Tour v487
VLO
VALERO ENERGY CORP N
$307.54 -1.71%
$308.00 (+0.15%)🌙
as of 08/03 04:01 PM
8/3 16:01

Option Volume

Detail
Current (08/03 4:00pm) 5,127
Calls: 2,158 (42%)
Puts: 2,969 (58%)
Prior (07/31) 5,225
Calls: 2,536 (49%)
Puts: 2,689 (51%)
Current vs Prior -1.88%
Calls: -14.91% (Calls)
Puts: +10.41% (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 -53.85%
Calls: -58.51%
Puts: -49.76%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03 4:00pm) $3.69M
Calls: $2.21M (60%)
Puts: $1.48M (40%)
Prior (07/31) $3.69M
Calls: $2.46M (67%)
Puts: $1.23M (33%)
Current vs Prior +0.25%
Calls: -10.00%
Puts: +20.78%
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 -83.33%
Calls: -85.69%
Puts: -77.88%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03 4:00pm) 1.38
Prior (07/31) 1.06
Current vs Prior +29.75%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg +43.32%
Sentiment BEARISH

Open Interest

Detail
Current (08/03 4:00pm) 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 4.80% | 7.01%8.54% | 14.16%
Prior 5.51% | 7.61%8.80% | 14.49%
Current vs Prior -13.00% | -7.88%-3.06% | -2.29%
Prior 7-Day Avg 4.05% | 7.14%10.10% | 15.25%
Current vs 7-Day Avg +18.32% | -1.92%-15.46% | -7.15%
Prior 7-Day Eod 5.51% | 7.61%8.80% | 14.49%
Current vs 7-Day Eod -13.00% | -7.88%-3.06% | -2.29%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 12.91% | 10.71%
Calls: 13.33% | 11.65%
Puts: 12.50% | 9.78%
Prior 13.28% | 14.19%
Calls: 12.35% | 10.34%
Puts: 14.21% | 18.03%
Current vs Prior -2.79% | -24.52%
Prior 7-Day Avg 35.82% | 15.06%
Calls: 32.44% | 15.66%
Puts: 39.20% | 14.46%
Current vs 7-Day Avg -63.96% | -28.88%
Liquidity Expensive
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🤖 AI Insights

Bearish P/C ratio of 1.38 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
16:00BULLISHBEARISHBEARISH
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 20 of results (avg 7.9%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2157.1059.70$58.404.5%--0.9479
$260.00Aug 2147.4050.10$48.755.5%--0.93153
$265.00Aug 1442.0044.60$43.306.0%--0.9611
$270.00Aug 2138.2040.80$39.506.6%--0.90280
$265.00Aug 2843.5046.70$45.107.1%--0.9010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2151.6054.70$53.155.8%--0.9230
$325.00Aug 2122.0023.70$22.857.4%--0.6915
$340.00Aug 1432.2035.10$33.658.6%10.88--
$312.50Aug 1412.0013.10$12.558.8%20.56--
$310.00Aug 1410.7011.80$11.259.8%10.5275

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. 54 found (avg delta 0.71, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Aug 1442.0044.60$43.306.0%--0.9611
$250.00Aug 2157.1059.70$58.404.5%--0.9479
$280.00Aug 727.0029.20$28.107.8%10.9419
$260.00Aug 2147.4050.10$48.755.5%--0.93153
$285.00Aug 722.4024.50$23.459.0%120.91390
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2151.6054.70$53.155.8%--0.9230
$340.00Aug 1432.2035.10$33.658.6%10.88--
$325.00Aug 717.7020.00$18.8512.2%--0.84146
$330.00Aug 1423.7026.40$25.0510.8%--0.8043
$320.00Aug 713.7015.80$14.7514.2%10.76--

Most actively traded options today. High liquidity = easy entry/exit. 162 active (total vol 3.5K, top 282)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Aug 141.652.50$2.0840.9%1660.1627
$340.00Aug 70.100.60$0.35142.9%1330.0578
$315.00Aug 73.304.10$3.7021.6%1150.34456
$325.00Aug 71.001.75$1.3854.3%1070.16941
$350.00Aug 211.602.20$1.9031.6%1060.12301
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 73.103.70$3.4017.6%2820.31156
$275.00Aug 211.652.70$2.1748.4%1840.13113
$270.00Aug 211.101.70$1.4042.9%1540.09952
$305.00Aug 74.905.80$5.3516.8%1490.4323
$297.50Aug 72.403.10$2.7525.5%1330.269

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 24.5%, max 81.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$365.00Aug 7Aug 2177.7%48.9%58.9%170
$360.00Aug 7Aug 2175.3%48.3%55.9%10700
$355.00Aug 7Aug 2169.7%47.3%47.2%613
$350.00Aug 7Aug 2862.7%44.4%41.1%13258
$280.00Aug 7Sep 459.4%44.5%33.4%219
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$255.00Aug 7Aug 2886.2%47.5%81.5%--102
$265.00Aug 7Sep 1172.3%44.6%62.2%319
$260.00Aug 7Sep 469.7%43.8%59.3%1522
$250.00Aug 7Sep 474.1%48.1%54.0%5570
$270.00Aug 7Sep 1164.5%43.5%48.4%675

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 135 found (best R:R 40.67, avg 5.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$350.00Aug 14$0.17$4.83$0.1728.41$345.17
$350.00$360.00Aug 14$0.38$9.62$0.3825.32$350.38
$360.00$365.00Aug 21$0.22$4.78$0.2221.73$360.22
$355.00$360.00Aug 21$0.25$4.75$0.2519.00$355.25
$335.00$337.50Aug 7$0.13$2.37$0.1318.23$335.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$260.00Aug 7$0.12$4.88$0.1240.67$264.88
$255.00$250.00Aug 7$0.15$4.85$0.1532.33$254.85
$277.50$275.00Aug 7$0.10$2.40$0.1024.00$277.40
$270.00$265.00Aug 14$0.20$4.80$0.2024.00$269.80
$260.00$250.00Sep 4$0.40$9.60$0.4024.00$259.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 160 found (best R:R 27.57, avg 1.43)

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$4.65$4.65$0.3513.29$284.65
$265.00$280.00Aug 14$13.90$13.90$1.1012.64$278.90
$260.00$270.00Aug 21$9.25$9.25$0.7512.33$269.25
$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$30.30$30.30$4.706.45$329.70
$340.00$330.00Aug 14$8.60$8.60$1.406.14$331.40
$325.00$320.00Aug 7$4.10$4.10$0.904.56$320.90
$320.00$315.00Aug 7$3.85$3.85$1.153.35$316.15
$330.00$312.50Aug 14$12.50$12.50$5.002.50$317.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $2.33, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.1775.3%50.0%
$350.00Aug 7Aug 14$0.5862.7%48.8%
$345.00Aug 7Aug 14$0.6561.0%46.8%
$365.00Aug 7Aug 21$0.7077.7%48.9%
$340.00Aug 7Aug 14$1.0356.3%46.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Aug 7Aug 14$0.2872.3%50.9%
$260.00Aug 7Aug 14$0.3069.7%53.8%
$255.00Aug 7Aug 21$0.3986.2%49.7%
$270.00Aug 7Aug 14$0.4864.5%49.2%
$250.00Aug 7Aug 21$0.5274.1%53.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 4.32% of stock, avg 8.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$307.50Aug 7$6.75$6.55$13.30$294.20$320.804.32%
$305.00Aug 7$8.10$5.35$13.45$291.55$318.454.37%
$310.00Aug 7$5.65$8.00$13.65$296.35$323.654.44%
$302.50Aug 7$9.45$4.35$13.80$288.70$316.304.49%
$312.50Aug 7$4.55$9.35$13.90$298.60$326.404.52%
$300.00Aug 7$11.15$3.40$14.55$285.45$314.554.73%
$315.00Aug 7$3.70$10.90$14.60$300.40$329.604.75%
$295.00Aug 7$14.80$2.15$16.95$278.05$311.955.51%
$320.00Aug 7$2.28$14.75$17.03$302.97$337.035.54%
$292.50Aug 7$16.85$1.55$18.40$274.10$310.905.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 1.64% of stock, avg 4.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$297.50Aug 7$2.28$2.75$5.03$292.47$325.03
$317.50$297.50Aug 7$2.83$2.75$5.58$291.92$323.08
$320.00$300.00Aug 7$2.28$3.40$5.68$294.32$325.68
$317.50$300.00Aug 7$2.83$3.40$6.23$293.77$323.73
$315.00$297.50Aug 7$3.70$2.75$6.45$291.05$321.45
$320.00$302.50Aug 7$2.28$4.35$6.63$295.87$326.63
$315.00$300.00Aug 7$3.70$3.40$7.10$292.90$322.10
$317.50$302.50Aug 7$2.83$4.35$7.18$295.32$324.68
$312.50$297.50Aug 7$4.55$2.75$7.30$290.20$319.80
$320.00$305.00Aug 7$2.28$5.35$7.63$297.37$327.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 284 found (best R:R 24.00, avg credit $3.13)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/255280/285Aug 7$4.80$0.2024.00$250.20$284.80
285/288295/298Aug 14$2.40$0.1024.00$285.10$297.40
260/265280/285Aug 7$4.77$0.2320.74$260.23$284.77
275/278280/285Aug 7$4.75$0.2519.00$272.75$284.75
250/255285/290Aug 7$4.70$0.3015.67$250.30$289.70
278/280285/290Aug 7$4.68$0.3214.63$275.32$289.68
260/265285/290Aug 7$4.67$0.3314.15$260.33$289.67
280/282285/290Aug 7$4.67$0.3314.15$277.83$289.67
270/275280/285Aug 14$4.67$0.3314.15$270.33$284.67
280/285290/295Aug 21$4.67$0.3314.15$280.33$294.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 71 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$285.00$290.00Aug 7$0.10$4.9049.00
$360.00$362.50$365.00Aug 7$0.05$2.4549.00
$270.00$275.00$280.00Aug 21$0.10$4.9049.00
$325.00$327.50$330.00Aug 7$0.07$2.4334.71
$330.00$332.50$335.00Aug 7$0.07$2.4334.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$315.00$320.00$325.00Aug 21$0.05$4.9599.00
$270.00$275.00$280.00Aug 14$0.08$4.9261.50
$260.00$265.00$270.00Aug 21$0.09$4.9154.56
$300.00$302.50$305.00Aug 7$0.05$2.4549.00
$260.00$265.00$270.00Aug 14$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. 92 found (best net $-1.95, 85 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$285.00$310.001:2Sep 11-$1.95$23.05
$350.00$360.001:2Aug 14-$0.02$9.98
$340.00$350.001:2Aug 28-$1.11$8.89
$285.00$300.001:2Aug 28-$8.80$6.20
$355.00$360.001:2Aug 7-$0.23$4.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$312.501:2Aug 14-$0.05$17.45
$260.00$250.001:2Sep 4-$0.87$9.13
$270.00$265.001:2Aug 7-$0.20$4.80
$275.00$270.001:2Aug 14-$0.26$4.74
$260.00$255.001:2Aug 7-$0.28$4.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 5.07%, avg 1.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 11$15.600.510.8%5.07%5.87%6--
$310.00Sep 4$13.900.500.8%4.52%5.32%11
$310.00Aug 28$13.400.510.8%4.36%5.16%698
$315.00Sep 11$13.400.462.4%4.36%6.78%11
$315.00Aug 28$11.200.452.4%3.64%6.07%27
$310.00Aug 21$10.600.490.8%3.45%4.25%47721
$320.00Sep 4$10.100.414.0%3.28%7.34%17
$312.50Aug 21$9.600.461.6%3.12%4.73%1367
$315.00Aug 21$8.600.432.4%2.80%5.22%671
$320.00Aug 28$8.300.404.0%2.70%6.75%--30

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 2,158
Total Puts 2,969
Put/Call Ratio 1.38
Net Difference -811

Prior's Put/Call Breakdown

Total Calls 2,536
Total Puts 2,689
Put/Call Ratio 1.06
Net Difference -153

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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