Tour v482
VLO
VALERO ENERGY CORP N
$308.78 -1.32%
8/3 13:01

Option Volume

Detail
Current (08/03 1:00pm) 2,700
Calls: 1,370 (51%)
Puts: 1,330 (49%)
Prior (07/31) 2,986
Calls: 1,394 (47%)
Puts: 1,592 (53%)
Current vs Prior -9.58%
Calls: -1.72% (Calls)
Puts: -16.46% (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 -75.70%
Calls: -73.66%
Puts: -77.49%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03 1:00pm) $2.00M
Calls: $1.30M (65%)
Puts: $694.8K (35%)
Prior (07/31) $2.22M
Calls: $1.19M (54%)
Puts: $1.03M (46%)
Current vs Prior -10.28%
Calls: +9.22%
Puts: -32.75%
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 -90.99%
Calls: -91.59%
Puts: -89.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03 1:00pm) 0.97
Prior (07/31) 1.14
Current vs Prior -14.99%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg +1.13%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/03 1:00pm) 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 4.65% | 7.00%8.61% | 14.38%
Prior 5.51% | 7.61%8.80% | 14.49%
Current vs Prior -15.70% | -8.03%-2.16% | -0.79%
Prior 7-Day Avg 4.05% | 7.14%10.10% | 15.25%
Current vs 7-Day Avg +14.65% | -2.09%-14.68% | -5.71%
Prior 7-Day Eod 5.51% | 7.61%8.80% | 14.49%
Current vs 7-Day Eod -15.70% | -8.03%-2.16% | -0.79%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 19.09% | 12.04%
Calls: 26.09% | 11.98%
Puts: 12.08% | 12.09%
Prior 13.28% | 14.19%
Calls: 12.35% | 10.34%
Puts: 14.21% | 18.03%
Current vs Prior +43.75% | -15.15%
Prior 7-Day Avg 35.82% | 15.06%
Calls: 32.44% | 15.66%
Puts: 39.20% | 14.46%
Current vs 7-Day Avg -46.71% | -20.05%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($1.30M).

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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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
13:00BULLISHNEUTRALBULLISH
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 21 of results (avg 8.3%, best 6.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2158.0061.60$59.806.0%--0.9779
$310.00Aug 2814.1015.10$14.606.8%30.5198
$270.00Aug 2139.3042.10$40.706.9%--0.91280
$260.00Aug 2148.4051.90$50.157.0%--0.95153
$265.00Aug 2844.7048.00$46.357.1%--0.9010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2112.7013.50$13.106.1%60.49141
$360.00Aug 2150.4053.70$52.056.3%--0.8930
$305.00Aug 2110.2011.10$10.658.5%--0.4359
$307.50Aug 2111.3012.30$11.808.5%--0.4735
$340.00Aug 1431.0033.90$32.458.9%10.86--

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. 51 found (avg delta 0.72, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2158.0061.60$59.806.0%--0.9779
$265.00Aug 1442.9046.40$44.657.8%--0.9611
$260.00Aug 2148.4051.90$50.157.0%--0.95153
$280.00Aug 727.9031.10$29.5010.8%--0.9519
$285.00Aug 723.2026.40$24.8012.9%60.93390
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2150.4053.70$52.056.3%--0.8930
$340.00Aug 1431.0033.90$32.458.9%10.86--
$325.00Aug 716.1019.20$17.6517.6%--0.81146
$330.00Aug 1422.4025.50$23.9512.9%--0.7843
$320.00Aug 713.0014.50$13.7510.9%10.73--

Most actively traded options today. High liquidity = easy entry/exit. 131 active (total vol 1.8K, top 170)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Aug 141.952.80$2.3835.7%1590.1827
$340.00Aug 70.300.65$0.4872.9%1230.0678
$325.00Aug 71.552.00$1.7825.3%1000.19941
$350.00Aug 211.902.95$2.4243.4%810.14301
$315.00Aug 73.804.60$4.2019.0%470.36456
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Aug 211.402.10$1.7540.0%1700.11113
$270.00Aug 211.151.45$1.3023.1%1070.09952
$305.00Aug 74.505.40$4.9518.2%540.4123
$285.00Aug 70.500.80$0.6546.2%430.0826
$295.00Aug 71.252.20$1.7354.9%430.1963

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 22.6%, max 92.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Aug 7Aug 2169.1%50.1%37.9%213
$337.50Aug 7Aug 1459.8%44.8%33.6%85
$350.00Aug 7Aug 2862.3%47.2%32.0%12258
$280.00Aug 7Sep 456.2%43.3%29.7%119
$345.00Aug 7Aug 2162.4%48.3%29.3%3413
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 493.2%48.5%92.3%--70
$255.00Aug 7Aug 2885.5%46.9%82.3%--102
$260.00Aug 7Sep 472.1%44.2%63.0%1522
$265.00Aug 7Sep 1172.0%44.7%61.0%319
$270.00Aug 7Aug 2866.6%45.5%46.4%195

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 122 found (best R:R 49.00, avg 6.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$355.00$360.00Aug 7$0.15$4.85$0.1532.33$355.15
$365.00$370.00Aug 21$0.17$4.83$0.1728.41$365.17
$350.00$360.00Aug 14$0.52$9.48$0.5218.23$350.52
$345.00$347.50Aug 7$0.15$2.35$0.1515.67$345.15
$340.00$342.50Aug 14$0.15$2.35$0.1515.67$340.15
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$0.17$4.83$0.1728.41$264.83
$260.00$250.00Sep 4$0.40$9.60$0.4024.00$259.60
$260.00$255.00Aug 21$0.25$4.75$0.2519.00$259.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 148 found (best R:R 27.57, avg 1.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$260.00Aug 21$9.65$9.65$0.3527.57$259.65
$260.00$270.00Aug 21$9.45$9.45$0.5517.18$269.45
$280.00$285.00Aug 7$4.70$4.70$0.3015.67$284.70
$285.00$290.00Aug 7$4.60$4.60$0.4011.50$289.60
$292.50$295.00Aug 7$2.30$2.30$0.2011.50$294.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$325.00Aug 21$30.00$30.00$5.006.00$330.00
$340.00$330.00Aug 14$8.50$8.50$1.505.67$331.50
$325.00$320.00Aug 7$3.90$3.90$1.103.55$321.10
$325.00$320.00Aug 21$3.45$3.45$1.552.23$321.55
$320.00$315.00Aug 7$3.35$3.35$1.652.03$316.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $2.42, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.4365.1%51.0%
$370.00Aug 21Aug 28$0.4852.1%48.4%
$350.00Aug 7Aug 14$0.8362.3%50.6%
$337.50Aug 7Aug 14$0.9759.8%44.8%
$280.00Aug 7Aug 14$1.3556.2%45.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Aug 7Aug 14$0.2572.0%51.2%
$260.00Aug 7Aug 14$0.2872.1%54.7%
$255.00Aug 7Aug 21$0.3085.5%48.7%
$270.00Aug 7Aug 14$0.3066.6%48.1%
$250.00Aug 7Aug 21$0.3293.2%53.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 4.23% of stock, avg 8.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$307.50Aug 7$6.90$6.15$13.05$294.45$320.554.23%
$305.00Aug 7$8.70$4.95$13.65$291.35$318.654.42%
$310.00Aug 7$6.20$7.45$13.65$296.35$323.654.42%
$312.50Aug 7$5.10$8.75$13.85$298.65$326.354.49%
$302.50Aug 7$10.10$3.80$13.90$288.60$316.404.50%
$300.00Aug 7$11.80$2.78$14.58$285.42$314.584.72%
$315.00Aug 7$4.20$10.40$14.60$300.40$329.604.73%
$320.00Aug 7$2.80$13.75$16.55$303.45$336.555.36%
$295.00Aug 7$15.95$1.73$17.68$277.32$312.685.73%
$325.00Aug 7$1.78$17.65$19.43$305.57$344.436.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 1.62% of stock, avg 4.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$297.50Aug 7$2.80$2.20$5.00$292.50$325.00
$320.00$300.00Aug 7$2.80$2.78$5.58$294.42$325.58
$317.50$297.50Aug 7$3.55$2.20$5.75$291.75$323.25
$317.50$300.00Aug 7$3.55$2.78$6.33$293.67$323.83
$315.00$297.50Aug 7$4.20$2.20$6.40$291.10$321.40
$320.00$302.50Aug 7$2.80$3.80$6.60$295.90$326.60
$315.00$300.00Aug 7$4.20$2.78$6.98$293.02$321.98
$312.50$297.50Aug 7$5.10$2.20$7.30$290.20$319.80
$317.50$302.50Aug 7$3.55$3.80$7.35$295.15$324.85
$320.00$305.00Aug 7$2.80$4.95$7.75$297.25$327.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 239 found (best R:R 24.00, avg credit $3.07)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265280/285Aug 7$4.80$0.2024.00$260.20$284.80
298/300312/315Aug 14$2.40$0.1024.00$297.60$314.90
278/280285/290Aug 7$4.78$0.2221.73$275.22$289.78
298/300305/308Aug 7$2.38$0.1219.83$297.62$307.38
270/275280/285Aug 14$4.75$0.2519.00$270.25$284.75
260/265285/290Aug 7$4.70$0.3015.67$260.30$289.70
288/290305/308Aug 21$2.35$0.1515.67$287.65$307.35
290/295300/305Aug 21$4.70$0.3015.67$290.30$304.70
265/270280/285Aug 28$4.70$0.3015.67$265.30$284.70
285/290295/300Aug 7$4.65$0.3513.29$285.35$299.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 66 found (best R:R 61.50, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$285.00$290.00Aug 7$0.10$4.9049.00
$250.00$260.00$270.00Aug 21$0.20$9.8049.00
$347.50$350.00$352.50Aug 7$0.06$2.4440.67
$335.00$340.00$345.00Aug 21$0.13$4.8737.46
$330.00$332.50$335.00Aug 7$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$275.00$280.00Aug 14$0.08$4.9261.50
$290.00$292.50$295.00Aug 7$0.08$2.4230.25
$292.50$295.00$297.50Aug 14$0.08$2.4230.25
$255.00$260.00$265.00Aug 7$0.18$4.8226.78
$290.00$292.50$295.00Aug 14$0.09$2.4126.78

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 $-0.55, 80 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Aug 14-$0.01$9.99
$325.00$335.001:2Aug 14-$0.41$9.59
$340.00$350.001:2Aug 28-$1.71$8.29
$342.50$350.001:2Aug 14-$0.42$7.08
$325.00$335.001:2Aug 28-$3.00$7.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$312.501:2Aug 14-$0.55$16.95
$305.00$290.001:2Sep 11-$2.45$12.55
$260.00$250.001:2Sep 4-$0.83$9.17
$265.00$260.001:2Aug 7$0.00$5.00
$270.00$265.001:2Aug 7-$0.15$4.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 5.34%, avg 1.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 11$16.500.520.4%5.34%5.74%1--
$310.00Aug 28$14.100.510.4%4.57%4.96%398
$310.00Aug 21$12.100.510.4%3.92%4.31%24721
$315.00Aug 28$11.800.462.0%3.82%5.84%27
$312.50Aug 21$10.700.481.2%3.47%4.67%567
$315.00Aug 21$9.700.452.0%3.14%5.16%671
$320.00Aug 28$9.500.413.6%3.08%6.71%--30
$310.00Aug 14$9.300.500.4%3.01%3.41%377
$317.50Aug 21$8.800.422.8%2.85%5.67%2274
$312.50Aug 14$8.200.471.2%2.66%3.86%154

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 1,370
Total Puts 1,330
Put/Call Ratio 0.97
Net Difference 40

Prior's Put/Call Breakdown

Total Calls 1,394
Total Puts 1,592
Put/Call Ratio 1.14
Net Difference -198

Prior 7-Day Put/Call Summary

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

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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