Tour v492
VLO
VALERO ENERGY CORP N
$302.39 -2.05%
$303.88 (+0.49%)🌙
as of 08/05 04:01 PM
8/5 16:01

Option Volume

Detail
Current (08/05 4:00pm) 3,299
Calls: 2,012 (61%)
Puts: 1,287 (39%)
Prior (08/04) 5,886
Calls: 4,282 (73%)
Puts: 1,604 (27%)
Current vs Prior -43.95%
Calls: -53.01% (Calls)
Puts: -19.76% (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 -67.27%
Calls: -59.21%
Puts: -75.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 4:00pm) $2.05M
Calls: $1.44M (70%)
Puts: $615.1K (30%)
Prior (08/04) $4.02M
Calls: $3.42M (85%)
Puts: $602.4K (15%)
Current vs Prior -49.06%
Calls: -58.07%
Puts: +2.10%
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 -89.74%
Calls: -90.50%
Puts: -87.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 4:00pm) 0.64
Prior (08/04) 0.37
Current vs Prior +70.76%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -26.91%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 4:00pm) 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 3.49% | 6.25%7.89% | 13.89%
Prior 4.24% | 6.85%8.42% | 14.20%
Current vs Prior -17.78% | -8.76%-6.35% | -2.21%
Prior 7-Day Avg 4.76% | 7.17%9.42% | 14.75%
Current vs 7-Day Avg -26.73% | -12.87%-16.24% | -5.84%
Prior 7-Day Eod 4.24% | 6.85%8.42% | 14.20%
Current vs 7-Day Eod -17.78% | -8.76%-6.35% | -2.21%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 31.55% | 17.87%
Calls: 29.06% | 20.00%
Puts: 34.04% | 15.73%
Prior 27.48% | 13.73%
Calls: 27.27% | 10.33%
Puts: 27.69% | 17.14%
Current vs Prior +14.81% | +30.15%
Prior 7-Day Avg 22.99% | 14.62%
Calls: 22.67% | 14.50%
Puts: 23.32% | 14.74%
Current vs 7-Day Avg +37.23% | +22.22%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($1.44M). Below-average activity with volume down 44% vs prior. Bullish P/C ratio of 0.64. P/C ratio rising 71% - increased hedging/bearish positioning.

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
16:00BULLISHBULLISHBULLISH
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 27 of results (avg 7.4%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2151.8054.40$53.104.9%--0.9779
$250.00Sep 1854.3057.30$55.805.4%30.911.0K
$260.00Sep 1845.9048.70$47.305.9%20.861.3K
$260.00Aug 2142.2044.80$43.506.0%10.96153
$290.00Sep 1824.8026.40$25.606.2%10.64456
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2156.8059.20$58.004.1%--0.9330
$362.50Aug 758.7061.80$60.255.1%10.98--
$310.00Sep 1821.1022.40$21.756.0%40.53149
$340.00Sep 1841.1044.20$42.657.3%--0.7560
$300.00Sep 1815.7017.00$16.358.0%210.45658

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 738.6041.10$39.856.3%11.00--
$280.00Aug 721.2023.80$22.5011.6%--1.0044
$265.00Aug 1436.5039.30$37.907.4%--1.0011
$250.00Aug 2151.8054.40$53.104.9%--0.9779
$260.00Aug 2142.2044.80$43.506.0%10.96153
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$362.50Aug 758.7061.80$60.255.1%10.98--
$325.00Aug 721.9024.30$23.1010.4%--0.93146
$360.00Aug 2156.8059.20$58.004.1%--0.9330
$320.00Aug 716.9019.50$18.2014.3%10.901
$330.00Aug 1427.4030.30$28.8510.1%--0.8743

Most actively traded options today. High liquidity = easy entry/exit. 144 active (total vol 2.5K, top 239)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$322.50Aug 70.250.70$0.4893.7%2390.08150
$315.00Aug 70.601.45$1.0283.3%1840.16567
$312.50Aug 70.851.85$1.3574.1%1700.2176
$310.00Aug 71.452.40$1.9249.5%1070.271.2K
$325.00Aug 70.250.60$0.4381.4%1040.07998
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 181.652.75$2.2050.0%1330.09524
$270.00Aug 211.151.70$1.4238.7%930.10966
$300.00Aug 72.804.20$3.5040.0%920.41396
$290.00Aug 215.306.00$5.6512.4%640.30464
$260.00Sep 183.004.40$3.7037.8%590.14310

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 43.3%, max 178.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Sep 18111.9%46.4%140.9%--1.1K
$355.00Aug 7Aug 28104.3%47.9%117.9%121
$350.00Aug 7Sep 1896.5%45.7%111.3%91.3K
$345.00Aug 7Sep 1181.5%45.5%79.2%155
$340.00Aug 7Sep 1876.2%45.0%69.4%121.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18123.6%44.4%178.1%133582
$245.00Aug 7Aug 28134.9%49.8%170.9%135
$255.00Aug 7Sep 4112.4%44.3%153.7%282
$260.00Aug 7Sep 18101.3%44.4%128.3%59341
$265.00Aug 7Sep 482.9%43.1%92.3%218

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 138 found (best R:R 40.67, avg 5.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$360.00Aug 14$0.24$9.76$0.2440.67$350.24
$355.00$360.00Aug 21$0.15$4.85$0.1532.33$355.15
$332.50$335.00Aug 7$0.10$2.40$0.1024.00$332.60
$325.00$327.50Aug 7$0.13$2.37$0.1318.23$325.13
$345.00$350.00Aug 21$0.27$4.73$0.2717.52$345.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$245.00Aug 21$0.13$4.87$0.1337.46$249.87
$255.00$250.00Aug 28$0.15$4.85$0.1532.33$254.85
$255.00$250.00Sep 4$0.25$4.75$0.2519.00$254.75
$277.50$275.00Aug 7$0.15$2.35$0.1515.67$277.35
$275.00$270.00Aug 14$0.33$4.67$0.3314.15$274.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 168 found (best R:R 115.67, avg 2.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$262.50$280.00Aug 7$17.35$17.35$0.15115.67$279.85
$280.00$285.00Aug 7$4.85$4.85$0.1532.33$284.85
$250.00$260.00Aug 21$9.60$9.60$0.4024.00$259.60
$260.00$270.00Aug 21$9.25$9.25$0.7512.33$269.25
$285.00$290.00Aug 7$4.50$4.50$0.509.00$289.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$362.50$325.00Aug 7$37.15$37.15$0.35106.14$325.35
$360.00$325.00Aug 21$31.90$31.90$3.1010.29$328.10
$320.00$315.00Aug 7$4.50$4.50$0.509.00$315.50
$315.00$312.50Aug 7$2.20$2.20$0.307.33$312.80
$312.50$310.00Aug 7$2.00$2.00$0.504.00$310.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.50, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.10111.9%56.8%
$350.00Aug 7Aug 14$0.3496.5%55.3%
$342.50Aug 7Aug 14$0.4784.4%51.0%
$345.00Aug 7Aug 14$0.4781.5%52.0%
$340.00Aug 7Aug 14$0.5576.2%49.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Aug 7Aug 14$0.1382.9%44.3%
$255.00Aug 7Aug 14$0.15112.4%58.5%
$245.00Aug 7Aug 21$0.17134.9%53.6%
$260.00Aug 7Aug 14$0.20101.3%54.3%
$250.00Aug 7Aug 21$0.30123.6%52.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 3.08% of stock, avg 9.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$302.50Aug 7$4.60$4.70$9.30$293.20$311.803.08%
$300.00Aug 7$5.85$3.50$9.35$290.65$309.353.09%
$305.00Aug 7$3.55$6.10$9.65$295.35$314.653.19%
$307.50Aug 7$2.60$7.75$10.35$297.15$317.853.42%
$295.00Aug 7$9.20$1.67$10.87$284.13$305.873.59%
$310.00Aug 7$1.92$9.50$11.42$298.58$321.423.78%
$292.50Aug 7$11.10$1.27$12.37$280.13$304.874.09%
$312.50Aug 7$1.35$11.50$12.85$299.65$325.354.25%
$290.00Aug 7$13.15$0.85$14.00$276.00$304.004.63%
$315.00Aug 7$1.02$13.70$14.72$300.28$329.724.87%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.76% of stock, avg 4.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$315.00$292.50Aug 7$1.02$1.27$2.29$290.21$317.29
$312.50$292.50Aug 7$1.35$1.27$2.62$289.88$315.12
$315.00$295.00Aug 7$1.02$1.67$2.69$292.31$317.69
$312.50$295.00Aug 7$1.35$1.67$3.02$291.98$315.52
$310.00$292.50Aug 7$1.92$1.27$3.19$289.31$313.19
$315.00$297.50Aug 7$1.02$2.47$3.49$294.01$318.49
$310.00$295.00Aug 7$1.92$1.67$3.59$291.41$313.59
$312.50$297.50Aug 7$1.35$2.47$3.82$293.68$316.32
$307.50$292.50Aug 7$2.60$1.27$3.87$288.63$311.37
$307.50$295.00Aug 7$2.60$1.67$4.27$290.73$311.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 306 found (best R:R 21.73, avg credit $3.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265270/275Aug 21$4.78$0.2221.73$260.22$274.78
245/250260/270Aug 21$9.38$0.6215.13$240.62$269.38
280/282285/290Aug 7$4.67$0.3314.15$277.83$289.67
275/278285/290Aug 7$4.65$0.3513.29$272.85$289.65
260/265275/280Aug 21$4.53$0.479.64$260.47$279.53
270/275280/285Aug 28$4.45$0.558.09$270.55$284.45
280/282290/292Aug 7$2.22$0.287.93$280.28$292.22
275/278290/292Aug 7$2.20$0.307.33$275.30$292.20
290/295300/305Aug 21$4.40$0.607.33$290.60$304.40
245/250270/275Aug 21$4.38$0.627.06$245.62$274.38

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
$300.00$305.00$310.00Aug 28$0.05$4.9599.00
$330.00$335.00$340.00Aug 14$0.08$4.9261.50
$325.00$327.50$330.00Aug 7$0.08$2.4230.25
$317.50$320.00$322.50Aug 14$0.08$2.4230.25
$250.00$260.00$270.00Aug 21$0.35$9.6527.57
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Aug 28$0.05$4.9599.00
$285.00$290.00$295.00Aug 28$0.10$4.9049.00
$250.00$260.00$270.00Sep 18$0.25$9.7539.00
$275.00$280.00$285.00Aug 21$0.15$4.8532.33
$260.00$265.00$270.00Aug 7$0.16$4.8430.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 114 found (best net $-0.95, 105 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Sep 4-$0.95$19.05
$265.00$285.001:2Aug 14-$1.90$18.10
$335.00$350.001:2Aug 28-$0.25$14.75
$330.00$345.001:2Sep 11-$1.75$13.25
$262.50$280.001:2Aug 7-$5.15$12.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$255.001:2Sep 4-$0.38$9.62
$260.00$250.001:2Sep 18-$0.70$9.30
$280.00$270.001:2Sep 4-$1.00$9.00
$270.00$260.001:2Sep 18-$1.95$8.05
$280.00$270.001:2Sep 18-$2.70$7.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 5.03%, avg 1.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$305.00Sep 11$15.200.510.9%5.03%5.89%1317
$310.00Sep 18$15.000.472.5%4.96%7.48%11643
$310.00Sep 11$13.000.472.5%4.30%6.82%66
$305.00Aug 28$11.900.490.9%3.94%4.80%210
$320.00Sep 18$11.300.395.8%3.74%9.56%172.3K
$315.00Sep 11$11.000.424.2%3.64%7.81%22
$310.00Aug 28$9.900.442.5%3.27%5.79%2109
$305.00Aug 21$9.700.490.9%3.21%4.07%1140
$307.50Aug 21$8.800.451.7%2.91%4.60%--61
$330.00Sep 18$8.500.329.1%2.81%11.94%431.6K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 2,012
Total Puts 1,287
Put/Call Ratio 0.64
Net Difference 725

Prior's Put/Call Breakdown

Total Calls 4,282
Total Puts 1,604
Put/Call Ratio 0.37
Net Difference 2,678

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All