Tour v490
VLO
VALERO ENERGY CORP N
$308.05 +0.16%
8/4 13:01

Option Volume

Detail
Current (08/04 1:00pm) 4,987
Calls: 3,876 (78%)
Puts: 1,111 (22%)
Prior (08/03) 2,700
Calls: 1,370 (51%)
Puts: 1,330 (49%)
Current vs Prior +84.70%
Calls: +182.92% (Calls)
Puts: -16.47% (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 -54.26%
Calls: -23.43%
Puts: -80.98%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04 1:00pm) $3.36M
Calls: $2.89M (86%)
Puts: $469.2K (14%)
Prior (08/03) $2.00M
Calls: $1.30M (65%)
Puts: $694.8K (35%)
Current vs Prior +68.24%
Calls: +122.03%
Puts: -32.47%
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 -84.49%
Calls: -80.93%
Puts: -92.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04 1:00pm) 0.29
Prior (08/03) 0.97
Current vs Prior -70.47%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg -71.32%
Sentiment BULLISH

Open Interest

Detail
Current (08/04 1:00pm) 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 4.32% | 7.09%8.41% | 14.22%
Prior 4.80% | 7.01%8.54% | 14.16%
Current vs Prior -9.98% | +1.22%-1.50% | +0.41%
Prior 7-Day Avg 4.39% | 7.13%9.75% | 14.97%
Current vs 7-Day Avg -1.58% | -0.52%-13.77% | -5.04%
Prior 7-Day Eod 4.80% | 7.01%8.54% | 14.16%
Current vs 7-Day Eod -9.98% | +1.22%-1.50% | +0.41%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 33.25% | 17.84%
Calls: 38.76% | 16.51%
Puts: 27.74% | 19.18%
Prior 12.91% | 10.71%
Calls: 13.33% | 11.65%
Puts: 12.50% | 9.78%
Current vs Prior +157.55% | +66.57%
Prior 7-Day Avg 30.19% | 14.16%
Calls: 28.30% | 14.41%
Puts: 32.09% | 13.91%
Current vs 7-Day Avg +10.14% | +25.95%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($2.89M) vs puts ($469.2K). Elevated premium activity with dollar volume up 68% vs prior. Above-average activity with volume up 85% vs prior. Extreme bullish P/C ratio of 0.29 - heavy call buying (3,876 calls vs 1,111 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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
13:00BULLISHBULLISHBULLISH
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 43 of results (avg 7.3%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1823.8024.80$24.304.1%250.602.0K
$250.00Sep 1860.2063.10$61.654.7%20.921.0K
$310.00Sep 1818.7019.70$19.205.2%80.52644
$250.00Aug 2157.5060.70$59.105.4%--0.9779
$250.00Aug 2857.9061.20$59.555.5%10.961
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1819.0020.00$19.505.1%30.48149
$300.00Sep 1814.2015.00$14.605.5%90.40656
$362.50Aug 1452.8055.90$54.355.7%10.96--
$365.00Sep 1157.0060.40$58.705.8%10.86--
$360.00Aug 2150.8054.10$52.456.3%--0.9130

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. 77 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 746.9050.00$48.456.4%10.992
$255.00Aug 751.7055.00$53.356.2%10.98--
$267.50Aug 739.3042.50$40.907.8%50.98--
$250.00Aug 2157.5060.70$59.105.4%--0.9779
$265.00Aug 1442.2045.50$43.857.5%--0.9611
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$357.50Aug 747.6051.00$49.306.9%11.00--
$365.00Aug 755.1058.70$56.906.3%11.00--
$362.50Aug 1452.8055.90$54.355.7%10.96--
$360.00Aug 2150.8054.10$52.456.3%--0.9130
$365.00Sep 1157.0060.40$58.705.8%10.86--

Most actively traded options today. High liquidity = easy entry/exit. 163 active (total vol 1.5K, top 238)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Aug 72.804.20$3.5040.0%2380.34463
$310.00Aug 74.806.20$5.5025.5%670.471.2K
$322.50Aug 71.052.10$1.5866.5%530.1998
$320.00Aug 71.502.65$2.0855.3%510.23354
$335.00Aug 70.200.90$0.55127.3%500.0771
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 212.403.00$2.7022.2%650.16846
$300.00Aug 72.503.40$2.9530.5%460.29363
$290.00Aug 70.601.15$0.8862.5%300.11181
$270.00Aug 211.151.50$1.3326.3%240.09952
$250.00Sep 181.802.40$2.1028.6%210.09526

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 32.9%, max 132.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$260.00Aug 7Sep 1885.3%45.3%88.5%71.3K
$360.00Aug 7Sep 1877.2%45.9%68.1%61.1K
$350.00Aug 7Sep 1870.0%45.9%52.5%41.3K
$280.00Aug 7Sep 1863.6%43.9%44.9%291.3K
$340.00Aug 7Sep 1863.5%46.5%36.6%91.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18107.3%46.2%132.0%21584
$255.00Aug 7Sep 1198.4%45.2%117.6%182
$365.00Aug 7Sep 1187.0%45.2%92.4%2--
$260.00Aug 7Sep 1885.3%45.3%88.5%4317
$265.00Aug 7Aug 2882.7%46.0%79.6%130

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 145 found (best R:R 40.67, avg 4.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$365.00Aug 21$0.12$4.88$0.1240.67$360.12
$340.00$345.00Aug 7$0.15$4.85$0.1532.33$340.15
$340.00$360.00Aug 14$0.88$19.12$0.8821.73$340.88
$355.00$360.00Aug 21$0.33$4.67$0.3314.15$355.33
$335.00$337.50Aug 7$0.17$2.33$0.1713.71$335.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$265.00Aug 14$0.18$4.82$0.1826.78$269.82
$255.00$250.00Aug 28$0.18$4.82$0.1826.78$254.82
$255.00$250.00Aug 21$0.20$4.80$0.2024.00$254.80
$275.00$270.00Aug 14$0.22$4.78$0.2221.73$274.78
$285.00$282.50Aug 7$0.12$2.38$0.1219.83$284.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 183 found (best R:R 49.00, avg 2.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$255.00$260.00Aug 7$4.90$4.90$0.1049.00$259.90
$280.00$285.00Aug 7$4.90$4.90$0.1049.00$284.90
$267.50$280.00Aug 7$12.20$12.20$0.3040.67$279.70
$250.00$260.00Aug 21$9.70$9.70$0.3032.33$259.70
$265.00$272.50Aug 14$7.15$7.15$0.3520.43$272.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$357.50$325.00Aug 7$31.10$31.10$1.4022.21$326.40
$362.50$330.00Aug 14$30.25$30.25$2.2513.44$332.25
$360.00$325.00Aug 21$30.30$30.30$4.706.45$329.70
$325.00$315.00Aug 7$8.05$8.05$1.954.13$316.95
$315.00$312.50Aug 7$1.90$1.90$0.603.17$313.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.73, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.3277.2%52.4%
$250.00Aug 21Aug 28$0.4552.9%49.6%
$260.00Aug 7Aug 21$0.9585.3%48.7%
$340.00Aug 7Aug 14$0.9563.5%47.1%
$335.00Aug 7Aug 14$1.5860.7%48.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 14$0.1598.4%60.7%
$250.00Aug 7Aug 21$0.25107.3%52.9%
$260.00Aug 7Aug 14$0.2585.3%56.9%
$265.00Aug 7Aug 14$0.2582.7%53.4%
$270.00Aug 7Aug 14$0.4075.4%51.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 62 found (cheapest 3.93% of stock, avg 10.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$307.50Aug 7$6.45$5.65$12.10$295.40$319.603.93%
$310.00Aug 7$5.50$6.85$12.35$297.65$322.354.01%
$312.50Aug 7$4.15$8.25$12.40$300.10$324.904.03%
$305.00Aug 7$8.05$4.50$12.55$292.45$317.554.07%
$302.50Aug 7$9.65$3.63$13.28$289.22$315.784.31%
$315.00Aug 7$3.50$10.15$13.65$301.35$328.654.43%
$300.00Aug 7$11.40$2.95$14.35$285.65$314.354.66%
$295.00Aug 7$15.00$1.50$16.50$278.50$311.505.36%
$292.50Aug 7$17.15$1.23$18.38$274.12$310.885.97%
$325.00Aug 7$1.23$18.20$19.43$305.57$344.436.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.38% of stock, avg 5.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$297.50Aug 7$2.08$2.17$4.25$293.25$324.25
$317.50$297.50Aug 7$2.53$2.17$4.70$292.80$322.20
$320.00$300.00Aug 7$2.08$2.95$5.03$294.97$325.03
$317.50$300.00Aug 7$2.53$2.95$5.48$294.52$322.98
$315.00$297.50Aug 7$3.50$2.17$5.67$291.83$320.67
$320.00$302.50Aug 7$2.08$3.63$5.71$296.79$325.71
$317.50$302.50Aug 7$2.53$3.63$6.16$296.34$323.66
$312.50$297.50Aug 7$4.15$2.17$6.32$291.18$318.82
$315.00$300.00Aug 7$3.50$2.95$6.45$293.55$321.45
$320.00$305.00Aug 7$2.08$4.50$6.58$298.42$326.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 291 found (best R:R 24.00, avg credit $4.07)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
285/288292/295Aug 7$2.40$0.1024.00$285.10$294.90
290/292308/310Aug 14$2.40$0.1024.00$290.10$309.90
288/290300/302Aug 21$2.40$0.1024.00$287.60$302.40
298/300302/305Aug 7$2.38$0.1219.83$297.62$304.88
280/285290/295Aug 21$4.75$0.2519.00$280.25$294.75
260/265270/275Aug 21$4.72$0.2816.86$260.28$274.72
250/255260/270Aug 21$9.35$0.6514.38$245.65$269.35
250/255270/275Aug 21$4.65$0.3513.29$250.35$274.65
290/295300/305Aug 28$4.65$0.3513.29$290.35$304.65
285/288290/292Aug 7$2.30$0.2011.50$285.20$292.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 88 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$345.00$350.00$355.00Aug 21$0.08$4.9261.50
$300.00$302.50$305.00Aug 14$0.05$2.4549.00
$302.50$305.00$307.50Aug 21$0.05$2.4549.00
$350.00$355.00$360.00Aug 21$0.14$4.8634.71
$330.00$340.00$350.00Sep 18$0.30$9.7032.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$330.00$340.00Sep 18$0.05$9.95199.00
$295.00$300.00$305.00Sep 11$0.05$4.9599.00
$250.00$255.00$260.00Aug 28$0.09$4.9154.56
$260.00$265.00$270.00Aug 14$0.11$4.8944.45
$260.00$265.00$270.00Aug 21$0.11$4.8944.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 103 found (best net $-0.16, 93 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$350.001:2Aug 28-$0.16$14.84
$350.00$360.001:2Aug 7-$0.06$9.94
$325.00$335.001:2Aug 14-$0.66$9.34
$350.00$360.001:2Sep 18-$3.05$6.95
$340.00$350.001:2Sep 18-$4.20$5.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$250.001:2Sep 18-$0.92$9.08
$270.00$260.001:2Sep 18-$1.56$8.44
$285.00$275.001:2Sep 4-$1.96$8.04
$325.00$315.001:2Aug 7-$2.10$7.90
$280.00$270.001:2Sep 18-$2.65$7.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 6.07%, avg 1.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$18.700.520.6%6.07%6.70%8644
$310.00Sep 11$16.200.520.6%5.26%5.89%15
$320.00Sep 18$14.500.443.9%4.71%8.59%162.3K
$310.00Aug 28$13.600.510.6%4.41%5.05%18100
$315.00Sep 4$12.500.472.3%4.06%6.31%11
$310.00Aug 21$11.200.500.6%3.64%4.27%11733
$330.00Sep 18$11.000.377.1%3.57%10.70%231.6K
$320.00Sep 4$10.400.423.9%3.38%7.26%18
$312.50Aug 21$9.300.471.4%3.02%4.46%163
$320.00Aug 28$9.100.403.9%2.95%6.83%--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 3,876
Total Puts 1,111
Put/Call Ratio 0.29
Net Difference 2,765

Prior's Put/Call Breakdown

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

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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