Tour v483
VLO
VALERO ENERGY CORP N
$306.12 -2.17%
8/3 15:01

Option Volume

Detail
Current (08/03 3:00pm) 4,169
Calls: 1,616 (39%)
Puts: 2,553 (61%)
Prior (07/31) 4,457
Calls: 2,109 (47%)
Puts: 2,348 (53%)
Current vs Prior -6.46%
Calls: -23.38% (Calls)
Puts: +8.73% (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 -62.48%
Calls: -68.93%
Puts: -56.80%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03 3:00pm) $2.97M
Calls: $1.64M (55%)
Puts: $1.33M (45%)
Prior (07/31) $3.06M
Calls: $1.88M (61%)
Puts: $1.18M (39%)
Current vs Prior -2.80%
Calls: -12.69%
Puts: +12.93%
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 -86.60%
Calls: -89.40%
Puts: -80.12%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03 3:00pm) 1.58
Prior (07/31) 1.11
Current vs Prior +41.90%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg +64.57%
Sentiment BEARISH

Open Interest

Detail
Current (08/03 3:00pm) 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 4.79% | 6.99%8.61% | 14.13%
Prior 5.51% | 7.61%8.80% | 14.49%
Current vs Prior -13.19% | -8.09%-2.24% | -2.52%
Prior 7-Day Avg 4.05% | 7.14%10.10% | 15.25%
Current vs 7-Day Avg +18.07% | -2.15%-14.74% | -7.36%
Prior 7-Day Eod 5.51% | 7.61%8.80% | 14.49%
Current vs 7-Day Eod -13.19% | -8.09%-2.24% | -2.52%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.61% | 10.27%
Calls: 10.81% | 11.01%
Puts: 12.41% | 9.52%
Prior 13.28% | 14.19%
Calls: 12.35% | 10.34%
Puts: 14.21% | 18.03%
Current vs Prior -12.58% | -27.63%
Prior 7-Day Avg 35.82% | 15.06%
Calls: 32.44% | 15.66%
Puts: 39.20% | 14.46%
Current vs 7-Day Avg -67.59% | -31.81%
Liquidity Expensive
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🤖 AI Insights

Extreme bearish P/C ratio of 1.58 - heavy put buying. P/C ratio rising 42% - increased hedging/bearish 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
15:00BULLISHBEARISHBEARISH
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 27 of results (avg 8.0%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2156.2059.20$57.705.2%--0.9779
$260.00Aug 2146.6049.60$48.106.2%--0.94153
$265.00Aug 2842.7045.90$44.307.2%--0.9010
$290.00Aug 2121.5023.20$22.357.6%10.73497
$270.00Aug 2137.4040.40$38.907.7%--0.90280
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2113.8014.50$14.154.9%180.52141
$360.00Aug 2152.4055.50$53.955.7%--0.9130
$297.50Aug 73.103.30$3.206.2%1100.299
$307.50Aug 2112.4013.20$12.806.2%110.4935
$305.00Aug 2111.1011.90$11.507.0%120.4659

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. 52 found (avg delta 0.72, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2156.2059.20$57.705.2%--0.9779
$265.00Aug 1440.8044.10$42.457.8%--0.9511
$280.00Aug 725.6028.90$27.2512.1%10.9419
$260.00Aug 2146.6049.60$48.106.2%--0.94153
$285.00Aug 721.1024.00$22.5512.9%120.91390
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2152.4055.50$53.955.7%--0.9130
$340.00Aug 1432.8036.40$34.6010.4%10.88--
$325.00Aug 718.0021.50$19.7517.7%--0.85146
$330.00Aug 1424.1027.20$25.6512.1%--0.8043
$320.00Aug 714.2017.00$15.6017.9%10.77--

Most actively traded options today. High liquidity = easy entry/exit. 155 active (total vol 2.9K, top 250)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Aug 141.552.40$1.9842.9%1600.1527
$340.00Aug 70.150.65$0.40125.0%1230.0578
$325.00Aug 71.201.55$1.3825.4%1040.15941
$350.00Aug 211.552.00$1.7825.3%810.12301
$315.00Aug 73.203.70$3.4514.5%540.32456
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 73.504.10$3.8015.8%2500.34156
$275.00Aug 211.552.35$1.9541.0%1840.12113
$270.00Aug 211.301.75$1.5329.4%1420.10952
$305.00Aug 75.506.40$5.9515.1%1320.4623
$292.50Aug 71.402.10$1.7540.0%1270.1921

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 24.1%, max 97.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Aug 7Aug 2171.0%50.5%40.7%513
$350.00Aug 7Aug 2864.1%48.2%32.8%12258
$340.00Aug 7Aug 2859.4%45.7%30.0%12588
$360.00Aug 7Aug 2165.6%51.0%28.5%9700
$345.00Aug 7Aug 2162.5%49.7%25.8%5413
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Aug 7Aug 28100.0%50.7%97.1%--35
$255.00Aug 7Aug 2886.0%46.3%85.5%--102
$265.00Aug 7Sep 1172.9%45.0%62.2%319
$260.00Aug 7Sep 467.9%43.9%54.6%1522
$250.00Aug 7Sep 472.4%47.6%52.2%5570

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 138 found (best R:R 149.00, avg 7.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$345.00Aug 7$0.10$4.90$0.1049.00$340.10
$350.00$355.00Aug 21$0.13$4.87$0.1337.46$350.13
$355.00$360.00Aug 7$0.15$4.85$0.1532.33$355.15
$335.00$337.50Aug 14$0.10$2.40$0.1024.00$335.10
$350.00$360.00Aug 14$0.47$9.53$0.4720.28$350.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$260.00$245.00Aug 14$0.10$14.90$0.10149.00$259.90
$265.00$260.00Aug 14$0.13$4.87$0.1337.46$264.87
$255.00$250.00Aug 28$0.13$4.87$0.1337.46$254.87
$265.00$260.00Aug 21$0.15$4.85$0.1532.33$264.85
$250.00$245.00Aug 28$0.15$4.85$0.1532.33$249.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 162 found (best R:R 24.00, avg 1.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$260.00Aug 21$9.60$9.60$0.4024.00$259.60
$280.00$285.00Aug 7$4.70$4.70$0.3015.67$284.70
$270.00$275.00Aug 21$4.70$4.70$0.3015.67$274.70
$265.00$280.00Aug 14$13.95$13.95$1.0513.29$278.95
$260.00$270.00Aug 21$9.20$9.20$0.8011.50$269.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$340.00$330.00Aug 14$8.95$8.95$1.058.52$331.05
$360.00$325.00Aug 21$30.60$30.60$4.406.95$329.40
$325.00$320.00Aug 7$4.15$4.15$0.854.88$320.85
$320.00$315.00Aug 7$3.75$3.75$1.253.00$316.25
$325.00$320.00Aug 21$3.55$3.55$1.452.45$321.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $2.30, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.4065.6%52.5%
$350.00Aug 7Aug 14$0.7564.1%52.3%
$340.00Aug 7Aug 14$1.1059.4%49.2%
$280.00Aug 7Aug 14$1.2554.6%44.1%
$335.00Aug 7Aug 14$1.3358.6%48.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$245.00Aug 7Aug 14$0.12100.0%65.8%
$265.00Aug 7Aug 14$0.2872.9%50.8%
$260.00Aug 7Aug 14$0.3267.9%53.3%
$255.00Aug 7Aug 21$0.3386.0%48.2%
$250.00Aug 7Aug 21$0.4772.4%52.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 4.36% of stock, avg 8.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$305.00Aug 7$7.40$5.95$13.35$291.65$318.354.36%
$302.50Aug 7$8.60$4.80$13.40$289.10$315.904.38%
$307.50Aug 7$6.15$7.25$13.40$294.10$320.904.38%
$310.00Aug 7$5.15$8.65$13.80$296.20$323.804.51%
$300.00Aug 7$10.15$3.80$13.95$286.05$313.954.56%
$312.50Aug 7$4.20$10.30$14.50$298.00$327.004.74%
$315.00Aug 7$3.45$11.85$15.30$299.70$330.305.00%
$295.00Aug 7$14.35$2.35$16.70$278.30$311.705.46%
$320.00Aug 7$2.23$15.60$17.83$302.17$337.835.82%
$292.50Aug 7$16.30$1.75$18.05$274.45$310.555.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 1.67% of stock, avg 4.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$317.50$295.00Aug 7$2.75$2.35$5.10$289.90$322.60
$315.00$295.00Aug 7$3.45$2.35$5.80$289.20$320.80
$317.50$297.50Aug 7$2.75$3.20$5.95$291.55$323.45
$312.50$295.00Aug 7$4.20$2.35$6.55$288.45$319.05
$317.50$300.00Aug 7$2.75$3.80$6.55$293.45$324.05
$315.00$297.50Aug 7$3.45$3.20$6.65$290.85$321.65
$315.00$300.00Aug 7$3.45$3.80$7.25$292.75$322.25
$312.50$297.50Aug 7$4.20$3.20$7.40$290.10$319.90
$310.00$295.00Aug 7$5.15$2.35$7.50$287.50$317.50
$317.50$302.50Aug 7$2.75$4.80$7.55$294.95$325.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 298 found (best R:R 49.00, avg credit $3.26)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
245/250270/275Aug 21$4.90$0.1049.00$245.10$274.90
250/255280/285Aug 7$4.87$0.1337.46$250.13$284.87
260/265280/285Aug 7$4.87$0.1337.46$260.13$284.87
260/265270/275Aug 21$4.85$0.1532.33$260.15$274.85
275/278280/285Aug 7$4.83$0.1728.41$272.67$284.83
290/292295/298Aug 14$2.40$0.1024.00$290.10$297.40
265/270280/285Aug 28$4.79$0.2122.81$265.21$284.79
285/290295/300Aug 7$4.74$0.2618.23$285.26$299.74
245/250260/270Aug 21$9.40$0.6015.67$240.60$269.40
245/260265/280Aug 14$14.05$0.9514.79$245.95$279.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 72 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$325.00$330.00Aug 14$0.08$4.9261.50
$307.50$310.00$312.50Aug 7$0.05$2.4549.00
$295.00$300.00$305.00Aug 21$0.10$4.9049.00
$322.50$325.00$327.50Aug 21$0.05$2.4549.00
$325.00$327.50$330.00Aug 21$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$290.00$295.00$300.00Sep 4$0.05$4.9599.00
$305.00$307.50$310.00Aug 14$0.05$2.4549.00
$260.00$265.00$270.00Aug 14$0.14$4.8634.71
$280.00$285.00$290.00Aug 28$0.15$4.8532.33
$305.00$307.50$310.00Aug 7$0.10$2.4024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-3.20, 86 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$285.00$310.001:2Sep 11-$3.20$21.80
$310.00$325.001:2Sep 4-$3.85$11.15
$350.00$360.001:2Aug 14-$0.01$9.99
$340.00$350.001:2Aug 28-$2.21$7.79
$342.50$350.001:2Aug 14-$0.52$6.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$312.501:2Aug 14-$1.15$16.35
$260.00$245.001:2Aug 14-$0.20$14.80
$260.00$250.001:2Sep 4-$0.76$9.24
$250.00$245.001:2Aug 21-$0.10$4.90
$290.00$285.001:2Aug 7-$0.19$4.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 5.13%, avg 1.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 11$15.700.511.3%5.13%6.40%5--
$310.00Sep 4$13.700.501.3%4.48%5.74%11
$315.00Sep 11$13.100.462.9%4.28%7.18%11
$310.00Aug 28$12.700.481.3%4.15%5.42%698
$307.50Aug 21$11.700.510.5%3.82%4.27%654
$310.00Aug 21$10.600.481.3%3.46%4.73%41721
$315.00Aug 28$10.600.432.9%3.46%6.36%27
$312.50Aug 21$9.500.452.1%3.10%5.19%1367
$307.50Aug 14$9.300.500.5%3.04%3.49%410
$315.00Aug 21$8.600.422.9%2.81%5.71%671

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 1,616
Total Puts 2,553
Put/Call Ratio 1.58
Net Difference -937

Prior's Put/Call Breakdown

Total Calls 2,109
Total Puts 2,348
Put/Call Ratio 1.11
Net Difference -239

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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