Tour v490
VLO
VALERO ENERGY CORP N
$307.90 +0.12%
8/4 14:01

Option Volume

Detail
Current (08/04 2:00pm) 5,311
Calls: 4,048 (76%)
Puts: 1,263 (24%)
Prior (08/03) 3,261
Calls: 1,460 (45%)
Puts: 1,801 (55%)
Current vs Prior +62.86%
Calls: +177.26% (Calls)
Puts: -29.87% (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 -51.29%
Calls: -20.03%
Puts: -78.38%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04 2:00pm) $3.66M
Calls: $3.11M (85%)
Puts: $548.7K (15%)
Prior (08/03) $2.51M
Calls: $1.61M (64%)
Puts: $896.6K (36%)
Current vs Prior +45.73%
Calls: +92.70%
Puts: -38.80%
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 -83.11%
Calls: -79.47%
Puts: -91.57%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04 2:00pm) 0.31
Prior (08/03) 1.23
Current vs Prior -74.71%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg -68.78%
Sentiment BULLISH

Open Interest

Detail
Current (08/04 2:00pm) 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 4.42% | 6.98%8.44% | 14.26%
Prior 4.80% | 7.01%8.54% | 14.16%
Current vs Prior -7.90% | -0.35%-1.07% | +0.69%
Prior 7-Day Avg 4.39% | 7.13%9.75% | 14.97%
Current vs 7-Day Avg +0.69% | -2.07%-13.39% | -4.78%
Prior 7-Day Eod 4.80% | 7.01%8.54% | 14.16%
Current vs 7-Day Eod -7.90% | -0.35%-1.07% | +0.69%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 24.98% | 15.78%
Calls: 24.62% | 13.21%
Puts: 25.35% | 18.35%
Prior 12.91% | 10.71%
Calls: 13.33% | 11.65%
Puts: 12.50% | 9.78%
Current vs Prior +93.49% | +47.34%
Prior 7-Day Avg 30.19% | 14.16%
Calls: 28.30% | 14.41%
Puts: 32.09% | 13.91%
Current vs 7-Day Avg -17.25% | +11.41%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($3.11M) vs puts ($548.7K). Above-average activity with volume up 63% vs prior. Extreme bullish P/C ratio of 0.31 - heavy call buying (4,048 calls vs 1,263 puts). P/C ratio dropping 75% - sentiment shifting bullish.

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
14:00BULLISHBULLISHBULLISH
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 7.1%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1823.8024.80$24.304.1%270.602.0K
$310.00Sep 1818.7019.70$19.205.2%80.52644
$250.00Sep 1859.9063.20$61.555.4%20.921.0K
$250.00Aug 2157.3060.50$58.905.4%--1.0079
$250.00Aug 2857.8061.20$59.505.7%10.961
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1819.3019.90$19.603.1%30.48149
$300.00Sep 1814.4015.10$14.754.7%90.40656
$365.00Aug 755.2058.40$56.805.6%11.00--
$362.50Aug 1452.8056.10$54.456.1%11.00--
$365.00Sep 1157.1060.70$58.906.1%10.85--

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. 79 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2157.3060.50$58.905.4%--1.0079
$260.00Aug 746.8049.90$48.356.4%10.992
$255.00Aug 751.8055.10$53.456.2%10.98--
$267.50Aug 739.3042.60$40.958.1%50.98--
$280.00Aug 727.0030.10$28.5510.9%250.9719
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$357.50Aug 747.8050.90$49.356.3%11.00--
$365.00Aug 755.2058.40$56.805.6%11.00--
$362.50Aug 1452.8056.10$54.456.1%11.00--
$360.00Aug 2150.7054.10$52.406.5%--0.9330
$365.00Sep 1157.1060.70$58.906.1%10.85--

Most actively traded options today. High liquidity = easy entry/exit. 172 active (total vol 1.7K, top 239)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Aug 72.603.90$3.2540.0%2390.34463
$310.00Aug 74.305.90$5.1031.4%690.461.2K
$322.50Aug 71.052.05$1.5564.5%540.1998
$320.00Aug 71.502.40$1.9546.2%520.23354
$335.00Aug 70.200.80$0.50120.0%500.0771
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 212.453.00$2.7320.1%750.16846
$297.50Aug 71.702.55$2.1339.9%580.23129
$300.00Aug 72.203.30$2.7540.0%560.28363
$290.00Aug 70.601.10$0.8558.8%310.11181
$292.50Aug 71.001.25$1.1322.1%260.14141

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 31.7%, max 136.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$260.00Aug 7Sep 1883.1%45.3%83.3%81.3K
$360.00Aug 7Sep 1877.8%46.2%68.4%61.1K
$350.00Aug 7Sep 1870.6%45.7%54.5%51.3K
$340.00Aug 7Sep 1864.9%45.8%41.9%91.2K
$345.00Aug 7Aug 2165.2%48.2%35.2%17417
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18107.8%45.6%136.7%21584
$255.00Aug 7Sep 1198.9%45.2%118.9%182
$365.00Aug 7Sep 1187.7%45.7%92.0%2--
$260.00Aug 7Sep 1883.1%45.3%83.3%4317
$265.00Aug 7Aug 2883.1%46.7%77.7%130

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 154 found (best R:R 49.00, avg 5.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$365.00Aug 21$0.12$4.88$0.1240.67$360.12
$342.50$345.00Aug 7$0.10$2.40$0.1024.00$342.60
$340.00$360.00Aug 14$0.87$19.13$0.8721.99$340.87
$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
$265.00$260.00Aug 7$0.10$4.90$0.1049.00$264.90
$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

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 190 found (best R:R 74.00, avg 2.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$267.50Aug 7$7.40$7.40$0.1074.00$267.40
$250.00$260.00Aug 21$9.65$9.65$0.3527.57$259.65
$280.00$285.00Aug 7$4.80$4.80$0.2024.00$284.80
$285.00$290.00Aug 7$4.70$4.70$0.3015.67$289.70
$265.00$272.50Aug 14$7.05$7.05$0.4515.67$272.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$357.50$325.00Aug 7$31.30$31.30$1.2026.08$326.20
$362.50$330.00Aug 14$29.80$29.80$2.7011.04$332.70
$360.00$325.00Aug 21$29.55$29.55$5.455.42$330.45
$325.00$315.00Aug 7$7.85$7.85$2.153.65$317.15
$340.00$330.00Sep 18$7.35$7.35$2.652.77$332.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.64, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.3577.8%53.2%
$250.00Aug 21Aug 28$0.6052.7%49.8%
$260.00Aug 7Aug 21$0.9083.1%48.8%
$340.00Aug 7Aug 14$0.9564.9%47.7%
$335.00Aug 7Aug 14$1.4560.0%47.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 14$0.1598.9%60.6%
$250.00Aug 7Aug 21$0.25107.8%52.7%
$265.00Aug 7Aug 14$0.2583.1%53.2%
$260.00Aug 7Aug 14$0.2883.1%56.8%
$270.00Aug 7Aug 14$0.5069.0%51.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 3.96% of stock, avg 10.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Aug 7$5.10$7.10$12.20$297.80$322.203.96%
$307.50Aug 7$6.50$5.80$12.30$295.20$319.803.99%
$305.00Aug 7$7.75$4.65$12.40$292.60$317.404.03%
$312.50Aug 7$4.15$8.60$12.75$299.75$325.254.14%
$302.50Aug 7$9.25$3.55$12.80$289.70$315.304.16%
$315.00Aug 7$3.25$10.20$13.45$301.55$328.454.37%
$300.00Aug 7$10.95$2.75$13.70$286.30$313.704.45%
$295.00Aug 7$14.80$1.55$16.35$278.65$311.355.31%
$292.50Aug 7$16.95$1.13$18.08$274.42$310.585.87%
$325.00Aug 7$1.20$18.05$19.25$305.75$344.256.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 1.33% of stock, avg 5.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$297.50Aug 7$1.95$2.13$4.08$293.42$324.08
$317.50$297.50Aug 7$2.53$2.13$4.66$292.84$322.16
$320.00$300.00Aug 7$1.95$2.75$4.70$295.30$324.70
$317.50$300.00Aug 7$2.53$2.75$5.28$294.72$322.78
$315.00$297.50Aug 7$3.25$2.13$5.38$292.12$320.38
$320.00$302.50Aug 7$1.95$3.55$5.50$297.00$325.50
$315.00$300.00Aug 7$3.25$2.75$6.00$294.00$321.00
$317.50$302.50Aug 7$2.53$3.55$6.08$296.42$323.58
$312.50$297.50Aug 7$4.15$2.13$6.28$291.22$318.78
$320.00$305.00Aug 7$1.95$4.65$6.60$298.40$326.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 318 found (best R:R 49.00, avg credit $4.11)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/255270/275Aug 21$4.90$0.1049.00$250.10$274.90
280/282285/290Aug 7$4.86$0.1434.71$277.64$289.86
270/272285/290Aug 7$4.82$0.1826.78$267.68$289.82
260/265285/290Aug 7$4.80$0.2024.00$260.20$289.80
285/288292/295Aug 7$2.38$0.1219.83$285.12$294.88
295/300305/310Sep 11$4.70$0.3015.67$295.30$309.70
285/288290/292Aug 7$2.33$0.1713.71$285.17$292.33
265/270272/285Aug 14$11.63$0.8713.37$258.37$284.13
250/255260/270Aug 21$9.30$0.7013.29$245.70$269.30
280/282292/295Aug 7$2.31$0.1912.16$280.19$294.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$315.00$320.00$325.00Sep 4$0.05$4.9599.00
$350.00$355.00$360.00Aug 21$0.07$4.9370.43
$280.00$285.00$290.00Aug 7$0.10$4.9049.00
$322.50$325.00$327.50Aug 7$0.05$2.4549.00
$310.00$312.50$315.00Aug 21$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$285.00$290.00Aug 28$0.05$4.9599.00
$295.00$300.00$305.00Sep 11$0.05$4.9599.00
$270.00$275.00$280.00Aug 21$0.08$4.9261.50
$297.50$300.00$302.50Aug 14$0.05$2.4549.00
$302.50$305.00$307.50Aug 14$0.05$2.4549.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 106 found (best net $-0.26, 95 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$350.001:2Aug 28-$0.26$14.74
$335.00$350.001:2Sep 11-$2.05$12.95
$350.00$360.001:2Aug 7-$0.06$9.94
$325.00$335.001:2Aug 14-$0.20$9.80
$350.00$360.001:2Aug 28-$0.92$9.08
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$250.001:2Sep 18-$0.68$9.32
$285.00$275.001:2Sep 4-$1.41$8.59
$270.00$260.001:2Sep 18-$1.51$8.49
$325.00$315.001:2Aug 7-$2.35$7.65
$255.00$247.501:2Aug 14-$0.23$7.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 6.07%, avg 1.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$18.700.520.7%6.07%6.76%8644
$310.00Sep 11$15.800.510.7%5.13%5.81%15
$320.00Sep 18$14.500.443.9%4.71%8.64%372.3K
$310.00Aug 28$13.600.510.7%4.42%5.10%19100
$315.00Sep 4$12.000.462.3%3.90%6.20%11
$310.00Aug 21$11.300.490.7%3.67%4.35%13733
$330.00Sep 18$11.100.377.2%3.61%10.78%241.6K
$320.00Sep 4$10.200.413.9%3.31%7.24%18
$312.50Aug 21$9.900.461.5%3.22%4.71%163
$310.00Aug 14$8.800.490.7%2.86%3.54%2375

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 4,048
Total Puts 1,263
Put/Call Ratio 0.31
Net Difference 2,785

Prior's Put/Call Breakdown

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

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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