Tour v490
VLO
VALERO ENERGY CORP N
$306.89 -0.21%
8/4 12:01

Option Volume

Detail
Current (08/04 12:00pm) 4,330
Calls: 3,704 (86%)
Puts: 626 (14%)
Prior (08/03) 1,715
Calls: 755 (44%)
Puts: 960 (56%)
Current vs Prior +152.48%
Calls: +390.60% (Calls)
Puts: -34.79% (Puts)
Prior 7-Day Total 76,325
Calls: 35,434 (46%)
Puts: 40,891 (54%)
Prior 7-Day Average 10,903
Calls: 5,062 (46%)
Puts: 5,841 (54%)
Current vs Prior 7-Day Avg -60.29%
Calls: -26.83%
Puts: -89.28%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04 12:00pm) $2.79M
Calls: $2.50M (90%)
Puts: $287.2K (10%)
Prior (08/03) $1.66M
Calls: $1.21M (73%)
Puts: $456.4K (27%)
Current vs Prior +67.64%
Calls: +107.23%
Puts: -37.09%
Prior 7-Day Total $151.55M
Calls: $106.01M (70%)
Puts: $45.54M (30%)
Prior 7-Day Average $21.65M
Calls: $15.14M (70%)
Puts: $6.51M (30%)
Current vs Prior 7-Day Avg -87.12%
Calls: -83.48%
Puts: -95.59%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04 12:00pm) 0.17
Prior (08/03) 1.27
Current vs Prior -86.71%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg -83.09%
Sentiment BULLISH

Open Interest

Detail
Current (08/04 12:00pm) 127,652
Calls: 64,905 (51%)
Puts: 62,747 (49%)
Prior (08/03) 124,715
Calls: 63,791 (51%)
Puts: 60,924 (49%)
Current vs Prior +2.35%
Prior 7-Day Total 895,384
Calls: 464,705 (52%)
Puts: 430,679 (48%)
Prior 7-Day Average 127,912
Calls: 66,386 (52%)
Puts: 61,525 (48%)
Current vs Prior 7-Day Avg -0.20%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.48% | 6.68%8.39% | 14.21%
Prior 4.80% | 7.01%8.54% | 14.16%
Current vs Prior -6.58% | -4.67%-1.70% | +0.33%
Prior 7-Day Avg 4.39% | 7.13%9.75% | 14.97%
Current vs 7-Day Avg +2.14% | -6.32%-13.95% | -5.12%
Prior 7-Day Eod 4.80% | 7.01%8.54% | 14.16%
Current vs 7-Day Eod -6.58% | -4.67%-1.70% | +0.33%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 37.40% | 23.52%
Calls: 31.72% | 19.91%
Puts: 43.08% | 27.14%
Prior 12.91% | 10.71%
Calls: 13.33% | 11.65%
Puts: 12.50% | 9.78%
Current vs Prior +189.70% | +119.61%
Prior 7-Day Avg 30.19% | 14.16%
Calls: 28.30% | 14.41%
Puts: 32.09% | 13.91%
Current vs 7-Day Avg +23.89% | +66.05%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($2.50M) vs puts ($287.2K). Elevated premium activity with dollar volume up 68% vs prior. Unusually high activity with volume up 152% vs prior - elevated interest. Extreme bullish P/C ratio of 0.17 - heavy call buying (3,704 calls vs 626 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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
12:00BULLISHBULLISHBULLISH
11:00BULLISHBULLISHBULLISH
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 39 of results (avg 6.9%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1823.0023.90$23.453.8%170.592.0K
$310.00Sep 1818.0018.80$18.404.3%60.51644
$260.00Sep 1850.4052.80$51.604.7%60.861.3K
$320.00Sep 1813.9014.60$14.254.9%150.432.3K
$250.00Sep 1858.1061.30$59.705.4%20.901.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1819.6020.70$20.155.5%30.49149
$365.00Sep 1158.5061.90$60.205.6%10.87--
$360.00Aug 2152.7055.80$54.255.7%--0.9230
$365.00Aug 756.5059.90$58.205.8%10.98--
$330.00Sep 1831.4033.40$32.406.2%--0.6416

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. 72 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Aug 749.9053.20$51.556.4%11.00--
$260.00Aug 744.9048.30$46.607.3%11.002
$267.50Aug 737.5040.80$39.158.4%51.00--
$250.00Aug 2155.8059.00$57.405.6%--0.9779
$265.00Aug 1440.5043.80$42.157.8%--0.9611
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Aug 756.5059.90$58.205.8%10.98--
$357.50Aug 749.3052.80$51.056.9%10.98--
$362.50Aug 1454.0057.90$55.957.0%10.93--
$360.00Aug 2152.7055.80$54.255.7%--0.9230
$365.00Sep 1158.5061.90$60.205.6%10.87--

Most actively traded options today. High liquidity = easy entry/exit. 148 active (total vol 1.3K, top 238)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Aug 72.353.80$3.0847.1%2380.31463
$310.00Aug 73.805.80$4.8041.7%670.431.2K
$322.50Aug 71.051.65$1.3544.4%510.1798
$335.00Aug 70.200.80$0.50120.0%500.0771
$315.00Aug 217.7010.40$9.0529.8%410.4267
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 212.103.30$2.7044.4%650.16846
$300.00Aug 72.754.10$3.4339.4%330.33363
$290.00Aug 70.651.40$1.0273.5%270.13181
$250.00Sep 181.802.30$2.0524.4%210.09526
$280.00Sep 187.307.90$7.607.9%200.25390

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 33.1%, max 130.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$260.00Aug 7Sep 1882.6%44.8%84.5%71.3K
$360.00Aug 7Sep 1878.8%46.8%68.5%61.1K
$350.00Aug 7Sep 1871.9%45.5%57.9%11.3K
$280.00Aug 7Sep 1861.4%43.4%41.3%41.3K
$335.00Aug 7Sep 1161.8%45.0%37.4%5376
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18104.4%45.2%130.9%21584
$255.00Aug 7Aug 2895.6%47.4%101.7%--102
$365.00Aug 7Sep 1188.6%45.5%94.8%2--
$260.00Aug 7Sep 1882.6%44.8%84.5%4317
$265.00Aug 7Aug 2879.8%46.5%71.8%130

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 144 found (best R:R 49.00, avg 4.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$345.00Aug 7$0.10$4.90$0.1049.00$340.10
$360.00$365.00Aug 21$0.12$4.88$0.1240.67$360.12
$340.00$360.00Aug 14$0.85$19.15$0.8522.53$340.85
$335.00$337.50Aug 7$0.12$2.38$0.1219.83$335.12
$355.00$360.00Aug 21$0.33$4.67$0.3314.15$355.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$265.00Aug 14$0.13$4.87$0.1337.46$269.87
$255.00$250.00Aug 28$0.15$4.85$0.1532.33$254.85
$255.00$250.00Aug 21$0.20$4.80$0.2024.00$254.80
$285.00$282.50Aug 7$0.13$2.37$0.1318.23$284.87
$265.00$260.00Aug 21$0.29$4.71$0.2916.24$264.71

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 175 found (best R:R 124.00, avg 2.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$267.50$280.00Aug 7$12.40$12.40$0.10124.00$279.90
$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$272.50Aug 14$6.95$6.95$0.5512.64$271.95
$250.00$265.00Aug 28$13.75$13.75$1.2511.00$263.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$357.50$325.00Aug 7$31.70$31.70$0.8039.62$325.80
$365.00$357.50Aug 7$7.15$7.15$0.3520.43$357.85
$362.50$330.00Aug 14$30.35$30.35$2.1514.12$332.15
$360.00$325.00Aug 21$30.60$30.60$4.406.95$329.40
$310.00$307.50Aug 14$2.00$2.00$0.504.00$308.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.67, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.3278.8%53.7%
$250.00Aug 21Aug 28$0.5553.2%49.5%
$340.00Aug 7Aug 14$0.9763.9%48.6%
$260.00Aug 7Aug 21$1.1582.6%48.6%
$335.00Aug 7Aug 14$1.4261.8%49.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 14$0.1795.6%60.0%
$250.00Aug 7Aug 21$0.25104.4%53.2%
$260.00Aug 7Aug 14$0.2782.6%56.0%
$265.00Aug 7Aug 14$0.3079.8%52.9%
$270.00Aug 7Aug 14$0.3873.8%49.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 3.99% of stock, avg 10.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$307.50Aug 7$5.75$6.50$12.25$295.25$319.753.99%
$305.00Aug 7$7.25$5.55$12.80$292.20$317.804.17%
$302.50Aug 7$8.75$4.15$12.90$289.60$315.404.20%
$310.00Aug 7$4.80$8.10$12.90$297.10$322.904.20%
$300.00Aug 7$9.95$3.43$13.38$286.62$313.384.36%
$312.50Aug 7$3.75$9.75$13.50$299.00$326.004.40%
$315.00Aug 7$3.08$11.45$14.53$300.47$329.534.73%
$295.00Aug 7$13.65$1.95$15.60$279.40$310.605.08%
$292.50Aug 7$15.20$1.40$16.60$275.90$309.105.41%
$290.00Aug 7$17.65$1.02$18.67$271.33$308.676.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 144 found (cheapest 1.42% of stock, avg 5.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$317.50$295.00Aug 7$2.42$1.95$4.37$290.63$321.87
$317.50$297.50Aug 7$2.42$2.55$4.97$292.53$322.47
$315.00$295.00Aug 7$3.08$1.95$5.03$289.97$320.03
$315.00$297.50Aug 7$3.08$2.55$5.63$291.87$320.63
$312.50$295.00Aug 7$3.75$1.95$5.70$289.30$318.20
$317.50$300.00Aug 7$2.42$3.43$5.85$294.15$323.35
$312.50$297.50Aug 7$3.75$2.55$6.30$291.20$318.80
$315.00$300.00Aug 7$3.08$3.43$6.51$293.49$321.51
$317.50$302.50Aug 7$2.42$4.15$6.57$295.93$324.07
$310.00$295.00Aug 7$4.80$1.95$6.75$288.25$316.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 282 found (best R:R 32.33, avg credit $3.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
265/270280/285Aug 28$4.85$0.1532.33$265.15$284.85
290/295300/305Aug 28$4.85$0.1532.33$290.15$304.85
298/300302/305Aug 7$2.38$0.1219.83$297.62$304.88
295/300305/310Aug 28$4.75$0.2519.00$295.25$309.75
292/295310/312Aug 14$2.37$0.1318.23$292.63$312.37
290/292302/305Aug 14$2.33$0.1713.71$290.17$304.83
250/255260/270Aug 21$9.25$0.7512.33$245.75$269.25
300/305315/320Sep 4$4.60$0.4011.50$300.40$319.60
260/265270/280Aug 21$9.09$0.919.99$255.91$279.09
285/288302/305Aug 14$2.25$0.259.00$285.25$304.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 80 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$345.00$350.00Aug 7$0.07$4.9370.43
$345.00$350.00$355.00Aug 21$0.08$4.9261.50
$305.00$307.50$310.00Aug 21$0.05$2.4549.00
$260.00$270.00$280.00Aug 21$0.25$9.7539.00
$335.00$337.50$340.00Aug 7$0.07$2.4334.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$307.50$310.00$312.50Aug 7$0.05$2.4549.00
$265.00$270.00$275.00Aug 21$0.11$4.8944.45
$255.00$260.00$265.00Aug 7$0.12$4.8840.67
$255.00$260.00$265.00Aug 28$0.15$4.8532.33
$255.00$260.00$265.00Aug 21$0.19$4.8125.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 101 found (best net $-0.56, 92 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$350.001:2Aug 28-$0.56$14.44
$350.00$360.001:2Aug 7-$0.06$9.94
$325.00$335.001:2Aug 14-$0.34$9.66
$270.00$290.001:2Sep 4-$10.50$9.50
$270.00$290.001:2Sep 11-$12.55$7.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$250.001:2Sep 18-$0.75$9.25
$270.00$260.001:2Sep 18-$1.45$8.55
$285.00$275.001:2Sep 4-$1.75$8.25
$255.00$247.501:2Aug 14-$0.25$7.25
$280.00$270.001:2Sep 18-$2.90$7.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 5.87%, avg 1.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$18.000.511.0%5.87%6.88%6644
$320.00Sep 18$13.900.434.3%4.53%8.80%152.3K
$310.00Aug 28$13.000.491.0%4.24%5.25%7100
$315.00Sep 4$11.200.452.6%3.65%6.29%11
$307.50Aug 21$10.900.510.2%3.55%3.75%258
$330.00Sep 18$10.600.367.5%3.45%10.98%161.6K
$310.00Aug 21$9.900.481.0%3.23%4.24%11733
$307.50Aug 14$9.300.510.2%3.03%3.23%710
$320.00Sep 4$9.300.404.3%3.03%7.30%18
$312.50Aug 21$8.900.451.8%2.90%4.73%--63

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 3,704
Total Puts 626
Put/Call Ratio 0.17
Net Difference 3,078

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 35,434
Total Puts 40,891
Average Put/Call Ratio 1.00
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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