Tour v492
VLO
VALERO ENERGY CORP N
$303.82 -1.59%
8/5 13:01

Option Volume

Detail
Current (08/05 1:00pm) 1,826
Calls: 1,085 (59%)
Puts: 741 (41%)
Prior (08/04) 4,987
Calls: 3,876 (78%)
Puts: 1,111 (22%)
Current vs Prior -63.38%
Calls: -72.01% (Calls)
Puts: -33.30% (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 -81.89%
Calls: -78.00%
Puts: -85.61%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 1:00pm) $1.24M
Calls: $882.8K (71%)
Puts: $354.9K (29%)
Prior (08/04) $3.36M
Calls: $2.89M (86%)
Puts: $469.2K (14%)
Current vs Prior -63.14%
Calls: -69.44%
Puts: -24.35%
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 -93.81%
Calls: -94.16%
Puts: -92.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 1:00pm) 0.68
Prior (08/04) 0.29
Current vs Prior +138.26%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -21.97%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 1:00pm) 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 3.59% | 6.35%7.97% | 14.12%
Prior 4.24% | 6.85%8.42% | 14.20%
Current vs Prior -15.45% | -7.27%-5.42% | -0.59%
Prior 7-Day Avg 4.76% | 7.17%9.42% | 14.75%
Current vs 7-Day Avg -24.66% | -11.44%-15.41% | -4.28%
Prior 7-Day Eod 4.24% | 6.85%8.42% | 14.20%
Current vs 7-Day Eod -15.45% | -7.27%-5.42% | -0.59%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.25% | 10.35%
Calls: 17.86% | 11.06%
Puts: 22.64% | 9.63%
Prior 27.48% | 13.73%
Calls: 27.27% | 10.33%
Puts: 27.69% | 17.14%
Current vs Prior -26.31% | -24.62%
Prior 7-Day Avg 22.99% | 14.62%
Calls: 22.67% | 14.50%
Puts: 23.32% | 14.74%
Current vs 7-Day Avg -11.92% | -29.21%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($882.8K). Light premium activity with dollar volume down 63% 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
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 42 of results (avg 7.6%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2153.9056.70$55.305.1%--0.9779
$250.00Sep 1856.5059.50$58.005.2%--0.911.0K
$260.00Sep 1847.9050.80$49.355.9%20.871.3K
$260.00Aug 2144.2047.10$45.656.4%10.95153
$310.00Sep 1816.1017.20$16.656.6%20.49643
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1820.8021.60$21.203.8%40.52149
$300.00Sep 1815.5016.30$15.905.0%160.43658
$280.00Sep 187.608.00$7.805.1%70.26405
$360.00Aug 2154.4057.60$56.005.7%--0.9530
$362.50Aug 756.6060.00$58.305.8%11.00--

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 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Aug 740.5043.50$42.007.1%10.98--
$250.00Aug 2153.9056.70$55.305.1%--0.9779
$265.00Aug 1438.3041.60$39.958.3%--0.9611
$280.00Aug 723.2026.10$24.6511.8%--0.9544
$260.00Aug 2144.2047.10$45.656.4%10.95153
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$362.50Aug 756.6060.00$58.305.8%11.00--
$360.00Aug 2154.4057.60$56.005.7%--0.9530
$325.00Aug 719.8022.20$21.0011.4%--0.93146
$320.00Aug 714.8017.60$16.2017.3%10.891
$330.00Aug 1425.5028.40$26.9510.8%--0.8643

Most actively traded options today. High liquidity = easy entry/exit. 123 active (total vol 1.5K, top 238)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$322.50Aug 70.350.95$0.6592.3%2380.10150
$315.00Aug 71.201.65$1.4231.7%1340.20567
$325.00Aug 70.250.70$0.4893.7%1020.08998
$320.00Aug 70.600.90$0.7540.0%680.12396
$310.00Aug 72.402.90$2.6518.9%400.331.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 72.603.40$3.0026.7%600.36396
$290.00Aug 215.005.70$5.3513.1%550.28464
$260.00Sep 183.003.80$3.4023.5%490.14310
$250.00Sep 181.902.50$2.2027.3%460.09524
$280.00Aug 283.604.80$4.2028.6%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. 53 strikes (avg 43.8%, max 170.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Sep 18105.4%46.1%128.5%--1.1K
$355.00Aug 7Aug 2898.0%48.1%104.0%121
$350.00Aug 7Sep 1890.5%45.5%98.9%91.3K
$345.00Aug 7Sep 1176.1%44.8%69.7%155
$342.50Aug 7Aug 1478.7%49.6%58.7%417
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18122.9%45.4%170.9%46582
$245.00Aug 7Aug 28133.9%50.3%166.1%135
$255.00Aug 7Sep 4112.1%45.2%148.1%282
$260.00Aug 7Sep 18101.4%44.2%129.7%49341
$265.00Aug 7Sep 490.8%45.5%99.6%218

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 139 found (best R:R 40.67, avg 5.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$355.00$360.00Aug 21$0.15$4.85$0.1532.33$355.15
$350.00$360.00Aug 14$0.32$9.68$0.3230.25$350.32
$350.00$355.00Aug 21$0.22$4.78$0.2221.73$350.22
$332.50$335.00Aug 7$0.13$2.37$0.1318.23$332.63
$342.50$345.00Aug 14$0.13$2.37$0.1318.23$342.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$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
$260.00$255.00Aug 21$0.18$4.82$0.1826.78$259.82
$255.00$250.00Sep 4$0.18$4.82$0.1826.78$254.82
$275.00$270.00Aug 14$0.20$4.80$0.2024.00$274.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 168 found (best R:R 186.50, avg 3.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$262.50$280.00Aug 7$17.35$17.35$0.15115.67$279.85
$250.00$260.00Aug 21$9.65$9.65$0.3527.57$259.65
$285.00$290.00Aug 7$4.75$4.75$0.2519.00$289.75
$280.00$285.00Aug 7$4.65$4.65$0.3513.29$284.65
$260.00$270.00Aug 21$9.25$9.25$0.7512.33$269.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$362.50$325.00Aug 7$37.30$37.30$0.20186.50$325.20
$325.00$320.00Aug 7$4.80$4.80$0.2024.00$320.20
$360.00$325.00Aug 21$31.20$31.20$3.808.21$328.80
$310.00$307.50Aug 7$2.15$2.15$0.356.14$307.85
$320.00$315.00Aug 7$4.00$4.00$1.004.00$316.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.57, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.10105.4%54.5%
$350.00Aug 7Aug 14$0.4290.5%54.2%
$345.00Aug 7Aug 14$0.5076.1%49.8%
$342.50Aug 7Aug 14$0.5578.7%49.6%
$340.00Aug 7Aug 14$0.7770.8%49.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 14$0.15112.1%60.1%
$245.00Aug 7Aug 21$0.20133.9%55.5%
$260.00Aug 7Aug 14$0.20101.4%55.9%
$265.00Aug 7Aug 14$0.2790.8%52.1%
$250.00Aug 7Aug 21$0.32122.9%53.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 3.14% of stock, avg 9.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$302.50Aug 7$5.60$3.95$9.55$292.95$312.053.14%
$305.00Aug 7$4.45$5.30$9.75$295.25$314.753.21%
$300.00Aug 7$7.00$3.00$10.00$290.00$310.003.29%
$307.50Aug 7$3.45$6.90$10.35$297.15$317.853.41%
$310.00Aug 7$2.65$9.05$11.70$298.30$321.703.85%
$312.50Aug 7$1.98$10.55$12.53$299.97$325.034.12%
$295.00Aug 7$11.15$1.45$12.60$282.40$307.604.15%
$315.00Aug 7$1.42$12.20$13.62$301.38$328.624.48%
$292.50Aug 7$13.05$1.00$14.05$278.45$306.554.62%
$290.00Aug 7$15.25$0.70$15.95$274.05$305.955.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 139 found (cheapest 0.80% of stock, avg 4.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$315.00$292.50Aug 7$1.42$1.00$2.42$290.08$317.42
$315.00$295.00Aug 7$1.42$1.45$2.87$292.13$317.87
$312.50$292.50Aug 7$1.98$1.00$2.98$289.52$315.48
$312.50$295.00Aug 7$1.98$1.45$3.43$291.57$315.93
$315.00$297.50Aug 7$1.42$2.03$3.45$294.05$318.45
$310.00$292.50Aug 7$2.65$1.00$3.65$288.85$313.65
$312.50$297.50Aug 7$1.98$2.03$4.01$293.49$316.51
$310.00$295.00Aug 7$2.65$1.45$4.10$290.90$314.10
$315.00$300.00Aug 7$1.42$3.00$4.42$295.58$319.42
$307.50$292.50Aug 7$3.45$1.00$4.45$288.05$311.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 300 found (best R:R 26.78, avg credit $3.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
265/270280/285Aug 28$4.82$0.1826.78$265.18$284.82
245/250260/270Aug 21$9.37$0.6314.87$240.63$269.37
265/270275/280Aug 21$4.63$0.3712.51$265.37$279.63
292/295305/308Aug 14$2.30$0.2011.50$292.70$307.30
270/275280/285Aug 28$4.58$0.4210.90$270.42$284.58
260/265280/285Aug 28$4.56$0.4410.36$260.44$284.56
255/260270/275Aug 21$4.53$0.479.64$255.47$274.53
285/290295/300Aug 7$4.47$0.538.43$285.53$299.47
245/250270/275Aug 21$4.47$0.538.43$245.53$274.47
290/292295/300Aug 7$4.45$0.558.09$288.05$299.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 91 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$325.00$330.00Aug 14$0.07$4.9370.43
$330.00$335.00$340.00Aug 21$0.07$4.9370.43
$350.00$355.00$360.00Aug 21$0.07$4.9370.43
$325.00$330.00$335.00Aug 28$0.10$4.9049.00
$300.00$305.00$310.00Sep 11$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Aug 21$0.08$4.9261.50
$245.00$250.00$255.00Aug 28$0.08$4.9261.50
$300.00$302.50$305.00Aug 14$0.05$2.4549.00
$280.00$285.00$290.00Sep 4$0.10$4.9049.00
$250.00$255.00$260.00Aug 28$0.12$4.8840.67

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 $-1.20, 107 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Sep 4-$1.20$18.80
$265.00$285.001:2Aug 14-$3.85$16.15
$335.00$350.001:2Aug 28-$0.31$14.69
$262.50$280.001:2Aug 7-$7.30$10.20
$285.00$300.001:2Aug 28-$6.95$8.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$255.001:2Sep 4-$0.12$9.88
$280.00$270.001:2Sep 4-$0.94$9.06
$260.00$250.001:2Sep 18-$1.00$9.00
$270.00$260.001:2Sep 18-$1.50$8.50
$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. 61 found (best yield 5.30%, avg 1.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$16.100.492.0%5.30%7.33%2643
$305.00Sep 11$16.000.520.4%5.27%5.65%1317
$310.00Sep 11$13.700.482.0%4.51%6.54%66
$305.00Aug 28$13.200.510.4%4.34%4.73%210
$320.00Sep 18$12.300.415.3%4.05%9.37%82.3K
$315.00Sep 11$11.600.443.7%3.82%7.50%12
$310.00Aug 28$11.100.462.0%3.65%5.69%2109
$305.00Aug 21$10.700.520.4%3.52%3.91%1140
$307.50Aug 21$9.500.481.2%3.13%4.34%--61
$330.00Sep 18$9.200.338.6%3.03%11.65%91.6K

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 1,085
Total Puts 741
Put/Call Ratio 0.68
Net Difference 344

Prior's Put/Call Breakdown

Total Calls 3,876
Total Puts 1,111
Put/Call Ratio 0.29
Net Difference 2,765

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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