Tour v472
VLO
VALERO ENERGY CORP N
$309.19 +2.61%
7/30 15:01

Option Volume

Detail
Current (07/30 3:00pm) 11,295
Calls: 8,598 (76%)
Puts: 2,697 (24%)
Prior (07/29) 7,292
Calls: 5,562 (76%)
Puts: 1,730 (24%)
Current vs Prior +54.90%
Calls: +54.58% (Calls)
Puts: +55.90% (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 +63.99%
Calls: +119.43%
Puts: -9.17%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30 3:00pm) $47.53M
Calls: $46.18M (97%)
Puts: $1.35M (3%)
Prior (07/29) $6.68M
Calls: $5.33M (80%)
Puts: $1.35M (20%)
Current vs Prior +611.66%
Calls: +766.05%
Puts: +0.27%
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 +396.54%
Calls: +630.20%
Puts: -58.43%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30 3:00pm) 0.31
Prior (07/29) 0.31
Current vs Prior +0.85%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -60.40%
Sentiment BULLISH

Open Interest

Detail
Current (07/30 3:00pm) 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 2.73% | 6.18%9.41% | 14.65%
Prior 4.86% | 7.28%10.04% | 15.07%
Current vs Prior -43.79% | -15.20%-6.25% | -2.76%
Prior 7-Day Avg 3.89% | 7.19%10.66% | 15.70%
Current vs 7-Day Avg -29.77% | -14.08%-11.73% | -6.68%
Prior 7-Day Eod 4.86% | 7.28%10.04% | 15.07%
Current vs 7-Day Eod -43.79% | -15.20%-6.25% | -2.76%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 26.82% | 10.37%
Calls: 17.28% | 6.45%
Puts: 36.36% | 14.29%
Prior 29.23% | 20.54%
Calls: 33.11% | 19.47%
Puts: 25.35% | 21.60%
Current vs Prior -8.24% | -49.51%
Prior 7-Day Avg 32.90% | 14.18%
Calls: 29.82% | 15.21%
Puts: 35.99% | 13.16%
Current vs 7-Day Avg -18.49% | -26.89%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($46.18M) vs puts ($1.35M). Massive premium surge with dollar volume up 612% vs prior. Dollar volume significantly above 7-day average (397% higher). Above-average activity with volume up 55% 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
15:00BULLISHBULLISHBULLISH
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 54 of results (avg 7.4%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$307.50Aug 2114.4015.00$14.704.1%10.5343
$307.50Aug 1412.1012.70$12.404.8%50.538
$260.00Jul 3148.0050.40$49.204.9%4301.0084
$310.00Aug 2113.1013.80$13.455.2%580.51640
$250.00Aug 2157.8061.00$59.405.4%--0.95112
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$302.50Aug 2110.7011.20$10.954.6%10.413
$300.00Aug 219.6010.10$9.855.1%50.3897
$307.50Aug 1411.0011.60$11.305.3%220.47--
$360.00Aug 2151.5054.60$53.055.8%--0.9030
$305.00Aug 149.8010.40$10.105.9%100.441

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. 76 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 3157.5060.70$59.105.4%1701.0038
$255.00Jul 3152.5055.70$54.105.9%851.0016
$260.00Jul 3148.0050.40$49.204.9%4301.0084
$265.00Jul 3142.5045.50$44.006.8%2371.0051
$270.00Jul 3137.5040.50$39.007.7%3721.00100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$337.50Jul 3128.1031.10$29.6010.1%10.97--
$360.00Aug 750.2053.60$51.906.6%10.96--
$360.00Aug 2151.5054.60$53.055.8%--0.9030
$325.00Aug 718.4021.50$19.9515.5%--0.76146
$315.00Jul 317.009.40$8.2029.3%--0.7521

Most actively traded options today. High liquidity = easy entry/exit. 178 active (total vol 6.7K, top 740)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 3132.5035.60$34.059.1%7401.00200
$290.00Jul 3117.6020.70$19.1516.2%4951.00111
$260.00Jul 3148.0050.40$49.204.9%4301.0084
$270.00Jul 3137.5040.50$39.007.7%3721.00100
$300.00Jul 318.4010.20$9.3019.4%3270.85306
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Jul 310.050.20$0.13115.4%7030.03941
$300.00Jul 310.751.40$1.0860.2%1010.19269
$265.00Jul 310.000.05$0.03166.7%990.0058
$310.00Jul 313.605.20$4.4036.4%930.5725
$297.50Jul 310.451.00$0.7375.3%870.1462

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 77.1%, max 289.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 31Aug 21185.5%51.7%258.6%170150
$255.00Jul 31Aug 21170.1%52.0%227.4%8617
$260.00Jul 31Aug 21155.0%49.5%213.3%430256
$355.00Jul 31Aug 21129.1%44.9%187.3%419
$350.00Jul 31Sep 11118.1%44.8%164.0%359
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 31Sep 4185.5%47.6%289.8%--100
$255.00Jul 31Aug 28170.1%48.3%252.2%--32
$260.00Jul 31Aug 28155.0%47.8%224.5%2300
$262.50Jul 31Aug 7147.5%59.6%147.6%130
$265.00Jul 31Sep 11108.6%44.7%142.8%10258

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 5.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$355.00$360.00Aug 21$0.15$4.85$0.1532.33$355.15
$350.00$360.00Aug 7$0.32$9.68$0.3230.25$350.32
$320.00$322.50Jul 31$0.13$2.37$0.1318.23$320.13
$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
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$265.00Aug 7$0.12$4.88$0.1240.67$269.88
$260.00$250.00Aug 14$0.30$9.70$0.3032.33$259.70
$260.00$255.00Aug 21$0.17$4.83$0.1728.41$259.83
$270.00$265.00Aug 21$0.22$4.78$0.2221.73$269.78
$267.50$265.00Jul 31$0.12$2.38$0.1219.83$267.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 173 found (best R:R 49.00, avg 2.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$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
$250.00$255.00Aug 21$4.80$4.80$0.2024.00$254.80
$290.00$292.50Jul 31$2.35$2.35$0.1515.67$292.35
$255.00$260.00Aug 21$4.70$4.70$0.3015.67$259.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$337.50$315.00Jul 31$21.40$21.40$1.1019.45$316.10
$360.00$325.00Aug 7$31.95$31.95$3.0510.48$328.05
$360.00$325.00Aug 21$29.40$29.40$5.605.25$330.60
$322.50$320.00Aug 21$2.05$2.05$0.454.56$320.45
$312.50$310.00Jul 31$2.00$2.00$0.504.00$310.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 60 found (avg debit $2.67, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Jul 31Aug 7$0.10114.9%54.4%
$250.00Jul 31Aug 7$0.15185.5%70.5%
$360.00Aug 7Aug 14$0.2757.4%46.4%
$280.00Jul 31Aug 7$0.3090.3%49.0%
$265.00Jul 31Aug 14$0.45108.6%50.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 31Aug 7$0.07185.5%70.5%
$255.00Jul 31Aug 7$0.12170.1%66.7%
$260.00Jul 31Aug 7$0.15155.0%61.7%
$262.50Jul 31Aug 7$0.17147.5%59.6%
$265.00Jul 31Aug 7$0.35108.6%57.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 66 found (cheapest 2.30% of stock, avg 9.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Jul 31$2.70$4.40$7.10$302.90$317.102.30%
$307.50Jul 31$4.05$3.15$7.20$300.30$314.702.33%
$305.00Jul 31$5.90$2.20$8.10$296.90$313.102.62%
$312.50Jul 31$1.80$6.40$8.20$304.30$320.702.65%
$302.50Jul 31$7.35$1.45$8.80$293.70$311.302.85%
$315.00Jul 31$1.35$8.20$9.55$305.45$324.553.09%
$300.00Jul 31$9.30$1.08$10.38$289.62$310.383.36%
$297.50Jul 31$11.85$0.73$12.58$284.92$310.084.07%
$295.00Jul 31$14.30$0.45$14.75$280.25$309.754.77%
$292.50Jul 31$16.80$0.33$17.13$275.37$309.635.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 138 found (cheapest 0.44% of stock, avg 4.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$297.50Jul 31$0.63$0.73$1.36$296.14$321.36
$317.50$297.50Jul 31$0.80$0.73$1.53$295.97$319.03
$320.00$300.00Jul 31$0.63$1.08$1.71$298.29$321.71
$317.50$300.00Jul 31$0.80$1.08$1.88$298.12$319.38
$315.00$297.50Jul 31$1.35$0.73$2.08$295.42$317.08
$320.00$302.50Jul 31$0.63$1.45$2.08$300.42$322.08
$317.50$302.50Jul 31$0.80$1.45$2.25$300.25$319.75
$315.00$300.00Jul 31$1.35$1.08$2.43$297.57$317.43
$312.50$297.50Jul 31$1.80$0.73$2.53$294.97$315.03
$315.00$302.50Jul 31$1.35$1.45$2.80$299.70$317.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 228 found (best R:R 32.33, avg credit $3.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
255/260265/270Aug 28$4.85$0.1532.33$255.15$269.85
288/290295/298Aug 14$2.40$0.1024.00$287.60$297.40
275/278280/285Aug 7$4.75$0.2519.00$272.75$284.75
275/280285/290Aug 28$4.75$0.2519.00$275.25$289.75
250/260265/278Aug 14$11.85$0.6518.23$248.15$276.85
250/255265/270Aug 28$4.73$0.2717.52$250.27$269.73
302/305308/310Aug 7$2.35$0.1515.67$302.65$309.85
250/255260/270Aug 21$9.30$0.7013.29$245.70$269.30
280/282302/305Aug 14$2.32$0.1812.89$280.18$304.82
275/278285/290Aug 7$4.60$0.4011.50$272.90$289.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 78 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Jul 31$0.10$4.9049.00
$287.50$290.00$292.50Jul 31$0.05$2.4549.00
$335.00$340.00$345.00Aug 7$0.10$4.9049.00
$305.00$307.50$310.00Aug 14$0.05$2.4549.00
$325.00$330.00$335.00Aug 14$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$260.00$270.00Aug 14$0.22$9.7844.45
$250.00$255.00$260.00Aug 28$0.12$4.8840.67
$295.00$297.50$300.00Jul 31$0.07$2.4334.71
$270.00$275.00$280.00Aug 21$0.15$4.8532.33
$272.50$275.00$277.50Jul 31$0.10$2.4024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 122 found (best net $-0.51, 109 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Aug 7-$0.06$9.94
$340.00$350.001:2Aug 28-$1.95$8.05
$350.00$360.001:2Sep 11-$2.51$7.49
$325.00$335.001:2Aug 28-$4.00$6.00
$350.00$355.001:2Jul 31-$0.18$4.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$265.001:2Sep 11-$0.51$14.49
$260.00$250.001:2Aug 14-$0.15$9.85
$270.00$260.001:2Aug 14-$0.23$9.77
$290.00$280.001:2Aug 28-$2.40$7.60
$325.00$315.001:2Aug 7-$4.85$5.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 4.72%, avg 1.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Aug 28$14.600.510.3%4.72%4.98%8118
$310.00Aug 21$13.100.510.3%4.24%4.50%58640
$320.00Sep 11$12.600.433.5%4.08%7.57%1--
$312.50Aug 21$11.300.481.1%3.65%4.73%445
$315.00Aug 21$10.900.451.9%3.53%5.40%765
$310.00Aug 14$10.600.500.3%3.43%3.69%2260
$320.00Aug 28$10.500.413.5%3.40%6.89%--28
$312.50Aug 14$9.800.461.1%3.17%4.24%1--
$317.50Aug 21$9.100.422.7%2.94%5.63%--274
$320.00Aug 21$9.000.403.5%2.91%6.41%272.4K

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 8,598
Total Puts 2,697
Put/Call Ratio 0.31
Net Difference 5,901

Prior's Put/Call Breakdown

Total Calls 5,562
Total Puts 1,730
Put/Call Ratio 0.31
Net Difference 3,832

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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