Tour v490
VLO
VALERO ENERGY CORP N
$308.73 +0.39%
8/4 16:01

Option Volume

Detail
Current (08/04 4:00pm) 5,886
Calls: 4,282 (73%)
Puts: 1,604 (27%)
Prior (08/03) 5,127
Calls: 2,158 (42%)
Puts: 2,969 (58%)
Current vs Prior +14.80%
Calls: +98.42% (Calls)
Puts: -45.98% (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 -46.02%
Calls: -15.41%
Puts: -72.54%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04 4:00pm) $4.02M
Calls: $3.42M (85%)
Puts: $602.4K (15%)
Prior (08/03) $3.69M
Calls: $2.21M (60%)
Puts: $1.48M (40%)
Current vs Prior +8.94%
Calls: +54.72%
Puts: -59.37%
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 -81.41%
Calls: -77.40%
Puts: -90.74%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04 4:00pm) 0.37
Prior (08/03) 1.38
Current vs Prior -72.77%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg -62.52%
Sentiment BULLISH

Open Interest

Detail
Current (08/04 4:00pm) 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 4.24% | 6.85%8.42% | 14.20%
Prior 4.80% | 7.01%8.54% | 14.16%
Current vs Prior -11.53% | -2.23%-1.33% | +0.30%
Prior 7-Day Avg 4.39% | 7.13%9.75% | 14.97%
Current vs 7-Day Avg -3.27% | -3.92%-13.63% | -5.14%
Prior 7-Day Eod 4.80% | 7.01%8.54% | 14.16%
Current vs 7-Day Eod -11.53% | -2.23%-1.33% | +0.30%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.48% | 13.73%
Calls: 27.27% | 10.33%
Puts: 27.69% | 17.14%
Prior 12.91% | 10.71%
Calls: 13.33% | 11.65%
Puts: 12.50% | 9.78%
Current vs Prior +112.86% | +28.20%
Prior 7-Day Avg 30.19% | 14.16%
Calls: 28.30% | 14.41%
Puts: 32.09% | 13.91%
Current vs 7-Day Avg -8.97% | -3.07%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($3.42M) vs puts ($602.4K). Extreme bullish P/C ratio of 0.37 - heavy call buying (4,282 calls vs 1,604 puts). P/C ratio dropping 73% - 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
16:00BULLISHBULLISHBULLISH
15:00BULLISHBULLISHBULLISH
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 38 of results (avg 7.0%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 1852.2054.40$53.304.1%70.881.3K
$250.00Sep 1860.4063.20$61.804.5%30.921.0K
$250.00Aug 2158.2061.10$59.654.9%--1.0079
$255.00Aug 752.5055.30$53.905.2%10.98--
$260.00Aug 747.6050.30$48.955.5%10.992
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Sep 1156.5059.90$58.205.8%10.85--
$357.50Aug 747.4050.30$48.855.9%11.00--
$362.50Aug 1452.3055.60$53.956.1%10.96--
$365.00Aug 754.5058.00$56.256.2%11.00--
$310.00Sep 1818.5019.70$19.106.3%30.48149

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. 80 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2158.2061.10$59.654.9%--1.0079
$260.00Aug 747.6050.30$48.955.5%10.992
$255.00Aug 752.5055.30$53.905.2%10.98--
$267.50Aug 740.1042.80$41.456.5%50.98--
$250.00Aug 2858.5062.00$60.255.8%10.961
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$357.50Aug 747.4050.30$48.855.9%11.00--
$365.00Aug 754.5058.00$56.256.2%11.00--
$362.50Aug 1452.3055.60$53.956.1%10.96--
$360.00Aug 2150.2053.60$51.906.6%--0.9230
$365.00Sep 1156.5059.90$58.205.8%10.85--

Most actively traded options today. High liquidity = easy entry/exit. 185 active (total vol 2.3K, top 243)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Aug 72.804.00$3.4035.3%2430.35463
$310.00Aug 74.506.10$5.3030.2%1220.481.2K
$320.00Aug 71.452.55$2.0055.0%670.24354
$322.50Aug 71.152.20$1.6862.5%540.2098
$335.00Aug 70.200.80$0.50120.0%500.0771
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Aug 71.101.65$1.3839.9%1950.1787
$280.00Aug 212.152.90$2.5329.6%790.15846
$297.50Aug 71.552.40$1.9842.9%610.22129
$300.00Aug 72.052.90$2.4734.4%590.27363
$292.50Aug 70.551.50$1.0293.1%460.13141

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 33.8%, max 142.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$260.00Aug 7Sep 1885.2%44.8%90.3%81.3K
$360.00Aug 7Sep 1878.0%45.6%70.9%71.1K
$350.00Aug 7Sep 1870.6%45.5%55.0%71.3K
$280.00Aug 7Sep 1867.6%43.9%53.9%291.3K
$345.00Aug 7Sep 1165.1%44.6%45.9%1844
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18110.3%45.5%142.5%22584
$255.00Aug 7Sep 11101.2%45.9%120.4%182
$365.00Aug 7Sep 1188.0%46.1%90.7%2--
$260.00Aug 7Sep 1885.2%44.8%90.3%36317
$265.00Aug 7Aug 2885.2%47.0%81.3%130

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 157 found (best R:R 49.00, avg 5.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$365.00Aug 21$0.14$4.86$0.1434.71$360.14
$340.00$342.50Aug 7$0.10$2.40$0.1024.00$340.10
$335.00$337.50Aug 7$0.12$2.38$0.1219.83$335.12
$352.50$355.00Aug 7$0.12$2.38$0.1219.83$352.62
$340.00$360.00Aug 14$1.00$19.00$1.0019.00$341.00
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$0.13$4.87$0.1337.46$269.87
$255.00$250.00Aug 28$0.18$4.82$0.1826.78$254.82
$285.00$282.50Aug 7$0.10$2.40$0.1024.00$284.90
$275.00$270.00Aug 14$0.27$4.73$0.2717.52$274.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 196 found (best R:R 74.00, avg 2.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$267.50$280.00Aug 7$12.25$12.25$0.2549.00$279.75
$280.00$285.00Aug 7$4.85$4.85$0.1532.33$284.85
$250.00$260.00Aug 21$9.60$9.60$0.4024.00$259.60
$260.00$270.00Aug 21$9.55$9.55$0.4521.22$269.55
$285.00$290.00Aug 7$4.75$4.75$0.2519.00$289.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$365.00$357.50Aug 7$7.40$7.40$0.1074.00$357.60
$357.50$325.00Aug 7$31.35$31.35$1.1527.26$326.15
$362.50$330.00Aug 14$30.25$30.25$2.2513.44$332.25
$360.00$325.00Aug 21$29.80$29.80$5.205.73$330.20
$325.00$315.00Aug 7$7.95$7.95$2.053.88$317.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.51, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.3278.0%52.7%
$250.00Aug 21Aug 28$0.6050.9%50.3%
$370.00Aug 21Aug 28$0.6049.1%47.1%
$340.00Aug 7Aug 14$1.0564.7%48.6%
$260.00Aug 7Aug 21$1.1085.2%49.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Aug 7Aug 21$0.15110.3%50.9%
$255.00Aug 7Aug 14$0.15101.2%61.1%
$265.00Aug 7Aug 14$0.2585.2%53.7%
$260.00Aug 7Aug 14$0.2885.2%57.2%
$270.00Aug 7Aug 14$0.3876.3%50.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 3.82% of stock, avg 10.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Aug 7$5.30$6.50$11.80$298.20$321.803.82%
$307.50Aug 7$6.60$5.25$11.85$295.65$319.353.84%
$312.50Aug 7$4.20$7.95$12.15$300.35$324.653.94%
$305.00Aug 7$8.05$4.25$12.30$292.70$317.303.98%
$302.50Aug 7$9.60$3.28$12.88$289.62$315.384.17%
$315.00Aug 7$3.40$9.55$12.95$302.05$327.954.19%
$300.00Aug 7$11.40$2.47$13.87$286.13$313.874.49%
$295.00Aug 7$15.30$1.38$16.68$278.32$311.685.40%
$292.50Aug 7$17.35$1.02$18.37$274.13$310.875.95%
$325.00Aug 7$1.18$17.50$18.68$306.32$343.686.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 1.29% of stock, avg 5.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$297.50Aug 7$2.00$1.98$3.98$293.52$323.98
$320.00$300.00Aug 7$2.00$2.47$4.47$295.53$324.47
$317.50$297.50Aug 7$2.68$1.98$4.66$292.84$322.16
$317.50$300.00Aug 7$2.68$2.47$5.15$294.85$322.65
$320.00$302.50Aug 7$2.00$3.28$5.28$297.22$325.28
$315.00$297.50Aug 7$3.40$1.98$5.38$292.12$320.38
$315.00$300.00Aug 7$3.40$2.47$5.87$294.13$320.87
$317.50$302.50Aug 7$2.68$3.28$5.96$296.54$323.46
$312.50$297.50Aug 7$4.20$1.98$6.18$291.32$318.68
$320.00$305.00Aug 7$2.00$4.25$6.25$298.75$326.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 317 found (best R:R 82.33, avg credit $4.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265268/280Aug 7$12.35$0.1582.33$252.65$279.85
250/255260/270Aug 21$9.87$0.1375.92$245.13$269.87
260/265285/290Aug 7$4.85$0.1532.33$260.15$289.85
250/255270/275Aug 21$4.82$0.1826.78$250.18$274.82
278/280290/292Aug 7$2.40$0.1024.00$277.60$292.40
260/265270/275Aug 21$4.80$0.2024.00$260.20$274.80
282/285290/292Aug 7$2.35$0.1515.67$282.65$292.35
295/298300/302Aug 21$2.35$0.1515.67$295.15$302.35
285/288292/295Aug 7$2.30$0.2011.50$285.20$294.80
295/298302/305Aug 14$2.30$0.2011.50$295.20$304.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 96 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$260.00$270.00Aug 21$0.05$9.95199.00
$350.00$355.00$360.00Aug 21$0.06$4.9482.33
$280.00$285.00$290.00Aug 7$0.10$4.9049.00
$290.00$295.00$300.00Aug 21$0.10$4.9049.00
$330.00$335.00$340.00Aug 21$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$265.00$270.00Aug 14$0.06$4.9482.33
$255.00$260.00$265.00Aug 28$0.08$4.9261.50
$295.00$297.50$300.00Aug 14$0.05$2.4549.00
$305.00$307.50$310.00Aug 14$0.05$2.4549.00
$290.00$295.00$300.00Sep 4$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. 113 found (best net $-0.40, 101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$350.001:2Aug 28-$0.40$14.60
$350.00$360.001:2Aug 28-$0.61$9.39
$360.00$370.001:2Aug 28-$0.73$9.27
$360.00$370.001:2Sep 18-$2.15$7.85
$350.00$360.001:2Sep 18-$3.15$6.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$250.001:2Sep 18-$0.75$9.25
$285.00$275.001:2Sep 4-$1.20$8.80
$270.00$260.001:2Sep 18-$1.35$8.65
$325.00$315.001:2Aug 7-$1.60$8.40
$280.00$270.001:2Sep 18-$2.35$7.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 6.15%, avg 1.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$19.000.520.4%6.15%6.57%17644
$310.00Sep 11$16.500.520.4%5.34%5.76%15
$320.00Sep 18$14.700.453.6%4.76%8.41%422.3K
$310.00Sep 4$14.500.520.4%4.70%5.11%11
$310.00Aug 28$13.600.520.4%4.41%4.82%20100
$315.00Sep 4$12.300.472.0%3.98%6.01%11
$310.00Aug 21$11.600.500.4%3.76%4.17%13733
$330.00Sep 18$11.200.376.9%3.63%10.52%291.6K
$312.50Aug 21$10.400.471.2%3.37%4.59%2163
$320.00Sep 4$10.300.423.6%3.34%6.99%18

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 4,282
Total Puts 1,604
Put/Call Ratio 0.37
Net Difference 2,678

Prior's Put/Call Breakdown

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

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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