Tour v482
VLO
VALERO ENERGY CORP N
$310.10 -0.90%
8/3 14:00

Option Volume

Detail
Current (08/03 2:00pm) 3,261
Calls: 1,460 (45%)
Puts: 1,801 (55%)
Prior (07/31) 3,602
Calls: 1,800 (50%)
Puts: 1,802 (50%)
Current vs Prior -9.47%
Calls: -18.89% (Calls)
Puts: -0.06% (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 -70.65%
Calls: -71.93%
Puts: -69.52%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03 2:00pm) $2.51M
Calls: $1.61M (64%)
Puts: $896.6K (36%)
Prior (07/31) $2.48M
Calls: $1.36M (55%)
Puts: $1.12M (45%)
Current vs Prior +1.13%
Calls: +18.55%
Puts: -20.02%
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 -88.67%
Calls: -89.57%
Puts: -86.62%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03 2:00pm) 1.23
Prior (07/31) 1.00
Current vs Prior +23.22%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg +28.50%
Sentiment BEARISH

Open Interest

Detail
Current (08/03 2:00pm) 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 4.76% | 6.98%8.37% | 14.33%
Prior 5.51% | 7.61%8.80% | 14.49%
Current vs Prior -13.72% | -8.21%-4.96% | -1.10%
Prior 7-Day Avg 4.05% | 7.14%10.10% | 15.25%
Current vs 7-Day Avg +17.35% | -2.28%-17.12% | -6.01%
Prior 7-Day Eod 5.51% | 7.61%8.80% | 14.49%
Current vs 7-Day Eod -13.72% | -8.21%-4.96% | -1.10%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.54% | 9.75%
Calls: 11.76% | 11.43%
Puts: 11.32% | 8.07%
Prior 13.28% | 14.19%
Calls: 12.35% | 10.34%
Puts: 14.21% | 18.03%
Current vs Prior -13.10% | -31.29%
Prior 7-Day Avg 35.82% | 15.06%
Calls: 32.44% | 15.66%
Puts: 39.20% | 14.46%
Current vs 7-Day Avg -67.78% | -35.26%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($1.61M). Bearish P/C ratio of 1.23 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
14:00BULLISHBEARISHBEARISH
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 40 of results (avg 7.5%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2159.5062.00$60.754.1%--0.9479
$310.00Sep 1117.8018.80$18.305.5%10.53--
$260.00Aug 2149.7052.50$51.105.5%--0.93153
$320.00Aug 218.308.80$8.555.8%140.402.4K
$310.00Aug 2814.8015.70$15.255.9%40.5298
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Aug 2114.5015.10$14.804.1%--0.5437
$360.00Aug 2149.6052.40$51.005.5%--0.9030
$307.50Aug 2110.5011.10$10.805.6%--0.4535
$310.00Aug 2111.8012.50$12.155.8%60.48141
$300.00Aug 217.407.90$7.656.5%150.35127

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. 53 found (avg delta 0.72, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Aug 1444.3047.10$45.706.1%--0.9611
$280.00Aug 728.8031.70$30.259.6%10.9419
$250.00Aug 2159.5062.00$60.754.1%--0.9479
$260.00Aug 2149.7052.50$51.105.5%--0.93153
$285.00Aug 724.1026.90$25.5011.0%60.92390
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2149.6052.40$51.005.5%--0.9030
$340.00Aug 1430.0033.00$31.509.5%10.85--
$325.00Aug 715.7018.20$16.9514.7%--0.79146
$330.00Aug 1421.7024.40$23.0511.7%--0.7743
$320.00Aug 712.1013.40$12.7510.2%10.71--

Most actively traded options today. High liquidity = easy entry/exit. 141 active (total vol 2.1K, top 174)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Aug 141.952.95$2.4540.8%1600.1827
$340.00Aug 70.300.65$0.4872.9%1230.0678
$325.00Aug 71.652.30$1.9832.8%1020.21941
$350.00Aug 211.902.85$2.3839.9%810.14301
$315.00Aug 74.405.00$4.7012.8%500.40456
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Aug 211.552.00$1.7825.3%1740.11113
$270.00Aug 211.101.35$1.2320.3%1190.08952
$292.50Aug 71.051.35$1.2025.0%900.1421
$305.00Aug 74.004.80$4.4018.2%590.3723
$250.00Sep 40.751.45$1.1063.6%550.0612

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 24.7%, max 87.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Aug 2171.2%49.8%43.0%6700
$280.00Aug 7Sep 459.2%43.2%36.8%219
$355.00Aug 7Aug 2166.8%48.9%36.6%213
$285.00Aug 7Sep 1156.8%42.7%32.8%7390
$350.00Aug 7Aug 2859.9%46.5%28.9%12258
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$255.00Aug 7Aug 2888.4%47.3%87.1%--102
$260.00Aug 7Sep 476.9%42.7%80.2%1522
$265.00Aug 7Sep 1174.7%44.9%66.6%319
$250.00Aug 7Sep 475.8%47.7%59.0%5570
$270.00Aug 7Sep 1165.7%41.6%57.8%575

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 128 found (best R:R 49.00, avg 6.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$345.00Aug 7$0.13$4.87$0.1337.46$340.13
$365.00$370.00Aug 21$0.17$4.83$0.1728.41$365.17
$350.00$360.00Aug 14$0.49$9.51$0.4919.41$350.49
$337.50$340.00Aug 7$0.15$2.35$0.1515.67$337.65
$340.00$342.50Aug 14$0.15$2.35$0.1515.67$340.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$265.00Aug 14$0.10$4.90$0.1049.00$269.90
$270.00$265.00Sep 11$0.12$4.88$0.1240.67$269.88
$260.00$250.00Sep 4$0.25$9.75$0.2539.00$259.75
$255.00$250.00Aug 7$0.15$4.85$0.1532.33$254.85
$290.00$285.00Aug 7$0.23$4.77$0.2320.74$289.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 153 found (best R:R 27.57, avg 1.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$260.00Aug 21$9.65$9.65$0.3527.57$259.65
$280.00$285.00Aug 7$4.75$4.75$0.2519.00$284.75
$265.00$280.00Aug 14$14.15$14.15$0.8516.65$279.15
$260.00$270.00Aug 21$9.30$9.30$0.7013.29$269.30
$270.00$275.00Aug 21$4.60$4.60$0.4011.50$274.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$325.00Aug 21$29.70$29.70$5.305.60$330.30
$340.00$330.00Aug 14$8.45$8.45$1.555.45$331.55
$325.00$320.00Aug 7$4.20$4.20$0.805.25$320.80
$330.00$312.50Aug 14$11.90$11.90$5.602.12$318.10
$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 $2.38, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.3071.2%50.1%
$370.00Aug 21Aug 28$0.4551.1%47.3%
$350.00Aug 7Aug 14$0.8059.9%49.3%
$280.00Aug 7Aug 14$1.3059.2%47.0%
$340.00Aug 7Aug 14$1.3055.4%47.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 21$0.1788.4%47.0%
$260.00Aug 7Aug 14$0.2576.9%55.7%
$265.00Aug 7Aug 14$0.2574.7%52.4%
$270.00Aug 7Aug 14$0.3765.7%49.1%
$250.00Aug 7Aug 21$0.4775.8%54.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 4.31% of stock, avg 9.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$307.50Aug 7$8.00$5.35$13.35$294.15$320.854.31%
$310.00Aug 7$6.80$6.60$13.40$296.60$323.404.32%
$312.50Aug 7$5.75$7.95$13.70$298.80$326.204.42%
$305.00Aug 7$9.40$4.40$13.80$291.20$318.804.45%
$315.00Aug 7$4.70$9.40$14.10$300.90$329.104.55%
$302.50Aug 7$10.95$3.55$14.50$288.00$317.004.68%
$300.00Aug 7$13.00$2.75$15.75$284.25$315.755.08%
$320.00Aug 7$3.08$12.75$15.83$304.17$335.835.10%
$295.00Aug 7$16.65$1.58$18.23$276.77$313.235.88%
$325.00Aug 7$1.98$16.95$18.93$306.07$343.936.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 105 found (cheapest 1.71% of stock, avg 4.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$322.50$300.00Aug 7$2.55$2.75$5.30$294.70$327.80
$320.00$300.00Aug 7$3.08$2.75$5.83$294.17$325.83
$322.50$302.50Aug 7$2.55$3.55$6.10$296.40$328.60
$317.50$300.00Aug 7$3.85$2.75$6.60$293.40$324.10
$320.00$302.50Aug 7$3.08$3.55$6.63$295.87$326.63
$322.50$305.00Aug 7$2.55$4.40$6.95$298.05$329.45
$317.50$302.50Aug 7$3.85$3.55$7.40$295.10$324.90
$315.00$300.00Aug 7$4.70$2.75$7.45$292.55$322.45
$320.00$305.00Aug 7$3.08$4.40$7.48$297.52$327.48
$322.50$307.50Aug 7$2.55$5.35$7.90$299.60$330.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 229 found (best R:R 18.23, avg credit $3.20)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
290/292300/302Aug 7$2.37$0.1318.23$290.13$302.37
278/280285/290Aug 7$4.73$0.2717.52$275.27$289.73
250/255285/290Aug 7$4.70$0.3015.67$250.30$289.70
270/275280/285Aug 14$4.70$0.3015.67$270.30$284.70
290/295300/305Aug 21$4.65$0.3513.29$290.35$304.65
255/260275/280Aug 21$4.63$0.3712.51$255.37$279.63
265/270280/285Aug 28$4.63$0.3712.51$265.37$284.63
298/300310/312Aug 14$2.30$0.2011.50$297.70$312.30
265/270275/280Aug 21$4.60$0.4011.50$265.40$279.60
298/300308/310Aug 21$2.30$0.2011.50$297.70$309.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$315.00$320.00Aug 28$0.05$4.9599.00
$330.00$335.00$340.00Aug 21$0.10$4.9049.00
$335.00$337.50$340.00Aug 7$0.07$2.4334.71
$337.50$340.00$342.50Aug 14$0.07$2.4334.71
$315.00$317.50$320.00Aug 7$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$275.00$280.00$285.00Aug 28$0.05$4.9599.00
$270.00$275.00$280.00Aug 14$0.08$4.9261.50
$300.00$302.50$305.00Aug 7$0.05$2.4549.00
$315.00$320.00$325.00Aug 21$0.10$4.9049.00
$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. 91 found (best net $-3.20, 82 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$285.00$310.001:2Sep 11-$3.20$21.80
$350.00$360.001:2Aug 14-$0.04$9.96
$340.00$350.001:2Aug 28-$1.66$8.34
$342.50$350.001:2Aug 14-$0.41$7.09
$325.00$335.001:2Aug 28-$3.10$6.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$305.00$290.001:2Sep 11-$2.45$12.55
$260.00$250.001:2Sep 4-$0.85$9.15
$265.00$260.001:2Aug 7-$0.06$4.94
$270.00$265.001:2Aug 7-$0.22$4.78
$260.00$255.001:2Aug 7-$0.23$4.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 4.03%, avg 1.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$315.00Aug 28$12.500.471.6%4.03%5.61%27
$312.50Aug 21$10.800.490.8%3.48%4.26%567
$315.00Aug 21$10.100.461.6%3.26%4.84%671
$320.00Aug 28$9.500.423.2%3.06%6.26%--30
$325.00Sep 4$9.200.394.8%2.97%7.77%14
$317.50Aug 21$9.000.432.4%2.90%5.29%2274
$312.50Aug 14$8.700.480.8%2.81%3.58%154
$320.00Aug 21$8.300.403.2%2.68%5.87%142.4K
$325.00Aug 28$7.800.374.8%2.52%7.32%19
$315.00Aug 14$7.600.441.6%2.45%4.03%148

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 1,460
Total Puts 1,801
Put/Call Ratio 1.23
Net Difference -341

Prior's Put/Call Breakdown

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

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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