Tour v492
VLO
VALERO ENERGY CORP N
$304.00 -1.53%
8/5 11:01

Option Volume

Detail
Current (08/05 11:00am) 974
Calls: 597 (61%)
Puts: 377 (39%)
Prior (08/04) 1,112
Calls: 703 (63%)
Puts: 409 (37%)
Current vs Prior -12.41%
Calls: -15.08% (Calls)
Puts: -7.82% (Puts)
Prior 7-Day Total 70,564
Calls: 34,527 (49%)
Puts: 36,037 (51%)
Prior 7-Day Average 10,080
Calls: 4,932 (49%)
Puts: 5,148 (51%)
Current vs Prior 7-Day Avg -90.34%
Calls: -87.90%
Puts: -92.68%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 11:00am) $698.5K
Calls: $520.8K (75%)
Puts: $177.7K (25%)
Prior (08/04) $1.12M
Calls: $959.1K (86%)
Puts: $158.3K (14%)
Current vs Prior -37.49%
Calls: -45.70%
Puts: +12.27%
Prior 7-Day Total $139.92M
Calls: $105.79M (76%)
Puts: $34.14M (24%)
Prior 7-Day Average $19.99M
Calls: $15.11M (76%)
Puts: $4.88M (24%)
Current vs Prior 7-Day Avg -96.51%
Calls: -96.55%
Puts: -96.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 11:00am) 0.63
Prior (08/04) 0.58
Current vs Prior +8.54%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -27.84%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 11:00am) 131,376
Calls: 68,217 (52%)
Puts: 63,159 (48%)
Prior (08/04) 127,652
Calls: 64,905 (51%)
Puts: 62,747 (49%)
Current vs Prior +2.92%
Prior 7-Day Total 897,751
Calls: 463,827 (52%)
Puts: 433,924 (48%)
Prior 7-Day Average 128,250
Calls: 66,261 (52%)
Puts: 61,989 (48%)
Current vs Prior 7-Day Avg +2.44%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.91% | 6.63%8.36% | 14.21%
Prior 4.24% | 6.85%8.42% | 14.20%
Current vs Prior -7.75% | -3.25%-0.79% | +0.05%
Prior 7-Day Avg 4.76% | 7.17%9.42% | 14.75%
Current vs 7-Day Avg -17.79% | -7.59%-11.27% | -3.67%
Prior 7-Day Eod 4.24% | 6.85%8.42% | 14.20%
Current vs 7-Day Eod -7.75% | -3.25%-0.79% | +0.05%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 36.09% | 18.91%
Calls: 43.61% | 26.17%
Puts: 28.57% | 11.64%
Prior 27.48% | 13.73%
Calls: 27.27% | 10.33%
Puts: 27.69% | 17.14%
Current vs Prior +31.33% | +37.73%
Prior 7-Day Avg 22.99% | 14.62%
Calls: 22.67% | 14.50%
Puts: 23.32% | 14.74%
Current vs 7-Day Avg +56.98% | +29.33%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($520.8K). Bullish P/C ratio of 0.63.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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
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 30 of results (avg 7.1%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 1848.1050.30$49.204.5%10.861.3K
$270.00Sep 1840.2042.30$41.255.1%--0.81944
$250.00Sep 1856.5059.70$58.105.5%--0.911.0K
$250.00Aug 2154.0057.10$55.555.6%--0.9779
$310.00Sep 1816.3017.40$16.856.5%10.49643
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1820.7021.60$21.154.3%20.51149
$310.00Aug 2114.4015.20$14.805.4%--0.55143
$300.00Aug 219.009.50$9.255.4%--0.42162
$300.00Sep 1815.4016.30$15.855.7%60.43658
$360.00Aug 2154.2057.40$55.805.7%--0.9330

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. 57 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2154.0057.10$55.555.6%--0.9779
$280.00Aug 723.3026.80$25.0514.0%--0.9644
$265.00Aug 1438.8042.10$40.458.2%--0.9611
$260.00Aug 2144.3047.70$46.007.4%10.95153
$285.00Aug 718.6021.90$20.2516.3%--0.94387
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$362.50Aug 756.3059.80$58.056.0%11.00--
$360.00Aug 2154.2057.40$55.805.7%--0.9330
$325.00Aug 719.2022.50$20.8515.8%--0.92146
$320.00Aug 714.7017.80$16.2519.1%10.851
$330.00Aug 1425.2028.40$26.8011.9%--0.8443

Most actively traded options today. High liquidity = easy entry/exit. 91 active (total vol 787, top 132)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Aug 71.552.55$2.0548.8%1320.25567
$325.00Aug 70.451.10$0.7883.3%1000.11998
$322.50Aug 70.651.40$1.0273.5%520.14150
$312.50Aug 72.003.50$2.7554.5%300.3176
$360.00Aug 210.601.25$0.9369.9%250.07358
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 215.105.80$5.4512.8%450.28464
$300.00Aug 72.953.60$3.2819.8%270.35396
$250.00Sep 181.902.55$2.2229.3%210.09524
$280.00Aug 282.755.60$4.1868.2%200.2127
$250.00Aug 210.200.80$0.50120.0%110.04556

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 44.7%, max 166.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Sep 18102.0%47.9%113.2%--1.1K
$355.00Aug 7Aug 2894.8%49.0%93.4%121
$350.00Aug 7Sep 1887.3%46.0%90.0%11.3K
$340.00Aug 7Sep 1874.9%45.6%64.1%11.2K
$345.00Aug 7Sep 1173.3%46.3%58.2%155
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18122.0%45.7%166.9%21582
$245.00Aug 7Aug 28132.7%50.7%161.6%--35
$255.00Aug 7Sep 4111.4%45.3%145.9%282
$260.00Aug 7Sep 18100.9%45.0%124.2%1341
$265.00Aug 7Sep 490.5%44.2%104.5%218

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 137 found (best R:R 40.67, avg 6.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$360.00Aug 14$0.42$14.58$0.4234.71$345.42
$342.50$345.00Aug 7$0.10$2.40$0.1024.00$342.60
$355.00$360.00Aug 21$0.27$4.73$0.2717.52$355.27
$342.50$345.00Aug 14$0.15$2.35$0.1515.67$342.65
$325.00$327.50Aug 7$0.18$2.32$0.1812.89$325.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$245.00Aug 21$0.12$4.88$0.1240.67$249.88
$260.00$255.00Aug 21$0.12$4.88$0.1240.67$259.88
$255.00$250.00Aug 21$0.13$4.87$0.1337.46$254.87
$250.00$245.00Aug 28$0.13$4.87$0.1337.46$249.87
$255.00$250.00Aug 28$0.17$4.83$0.1728.41$254.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 166 found (best R:R 124.00, avg 2.24)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$285.00Aug 7$4.80$4.80$0.2024.00$284.80
$250.00$260.00Aug 21$9.55$9.55$0.4521.22$259.55
$260.00$270.00Aug 21$9.25$9.25$0.7512.33$269.25
$265.00$285.00Aug 14$18.30$18.30$1.7010.76$283.30
$290.00$292.50Aug 7$2.25$2.25$0.259.00$292.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$362.50$325.00Aug 7$37.20$37.20$0.30124.00$325.30
$325.00$320.00Aug 7$4.60$4.60$0.4011.50$320.40
$360.00$325.00Aug 21$31.15$31.15$3.858.09$328.85
$315.00$312.50Aug 7$2.20$2.20$0.307.33$312.80
$320.00$315.00Aug 7$3.95$3.95$1.053.76$316.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.61, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.10102.0%53.6%
$345.00Aug 7Aug 14$0.6073.3%50.5%
$342.50Aug 7Aug 14$0.6577.4%50.8%
$340.00Aug 7Aug 14$0.8074.9%50.3%
$355.00Aug 7Aug 21$1.0294.8%50.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 14$0.17111.4%61.2%
$245.00Aug 7Aug 21$0.20132.7%55.3%
$260.00Aug 7Aug 14$0.22100.9%57.0%
$265.00Aug 7Aug 14$0.3090.5%53.1%
$270.00Aug 7Aug 14$0.3081.9%47.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 3.40% of stock, avg 9.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$307.50Aug 7$3.75$6.60$10.35$297.15$317.853.40%
$302.50Aug 7$6.65$3.78$10.43$292.07$312.933.43%
$305.00Aug 7$5.20$5.25$10.45$294.55$315.453.44%
$300.00Aug 7$8.05$3.28$11.33$288.67$311.333.73%
$310.00Aug 7$3.53$8.40$11.93$298.07$321.933.92%
$312.50Aug 7$2.75$10.10$12.85$299.65$325.354.23%
$295.00Aug 7$11.60$1.67$13.27$281.73$308.274.37%
$315.00Aug 7$2.05$12.30$14.35$300.65$329.354.72%
$292.50Aug 7$13.55$1.18$14.73$277.77$307.234.85%
$290.00Aug 7$15.80$0.77$16.57$273.43$306.575.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 131 found (cheapest 1.09% of stock, avg 4.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$317.50$295.00Aug 7$1.65$1.67$3.32$291.68$320.82
$315.00$295.00Aug 7$2.05$1.67$3.72$291.28$318.72
$317.50$297.50Aug 7$1.65$2.30$3.95$293.55$321.45
$315.00$297.50Aug 7$2.05$2.30$4.35$293.15$319.35
$312.50$295.00Aug 7$2.75$1.67$4.42$290.58$316.92
$317.50$300.00Aug 7$1.65$3.28$4.93$295.07$322.43
$312.50$297.50Aug 7$2.75$2.30$5.05$292.45$317.55
$310.00$295.00Aug 7$3.53$1.67$5.20$289.80$315.20
$315.00$300.00Aug 7$2.05$3.28$5.33$294.67$320.33
$307.50$295.00Aug 7$3.75$1.67$5.42$289.58$312.92

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 314 found (best R:R 15.67, avg credit $3.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
275/278290/292Aug 7$2.35$0.1515.67$275.15$292.35
288/290305/308Aug 21$2.35$0.1515.67$287.65$307.35
250/255260/270Aug 21$9.38$0.6215.13$245.62$269.38
245/250260/270Aug 21$9.37$0.6314.87$240.63$269.37
280/285295/300Aug 21$4.67$0.3314.15$280.33$299.67
280/285290/295Aug 21$4.62$0.3812.16$280.38$294.62
295/298300/302Aug 14$2.30$0.2011.50$295.20$302.30
275/278285/290Aug 7$4.55$0.4510.11$272.95$289.55
302/305310/312Aug 7$2.25$0.259.00$302.75$312.25
295/298308/310Aug 14$2.25$0.259.00$295.25$309.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 83 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$335.00$340.00$345.00Aug 21$0.07$4.9370.43
$270.00$280.00$290.00Sep 18$0.20$9.8049.00
$322.50$325.00$327.50Aug 7$0.06$2.4440.67
$335.00$337.50$340.00Aug 7$0.06$2.4440.67
$330.00$335.00$340.00Aug 21$0.13$4.8737.46
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$300.00$302.50$305.00Aug 14$0.05$2.4549.00
$255.00$260.00$265.00Aug 28$0.13$4.8737.46
$290.00$292.50$295.00Aug 7$0.08$2.4230.25
$260.00$265.00$270.00Aug 28$0.16$4.8430.25
$250.00$255.00$260.00Aug 28$0.18$4.8226.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 108 found (best net $-3.85, 99 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$285.001:2Aug 14-$3.85$16.15
$335.00$350.001:2Aug 28-$0.31$14.69
$285.00$300.001:2Aug 28-$6.80$8.20
$350.00$360.001:2Sep 18-$3.60$6.40
$340.00$350.001:2Sep 18-$3.75$6.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$255.001:2Sep 4-$0.37$9.63
$260.00$250.001:2Sep 18-$0.89$9.11
$270.00$260.001:2Sep 18-$1.70$8.30
$280.00$270.001:2Sep 18-$2.80$7.20
$295.00$285.001:2Sep 11-$3.90$6.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 5.36%, avg 1.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$16.300.492.0%5.36%7.34%1643
$305.00Sep 11$16.100.530.3%5.30%5.62%1317
$310.00Sep 11$14.000.492.0%4.61%6.58%66
$305.00Aug 28$13.500.520.3%4.44%4.77%110
$320.00Sep 18$12.500.415.3%4.11%9.38%22.3K
$315.00Sep 11$12.200.453.6%4.01%7.63%12
$310.00Aug 28$11.300.462.0%3.72%5.69%1109
$305.00Aug 21$11.000.520.3%3.62%3.95%1140
$307.50Aug 21$9.900.491.1%3.26%4.41%--61
$330.00Sep 18$9.500.348.6%3.12%11.68%61.6K

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 597
Total Puts 377
Put/Call Ratio 0.63
Net Difference 220

Prior's Put/Call Breakdown

Total Calls 703
Total Puts 409
Put/Call Ratio 0.58
Net Difference 294

Prior 7-Day Put/Call Summary

Total Calls 34,527
Total Puts 36,037
Average Put/Call Ratio 0.88
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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