Tour v482
VLO
VALERO ENERGY CORP N
$313.47 +0.18%
8/3 12:01

Option Volume

Detail
Current (08/03 12:00pm) 1,715
Calls: 755 (44%)
Puts: 960 (56%)
Prior (07/31) 2,516
Calls: 1,267 (50%)
Puts: 1,249 (50%)
Current vs Prior -31.84%
Calls: -40.41% (Calls)
Puts: -23.14% (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 -84.56%
Calls: -85.48%
Puts: -83.75%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03 12:00pm) $1.66M
Calls: $1.21M (73%)
Puts: $456.4K (27%)
Prior (07/31) $1.77M
Calls: $943.9K (53%)
Puts: $825.6K (47%)
Current vs Prior -5.98%
Calls: +27.89%
Puts: -44.71%
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 -92.49%
Calls: -92.19%
Puts: -93.19%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03 12:00pm) 1.27
Prior (07/31) 0.99
Current vs Prior +28.98%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg +32.45%
Sentiment BEARISH

Open Interest

Detail
Current (08/03 12:00pm) 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 4.88% | 7.08%8.66% | 14.29%
Prior 5.51% | 7.61%8.80% | 14.49%
Current vs Prior -11.47% | -6.89%-1.63% | -1.39%
Prior 7-Day Avg 4.05% | 7.14%10.10% | 15.25%
Current vs 7-Day Avg +20.41% | -0.88%-14.22% | -6.29%
Prior 7-Day Eod 5.51% | 7.61%8.80% | 14.49%
Current vs 7-Day Eod -11.47% | -6.89%-1.63% | -1.39%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 13.04% | 13.52%
Calls: 12.08% | 9.01%
Puts: 14.01% | 18.02%
Prior 13.28% | 14.19%
Calls: 12.35% | 10.34%
Puts: 14.21% | 18.03%
Current vs Prior -1.81% | -4.72%
Prior 7-Day Avg 35.82% | 15.06%
Calls: 32.44% | 15.66%
Puts: 39.20% | 14.46%
Current vs 7-Day Avg -63.60% | -10.23%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($1.21M). Bearish P/C ratio of 1.27 indicates protective positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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
12:00BULLISHBEARISHBEARISH
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 27 of results (avg 7.7%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2152.9055.70$54.305.2%--0.95153
$310.00Aug 2816.8017.80$17.305.8%--0.5698
$265.00Aug 2848.6051.70$50.156.2%--0.9210
$270.00Aug 2143.6046.40$45.006.2%--0.92280
$265.00Aug 1447.2050.50$48.856.8%--0.9411
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$375.00Sep 1162.1065.20$63.654.9%10.86--
$360.00Aug 2146.5049.30$47.905.8%--0.8830
$330.00Aug 2823.7025.80$24.758.5%--0.6584
$310.00Aug 2110.6011.70$11.159.9%60.44141

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. 49 found (avg delta 0.73, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2152.9055.70$54.305.2%--0.95153
$280.00Aug 731.8035.10$33.459.9%--0.9519
$285.00Aug 727.1030.20$28.6510.8%60.94390
$265.00Aug 1447.2050.50$48.856.8%--0.9411
$270.00Aug 2143.6046.40$45.006.2%--0.92280
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2146.5049.30$47.905.8%--0.8830
$375.00Sep 1162.1065.20$63.654.9%10.86--
$325.00Aug 713.5015.60$14.5514.4%--0.73146
$330.00Aug 1419.7021.80$20.7510.1%--0.7243
$330.00Aug 2823.7025.80$24.758.5%--0.6584

Most actively traded options today. High liquidity = easy entry/exit. 114 active (total vol 1.3K, top 168)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 70.550.80$0.6836.8%1130.0878
$350.00Aug 211.903.20$2.5551.0%810.16301
$325.00Aug 72.403.20$2.8028.6%760.27941
$315.00Aug 75.706.80$6.2517.6%330.47456
$320.00Aug 73.904.60$4.2516.5%320.36324
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Aug 211.201.65$1.4231.7%1680.09113
$305.00Aug 73.204.00$3.6022.2%420.3123
$285.00Aug 70.200.60$0.40100.0%410.0526
$295.00Aug 71.051.55$1.3038.5%410.1463
$270.00Aug 211.001.45$1.2336.6%400.08952

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 22.3%, max 89.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Aug 2167.5%48.3%39.8%5700
$355.00Aug 7Aug 2163.9%46.5%37.2%213
$280.00Aug 7Sep 461.5%45.8%34.3%119
$285.00Aug 7Aug 2855.0%44.9%22.5%10436
$335.00Aug 7Aug 2854.9%45.6%20.5%1072
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$255.00Aug 7Aug 2891.4%48.3%89.0%--102
$265.00Aug 7Sep 1178.0%45.7%70.6%319
$260.00Aug 7Sep 477.5%45.5%70.1%1522
$270.00Aug 7Aug 2870.5%45.7%54.2%195
$275.00Aug 7Aug 2866.5%47.1%41.3%950

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 120 found (best R:R 49.00, avg 6.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$350.00Aug 7$0.15$4.85$0.1532.33$345.15
$350.00$360.00Aug 14$0.50$9.50$0.5019.00$350.50
$355.00$360.00Aug 21$0.25$4.75$0.2519.00$355.25
$337.50$340.00Aug 7$0.15$2.35$0.1515.67$337.65
$340.00$345.00Aug 7$0.30$4.70$0.3015.67$340.30
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$0.10$4.90$0.1049.00$269.90
$265.00$260.00Aug 21$0.12$4.88$0.1240.67$264.88
$275.00$270.00Aug 21$0.19$4.81$0.1925.32$274.81
$265.00$260.00Aug 28$0.20$4.80$0.2024.00$264.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 144 found (best R:R 24.00, avg 1.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$285.00Aug 7$4.80$4.80$0.2024.00$284.80
$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$4.60$4.60$0.4011.50$289.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$325.00Aug 21$28.60$28.60$6.404.47$331.40
$325.00$320.00Aug 7$3.75$3.75$1.253.00$321.25
$375.00$305.00Sep 11$50.15$50.15$19.852.53$324.85
$330.00$312.50Aug 14$10.85$10.85$6.651.63$319.15
$325.00$320.00Aug 21$3.05$3.05$1.951.56$321.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $2.57, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.4867.5%50.3%
$370.00Aug 21Aug 28$0.7848.5%47.5%
$350.00Aug 7Aug 14$1.0055.1%48.1%
$265.00Aug 14Aug 28$1.3054.3%46.4%
$340.00Aug 7Aug 14$1.6254.2%47.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 21$0.2091.4%49.6%
$265.00Aug 7Aug 14$0.2378.0%54.3%
$260.00Aug 7Aug 14$0.2877.5%58.0%
$270.00Aug 7Aug 14$0.3370.5%51.3%
$275.00Aug 7Aug 14$0.5766.5%51.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 4.47% of stock, avg 9.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Aug 7$8.65$5.35$14.00$296.00$324.004.47%
$312.50Aug 7$7.45$6.55$14.00$298.50$326.504.47%
$315.00Aug 7$6.25$7.85$14.10$300.90$329.104.50%
$307.50Aug 7$10.05$4.20$14.25$293.25$321.754.55%
$320.00Aug 7$4.25$10.80$15.05$304.95$335.054.80%
$305.00Aug 7$11.90$3.60$15.50$289.50$320.504.94%
$302.50Aug 7$13.90$2.80$16.70$285.80$319.205.33%
$325.00Aug 7$2.80$14.55$17.35$307.65$342.355.53%
$300.00Aug 7$15.65$2.08$17.73$282.27$317.735.66%
$312.50Aug 14$11.10$9.90$21.00$291.50$333.506.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 1.45% of stock, avg 4.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$370.00$275.00Aug 28$1.78$2.75$4.53$270.47$374.53
$370.00$280.00Aug 28$1.78$3.35$5.13$274.87$375.13
$325.00$302.50Aug 7$2.80$2.80$5.60$296.90$330.60
$370.00$285.00Aug 28$1.78$4.25$6.03$278.97$376.03
$322.50$302.50Aug 7$3.45$2.80$6.25$296.25$328.75
$325.00$305.00Aug 7$2.80$3.60$6.40$298.60$331.40
$350.00$275.00Aug 28$4.08$2.75$6.83$268.17$356.83
$325.00$307.50Aug 7$2.80$4.20$7.00$300.50$332.00
$320.00$302.50Aug 7$4.25$2.80$7.05$295.45$327.05
$322.50$305.00Aug 7$3.45$3.60$7.05$297.95$329.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 249 found (best R:R 26.78, avg credit $3.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
270/275280/285Aug 28$4.82$0.1826.78$270.18$284.82
260/265270/275Aug 21$4.77$0.2320.74$260.23$274.77
298/300305/308Aug 7$2.38$0.1219.83$297.62$307.38
290/292302/305Aug 7$2.37$0.1318.23$290.13$304.87
290/292305/308Aug 14$2.37$0.1318.23$290.13$307.37
278/280285/290Aug 7$4.73$0.2717.52$275.27$289.73
260/265285/290Aug 7$4.70$0.3015.67$260.30$289.70
278/280290/292Aug 7$2.33$0.1713.71$277.67$292.33
255/260275/280Aug 21$4.60$0.4011.50$255.40$279.60
290/295300/305Aug 21$4.60$0.4011.50$290.40$304.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 68 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$345.00$350.00$355.00Aug 21$0.07$4.9370.43
$312.50$315.00$317.50Aug 7$0.05$2.4549.00
$317.50$320.00$322.50Aug 7$0.05$2.4549.00
$340.00$345.00$350.00Aug 7$0.15$4.8532.33
$337.50$340.00$342.50Aug 14$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$265.00$270.00Aug 14$0.05$4.9599.00
$292.50$295.00$297.50Aug 7$0.05$2.4549.00
$307.50$310.00$312.50Aug 7$0.05$2.4549.00
$305.00$307.50$310.00Aug 21$0.05$2.4549.00
$285.00$290.00$295.00Aug 28$0.10$4.9049.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 86 found (best net $-1.60, 78 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$335.001:2Aug 28-$1.60$13.40
$325.00$335.001:2Aug 14-$0.06$9.94
$350.00$360.001:2Aug 14-$0.23$9.77
$265.00$285.001:2Aug 14-$11.75$8.25
$340.00$350.001:2Aug 28-$2.36$7.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$305.00$290.001:2Sep 11-$2.40$12.60
$265.00$260.001:2Aug 7$0.00$5.00
$290.00$285.001:2Aug 7-$0.07$4.93
$270.00$265.001:2Aug 7-$0.20$4.80
$275.00$270.001:2Aug 14-$0.21$4.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 4.21%, avg 1.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$315.00Aug 28$13.200.500.5%4.21%4.70%27
$315.00Aug 21$12.000.500.5%3.83%4.32%671
$320.00Aug 28$11.200.452.1%3.57%5.66%--30
$317.50Aug 21$10.100.471.3%3.22%4.51%2274
$320.00Aug 21$9.900.442.1%3.16%5.24%132.4K
$315.00Aug 14$9.400.490.5%3.00%3.49%--48
$322.50Aug 21$8.000.412.9%2.55%5.43%616
$317.50Aug 14$7.500.451.3%2.39%3.68%216
$320.00Aug 14$7.200.422.1%2.30%4.38%4151
$325.00Aug 21$7.100.383.7%2.26%5.94%--423

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 755
Total Puts 960
Put/Call Ratio 1.27
Net Difference -205

Prior's Put/Call Breakdown

Total Calls 1,267
Total Puts 1,249
Put/Call Ratio 0.99
Net Difference 18

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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