Tour v492
VLO
VALERO ENERGY CORP N
$305.39 -1.08%
8/5 15:01

Option Volume

Detail
Current (08/05 3:00pm) 2,852
Calls: 1,761 (62%)
Puts: 1,091 (38%)
Prior (08/04) 5,611
Calls: 4,142 (74%)
Puts: 1,469 (26%)
Current vs Prior -49.17%
Calls: -57.48% (Calls)
Puts: -25.73% (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 -71.71%
Calls: -64.30%
Puts: -78.81%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 3:00pm) $1.78M
Calls: $1.29M (73%)
Puts: $487.9K (27%)
Prior (08/04) $3.81M
Calls: $3.22M (85%)
Puts: $587.4K (15%)
Current vs Prior -53.25%
Calls: -59.87%
Puts: -16.93%
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 -91.10%
Calls: -91.45%
Puts: -89.99%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 3:00pm) 0.62
Prior (08/04) 0.35
Current vs Prior +74.68%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -29.22%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 3:00pm) 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 3.47% | 6.32%7.91% | 13.67%
Prior 4.24% | 6.85%8.42% | 14.20%
Current vs Prior -18.20% | -7.75%-6.10% | -3.75%
Prior 7-Day Avg 4.76% | 7.17%9.42% | 14.75%
Current vs 7-Day Avg -27.11% | -11.90%-16.02% | -7.32%
Prior 7-Day Eod 4.24% | 6.85%8.42% | 14.20%
Current vs 7-Day Eod -18.20% | -7.75%-6.10% | -3.75%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.78% | 13.36%
Calls: 14.43% | 10.87%
Puts: 19.13% | 15.84%
Prior 27.48% | 13.73%
Calls: 27.27% | 10.33%
Puts: 27.69% | 17.14%
Current vs Prior -38.94% | -2.69%
Prior 7-Day Avg 22.99% | 14.62%
Calls: 22.67% | 14.50%
Puts: 23.32% | 14.74%
Current vs 7-Day Avg -27.01% | -8.63%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($1.29M). Light premium activity with dollar volume down 53% vs prior. Below-average activity with volume down 49% vs prior. Bullish P/C ratio of 0.62.

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
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 39 of results (avg 7.4%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 1856.8059.60$58.204.8%--0.911.0K
$250.00Aug 2154.4057.50$55.955.5%--1.0079
$260.00Sep 1848.0050.80$49.405.7%20.871.3K
$310.00Sep 1816.5017.50$17.005.9%60.49643
$260.00Aug 2144.7047.50$46.106.1%10.96153
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1819.7020.70$20.205.0%40.51149
$365.00Aug 2858.9062.10$60.505.3%10.93--
$360.00Aug 2153.9056.90$55.405.4%--0.9430
$362.50Aug 755.8059.00$57.405.6%10.98--
$340.00Sep 1839.7042.40$41.056.6%--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. 62 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Aug 741.3044.10$42.706.6%11.00--
$250.00Aug 2154.4057.50$55.955.5%--1.0079
$260.00Aug 2144.7047.50$46.106.1%10.96153
$280.00Aug 723.9026.70$25.3011.1%--0.9544
$265.00Aug 1439.3042.70$41.008.3%--0.9411
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$362.50Aug 755.8059.00$57.405.6%10.98--
$360.00Aug 2153.9056.90$55.405.4%--0.9430
$365.00Aug 2858.9062.10$60.505.3%10.93--
$325.00Aug 718.8021.70$20.2514.3%--0.92146
$320.00Aug 714.3017.00$15.6517.3%10.871

Most actively traded options today. High liquidity = easy entry/exit. 138 active (total vol 2.1K, top 239)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$322.50Aug 70.300.75$0.5384.9%2390.09150
$315.00Aug 71.151.80$1.4843.9%1700.22567
$325.00Aug 70.250.65$0.4588.9%1040.08998
$310.00Aug 72.403.10$2.7525.5%870.351.2K
$320.00Aug 70.501.00$0.7566.7%740.12396
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 181.852.55$2.2031.8%1320.09524
$300.00Aug 72.102.75$2.4226.9%880.32396
$290.00Aug 214.705.20$4.9510.1%570.28464
$260.00Sep 183.003.50$3.2515.4%490.13310
$270.00Aug 211.151.30$1.2312.2%410.09966

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 42.7%, max 177.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Sep 18105.3%44.7%135.4%--1.1K
$355.00Aug 7Aug 2897.7%47.3%106.6%121
$350.00Aug 7Sep 1890.0%44.9%100.4%91.3K
$345.00Aug 7Sep 1175.4%45.2%66.7%155
$342.50Aug 7Aug 1477.9%48.5%60.5%417
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18127.7%46.0%177.5%132582
$245.00Aug 7Aug 28138.8%50.8%173.2%135
$255.00Aug 7Sep 4116.6%45.1%158.8%282
$260.00Aug 7Sep 18105.7%44.2%139.3%49341
$270.00Aug 7Sep 1884.1%43.6%93.1%18472

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 140 found (best R:R 49.00, avg 5.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$355.00$360.00Aug 21$0.12$4.88$0.1240.67$355.12
$360.00$365.00Aug 28$0.15$4.85$0.1532.33$360.15
$350.00$360.00Aug 14$0.32$9.68$0.3230.25$350.32
$332.50$335.00Aug 7$0.12$2.38$0.1219.83$332.62
$340.00$342.50Aug 14$0.12$2.38$0.1219.83$340.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$250.00Sep 4$0.10$4.90$0.1049.00$254.90
$270.00$265.00Aug 14$0.13$4.87$0.1337.46$269.87
$250.00$245.00Aug 21$0.13$4.87$0.1337.46$249.87
$255.00$250.00Aug 28$0.18$4.82$0.1826.78$254.82
$270.00$265.00Aug 21$0.23$4.77$0.2320.74$269.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 169 found (best R:R 106.14, avg 2.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$260.00Aug 21$9.85$9.85$0.1565.67$259.85
$265.00$285.00Aug 14$18.70$18.70$1.3014.38$283.70
$280.00$285.00Aug 7$4.65$4.65$0.3513.29$284.65
$260.00$270.00Aug 21$9.30$9.30$0.7013.29$269.30
$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$37.15$37.15$0.35106.14$325.35
$320.00$315.00Aug 7$4.65$4.65$0.3513.29$315.35
$325.00$320.00Aug 7$4.60$4.60$0.4011.50$320.40
$360.00$325.00Aug 21$31.60$31.60$3.409.29$328.40
$365.00$330.00Aug 28$31.15$31.15$3.858.09$333.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $2.46, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.10105.3%53.7%
$350.00Aug 7Aug 14$0.4290.0%53.3%
$365.00Aug 21Aug 28$0.4751.0%47.3%
$342.50Aug 7Aug 14$0.5577.9%48.5%
$345.00Aug 7Aug 14$0.5575.4%49.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 14$0.12116.6%60.6%
$245.00Aug 7Aug 21$0.17138.8%54.9%
$260.00Aug 7Aug 14$0.17105.7%56.5%
$250.00Aug 7Aug 21$0.30127.7%53.4%
$265.00Aug 7Aug 14$0.3087.3%52.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 3.05% of stock, avg 9.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$305.00Aug 7$4.85$4.45$9.30$295.70$314.303.05%
$307.50Aug 7$3.75$5.75$9.50$298.00$317.003.11%
$302.50Aug 7$6.40$3.35$9.75$292.75$312.253.19%
$310.00Aug 7$2.75$7.45$10.20$299.80$320.203.34%
$300.00Aug 7$8.00$2.42$10.42$289.58$310.423.41%
$312.50Aug 7$2.03$9.05$11.08$301.42$323.583.63%
$315.00Aug 7$1.48$11.00$12.48$302.52$327.484.09%
$295.00Aug 7$11.40$1.20$12.60$282.40$307.604.13%
$292.50Aug 7$13.45$0.75$14.20$278.30$306.704.65%
$290.00Aug 7$15.70$0.65$16.35$273.65$306.355.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.75% of stock, avg 4.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$317.50$295.00Aug 7$1.08$1.20$2.28$292.72$319.78
$315.00$295.00Aug 7$1.48$1.20$2.68$292.32$317.68
$317.50$297.50Aug 7$1.08$1.70$2.78$294.72$320.28
$315.00$297.50Aug 7$1.48$1.70$3.18$294.32$318.18
$312.50$295.00Aug 7$2.03$1.20$3.23$291.77$315.73
$317.50$300.00Aug 7$1.08$2.42$3.50$296.50$321.00
$312.50$297.50Aug 7$2.03$1.70$3.73$293.77$316.23
$315.00$300.00Aug 7$1.48$2.42$3.90$296.10$318.90
$310.00$295.00Aug 7$2.75$1.20$3.95$291.05$313.95
$317.50$302.50Aug 7$1.08$3.35$4.43$298.07$321.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 300 found (best R:R 24.00, avg credit $3.88)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
275/278280/285Aug 7$4.80$0.2024.00$272.70$284.80
275/278290/292Aug 7$2.40$0.1024.00$275.10$292.40
260/265275/280Aug 21$4.80$0.2024.00$260.20$279.80
245/250260/270Aug 21$9.43$0.5716.54$240.57$269.43
295/298302/305Aug 14$2.35$0.1515.67$295.15$304.85
245/250270/275Aug 21$4.63$0.3712.51$245.37$274.63
298/300302/305Aug 7$2.27$0.239.87$297.73$304.77
265/270275/280Aug 21$4.53$0.479.64$265.47$279.53
290/295300/305Aug 21$4.50$0.509.00$290.50$304.50
265/270280/285Aug 28$4.45$0.558.09$265.55$284.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 93 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$290.00$295.00$300.00Aug 21$0.10$4.9049.00
$315.00$317.50$320.00Aug 7$0.07$2.4334.71
$325.00$330.00$335.00Aug 28$0.15$4.8532.33
$335.00$340.00$345.00Aug 21$0.16$4.8430.25
$340.00$345.00$350.00Aug 21$0.17$4.8328.41
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$265.00$270.00Aug 14$0.08$4.9261.50
$245.00$250.00$255.00Aug 28$0.08$4.9261.50
$292.50$295.00$297.50Aug 7$0.05$2.4549.00
$290.00$292.50$295.00Aug 14$0.05$2.4549.00
$305.00$307.50$310.00Aug 21$0.05$2.4549.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 120 found (best net $-1.05, 111 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Sep 4-$1.05$18.95
$265.00$285.001:2Aug 14-$3.60$16.40
$335.00$350.001:2Aug 28-$0.56$14.44
$330.00$345.001:2Sep 11-$1.85$13.15
$262.50$280.001:2Aug 7-$7.90$9.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$270.001:2Sep 4-$0.66$9.34
$260.00$250.001:2Sep 18-$1.15$8.85
$270.00$260.001:2Sep 18-$1.45$8.55
$280.00$270.001:2Sep 18-$2.55$7.45
$290.00$280.001:2Sep 18-$4.20$5.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 5.40%, avg 1.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$16.500.491.5%5.40%6.91%6643
$310.00Sep 11$13.600.481.5%4.45%5.96%66
$320.00Sep 18$12.700.414.8%4.16%8.94%172.3K
$310.00Aug 28$11.700.471.5%3.83%5.34%2109
$315.00Sep 11$11.600.433.1%3.80%6.95%22
$307.50Aug 21$9.500.480.7%3.11%3.80%--61
$330.00Sep 18$9.500.348.1%3.11%11.17%321.6K
$320.00Sep 4$9.400.394.8%3.08%7.86%18
$310.00Aug 21$9.300.451.5%3.05%4.55%8734
$325.00Sep 11$8.000.356.4%2.62%9.04%10--

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 1,761
Total Puts 1,091
Put/Call Ratio 0.62
Net Difference 670

Prior's Put/Call Breakdown

Total Calls 4,142
Total Puts 1,469
Put/Call Ratio 0.35
Net Difference 2,673

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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