Tour v482
VLO
VALERO ENERGY CORP N
$308.31 -1.47%
8/3 10:00

Option Volume

Detail
Current (08/03 10:00am) 661
Calls: 378 (57%)
Puts: 283 (43%)
Prior (07/31) 578
Calls: 403 (70%)
Puts: 175 (30%)
Current vs Prior +14.36%
Calls: -6.20% (Calls)
Puts: +61.71% (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 -94.03%
Calls: -92.78%
Puts: -95.14%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03 10:00am) $618.7K
Calls: $422.0K (68%)
Puts: $196.7K (32%)
Prior (07/31) $329.3K
Calls: $246.8K (75%)
Puts: $82.5K (25%)
Current vs Prior +87.87%
Calls: +71.00%
Puts: +138.32%
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 -97.26%
Calls: -97.32%
Puts: -97.12%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03 10:00am) 0.75
Prior (07/31) 0.43
Current vs Prior +72.41%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg -18.42%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/03 10:00am) 124,715
Calls: 63,791 (51%)
Puts: 60,924 (49%)
Prior (07/31) 130,478
Calls: 66,661 (51%)
Puts: 63,817 (49%)
Current vs Prior -4.42%
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 -1.11%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 5.11% | 7.38%8.87% | 14.34%
Prior 2.77% | 6.08%9.46% | 14.61%
Current vs Prior +84.09% | +21.38%-6.27% | -1.89%
Prior 7-Day Avg 3.73% | 7.05%10.41% | 15.51%
Current vs 7-Day Avg +37.13% | +4.73%-14.77% | -7.55%
Prior 7-Day Eod 2.78% | 6.08%8.80% | 14.49%
Current vs 7-Day Eod +84.09% | +21.38%+0.75% | -1.08%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 34.09% | 20.57%
Calls: 38.30% | 18.35%
Puts: 29.89% | 22.78%
Prior 42.64% | 17.51%
Calls: 38.10% | 19.78%
Puts: 47.19% | 15.23%
Current vs Prior -20.05% | +17.48%
Prior 7-Day Avg 36.20% | 14.76%
Calls: 32.74% | 15.99%
Puts: 39.67% | 13.53%
Current vs 7-Day Avg -5.84% | +39.32%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($422.0K). Elevated premium activity with dollar volume up 88% vs prior. P/C ratio rising 72% - 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
16:00BULLISHNEUTRALMIXED
15:00BULLISHBEARISHBEARISH
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 10 of results (avg 7.0%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2157.6060.60$59.105.1%--0.9579
$260.00Aug 2148.2051.10$49.655.8%--0.93153
$275.00Aug 2134.8037.30$36.056.9%30.872
$265.00Aug 2844.1047.30$45.707.0%--0.9010
$265.00Aug 1442.4045.50$43.957.1%--0.9511
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2151.4054.30$52.855.5%--0.9130

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. 45 found (avg delta 0.72, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 727.7030.30$29.009.0%--0.9719
$265.00Aug 1442.4045.50$43.957.1%--0.9511
$250.00Aug 2157.6060.60$59.105.1%--0.9579
$285.00Aug 722.4025.30$23.8512.2%60.93390
$260.00Aug 2148.2051.10$49.655.8%--0.93153
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2151.4054.30$52.855.5%--0.9130
$325.00Aug 717.3020.40$18.8516.4%--0.81146
$330.00Aug 1423.4026.80$25.1013.5%--0.7843
$330.00Aug 2826.6030.10$28.3512.3%--0.6984
$325.00Aug 2121.5024.90$23.2014.7%--0.6815

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 493, top 71)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 211.552.45$2.0045.0%710.13301
$325.00Aug 71.052.70$1.8887.8%630.19941
$340.00Aug 70.051.10$0.58181.0%500.0778
$320.00Aug 71.953.30$2.6351.3%180.25324
$310.00Aug 74.607.20$5.9044.1%140.451.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 74.707.50$6.1045.9%230.4423
$302.50Aug 74.006.20$5.1043.1%210.3952
$290.00Aug 70.701.95$1.3394.0%150.15128
$295.00Aug 71.703.40$2.5566.7%130.2463
$310.00Aug 77.4010.00$8.7029.9%110.5523

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 43 strikes (avg 25.3%, max 87.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Aug 2175.0%49.4%51.9%2700
$345.00Aug 7Aug 2166.9%48.6%37.5%--413
$280.00Aug 7Sep 460.7%45.0%34.8%119
$350.00Aug 7Aug 2866.9%50.8%31.8%4258
$340.00Aug 7Aug 2861.5%47.8%28.7%5088
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 490.5%48.2%87.7%--70
$255.00Aug 7Aug 2884.6%48.8%73.4%--102
$265.00Aug 7Aug 2874.3%46.6%59.3%--30
$260.00Aug 7Aug 2875.4%47.6%58.2%4125
$270.00Aug 7Aug 2868.2%46.4%46.9%195

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 109 found (best R:R 40.67, avg 6.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$365.00Aug 21$0.19$4.81$0.1925.32$360.19
$345.00$350.00Aug 7$0.20$4.80$0.2024.00$345.20
$340.00$360.00Aug 14$0.85$19.15$0.8522.53$340.85
$355.00$360.00Aug 21$0.28$4.72$0.2816.86$355.28
$350.00$355.00Aug 21$0.45$4.55$0.4510.11$350.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$260.00Aug 7$0.12$4.88$0.1240.67$264.88
$265.00$260.00Aug 14$0.15$4.85$0.1532.33$264.85
$255.00$250.00Aug 21$0.15$4.85$0.1532.33$254.85
$270.00$265.00Aug 14$0.20$4.80$0.2024.00$269.80
$260.00$255.00Aug 21$0.20$4.80$0.2024.00$259.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 129 found (best R:R 19.00, avg 1.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$270.00Aug 21$9.50$9.50$0.5019.00$269.50
$250.00$260.00Aug 21$9.45$9.45$0.5517.18$259.45
$265.00$285.00Aug 14$18.05$18.05$1.959.26$283.05
$285.00$290.00Aug 7$4.45$4.45$0.558.09$289.45
$275.00$280.00Aug 21$4.25$4.25$0.755.67$279.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$325.00Aug 21$29.65$29.65$5.355.54$330.35
$325.00$315.00Aug 7$7.05$7.05$2.952.39$317.95
$315.00$312.50Aug 7$1.70$1.70$0.802.13$313.30
$315.00$312.50Aug 21$1.70$1.70$0.802.12$313.30
$330.00$310.00Aug 14$13.25$13.25$6.751.96$316.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $2.73, cheapest $0.35)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.4575.0%55.1%
$340.00Aug 7Aug 14$0.9761.5%48.0%
$335.00Aug 7Aug 14$1.6055.6%48.3%
$350.00Aug 7Aug 21$1.6766.9%48.3%
$265.00Aug 14Aug 28$1.7554.0%46.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Aug 7Aug 14$0.3575.4%56.5%
$265.00Aug 7Aug 14$0.3874.3%54.0%
$250.00Aug 7Aug 21$0.5290.5%55.9%
$270.00Aug 7Aug 14$0.5368.2%51.5%
$255.00Aug 7Aug 21$0.6584.6%53.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 4.69% of stock, avg 9.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$305.00Aug 7$8.35$6.10$14.45$290.55$319.454.69%
$307.50Aug 7$7.05$7.45$14.50$293.00$322.004.70%
$310.00Aug 7$5.90$8.70$14.60$295.40$324.604.74%
$302.50Aug 7$9.85$5.10$14.95$287.55$317.454.85%
$312.50Aug 7$4.95$10.10$15.05$297.45$327.554.88%
$300.00Aug 7$11.30$4.00$15.30$284.70$315.304.96%
$315.00Aug 7$4.15$11.80$15.95$299.05$330.955.17%
$295.00Aug 7$14.95$2.55$17.50$277.50$312.505.68%
$292.50Aug 7$17.45$1.83$19.28$273.22$311.786.25%
$290.00Aug 7$19.40$1.33$20.73$269.27$310.736.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 1.87% of stock, avg 4.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$297.50Aug 7$2.63$3.13$5.76$291.74$325.76
$317.50$297.50Aug 7$3.30$3.13$6.43$291.07$323.93
$320.00$300.00Aug 7$2.63$4.00$6.63$293.37$326.63
$315.00$297.50Aug 7$4.15$3.13$7.28$290.22$322.28
$317.50$300.00Aug 7$3.30$4.00$7.30$292.70$324.80
$320.00$302.50Aug 7$2.63$5.10$7.73$294.77$327.73
$340.00$275.00Aug 28$4.90$2.85$7.75$267.25$347.75
$312.50$297.50Aug 7$4.95$3.13$8.08$289.42$320.58
$315.00$300.00Aug 7$4.15$4.00$8.15$291.85$323.15
$317.50$302.50Aug 7$3.30$5.10$8.40$294.10$325.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 269 found (best R:R 27.57, avg credit $3.26)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/255260/270Aug 21$9.65$0.3527.57$245.35$269.65
265/270275/280Aug 21$4.81$0.1925.32$265.19$279.81
300/302305/308Aug 7$2.40$0.1024.00$300.10$307.40
280/285290/295Aug 21$4.80$0.2024.00$280.20$294.80
298/300302/305Aug 7$2.37$0.1318.23$297.63$304.87
275/280285/290Aug 7$4.72$0.2816.86$275.28$289.72
265/270280/285Aug 28$4.68$0.3214.62$265.32$284.68
290/295300/305Aug 28$4.65$0.3513.29$290.35$304.65
275/280300/305Aug 28$4.60$0.4011.50$275.40$304.60
260/265285/290Aug 7$4.57$0.4310.63$260.43$289.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$355.00$360.00$365.00Aug 21$0.09$4.9154.56
$335.00$340.00$345.00Aug 21$0.15$4.8532.33
$350.00$355.00$360.00Aug 21$0.17$4.8328.41
$325.00$327.50$330.00Aug 21$0.10$2.4024.00
$345.00$350.00$355.00Aug 21$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$265.00$270.00Aug 14$0.05$4.9599.00
$250.00$255.00$260.00Aug 21$0.05$4.9599.00
$280.00$285.00$290.00Aug 28$0.05$4.9599.00
$255.00$260.00$265.00Aug 28$0.09$4.9154.56
$250.00$255.00$260.00Aug 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. 71 found (best net $-1.65, 66 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$335.001:2Aug 28-$1.65$13.35
$265.00$285.001:2Aug 14-$7.85$12.15
$325.00$335.001:2Aug 14-$0.01$9.99
$350.00$360.001:2Aug 7-$0.17$9.83
$340.00$350.001:2Aug 28-$2.86$7.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$285.001:2Sep 4-$3.40$6.60
$325.00$315.001:2Aug 7-$4.75$5.25
$265.00$260.001:2Aug 7-$0.06$4.94
$255.00$250.001:2Aug 7-$0.16$4.84
$280.00$275.001:2Aug 7-$0.16$4.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 4.18%, avg 1.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Aug 28$12.900.500.6%4.18%4.73%--98
$315.00Aug 28$11.000.452.2%3.57%5.74%27
$310.00Aug 21$10.900.490.6%3.54%4.08%5721
$312.50Aug 21$9.300.461.4%3.02%4.38%367
$320.00Aug 28$8.500.403.8%2.76%6.55%--30
$315.00Aug 21$8.400.432.2%2.72%4.89%471
$310.00Aug 14$8.300.480.6%2.69%3.24%--77
$317.50Aug 21$7.400.403.0%2.40%5.38%--274
$320.00Aug 21$6.600.373.8%2.14%5.93%122.4K
$315.00Aug 14$6.000.412.2%1.95%4.12%--48

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 378
Total Puts 283
Put/Call Ratio 0.75
Net Difference 95

Prior's Put/Call Breakdown

Total Calls 403
Total Puts 175
Put/Call Ratio 0.43
Net Difference 228

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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