Tour v482
VLO
VALERO ENERGY CORP N
$311.59 -0.42%
8/3 11:00

Option Volume

Detail
Current (08/03 11:00am) 1,128
Calls: 565 (50%)
Puts: 563 (50%)
Prior (07/31) 1,368
Calls: 965 (71%)
Puts: 403 (29%)
Current vs Prior -17.54%
Calls: -41.45% (Calls)
Puts: +39.70% (Puts)
Prior 7-Day Total 77,771
Calls: 36,407 (47%)
Puts: 41,364 (53%)
Prior 7-Day Average 11,110
Calls: 5,201 (47%)
Puts: 5,909 (53%)
Current vs Prior 7-Day Avg -89.85%
Calls: -89.14%
Puts: -90.47%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03 11:00am) $1.29M
Calls: $948.3K (73%)
Puts: $342.3K (27%)
Prior (07/31) $819.4K
Calls: $572.8K (70%)
Puts: $246.6K (30%)
Current vs Prior +57.51%
Calls: +65.56%
Puts: +38.83%
Prior 7-Day Total $155.13M
Calls: $108.22M (70%)
Puts: $46.91M (30%)
Prior 7-Day Average $22.16M
Calls: $15.46M (70%)
Puts: $6.70M (30%)
Current vs Prior 7-Day Avg -94.18%
Calls: -93.87%
Puts: -94.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03 11:00am) 1.00
Prior (07/31) 0.42
Current vs Prior +138.61%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg +3.81%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/03 11:00am) 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 893,111
Calls: 465,364 (52%)
Puts: 427,747 (48%)
Prior 7-Day Average 127,587
Calls: 66,480 (52%)
Puts: 61,106 (48%)
Current vs Prior 7-Day Avg -2.25%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.93% | 7.22%8.70% | 14.54%
Prior 5.51% | 7.61%8.80% | 14.49%
Current vs Prior -10.64% | -5.06%-1.22% | +0.31%
Prior 7-Day Avg 4.05% | 7.14%10.10% | 15.25%
Current vs 7-Day Avg +21.54% | +1.07%-13.86% | -4.67%
Prior 7-Day Eod 5.51% | 7.61%8.80% | 14.49%
Current vs 7-Day Eod -10.64% | -5.06%-1.22% | +0.31%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 15.05% | 18.37%
Calls: 13.66% | 23.53%
Puts: 16.44% | 13.21%
Prior 13.28% | 14.19%
Calls: 12.35% | 10.34%
Puts: 14.21% | 18.03%
Current vs Prior +13.33% | +29.46%
Prior 7-Day Avg 35.82% | 15.06%
Calls: 32.44% | 15.66%
Puts: 39.20% | 14.46%
Current vs 7-Day Avg -57.98% | +21.98%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($948.3K). Elevated premium activity with dollar volume up 58% vs prior. P/C ratio rising 139% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
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
11:00BULLISHNEUTRALBULLISH
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 18 of results (avg 8.0%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2161.6064.60$63.104.8%--0.9779
$260.00Aug 2151.8055.00$53.406.0%--0.94153
$265.00Aug 2847.8051.00$49.406.5%--0.9210
$265.00Aug 1446.1049.50$47.807.1%--0.9611
$270.00Aug 2142.5045.70$44.107.3%--0.92280
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2147.3050.70$49.006.9%--0.9030
$310.00Aug 2111.3012.30$11.808.5%10.45141

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. 46 found (avg delta 0.73, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2161.6064.60$63.104.8%--0.9779
$265.00Aug 1446.1049.50$47.807.1%--0.9611
$280.00Aug 731.3034.30$32.809.1%--0.9619
$260.00Aug 2151.8055.00$53.406.0%--0.94153
$285.00Aug 726.0029.40$27.7012.3%60.94390
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2147.3050.70$49.006.9%--0.9030
$325.00Aug 714.5016.70$15.6014.1%--0.74146
$330.00Aug 1420.3022.70$21.5011.2%--0.7443
$330.00Aug 2823.6026.50$25.0511.6%--0.6684
$325.00Aug 2118.8021.20$20.0012.0%--0.6415

Most actively traded options today. High liquidity = easy entry/exit. 98 active (total vol 779, top 71)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 211.852.75$2.3039.1%710.15301
$325.00Aug 72.353.40$2.8836.5%640.26941
$340.00Aug 70.151.10$0.63150.8%500.0878
$320.00Aug 73.604.30$3.9517.7%310.34324
$310.00Aug 77.508.60$8.0513.7%200.561.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Aug 70.350.75$0.5572.7%410.0726
$305.00Aug 73.704.50$4.1019.5%390.3423
$295.00Aug 71.251.75$1.5033.3%250.1663
$302.50Aug 72.603.70$3.1534.9%230.2852
$300.00Aug 72.002.85$2.4235.1%180.23156

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 24.9%, max 98.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Aug 2168.9%48.0%43.5%2700
$355.00Aug 7Aug 2165.4%46.8%39.6%213
$280.00Aug 7Sep 460.1%45.2%33.1%119
$285.00Aug 7Aug 2856.6%43.9%28.9%9436
$345.00Aug 7Aug 2158.5%46.4%26.0%--413
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 496.9%48.8%98.5%--70
$255.00Aug 7Aug 2889.3%48.9%82.8%--102
$265.00Aug 7Aug 2875.9%46.9%62.0%--30
$260.00Aug 7Sep 475.6%49.3%53.3%1522
$270.00Aug 7Aug 2869.8%46.1%51.3%195

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 117 found (best R:R 49.00, avg 6.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$345.00Aug 7$0.15$4.85$0.1532.33$340.15
$360.00$365.00Aug 21$0.17$4.83$0.1728.41$360.17
$345.00$350.00Aug 7$0.25$4.75$0.2519.00$345.25
$355.00$360.00Aug 21$0.30$4.70$0.3015.67$355.30
$365.00$370.00Aug 21$0.38$4.62$0.3812.16$365.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$260.00Aug 7$0.10$4.90$0.1049.00$264.90
$270.00$265.00Aug 14$0.12$4.88$0.1240.67$269.88
$280.00$275.00Aug 7$0.13$4.87$0.1337.46$279.87
$255.00$250.00Aug 21$0.13$4.87$0.1337.46$254.87
$265.00$260.00Aug 21$0.13$4.87$0.1337.46$264.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 139 found (best R:R 32.33, avg 1.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$260.00Aug 21$9.70$9.70$0.3032.33$259.70
$260.00$270.00Aug 21$9.30$9.30$0.7013.29$269.30
$270.00$275.00Aug 21$4.65$4.65$0.3513.29$274.65
$265.00$285.00Aug 14$18.55$18.55$1.4512.79$283.55
$285.00$290.00Aug 7$4.55$4.55$0.4510.11$289.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$325.00Aug 21$29.00$29.00$6.004.83$331.00
$325.00$315.00Aug 7$6.80$6.80$3.202.12$318.20
$325.00$320.00Aug 21$3.25$3.25$1.751.86$321.75
$330.00$310.00Aug 14$12.15$12.15$7.851.55$317.85
$315.00$312.50Aug 7$1.50$1.50$1.001.50$313.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $2.63, cheapest $0.28)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.4368.9%50.8%
$370.00Aug 21Aug 28$0.7549.3%48.1%
$340.00Aug 7Aug 14$1.4755.1%47.5%
$285.00Aug 7Aug 14$1.5556.6%47.4%
$355.00Aug 7Aug 21$1.5565.4%46.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Aug 7Aug 14$0.2875.9%54.1%
$260.00Aug 7Aug 14$0.3075.6%57.4%
$270.00Aug 7Aug 14$0.3769.8%51.3%
$250.00Aug 7Aug 21$0.3996.9%56.9%
$255.00Aug 7Aug 21$0.5289.3%54.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 41 found (cheapest 4.54% of stock, avg 9.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$312.50Aug 7$6.85$7.30$14.15$298.35$326.654.54%
$310.00Aug 7$8.05$6.15$14.20$295.80$324.204.56%
$315.00Aug 7$5.70$8.80$14.50$300.50$329.504.65%
$307.50Aug 7$9.80$5.05$14.85$292.65$322.354.77%
$305.00Aug 7$10.85$4.10$14.95$290.05$319.954.80%
$302.50Aug 7$12.60$3.15$15.75$286.75$318.255.05%
$300.00Aug 7$15.05$2.42$17.47$282.53$317.475.61%
$325.00Aug 7$2.88$15.60$18.48$306.52$343.485.93%
$295.00Aug 7$18.85$1.50$20.35$274.65$315.356.53%
$307.50Aug 14$12.85$8.30$21.15$286.35$328.656.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 1.83% of stock, avg 4.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$322.50$300.00Aug 7$3.28$2.42$5.70$294.30$328.20
$320.00$300.00Aug 7$3.95$2.42$6.37$293.63$326.37
$322.50$302.50Aug 7$3.28$3.15$6.43$296.07$328.93
$335.00$295.00Aug 14$2.80$3.80$6.60$288.40$341.60
$350.00$275.00Aug 28$4.10$2.88$6.98$268.02$356.98
$320.00$302.50Aug 7$3.95$3.15$7.10$295.40$327.10
$317.50$300.00Aug 7$4.80$2.42$7.22$292.78$324.72
$322.50$305.00Aug 7$3.28$4.10$7.38$297.62$329.88
$350.00$280.00Aug 28$4.10$3.65$7.75$272.25$357.75
$317.50$302.50Aug 7$4.80$3.15$7.95$294.55$325.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 257 found (best R:R 49.00, avg credit $3.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
255/260270/275Aug 21$4.90$0.1049.00$255.10$274.90
250/255270/275Aug 21$4.78$0.2221.73$250.22$274.78
260/265270/275Aug 21$4.78$0.2221.73$260.22$274.78
280/285290/295Aug 21$4.78$0.2221.73$280.22$294.78
250/255260/270Aug 21$9.43$0.5716.54$245.57$269.43
275/280285/290Aug 7$4.68$0.3214.63$275.32$289.68
260/265285/290Aug 7$4.65$0.3513.29$260.35$289.65
285/290300/305Aug 28$4.65$0.3513.29$285.35$304.65
298/300302/305Aug 7$2.32$0.1812.89$297.68$304.82
298/300308/310Aug 7$2.32$0.1812.89$297.68$309.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$312.50$315.00Aug 7$0.05$2.4549.00
$315.00$317.50$320.00Aug 7$0.05$2.4549.00
$322.50$325.00$327.50Aug 21$0.05$2.4549.00
$355.00$360.00$365.00Aug 21$0.13$4.8737.46
$350.00$355.00$360.00Aug 21$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$275.00$280.00$285.00Aug 14$0.10$4.9049.00
$250.00$255.00$260.00Aug 21$0.12$4.8840.67
$265.00$270.00$275.00Aug 14$0.13$4.8737.46
$290.00$292.50$295.00Aug 7$0.07$2.4334.71
$270.00$275.00$280.00Aug 14$0.15$4.8532.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 84 found (best net $-1.55, 77 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$335.001:2Aug 28-$1.55$13.45
$325.00$335.001:2Aug 14-$0.35$9.65
$265.00$285.001:2Aug 14-$10.70$9.30
$340.00$350.001:2Aug 28-$2.30$7.70
$335.00$340.001:2Aug 7-$0.11$4.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$305.00$290.001:2Sep 11-$2.60$12.40
$260.00$250.001:2Sep 4-$0.07$9.93
$325.00$315.001:2Aug 7-$2.00$8.00
$265.00$260.001:2Aug 7$0.00$5.00
$280.00$275.001:2Aug 7-$0.12$4.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 4.04%, avg 1.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$315.00Aug 28$12.600.491.1%4.04%5.14%27
$312.50Aug 21$12.400.520.3%3.98%4.27%567
$315.00Aug 21$11.200.491.1%3.59%4.69%671
$320.00Aug 28$10.900.442.7%3.50%6.20%--30
$317.50Aug 21$9.300.461.9%2.98%4.88%--274
$320.00Aug 21$9.100.432.7%2.92%5.62%132.4K
$315.00Aug 14$8.600.471.1%2.76%3.85%--48
$322.50Aug 21$7.400.403.5%2.37%5.88%616
$317.50Aug 14$7.300.441.9%2.34%4.24%--16
$320.00Aug 14$6.600.402.7%2.12%4.82%4151

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 565
Total Puts 563
Put/Call Ratio 1.00
Net Difference 2

Prior's Put/Call Breakdown

Total Calls 965
Total Puts 403
Put/Call Ratio 0.42
Net Difference 562

Prior 7-Day Put/Call Summary

Total Calls 36,407
Total Puts 41,364
Average Put/Call Ratio 0.96
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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