Tour v477
VLO
VALERO ENERGY CORP N
$308.38 -0.69%
7/31 14:01

Option Volume

Detail
Current (07/31 2:00pm) 3,602
Calls: 1,800 (50%)
Puts: 1,802 (50%)
Prior (07/30) 6,761
Calls: 4,326 (64%)
Puts: 2,435 (36%)
Current vs Prior -46.72%
Calls: -58.39% (Calls)
Puts: -26.00% (Puts)
Prior 7-Day Total 77,456
Calls: 36,653 (47%)
Puts: 40,803 (53%)
Prior 7-Day Average 11,065
Calls: 5,236 (47%)
Puts: 5,829 (53%)
Current vs Prior 7-Day Avg -67.45%
Calls: -65.62%
Puts: -69.09%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31 2:00pm) $2.48M
Calls: $1.36M (55%)
Puts: $1.12M (45%)
Prior (07/30) $12.63M
Calls: $11.51M (91%)
Puts: $1.12M (9%)
Current vs Prior -80.35%
Calls: -88.18%
Puts: +0.41%
Prior 7-Day Total $157.95M
Calls: $110.20M (70%)
Puts: $47.75M (30%)
Prior 7-Day Average $22.56M
Calls: $15.74M (70%)
Puts: $6.82M (30%)
Current vs Prior 7-Day Avg -89.00%
Calls: -91.36%
Puts: -83.57%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 2:00pm) 1.00
Prior (07/30) 0.56
Current vs Prior +77.86%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg +9.08%
Sentiment BEARISH

Open Interest

Detail
Current (07/31 2:00pm) 130,478
Calls: 66,661 (51%)
Puts: 63,817 (49%)
Prior (07/30) 131,431
Calls: 68,441 (52%)
Puts: 62,990 (48%)
Current vs Prior -0.73%
Prior 7-Day Total 882,826
Calls: 462,188 (52%)
Puts: 420,638 (48%)
Prior 7-Day Average 126,118
Calls: 66,026 (52%)
Puts: 60,091 (48%)
Current vs Prior 7-Day Avg +3.46%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.29% | 5.48%8.97% | 14.48%
Prior 2.77% | 6.08%9.46% | 14.61%
Current vs Prior -53.49% | -9.85%-5.26% | -0.92%
Prior 7-Day Avg 3.73% | 7.05%10.41% | 15.51%
Current vs 7-Day Avg -65.36% | -22.22%-13.85% | -6.63%
Prior 7-Day Eod 2.78% | 6.08%9.46% | 14.61%
Current vs 7-Day Eod -53.49% | -9.85%-5.26% | -0.92%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 77.31% | 7.06%
Calls: 95.89% | 4.82%
Puts: 58.74% | 9.30%
Prior 42.64% | 17.51%
Calls: 38.10% | 19.78%
Puts: 47.19% | 15.23%
Current vs Prior +81.31% | -59.68%
Prior 7-Day Avg 36.20% | 14.76%
Calls: 32.74% | 15.99%
Puts: 39.67% | 13.53%
Current vs 7-Day Avg +113.55% | -52.18%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 80% vs prior. Below-average activity with volume down 47% vs prior. Slightly bearish P/C ratio of 1.00. P/C ratio rising 78% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
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
14:00BULLISHNEUTRALMIXED
13:00BULLISHBEARISHBEARISH
12:00BULLISHNEUTRALBULLISH
11:00BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH

📈 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 49 of results (avg 6.9%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$307.50Aug 2113.7014.20$13.953.6%20.5343
$315.00Aug 2110.5010.90$10.703.7%70.4568
$310.00Aug 2112.6013.10$12.853.9%150.50683
$307.50Aug 78.108.50$8.304.8%70.5313
$312.50Aug 2111.3011.90$11.605.2%210.4747
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$312.50Aug 2114.8015.40$15.104.0%--0.5327
$310.00Aug 2113.4014.00$13.704.4%10.50145
$307.50Aug 2112.1012.70$12.404.8%--0.4717
$302.50Aug 219.8010.30$10.055.0%20.413
$360.00Aug 2151.7054.60$53.155.5%--0.8930

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. 57 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 3136.4040.00$38.209.4%--1.0010
$290.00Jul 3116.5019.40$17.9516.2%11.009
$292.50Jul 3114.0016.80$15.4018.2%--1.0012
$300.00Jul 316.509.30$7.9035.4%21.0012
$302.50Jul 314.106.80$5.4549.5%71.0029
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Jul 315.708.50$7.1039.4%--0.9521
$360.00Aug 2151.7054.60$53.155.5%--0.8930
$312.50Jul 313.506.10$4.8054.2%100.8619
$325.00Aug 717.9020.60$19.2514.0%--0.78146
$330.00Aug 1424.3027.00$25.6510.5%--0.7643

Most actively traded options today. High liquidity = easy entry/exit. 150 active (total vol 2.4K, top 363)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$312.50Jul 310.100.50$0.30133.3%2980.1470
$330.00Jul 310.000.15$0.08187.5%1200.02249
$320.00Aug 73.303.90$3.6016.7%1190.29237
$310.00Jul 310.250.65$0.4588.9%790.25366
$310.00Aug 76.807.60$7.2011.1%660.481.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 210.450.75$0.6050.0%3630.04230
$290.00Aug 71.601.95$1.7819.7%870.1631
$300.00Jul 310.000.05$0.03166.7%540.02323
$275.00Aug 212.203.00$2.6030.8%520.1461
$300.00Aug 73.904.50$4.2014.3%290.3284

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 323.4%, max 1225.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Jul 31Aug 21428.6%47.3%806.0%122
$350.00Jul 31Sep 4392.3%44.3%785.4%359
$270.00Jul 31Aug 21408.7%46.4%781.6%4292
$345.00Jul 31Aug 21280.1%45.2%519.3%--397
$335.00Jul 31Sep 11259.6%44.2%487.4%6189
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 31Sep 4608.8%45.9%1225.3%--100
$255.00Jul 31Aug 28557.9%47.0%1088.0%--32
$260.00Jul 31Aug 28507.8%47.4%971.7%--301
$270.00Jul 31Sep 4408.7%43.0%850.8%388
$262.50Jul 31Aug 14482.8%52.6%818.3%230

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 142 found (best R:R 57.82, avg 6.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$360.00Aug 7$0.17$9.83$0.1757.82$350.17
$352.50$360.00Aug 14$0.20$7.30$0.2036.50$352.70
$340.00$345.00Aug 7$0.15$4.85$0.1532.33$340.15
$345.00$347.50Aug 7$0.10$2.40$0.1024.00$345.10
$365.00$370.00Aug 28$0.23$4.77$0.2320.74$365.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$260.00Aug 7$0.10$4.90$0.1049.00$264.90
$255.00$250.00Aug 21$0.13$4.87$0.1337.46$254.87
$270.00$262.50Aug 14$0.33$7.17$0.3321.73$269.67
$267.50$265.00Jul 31$0.12$2.38$0.1219.83$267.38
$282.50$280.00Jul 31$0.12$2.38$0.1219.83$282.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 168 found (best R:R 27.57, avg 1.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$280.00Aug 7$9.65$9.65$0.3527.57$279.65
$250.00$260.00Aug 21$9.60$9.60$0.4024.00$259.60
$260.00$270.00Aug 21$9.20$9.20$0.8011.50$269.20
$280.00$285.00Aug 7$4.55$4.55$0.4510.11$284.55
$265.00$285.00Aug 14$18.00$18.00$2.009.00$283.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$315.00$312.50Jul 31$2.30$2.30$0.2011.50$312.70
$312.50$310.00Jul 31$2.27$2.27$0.239.87$310.23
$360.00$325.00Aug 21$29.85$29.85$5.155.80$330.15
$325.00$315.00Aug 7$7.65$7.65$2.353.26$317.35
$330.00$310.00Aug 14$13.75$13.75$6.252.20$316.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.64, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Jul 31Aug 7$0.30392.3%53.7%
$270.00Jul 31Aug 7$0.35408.7%53.4%
$360.00Aug 7Aug 14$0.4257.8%48.6%
$345.00Jul 31Aug 7$0.52280.1%50.9%
$340.00Jul 31Aug 7$0.67248.8%48.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 31Aug 7$0.05608.8%72.7%
$255.00Jul 31Aug 7$0.05557.9%66.7%
$270.00Jul 31Aug 7$0.18408.7%53.4%
$272.50Jul 31Aug 7$0.23384.0%51.7%
$265.00Jul 31Aug 7$0.25364.3%57.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 0.80% of stock, avg 8.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$307.50Jul 31$1.45$1.02$2.47$305.03$309.970.80%
$310.00Jul 31$0.45$2.53$2.98$307.02$312.980.97%
$305.00Jul 31$3.30$0.25$3.55$301.45$308.551.15%
$312.50Jul 31$0.30$4.80$5.10$307.40$317.601.65%
$302.50Jul 31$5.45$0.18$5.63$296.87$308.131.83%
$315.00Jul 31$0.08$7.10$7.18$307.82$322.182.33%
$300.00Jul 31$7.90$0.03$7.93$292.07$307.932.57%
$292.50Jul 31$15.40$0.15$15.55$276.95$308.055.04%
$307.50Aug 7$8.30$7.40$15.70$291.80$323.205.09%
$310.00Aug 7$7.20$8.60$15.80$294.20$325.805.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 123 found (cheapest 0.16% of stock, avg 4.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$302.50Jul 31$0.30$0.18$0.48$302.02$312.98
$312.50$305.00Jul 31$0.30$0.25$0.55$304.45$313.05
$310.00$302.50Jul 31$0.45$0.18$0.63$301.87$310.63
$310.00$305.00Jul 31$0.45$0.25$0.70$304.30$310.70
$312.50$307.50Jul 31$0.30$1.02$1.32$306.18$313.82
$310.00$307.50Jul 31$0.45$1.02$1.47$306.03$311.47
$365.00$265.00Sep 4$2.78$2.70$5.48$259.52$370.48
$365.00$270.00Sep 4$2.78$3.33$6.11$263.89$371.11
$365.00$280.00Aug 28$1.98$4.80$6.78$273.22$371.78
$350.00$265.00Sep 4$4.20$2.70$6.90$258.10$356.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 325 found (best R:R 39.00, avg credit $3.26)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265270/280Aug 7$9.75$0.2539.00$255.25$279.75
292/295298/300Aug 7$2.40$0.1024.00$292.60$299.90
310/312325/328Jul 31$2.39$0.1121.73$310.11$327.39
270/275280/285Aug 21$4.72$0.2816.86$270.28$284.72
272/275280/285Aug 7$4.67$0.3314.15$270.33$284.67
250/255260/270Aug 21$9.33$0.6713.93$245.67$269.33
260/265280/285Aug 7$4.65$0.3513.29$260.35$284.65
280/285290/295Aug 21$4.65$0.3513.29$280.35$294.65
295/300305/310Aug 28$4.65$0.3513.29$295.35$309.65
275/280285/290Aug 7$4.60$0.4011.50$275.40$289.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$290.00$292.50$295.00Aug 7$0.05$2.4549.00
$307.50$310.00$312.50Aug 14$0.05$2.4549.00
$350.00$355.00$360.00Aug 21$0.10$4.9049.00
$335.00$340.00$345.00Aug 21$0.13$4.8737.46
$335.00$340.00$345.00Aug 14$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$265.00$270.00Aug 28$0.08$4.9261.50
$305.00$307.50$310.00Aug 21$0.05$2.4549.00
$255.00$260.00$265.00Aug 7$0.12$4.8840.67
$265.00$270.00$275.00Aug 28$0.12$4.8840.67
$275.00$280.00$285.00Aug 7$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. 127 found (best net $-1.65, 109 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$315.00$335.001:2Sep 11-$1.65$18.35
$305.00$325.001:2Sep 4-$1.75$18.25
$350.00$365.001:2Aug 28-$0.38$14.62
$350.00$365.001:2Sep 4-$1.36$13.64
$320.00$335.001:2Aug 28-$1.80$13.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$262.501:2Aug 14-$0.42$7.08
$325.00$315.001:2Aug 7-$3.95$6.05
$265.00$260.001:2Aug 7-$0.08$4.92
$255.00$250.001:2Jul 31-$0.15$4.85
$280.00$275.001:2Aug 7-$0.20$4.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 4.64%, avg 1.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$315.00Sep 11$14.300.472.1%4.64%6.78%1--
$310.00Aug 28$14.100.510.5%4.57%5.10%--98
$310.00Aug 21$12.600.500.5%4.09%4.61%15683
$312.50Aug 21$11.300.471.3%3.66%5.00%2147
$315.00Aug 21$10.500.452.1%3.40%5.55%768
$310.00Aug 14$10.300.500.5%3.34%3.87%676
$320.00Aug 28$10.000.413.8%3.24%7.01%228
$317.50Aug 21$9.300.423.0%3.02%5.97%--274
$325.00Sep 4$9.300.375.4%3.02%8.41%13
$312.50Aug 14$9.200.461.3%2.98%4.32%31

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 1,800
Total Puts 1,802
Put/Call Ratio 1.00
Net Difference -2

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 36,653
Total Puts 40,803
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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