep 11115.7%44.5%159.8%359
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 31Sep 4182.6%48.0%280.8%--100
$255.00Jul 31Aug 28167.6%48.8%243.6%--32
$260.00Jul 31Aug 28152.7%48.2%217.0%2300
$262.50Jul 31Aug 7145.3%59.3%145.0%130
$270.00Jul 31Aug 28117.2%48.4%142.2%11119

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 138 found (best R:R 40.67, avg 5.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$360.00Aug 7$0.28$9.72$0.2834.71$350.28
$332.50$335.00Jul 31$0.10$2.40$0.1024.00$332.60
$365.00$370.00Aug 21$0.28$4.72$0.2816.86$365.28
$337.50$340.00Jul 31$0.15$2.35$0.1515.67$337.65
$342.50$345.00Jul 31$0.15$2.35$0.1515.67$342.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$260.00$255.00Aug 21$0.12$4.88$0.1240.67$259.88
$260.00$250.00Aug 14$0.33$9.67$0.3329.30$259.67
$287.50$285.00Jul 31$0.10$2.40$0.1024.00$287.40
$280.00$277.50Aug 7$0.10$2.40$0.1024.00$279.90
$270.00$265.00Aug 21$0.20$4.80$0.2024.00$269.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 177 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
$270.00$280.00Aug 7$9.80$9.80$0.2049.00$279.80
$290.00$292.50Jul 31$2.40$2.40$0.1024.00$292.40
$285.00$290.00Jul 31$4.75$4.75$0.2519.00$289.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$337.50$315.00Jul 31$20.85$20.85$1.6512.64$316.65
$360.00$325.00Aug 7$31.95$31.95$3.0510.48$328.05
$322.50$320.00Aug 21$2.10$2.10$0.405.25$320.40
$360.00$325.00Aug 21$29.20$29.20$5.805.03$330.80
$312.50$310.00Jul 31$2.05$2.05$0.454.56$310.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 56 found (avg debit $2.63, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Jul 31Aug 7$0.2591.8%49.5%
$360.00Aug 7Aug 14$0.2558.0%46.3%
$265.00Jul 31Aug 14$0.40107.1%51.3%
$255.00Jul 31Aug 21$0.50167.6%52.4%
$350.00Jul 31Aug 7$0.50115.7%55.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 31Aug 7$0.10182.6%71.3%
$255.00Jul 31Aug 7$0.12167.6%66.5%
$260.00Jul 31Aug 7$0.15152.7%61.5%
$262.50Jul 31Aug 7$0.17145.3%59.3%
$270.00Jul 31Aug 7$0.37117.2%54.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 2.45% of stock, avg 9.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Jul 31$3.03$4.55$7.58$302.42$317.582.45%
$307.50Jul 31$4.20$3.65$7.85$299.65$315.352.54%
$305.00Jul 31$5.90$2.40$8.30$296.70$313.302.69%
$312.50Jul 31$2.17$6.60$8.77$303.73$321.272.84%
$302.50Jul 31$7.65$1.73$9.38$293.12$311.883.04%
$315.00Jul 31$1.48$8.50$9.98$305.02$324.983.23%
$300.00Jul 31$9.80$1.08$10.88$289.12$310.883.52%
$297.50Jul 31$12.00$0.85$12.85$284.65$310.354.16%
$295.00Jul 31$14.50$0.57$15.07$279.93$310.074.88%
$292.50Jul 31$17.05$0.38$17.43$275.07$309.935.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 138 found (cheapest 0.50% of stock, avg 4.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$297.50Jul 31$0.70$0.85$1.55$295.95$321.55
$320.00$300.00Jul 31$0.70$1.08$1.78$298.22$321.78
$317.50$297.50Jul 31$1.05$0.85$1.90$295.60$319.40
$317.50$300.00Jul 31$1.05$1.08$2.13$297.87$319.63
$315.00$297.50Jul 31$1.48$0.85$2.33$295.17$317.33
$320.00$302.50Jul 31$0.70$1.73$2.43$300.07$322.43
$315.00$300.00Jul 31$1.48$1.08$2.56$297.44$317.56
$317.50$302.50Jul 31$1.05$1.73$2.78$299.72$320.28
$312.50$297.50Jul 31$2.17$0.85$3.02$294.48$315.52
$320.00$305.00Jul 31$0.70$2.40$3.10$301.90$323.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 233 found (best R:R 37.46, avg credit $3.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
265/268285/290Jul 31$4.87$0.1337.46$262.63$289.87
280/285290/295Aug 7$4.87$0.1337.46$280.13$294.87
275/280285/290Aug 28$4.85$0.1532.33$275.15$289.85
292/295300/302Aug 7$2.40$0.1024.00$292.60$302.40
270/275280/285Aug 21$4.77$0.2320.74$270.23$284.77
250/260265/278Aug 14$11.83$0.6717.66$248.17$276.83
272/275280/285Aug 7$4.62$0.3812.16$270.38$284.62
250/255260/270Aug 21$9.23$0.7711.99$245.77$269.23
290/295305/310Aug 28$4.60$0.4011.50$290.40$309.60
275/278280/285Aug 7$4.58$0.4210.90$272.92$284.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 79 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$285.00$290.00Aug 7$0.05$4.9599.00
$325.00$330.00$335.00Aug 14$0.08$4.9261.50
$250.00$255.00$260.00Jul 31$0.10$4.9049.00
$292.50$295.00$297.50Jul 31$0.05$2.4549.00
$302.50$305.00$307.50Jul 31$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$285.00$290.00Aug 7$0.08$4.9261.50
$260.00$265.00$270.00Aug 28$0.10$4.9049.00
$250.00$260.00$270.00Aug 14$0.22$9.7844.45
$260.00$262.50$265.00Aug 7$0.06$2.4440.67
$267.50$270.00$272.50Jul 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. 120 found (best net $-0.56, 107 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Aug 7-$0.12$9.88
$340.00$350.001:2Aug 28-$2.40$7.60
$350.00$360.001:2Sep 11-$2.51$7.49
$325.00$335.001:2Aug 28-$2.70$7.30
$350.00$355.001:2Jul 31-$0.18$4.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$265.001:2Sep 11-$0.56$14.44
$260.00$250.001:2Aug 14-$0.12$9.88
$270.00$260.001:2Aug 14-$0.23$9.77
$290.00$280.001:2Aug 28-$2.35$7.65
$325.00$315.001:2Aug 7-$4.60$5.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 4.47%, avg 1.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Aug 28$13.800.510.4%4.47%4.84%118
$310.00Aug 21$12.900.510.4%4.18%4.55%50640
$320.00Sep 11$12.600.443.6%4.08%7.69%1--
$312.50Aug 21$11.300.481.2%3.66%4.84%445
$315.00Aug 21$10.700.452.0%3.46%5.45%665
$310.00Aug 14$10.500.500.4%3.40%3.77%2260
$320.00Aug 28$10.200.413.6%3.30%6.91%--28
$312.50Aug 14$9.200.461.2%2.98%4.16%1--
$317.50Aug 21$9.100.422.8%2.95%5.74%--274
$320.00Aug 21$8.800.403.6%2.85%6.46%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 6,751
Total Puts 2,473
Put/Call Ratio 0.37
Net Difference 4,278

Prior's Put/Call Breakdown

Total Calls 4,531
Total Puts 1,342
Put/Call Ratio 0.30
Net Difference 3,189

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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