Tour v492
VLO
VALERO ENERGY CORP N
$304.58 -1.34%
8/5 12:01

Option Volume

Detail
Current (08/05 12:00pm) 1,597
Calls: 951 (60%)
Puts: 646 (40%)
Prior (08/04) 4,330
Calls: 3,704 (86%)
Puts: 626 (14%)
Current vs Prior -63.12%
Calls: -74.33% (Calls)
Puts: +3.19% (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 -84.16%
Calls: -80.72%
Puts: -87.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 12:00pm) $1.09M
Calls: $767.5K (71%)
Puts: $317.5K (29%)
Prior (08/04) $2.79M
Calls: $2.50M (90%)
Puts: $287.2K (10%)
Current vs Prior -61.09%
Calls: -69.32%
Puts: +10.57%
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 -94.57%
Calls: -94.92%
Puts: -93.49%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 12:00pm) 0.68
Prior (08/04) 0.17
Current vs Prior +301.93%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -22.38%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 12:00pm) 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% | 6.45%8.16% | 13.90%
Prior 4.24% | 6.85%8.42% | 14.20%
Current vs Prior -7.92% | -5.83%-3.12% | -2.10%
Prior 7-Day Avg 4.76% | 7.17%9.42% | 14.75%
Current vs 7-Day Avg -17.95% | -10.06%-13.36% | -5.74%
Prior 7-Day Eod 4.24% | 6.85%8.42% | 14.20%
Current vs 7-Day Eod -7.92% | -5.83%-3.12% | -2.10%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 36.95% | 22.90%
Calls: 33.90% | 23.35%
Puts: 40.00% | 22.45%
Prior 27.48% | 13.73%
Calls: 27.27% | 10.33%
Puts: 27.69% | 17.14%
Current vs Prior +34.46% | +66.79%
Prior 7-Day Avg 22.99% | 14.62%
Calls: 22.67% | 14.50%
Puts: 23.32% | 14.74%
Current vs 7-Day Avg +60.72% | +56.62%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($767.5K). Light premium activity with dollar volume down 61% vs prior. Below-average activity with volume down 63% vs prior. Bullish P/C ratio of 0.68.

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
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 31 of results (avg 7.0%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1816.6017.20$16.903.6%10.49643
$250.00Aug 2154.1056.30$55.204.0%--1.0079
$250.00Sep 1856.0058.80$57.404.9%--0.901.0K
$260.00Sep 1847.9050.30$49.104.9%20.861.3K
$330.00Sep 189.5010.10$9.806.1%90.331.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2155.0057.80$56.405.0%--0.9330
$365.00Aug 2859.9063.10$61.505.2%10.91--
$310.00Sep 1820.3021.50$20.905.7%30.51149
$362.50Aug 756.7060.10$58.405.8%10.98--
$340.00Sep 1840.7043.20$41.956.0%--0.7360

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. 60 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Aug 740.2043.50$41.857.9%11.00--
$280.00Aug 723.1025.90$24.5011.4%--1.0044
$250.00Aug 2154.1056.30$55.204.0%--1.0079
$285.00Aug 718.1020.80$19.4513.9%--0.98387
$260.00Aug 2143.8046.80$45.306.6%10.96153
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$362.50Aug 756.7060.10$58.405.8%10.98--
$360.00Aug 2155.0057.80$56.405.0%--0.9330
$325.00Aug 720.0022.90$21.4513.5%--0.92146
$365.00Aug 2859.9063.10$61.505.2%10.91--
$330.00Aug 1425.8029.10$27.4512.0%--0.8543

Most actively traded options today. High liquidity = easy entry/exit. 121 active (total vol 1.3K, top 238)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$322.50Aug 70.300.90$0.60100.0%2380.09150
$315.00Aug 71.102.00$1.5558.1%1330.21567
$325.00Aug 70.250.70$0.4893.7%1020.07998
$312.50Aug 71.252.60$1.9369.9%300.2576
$360.00Aug 210.501.20$0.8582.4%250.06358
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 72.753.80$3.2832.0%570.38396
$290.00Aug 214.905.90$5.4018.5%510.29464
$250.00Sep 181.902.50$2.2027.3%460.09524
$260.00Sep 183.103.80$3.4520.3%290.14310
$280.00Aug 283.504.80$4.1531.3%220.2127

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 55 strikes (avg 43.9%, max 166.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Sep 18105.5%46.2%128.3%--1.1K
$355.00Aug 7Aug 2898.2%47.3%107.5%121
$350.00Aug 7Sep 1890.7%45.7%98.4%11.3K
$345.00Aug 7Sep 1176.4%45.6%67.7%155
$342.50Aug 7Aug 1479.0%49.7%59.1%417
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18120.7%45.3%166.7%46582
$245.00Aug 7Aug 28131.6%51.5%155.7%135
$255.00Aug 7Sep 4110.0%46.4%137.1%282
$260.00Aug 7Sep 1899.4%44.3%124.5%29341
$265.00Aug 7Sep 488.8%45.6%94.7%218

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 143 found (best R:R 40.67, avg 6.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$355.00$360.00Aug 21$0.13$4.87$0.1337.46$355.13
$360.00$365.00Aug 21$0.17$4.83$0.1728.41$360.17
$360.00$365.00Aug 28$0.18$4.82$0.1826.78$360.18
$337.50$340.00Aug 7$0.10$2.40$0.1024.00$337.60
$322.50$325.00Aug 7$0.12$2.38$0.1219.83$322.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$260.00Aug 14$0.12$4.88$0.1240.67$264.88
$250.00$245.00Aug 21$0.12$4.88$0.1240.67$249.88
$250.00$245.00Aug 28$0.12$4.88$0.1240.67$249.88
$255.00$250.00Aug 21$0.13$4.87$0.1337.46$254.87
$260.00$255.00Aug 21$0.15$4.85$0.1532.33$259.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 174 found (best R:R 115.67, avg 2.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$262.50$280.00Aug 7$17.35$17.35$0.15115.67$279.85
$265.00$285.00Aug 14$18.45$18.45$1.5511.90$283.45
$285.00$290.00Aug 7$4.60$4.60$0.4011.50$289.60
$270.00$275.00Aug 21$4.60$4.60$0.4011.50$274.60
$260.00$270.00Aug 21$9.05$9.05$0.959.53$269.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$362.50$325.00Aug 7$36.95$36.95$0.5567.18$325.55
$325.00$320.00Aug 7$4.75$4.75$0.2519.00$320.25
$360.00$325.00Aug 21$31.15$31.15$3.858.09$328.85
$365.00$330.00Aug 28$30.95$30.95$4.057.64$334.05
$320.00$315.00Aug 7$4.25$4.25$0.755.67$315.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $2.56, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.07105.5%53.7%
$365.00Aug 21Aug 28$0.4751.9%47.6%
$345.00Aug 7Aug 14$0.5076.4%49.9%
$342.50Aug 7Aug 14$0.5579.0%49.7%
$355.00Aug 7Aug 21$0.8098.2%49.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$245.00Aug 7Aug 21$0.20131.6%54.4%
$260.00Aug 7Aug 14$0.2099.4%55.6%
$255.00Aug 7Aug 14$0.25110.0%62.7%
$250.00Aug 7Aug 21$0.32120.7%52.7%
$265.00Aug 7Aug 14$0.3288.8%52.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 3.42% of stock, avg 9.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$300.00Aug 7$7.15$3.28$10.43$289.57$310.433.42%
$302.50Aug 7$5.90$4.65$10.55$291.95$313.053.46%
$305.00Aug 7$4.60$6.00$10.60$294.40$315.603.48%
$307.50Aug 7$3.65$7.05$10.70$296.80$318.203.51%
$310.00Aug 7$2.75$8.75$11.50$298.50$321.503.78%
$312.50Aug 7$1.93$10.50$12.43$300.07$324.934.08%
$295.00Aug 7$10.75$1.93$12.68$282.32$307.684.16%
$315.00Aug 7$1.55$12.45$14.00$301.00$329.004.60%
$292.50Aug 7$12.80$1.43$14.23$278.27$306.734.67%
$290.00Aug 7$14.85$0.90$15.75$274.25$305.755.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 144 found (cheapest 0.98% of stock, avg 4.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$315.00$292.50Aug 7$1.55$1.43$2.98$289.52$317.98
$312.50$292.50Aug 7$1.93$1.43$3.36$289.14$315.86
$315.00$295.00Aug 7$1.55$1.93$3.48$291.52$318.48
$315.00$297.50Aug 7$1.55$2.30$3.85$293.65$318.85
$312.50$295.00Aug 7$1.93$1.93$3.86$291.14$316.36
$310.00$292.50Aug 7$2.75$1.43$4.18$288.32$314.18
$312.50$297.50Aug 7$1.93$2.30$4.23$293.27$316.73
$310.00$295.00Aug 7$2.75$1.93$4.68$290.32$314.68
$315.00$300.00Aug 7$1.55$3.28$4.83$295.17$319.83
$310.00$297.50Aug 7$2.75$2.30$5.05$292.45$315.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 333 found (best R:R 40.67, avg credit $3.78)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
265/270275/280Aug 21$4.88$0.1240.67$265.12$279.88
255/260270/275Aug 21$4.75$0.2519.00$255.25$274.75
280/282285/290Aug 7$4.73$0.2717.52$277.77$289.73
250/255270/275Aug 21$4.73$0.2717.52$250.27$274.73
275/278285/290Aug 7$4.72$0.2816.86$272.78$289.72
245/250270/275Aug 21$4.72$0.2816.86$245.28$274.72
290/292305/308Aug 14$2.35$0.1515.67$290.15$307.35
280/282305/308Aug 14$2.33$0.1713.71$280.17$307.33
290/295300/305Aug 21$4.65$0.3513.29$290.35$304.65
300/302305/308Aug 7$2.32$0.1812.89$300.18$307.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 81 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$305.00$307.50$310.00Aug 21$0.05$2.4549.00
$300.00$305.00$310.00Aug 28$0.10$4.9049.00
$320.00$325.00$330.00Aug 14$0.15$4.8532.33
$330.00$335.00$340.00Aug 14$0.15$4.8532.33
$307.50$310.00$312.50Aug 7$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Aug 28$0.08$4.9261.50
$307.50$310.00$312.50Aug 7$0.05$2.4549.00
$280.00$285.00$290.00Aug 28$0.10$4.9049.00
$250.00$255.00$260.00Aug 28$0.13$4.8737.46
$260.00$265.00$270.00Aug 28$0.15$4.8532.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 116 found (best net $-0.95, 106 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Sep 4-$0.95$19.05
$265.00$285.001:2Aug 14-$3.15$16.85
$335.00$350.001:2Aug 28-$0.16$14.84
$262.50$280.001:2Aug 7-$7.15$10.35
$350.00$360.001:2Sep 18-$2.70$7.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$255.001:2Sep 4-$0.41$9.59
$280.00$270.001:2Sep 4-$0.51$9.49
$260.00$250.001:2Sep 18-$0.95$9.05
$270.00$260.001:2Sep 18-$1.55$8.45
$280.00$270.001:2Sep 18-$2.80$7.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 5.45%, avg 1.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$16.600.491.8%5.45%7.23%1643
$305.00Sep 11$15.500.520.1%5.09%5.23%1317
$305.00Aug 28$13.700.520.1%4.50%4.64%210
$310.00Sep 11$13.300.471.8%4.37%6.15%66
$320.00Sep 18$12.600.415.1%4.14%9.20%52.3K
$310.00Aug 28$11.500.471.8%3.78%5.56%1109
$315.00Sep 11$11.300.433.4%3.71%7.13%12
$305.00Aug 21$10.000.500.1%3.28%3.42%1140
$330.00Sep 18$9.500.338.3%3.12%11.46%91.6K
$307.50Aug 21$9.000.471.0%2.95%3.91%--61

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 951
Total Puts 646
Put/Call Ratio 0.68
Net Difference 305

Prior's Put/Call Breakdown

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

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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