Tour v492
VLO
VALERO ENERGY CORP N
$296.95 -1.80%
8/6 10:00

Option Volume

Detail
Current (08/06 10:00am) 407
Calls: 244 (60%)
Puts: 163 (40%)
Prior (08/05) 333
Calls: 213 (64%)
Puts: 120 (36%)
Current vs Prior +22.22%
Calls: +14.55% (Calls)
Puts: +35.83% (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 -95.96%
Calls: -95.05%
Puts: -96.83%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06 10:00am) $865.9K
Calls: $597.2K (69%)
Puts: $268.7K (31%)
Prior (08/05) $469.6K
Calls: $418.2K (89%)
Puts: $51.4K (11%)
Current vs Prior +84.40%
Calls: +42.79%
Puts: +423.29%
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 -95.67%
Calls: -96.05%
Puts: -94.49%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06 10:00am) 0.67
Prior (08/05) 0.56
Current vs Prior +18.58%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -23.67%
Sentiment BULLISH

Open Interest

Detail
Current (08/06 10:00am) 133,018
Calls: 69,265 (52%)
Puts: 63,753 (48%)
Prior (08/05) 131,376
Calls: 68,217 (52%)
Puts: 63,159 (48%)
Current vs Prior +1.25%
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 +3.72%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.10% | 5.89%7.66% | 13.76%
Prior 4.24% | 6.85%8.42% | 14.20%
Current vs Prior -26.99% | -13.98%-9.03% | -3.15%
Prior 7-Day Avg 4.76% | 7.17%9.42% | 14.75%
Current vs 7-Day Avg -34.94% | -17.84%-18.64% | -6.75%
Prior 7-Day Eod 4.24% | 6.85%7.89% | 13.89%
Current vs 7-Day Eod -26.99% | -13.98%-2.87% | -0.96%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 67.59% | 33.89%
Calls: 36.17% | 28.86%
Puts: 99.01% | 38.93%
Prior 27.48% | 13.73%
Calls: 27.27% | 10.33%
Puts: 27.69% | 17.14%
Current vs Prior +145.96% | +146.83%
Prior 7-Day Avg 22.99% | 14.62%
Calls: 22.67% | 14.50%
Puts: 23.32% | 14.74%
Current vs 7-Day Avg +194.00% | +131.78%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($597.2K). Elevated premium activity with dollar volume up 84% vs prior. Bullish P/C ratio of 0.67.

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 12 of results (avg 7.6%, best 5.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Sep 1858.8062.30$60.555.8%--0.94673
$250.00Sep 1849.9053.20$51.556.4%--0.901.0K
$260.00Sep 1841.2044.30$42.757.3%--0.861.3K
$250.00Aug 2146.7050.30$48.507.4%--0.9779
$250.00Aug 1446.4050.00$48.207.5%10.98--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 1844.7047.70$46.206.5%--0.7860
$345.00Aug 745.5049.10$47.307.6%11.00--
$330.00Sep 1836.5040.30$38.409.9%--0.7116

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. 63 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 1446.4050.00$48.207.5%10.98--
$272.50Aug 723.8027.10$25.4513.0%10.97--
$250.00Aug 2146.7050.30$48.507.4%--0.9779
$255.00Aug 2142.1045.50$43.807.8%10.962
$277.50Aug 718.9022.20$20.5516.1%10.95--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Aug 716.1019.40$17.7518.6%--1.0065
$325.00Aug 725.5029.10$27.3013.2%--1.00146
$345.00Aug 745.5049.10$47.307.6%11.00--
$312.50Aug 713.5017.10$15.3023.5%--0.9620
$330.00Aug 1431.1035.20$33.1512.4%--0.9443

Most actively traded options today. High liquidity = easy entry/exit. 73 active (total vol 260, top 35)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Aug 70.150.90$0.53141.5%350.10670
$270.00Aug 2128.2031.80$30.0012.0%80.89280
$280.00Sep 1827.1029.80$28.459.5%80.711.3K
$305.00Aug 71.052.00$1.5362.1%60.27587
$305.00Aug 144.607.50$6.0547.9%60.41216
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Sep 184.906.30$5.6025.0%120.22411
$280.00Sep 187.209.80$8.5030.6%120.30418
$310.00Aug 711.2014.60$12.9026.4%100.9156
$280.00Aug 212.504.30$3.4052.9%80.22871
$300.00Aug 147.4010.20$8.8031.8%60.5249

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 65.6%, max 242.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Aug 7Sep 18130.6%47.2%176.7%11.3K
$355.00Aug 7Aug 21140.3%51.2%174.0%229
$345.00Aug 7Aug 21120.6%49.6%143.0%--427
$340.00Aug 7Sep 18104.9%46.7%124.8%11.2K
$335.00Aug 7Aug 2891.6%47.2%94.2%--140
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18147.6%43.1%242.9%1659
$245.00Aug 7Aug 28162.0%49.7%226.1%--35
$255.00Aug 7Aug 28133.4%44.7%198.2%--101
$260.00Aug 7Sep 18119.3%41.2%189.6%--367
$265.00Aug 7Aug 2896.5%43.5%122.0%--30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 123 found (best R:R 40.67, avg 5.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$350.00Aug 21$0.18$4.82$0.1826.78$345.18
$345.00$350.00Aug 14$0.20$4.80$0.2024.00$345.20
$330.00$335.00Aug 14$0.25$4.75$0.2519.00$330.25
$335.00$340.00Aug 14$0.27$4.73$0.2717.52$335.27
$350.00$355.00Aug 21$0.27$4.73$0.2717.52$350.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$250.00Aug 21$0.12$4.88$0.1240.67$254.88
$260.00$255.00Aug 21$0.16$4.84$0.1630.25$259.84
$272.50$270.00Aug 7$0.10$2.40$0.1024.00$272.40
$255.00$250.00Aug 28$0.22$4.78$0.2221.73$254.78
$265.00$260.00Aug 21$0.25$4.75$0.2519.00$264.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 153 found (best R:R 49.00, avg 2.13)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$272.50$277.50Aug 7$4.90$4.90$0.1049.00$277.40
$250.00$265.00Aug 14$14.65$14.65$0.3541.86$264.65
$250.00$255.00Aug 21$4.70$4.70$0.3015.67$254.70
$255.00$260.00Aug 21$4.60$4.60$0.4011.50$259.60
$260.00$270.00Aug 21$9.20$9.20$0.8011.50$269.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$325.00$315.00Aug 7$9.55$9.55$0.4521.22$315.45
$310.00$307.50Aug 14$2.25$2.25$0.259.00$307.75
$310.00$307.50Aug 21$2.20$2.20$0.307.33$307.80
$330.00$312.50Aug 14$15.25$15.25$2.256.78$314.75
$305.00$302.50Aug 7$2.05$2.05$0.454.56$302.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.47, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Aug 7Aug 14$0.15130.6%56.2%
$250.00Aug 14Aug 21$0.3063.0%50.1%
$345.00Aug 7Aug 14$0.35120.6%56.9%
$340.00Aug 7Aug 14$0.37104.9%51.8%
$355.00Aug 7Aug 21$0.55140.3%51.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$245.00Aug 7Aug 21$0.20162.0%53.0%
$255.00Aug 7Aug 14$0.20133.4%59.4%
$250.00Aug 7Aug 21$0.27147.6%50.1%
$260.00Aug 7Aug 14$0.27119.3%55.2%
$265.00Aug 7Aug 14$0.4096.5%50.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 2.55% of stock, avg 9.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$295.00Aug 7$5.70$1.88$7.58$287.42$302.582.55%
$292.50Aug 7$7.35$1.25$8.60$283.90$301.102.90%
$300.00Aug 7$3.60$5.15$8.75$291.25$308.752.95%
$302.50Aug 7$2.83$6.55$9.38$293.12$311.883.16%
$290.00Aug 7$9.25$0.88$10.13$279.87$300.133.41%
$305.00Aug 7$1.53$8.60$10.13$294.87$315.133.41%
$307.50Aug 7$1.35$11.15$12.50$295.00$320.004.21%
$285.00Aug 7$13.35$0.43$13.78$271.22$298.784.64%
$310.00Aug 7$0.95$12.90$13.85$296.15$323.854.66%
$312.50Aug 7$0.70$15.30$16.00$296.50$328.505.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.46% of stock, avg 4.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$285.00Aug 7$0.95$0.43$1.38$283.62$311.38
$307.50$285.00Aug 7$1.35$0.43$1.78$283.22$309.28
$310.00$290.00Aug 7$0.95$0.88$1.83$288.17$311.83
$305.00$285.00Aug 7$1.53$0.43$1.96$283.04$306.96
$310.00$292.50Aug 7$0.95$1.25$2.20$290.30$312.20
$307.50$290.00Aug 7$1.35$0.88$2.23$287.77$309.73
$305.00$290.00Aug 7$1.53$0.88$2.41$287.59$307.41
$307.50$292.50Aug 7$1.35$1.25$2.60$289.90$310.10
$305.00$292.50Aug 7$1.53$1.25$2.78$289.72$307.78
$310.00$295.00Aug 7$0.95$1.88$2.83$292.17$312.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 268 found (best R:R 21.73, avg credit $3.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
295/298300/302Aug 7$2.39$0.1121.73$295.11$302.39
290/295300/305Aug 28$4.70$0.3015.67$290.30$304.70
250/255260/270Aug 21$9.32$0.6813.71$245.68$269.32
290/295305/310Aug 28$4.55$0.4510.11$290.45$309.55
270/272280/285Aug 7$4.50$0.509.00$268.00$284.50
292/295302/305Aug 14$2.20$0.307.33$292.80$304.70
240/250260/270Sep 18$8.66$1.346.46$241.34$268.66
300/310320/330Sep 18$8.60$1.406.14$301.40$328.60
290/300310/320Sep 18$8.55$1.455.90$291.45$318.55
310/320330/340Sep 18$8.45$1.555.45$311.55$338.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 87 found (best R:R 165.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$325.00$330.00Aug 14$0.07$4.9370.43
$250.00$255.00$260.00Aug 21$0.10$4.9049.00
$240.00$250.00$260.00Sep 18$0.20$9.8049.00
$320.00$322.50$325.00Aug 7$0.06$2.4440.67
$317.50$320.00$322.50Aug 7$0.07$2.4334.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$250.00$260.00Sep 18$0.06$9.94165.67
$240.00$245.00$250.00Aug 21$0.07$4.9370.43
$260.00$265.00$270.00Aug 7$0.08$4.9261.50
$275.00$280.00$285.00Aug 21$0.08$4.9261.50
$255.00$260.00$265.00Aug 21$0.09$4.9154.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 110 found (best net $-0.36, 104 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$350.001:2Sep 11-$0.36$19.64
$335.00$350.001:2Aug 28-$0.03$14.97
$285.00$300.001:2Aug 28-$4.90$10.10
$340.00$350.001:2Sep 18-$3.00$7.00
$310.00$320.001:2Aug 28-$3.50$6.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$312.501:2Aug 14-$2.65$14.85
$345.00$325.001:2Aug 7-$7.30$12.70
$250.00$240.001:2Sep 18-$0.21$9.79
$260.00$250.001:2Sep 18-$1.21$8.79
$270.00$260.001:2Sep 18-$1.30$8.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 5.59%, avg 1.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Sep 18$16.600.521.0%5.59%6.62%22.0K
$300.00Sep 11$14.400.521.0%4.85%5.88%--10
$300.00Sep 4$13.100.511.0%4.41%5.44%318
$310.00Sep 18$12.400.444.4%4.18%8.57%2644
$305.00Sep 11$12.100.472.7%4.07%6.79%--17
$300.00Aug 28$11.300.511.0%3.81%4.83%--82
$310.00Sep 11$10.300.424.4%3.47%7.86%--12
$320.00Sep 18$9.400.367.8%3.17%10.93%12.3K
$300.00Aug 21$9.300.511.0%3.13%4.16%4705
$305.00Aug 28$9.200.452.7%3.10%5.81%--11

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 244
Total Puts 163
Put/Call Ratio 0.67
Net Difference 81

Prior's Put/Call Breakdown

Total Calls 213
Total Puts 120
Put/Call Ratio 0.56
Net Difference 93

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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