Tour v492
VLO
VALERO ENERGY CORP N
$303.44 -1.71%
8/5 14:01

Option Volume

Detail
Current (08/05 2:00pm) 2,566
Calls: 1,629 (63%)
Puts: 937 (37%)
Prior (08/04) 5,311
Calls: 4,048 (76%)
Puts: 1,263 (24%)
Current vs Prior -51.69%
Calls: -59.76% (Calls)
Puts: -25.81% (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 -74.55%
Calls: -66.97%
Puts: -81.80%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 2:00pm) $1.60M
Calls: $1.13M (71%)
Puts: $466.0K (29%)
Prior (08/04) $3.66M
Calls: $3.11M (85%)
Puts: $548.7K (15%)
Current vs Prior -56.38%
Calls: -63.67%
Puts: -15.08%
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 -92.02%
Calls: -92.53%
Puts: -90.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 2:00pm) 0.58
Prior (08/04) 0.31
Current vs Prior +84.36%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -34.28%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 2:00pm) 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 3.53% | 6.38%8.01% | 13.89%
Prior 4.24% | 6.85%8.42% | 14.20%
Current vs Prior -16.90% | -6.92%-4.91% | -2.20%
Prior 7-Day Avg 4.76% | 7.17%9.42% | 14.75%
Current vs 7-Day Avg -25.95% | -11.10%-14.96% | -5.84%
Prior 7-Day Eod 4.24% | 6.85%8.42% | 14.20%
Current vs 7-Day Eod -16.90% | -6.92%-4.91% | -2.20%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 18.69% | 11.89%
Calls: 16.82% | 11.28%
Puts: 20.56% | 12.50%
Prior 27.48% | 13.73%
Calls: 27.27% | 10.33%
Puts: 27.69% | 17.14%
Current vs Prior -31.99% | -13.40%
Prior 7-Day Avg 22.99% | 14.62%
Calls: 22.67% | 14.50%
Puts: 23.32% | 14.74%
Current vs 7-Day Avg -18.70% | -18.68%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($1.13M). Light premium activity with dollar volume down 56% vs prior. Below-average activity with volume down 52% vs prior. Bullish P/C ratio of 0.58.

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
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 27 of results (avg 7.6%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 1847.1049.70$48.405.4%20.861.3K
$250.00Sep 1855.3058.50$56.905.6%--0.911.0K
$250.00Aug 2152.9056.10$54.505.9%--0.9479
$310.00Sep 1815.9016.90$16.406.1%30.48643
$270.00Aug 2134.6037.00$35.806.7%10.89280
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1820.8021.70$21.254.2%40.52149
$360.00Aug 2155.2058.10$56.655.1%--0.9430
$300.00Sep 1815.5016.50$16.006.2%160.44658
$362.50Aug 756.8060.60$58.706.5%11.00--
$330.00Aug 2829.4031.80$30.607.8%--0.7584

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. 61 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Aug 739.5042.70$41.107.8%10.98--
$265.00Aug 1437.7041.00$39.358.4%--0.9611
$280.00Aug 722.2025.30$23.7513.1%--0.9544
$285.00Aug 717.7020.90$19.3016.6%--0.94387
$250.00Aug 2152.9056.10$54.505.9%--0.9479
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$362.50Aug 756.8060.60$58.706.5%11.00--
$360.00Aug 2155.2058.10$56.655.1%--0.9430
$325.00Aug 719.9023.40$21.6516.2%--0.94146
$320.00Aug 715.2018.70$16.9520.6%10.901
$330.00Aug 1426.0029.50$27.7512.6%--0.8743

Most actively traded options today. High liquidity = easy entry/exit. 130 active (total vol 1.8K, top 239)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$322.50Aug 70.300.70$0.5080.0%2390.09150
$315.00Aug 70.901.50$1.2050.0%1490.18567
$325.00Aug 70.250.65$0.4588.9%1040.07998
$320.00Aug 70.450.95$0.7071.4%740.11396
$310.00Aug 71.902.70$2.3034.8%600.311.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 72.503.60$3.0536.1%840.37396
$250.00Sep 181.902.40$2.1523.3%660.09524
$290.00Aug 215.106.00$5.5516.2%570.30464
$260.00Sep 183.003.90$3.4526.1%490.14310
$275.00Aug 282.753.70$3.2329.4%330.1767

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 41.6%, max 176.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Sep 18107.1%46.0%133.1%--1.1K
$355.00Aug 7Aug 2899.7%47.8%108.5%121
$350.00Aug 7Sep 1892.0%45.8%101.0%91.3K
$345.00Aug 7Sep 1177.4%45.8%69.1%155
$342.50Aug 7Aug 1480.1%49.0%63.4%417
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18123.6%44.6%176.8%66582
$245.00Aug 7Aug 28134.6%50.6%166.3%135
$255.00Aug 7Sep 4112.6%44.7%151.8%282
$260.00Aug 7Sep 18101.8%43.9%132.1%49341
$270.00Aug 7Sep 1882.1%43.4%89.2%15472

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 138 found (best R:R 49.00, avg 6.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$355.00$360.00Aug 21$0.12$4.88$0.1240.67$355.12
$350.00$360.00Aug 14$0.32$9.68$0.3230.25$350.32
$325.00$327.50Aug 7$0.10$2.40$0.1024.00$325.10
$335.00$340.00Aug 14$0.20$4.80$0.2024.00$335.20
$317.50$320.00Aug 7$0.15$2.35$0.1515.67$317.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$265.00Aug 7$0.10$4.90$0.1049.00$269.90
$250.00$245.00Aug 21$0.12$4.88$0.1240.67$249.88
$255.00$250.00Sep 4$0.15$4.85$0.1532.33$254.85
$260.00$255.00Aug 21$0.20$4.80$0.2024.00$259.80
$265.00$260.00Aug 21$0.20$4.80$0.2024.00$264.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 170 found (best R:R 115.67, avg 2.69)

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$4.70$4.70$0.3015.67$289.70
$275.00$280.00Aug 21$4.65$4.65$0.3513.29$279.65
$265.00$285.00Aug 14$18.25$18.25$1.7510.43$283.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$362.50$325.00Aug 7$37.05$37.05$0.4582.33$325.45
$325.00$320.00Aug 7$4.70$4.70$0.3015.67$320.30
$360.00$325.00Aug 21$31.10$31.10$3.907.97$328.90
$315.00$312.50Aug 21$2.20$2.20$0.307.33$312.80
$320.00$315.00Aug 7$4.35$4.35$0.656.69$315.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.55, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.10107.1%55.1%
$345.00Aug 7Aug 14$0.4077.4%48.6%
$350.00Aug 7Aug 14$0.4292.0%54.8%
$342.50Aug 7Aug 14$0.4780.1%49.0%
$355.00Aug 7Aug 21$0.7299.7%48.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 14$0.15112.6%59.8%
$245.00Aug 7Aug 21$0.20134.6%54.6%
$260.00Aug 7Aug 14$0.20101.8%55.6%
$250.00Aug 7Aug 21$0.32123.6%52.9%
$265.00Aug 7Aug 14$0.3583.7%51.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 3.10% of stock, avg 9.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$302.50Aug 7$5.35$4.05$9.40$293.10$311.903.10%
$305.00Aug 7$4.20$5.35$9.55$295.45$314.553.15%
$300.00Aug 7$6.70$3.05$9.75$290.25$309.753.21%
$307.50Aug 7$3.10$6.90$10.00$297.50$317.503.30%
$310.00Aug 7$2.30$8.60$10.90$299.10$320.903.59%
$295.00Aug 7$10.15$1.63$11.78$283.22$306.783.88%
$312.50Aug 7$1.73$10.55$12.28$300.22$324.784.05%
$292.50Aug 7$12.20$1.00$13.20$279.30$305.704.35%
$315.00Aug 7$1.20$12.60$13.80$301.20$328.804.55%
$290.00Aug 7$14.60$0.68$15.28$274.72$305.285.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 139 found (cheapest 0.73% of stock, avg 4.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$315.00$292.50Aug 7$1.20$1.00$2.20$290.30$317.20
$312.50$292.50Aug 7$1.73$1.00$2.73$289.77$315.23
$315.00$295.00Aug 7$1.20$1.63$2.83$292.17$317.83
$310.00$292.50Aug 7$2.30$1.00$3.30$289.20$313.30
$312.50$295.00Aug 7$1.73$1.63$3.36$291.64$315.86
$315.00$297.50Aug 7$1.20$2.25$3.45$294.05$318.45
$310.00$295.00Aug 7$2.30$1.63$3.93$291.07$313.93
$312.50$297.50Aug 7$1.73$2.25$3.98$293.52$316.48
$307.50$292.50Aug 7$3.10$1.00$4.10$288.40$311.60
$315.00$300.00Aug 7$1.20$3.05$4.25$295.75$319.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 310 found (best R:R 37.46, avg credit $3.61)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
275/278285/290Aug 7$4.87$0.1337.46$272.63$289.87
255/260275/280Aug 21$4.85$0.1532.33$255.15$279.85
260/265275/280Aug 21$4.85$0.1532.33$260.15$279.85
265/270285/290Aug 7$4.80$0.2024.00$265.20$289.80
245/250275/280Aug 21$4.77$0.2320.74$245.23$279.77
275/278280/285Aug 7$4.62$0.3812.16$272.88$284.62
288/290305/308Aug 21$2.30$0.2011.50$287.70$307.30
245/250260/270Aug 21$9.17$0.8311.05$240.83$269.17
265/270280/285Aug 7$4.55$0.4510.11$265.45$284.55
285/288305/308Aug 21$2.25$0.259.00$285.25$307.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 91 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$335.00$340.00$345.00Aug 21$0.06$4.9482.33
$325.00$330.00$335.00Aug 28$0.08$4.9261.50
$325.00$327.50$330.00Aug 7$0.05$2.4549.00
$305.00$310.00$315.00Sep 11$0.10$4.9049.00
$250.00$260.00$270.00Sep 18$0.30$9.7032.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$265.00$270.00Aug 28$0.05$4.9599.00
$250.00$255.00$260.00Aug 21$0.10$4.9049.00
$285.00$287.50$290.00Aug 21$0.05$2.4549.00
$245.00$250.00$255.00Aug 28$0.10$4.9049.00
$290.00$292.50$295.00Aug 14$0.08$2.4230.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 112 found (best net $-0.80, 103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Sep 4-$0.80$19.20
$265.00$285.001:2Aug 14-$2.85$17.15
$335.00$350.001:2Aug 28-$0.58$14.42
$262.50$280.001:2Aug 7-$6.40$11.10
$285.00$300.001:2Aug 28-$6.90$8.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$250.001:2Sep 18-$0.85$9.15
$280.00$270.001:2Sep 4-$0.86$9.14
$270.00$260.001:2Sep 18-$1.50$8.50
$280.00$270.001:2Sep 18-$2.75$7.25
$290.00$280.001:2Sep 18-$4.50$5.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 5.24%, avg 1.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$15.900.482.2%5.24%7.40%3643
$305.00Sep 11$15.100.510.5%4.98%5.49%1317
$305.00Aug 28$12.900.510.5%4.25%4.77%210
$310.00Sep 11$12.900.472.2%4.25%6.41%66
$320.00Sep 18$12.000.405.5%3.95%9.41%172.3K
$315.00Sep 11$10.800.423.8%3.56%7.37%22
$310.00Aug 28$10.700.452.2%3.53%5.69%2109
$305.00Aug 21$10.600.500.5%3.49%4.01%1140
$330.00Sep 18$9.000.338.8%2.97%11.72%131.6K
$307.50Aug 21$8.800.461.3%2.90%4.24%--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 1,629
Total Puts 937
Put/Call Ratio 0.58
Net Difference 692

Prior's Put/Call Breakdown

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

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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