Tour v492
VLO
VALERO ENERGY CORP N
$300.86 -0.51%
8/6 11:00

Option Volume

Detail
Current (08/06 11:00am) 1,105
Calls: 759 (69%)
Puts: 346 (31%)
Prior (08/05) 974
Calls: 597 (61%)
Puts: 377 (39%)
Current vs Prior +13.45%
Calls: +27.14% (Calls)
Puts: -8.22% (Puts)
Prior 7-Day Total 69,840
Calls: 34,049 (49%)
Puts: 35,791 (51%)
Prior 7-Day Average 9,977
Calls: 4,864 (49%)
Puts: 5,113 (51%)
Current vs Prior 7-Day Avg -88.92%
Calls: -84.40%
Puts: -93.23%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06 11:00am) $1.57M
Calls: $1.20M (77%)
Puts: $363.8K (23%)
Prior (08/05) $698.5K
Calls: $520.8K (75%)
Puts: $177.7K (25%)
Current vs Prior +124.55%
Calls: +131.32%
Puts: +104.71%
Prior 7-Day Total $137.30M
Calls: $103.78M (76%)
Puts: $33.52M (24%)
Prior 7-Day Average $19.61M
Calls: $14.83M (76%)
Puts: $4.79M (24%)
Current vs Prior 7-Day Avg -92.00%
Calls: -91.88%
Puts: -92.40%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06 11:00am) 0.46
Prior (08/05) 0.63
Current vs Prior -27.81%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -48.11%
Sentiment BULLISH

Open Interest

Detail
Current (08/06 11:00am) 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 902,883
Calls: 466,239 (52%)
Puts: 436,644 (48%)
Prior 7-Day Average 128,983
Calls: 66,605 (52%)
Puts: 62,377 (48%)
Current vs Prior 7-Day Avg +3.13%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.21% | 5.98%7.76% | 13.64%
Prior 3.49% | 6.25%7.89% | 13.89%
Current vs Prior -8.07% | -4.28%-1.60% | -1.76%
Prior 7-Day Avg 4.45% | 6.95%9.06% | 14.55%
Current vs 7-Day Avg -27.88% | -13.93%-14.32% | -6.24%
Prior 7-Day Eod 3.49% | 6.25%7.89% | 13.89%
Current vs 7-Day Eod -8.07% | -4.28%-1.60% | -1.76%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 37.22% | 15.55%
Calls: 28.57% | 15.73%
Puts: 45.87% | 15.38%
Prior 31.55% | 17.87%
Calls: 29.06% | 20.00%
Puts: 34.04% | 15.73%
Current vs Prior +17.97% | -12.98%
Prior 7-Day Avg 25.77% | 15.73%
Calls: 25.06% | 15.94%
Puts: 26.48% | 15.52%
Current vs 7-Day Avg +44.43% | -1.16%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($1.20M) vs puts ($363.8K). Massive premium surge with dollar volume up 125% vs prior. Extreme bullish P/C ratio of 0.46 - heavy call buying (759 calls vs 346 puts). P/C ratio dropping 28% - sentiment shifting bullish.

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
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 29 of results (avg 7.4%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 1852.5055.50$54.005.6%--0.901.0K
$310.00Sep 1813.9014.70$14.305.6%50.45644
$250.00Aug 2150.1053.20$51.656.0%--1.0079
$260.00Sep 1844.0046.80$45.406.2%30.851.3K
$250.00Aug 1449.5052.90$51.206.6%10.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1816.2016.90$16.554.2%80.46662
$310.00Sep 1821.6022.60$22.104.5%20.55150
$360.00Aug 2158.1061.10$59.605.0%--0.9630
$290.00Sep 1811.6012.30$11.955.9%110.37323
$345.00Aug 743.1046.00$44.556.5%10.97--

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. 64 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Aug 726.4030.00$28.2012.8%11.00--
$277.50Aug 721.5024.80$23.1514.3%11.00--
$250.00Aug 2150.1053.20$51.656.0%--1.0079
$250.00Aug 1449.5052.90$51.206.6%10.99--
$280.00Aug 719.2022.40$20.8015.4%200.9744
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Aug 743.1046.00$44.556.5%10.97--
$325.00Aug 722.9025.70$24.3011.5%--0.96146
$360.00Aug 2158.1061.10$59.605.0%--0.9630
$315.00Aug 713.3016.50$14.9021.5%20.9165
$330.00Aug 1428.9031.80$30.359.6%--0.9043

Most actively traded options today. High liquidity = easy entry/exit. 116 active (total vol 769, top 59)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 73.604.80$4.2028.6%590.52159
$315.00Aug 215.106.10$5.6017.9%410.32112
$350.00Sep 183.804.50$4.1516.9%400.181.1K
$315.00Aug 70.250.65$0.4588.9%380.09670
$300.00Aug 2110.4012.00$11.2014.3%230.52705
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 79.2012.00$10.6026.4%170.8256
$300.00Aug 219.7011.40$10.5516.1%170.48162
$290.00Aug 143.204.40$3.8031.6%160.2897
$280.00Sep 188.008.70$8.358.4%130.28418
$270.00Sep 185.305.90$5.6010.7%120.21411

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 72.9%, max 246.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Sep 18148.3%44.0%237.3%11.1K
$355.00Aug 7Sep 4138.7%46.0%201.7%212
$350.00Aug 7Sep 18128.7%44.1%192.0%401.3K
$345.00Aug 7Aug 21118.5%47.7%148.6%3427
$340.00Aug 7Sep 18102.6%43.9%133.7%131.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18154.1%44.5%246.7%3659
$245.00Aug 7Aug 28168.7%49.8%238.8%--35
$255.00Aug 7Aug 28139.7%45.6%206.3%--101
$260.00Aug 7Sep 18125.4%44.3%183.2%2367
$265.00Aug 7Aug 28102.0%46.6%119.1%--30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 132 found (best R:R 49.00, avg 6.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$335.00$340.00Aug 14$0.10$4.90$0.1049.00$335.10
$345.00$350.00Aug 14$0.13$4.87$0.1337.46$345.13
$350.00$355.00Aug 21$0.15$4.85$0.1532.33$350.15
$317.50$320.00Aug 7$0.12$2.38$0.1219.83$317.62
$345.00$350.00Aug 21$0.25$4.75$0.2519.00$345.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$260.00Aug 14$0.10$4.90$0.1049.00$264.90
$255.00$250.00Aug 21$0.12$4.88$0.1240.67$254.88
$250.00$245.00Aug 28$0.13$4.87$0.1337.46$249.87
$255.00$250.00Aug 14$0.17$4.83$0.1728.41$254.83
$255.00$250.00Aug 28$0.20$4.80$0.2024.00$254.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 165 found (best R:R 36.50, avg 1.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$265.00Aug 14$14.60$14.60$0.4036.50$264.60
$277.50$280.00Aug 7$2.35$2.35$0.1515.67$279.85
$280.00$282.50Aug 7$2.35$2.35$0.1515.67$282.35
$255.00$260.00Aug 21$4.70$4.70$0.3015.67$259.70
$265.00$285.00Aug 14$18.40$18.40$1.6011.50$283.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$325.00$315.00Aug 7$9.40$9.40$0.6015.67$315.60
$360.00$325.00Aug 21$32.30$32.30$2.7011.96$327.70
$330.00$312.50Aug 14$14.75$14.75$2.755.36$315.25
$307.50$305.00Aug 7$2.10$2.10$0.405.25$305.40
$312.50$310.00Aug 14$2.05$2.05$0.454.56$310.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.38, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.10148.3%60.7%
$350.00Aug 7Aug 14$0.12128.7%53.5%
$345.00Aug 7Aug 14$0.25118.5%52.5%
$340.00Aug 7Aug 14$0.32102.6%48.6%
$335.00Aug 7Aug 14$0.4589.2%45.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 14$0.12139.7%59.3%
$260.00Aug 7Aug 14$0.17125.4%54.9%
$245.00Aug 7Aug 21$0.20168.7%53.8%
$265.00Aug 7Aug 14$0.35102.0%51.4%
$270.00Aug 7Aug 14$0.4388.8%46.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 2.66% of stock, avg 9.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$300.00Aug 7$4.20$3.80$8.00$292.00$308.002.66%
$302.50Aug 7$3.08$5.45$8.53$293.97$311.032.84%
$305.00Aug 7$2.13$6.65$8.78$296.22$313.782.92%
$295.00Aug 7$7.65$1.95$9.60$285.40$304.603.19%
$307.50Aug 7$1.48$8.75$10.23$297.27$317.733.40%
$292.50Aug 7$9.60$1.35$10.95$281.55$303.453.64%
$310.00Aug 7$0.93$10.60$11.53$298.47$321.533.83%
$290.00Aug 7$11.15$0.93$12.08$277.92$302.084.02%
$312.50Aug 7$0.65$12.45$13.10$299.40$325.604.35%
$315.00Aug 7$0.45$14.90$15.35$299.65$330.355.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.53% of stock, avg 4.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$290.00Aug 7$0.65$0.93$1.58$288.42$314.08
$310.00$290.00Aug 7$0.93$0.93$1.86$288.14$311.86
$312.50$292.50Aug 7$0.65$1.35$2.00$290.50$314.50
$310.00$292.50Aug 7$0.93$1.35$2.28$290.22$312.28
$307.50$290.00Aug 7$1.48$0.93$2.41$287.59$309.91
$312.50$295.00Aug 7$0.65$1.95$2.60$292.40$315.10
$307.50$292.50Aug 7$1.48$1.35$2.83$289.67$310.33
$310.00$295.00Aug 7$0.93$1.95$2.88$292.12$312.88
$305.00$290.00Aug 7$2.13$0.93$3.06$286.94$308.06
$307.50$295.00Aug 7$1.48$1.95$3.43$291.57$310.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 283 found (best R:R 15.67, avg credit $3.79)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
285/288290/292Aug 14$2.35$0.1515.67$285.15$292.35
290/292300/302Aug 14$2.35$0.1515.67$290.15$302.35
292/295300/302Aug 14$2.35$0.1515.67$292.65$302.35
250/255265/285Aug 14$18.57$1.4312.99$236.43$283.57
250/255260/270Aug 21$9.27$0.7312.70$245.73$269.27
310/320330/340Sep 18$9.20$0.8011.50$310.80$339.20
250/260270/280Sep 18$8.97$1.038.71$251.03$278.97
280/285290/295Aug 21$4.42$0.587.62$280.58$294.42
285/288292/295Aug 14$2.20$0.307.33$285.30$294.70
285/290300/305Aug 28$4.40$0.607.33$285.60$304.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$325.00$330.00Sep 11$0.05$4.9599.00
$340.00$345.00$350.00Aug 21$0.07$4.9370.43
$340.00$350.00$360.00Aug 28$0.14$9.8670.43
$335.00$340.00$345.00Aug 14$0.08$4.9261.50
$305.00$307.50$310.00Aug 14$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$260.00$265.00Aug 14$0.05$4.9599.00
$245.00$250.00$255.00Aug 28$0.07$4.9370.43
$260.00$265.00$270.00Aug 7$0.08$4.9261.50
$270.00$275.00$280.00Aug 21$0.09$4.9154.56
$275.00$277.50$280.00Aug 7$0.06$2.4440.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 119 found (best net $-0.85, 110 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$315.001:2Sep 4-$3.05$11.95
$350.00$360.001:2Aug 14-$0.26$9.74
$350.00$360.001:2Aug 28-$0.33$9.67
$285.00$300.001:2Aug 28-$5.45$9.55
$340.00$350.001:2Aug 28-$0.84$9.16
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$312.501:2Aug 14-$0.85$16.65
$345.00$325.001:2Aug 7-$4.05$15.95
$260.00$250.001:2Sep 18-$0.76$9.24
$270.00$260.001:2Sep 18-$2.00$8.00
$280.00$270.001:2Sep 18-$2.85$7.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 4.62%, avg 1.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$13.900.453.0%4.62%7.66%5644
$305.00Sep 11$13.100.481.4%4.35%5.73%--17
$310.00Sep 11$11.300.443.0%3.76%6.79%--12
$305.00Aug 28$10.900.471.4%3.62%5.00%211
$320.00Sep 18$10.300.376.4%3.42%9.79%92.3K
$310.00Aug 28$9.000.423.0%2.99%6.03%--108
$305.00Aug 21$8.800.451.4%2.92%4.30%8139
$315.00Sep 4$8.200.384.7%2.73%7.43%22
$320.00Sep 11$7.500.356.4%2.49%8.85%51
$330.00Sep 18$7.500.309.7%2.49%12.18%31.6K

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 759
Total Puts 346
Put/Call Ratio 0.46
Net Difference 413

Prior's Put/Call Breakdown

Total Calls 597
Total Puts 377
Put/Call Ratio 0.63
Net Difference 220

Prior 7-Day Put/Call Summary

Total Calls 34,049
Total Puts 35,791
Average Put/Call Ratio 0.88
Ratio Trend Falling

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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