Tour v492
VLO
VALERO ENERGY CORP N
$301.76 -0.21%
8/6 12:01

Option Volume

Detail
Current (08/06 12:00pm) 1,503
Calls: 904 (60%)
Puts: 599 (40%)
Prior (08/05) 1,597
Calls: 951 (60%)
Puts: 646 (40%)
Current vs Prior -5.89%
Calls: -4.94% (Calls)
Puts: -7.28% (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 -84.94%
Calls: -81.42%
Puts: -88.28%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06 12:00pm) $1.83M
Calls: $1.32M (72%)
Puts: $518.5K (28%)
Prior (08/05) $1.09M
Calls: $767.5K (71%)
Puts: $317.5K (29%)
Current vs Prior +69.05%
Calls: +71.43%
Puts: +63.29%
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 -90.65%
Calls: -91.13%
Puts: -89.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06 12:00pm) 0.66
Prior (08/05) 0.68
Current vs Prior -2.45%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -24.59%
Sentiment BULLISH

Open Interest

Detail
Current (08/06 12:00pm) 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 3.07% | 5.90%7.47% | 13.42%
Prior 3.49% | 6.25%7.89% | 13.89%
Current vs Prior -12.14% | -5.62%-5.25% | -3.37%
Prior 7-Day Avg 4.45% | 6.95%9.06% | 14.55%
Current vs 7-Day Avg -31.08% | -15.14%-17.50% | -7.77%
Prior 7-Day Eod 3.49% | 6.25%7.89% | 13.89%
Current vs 7-Day Eod -12.14% | -5.62%-5.25% | -3.37%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 35.73% | 14.71%
Calls: 23.66% | 11.89%
Puts: 47.81% | 17.54%
Prior 31.55% | 17.87%
Calls: 29.06% | 20.00%
Puts: 34.04% | 15.73%
Current vs Prior +13.25% | -17.68%
Prior 7-Day Avg 25.77% | 15.73%
Calls: 25.06% | 15.94%
Puts: 26.48% | 15.52%
Current vs 7-Day Avg +38.65% | -6.50%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($1.32M). Elevated premium activity with dollar volume up 69% vs prior. Bullish P/C ratio of 0.66.

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
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 36 of results (avg 7.4%, best 2.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1814.2014.90$14.554.8%90.46644
$300.00Sep 1818.6019.60$19.105.2%60.552.0K
$255.00Aug 2146.2048.70$47.455.3%10.962
$260.00Sep 1844.6047.30$45.955.9%30.861.3K
$250.00Aug 2150.5053.60$52.056.0%--0.9779
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1821.1021.70$21.402.8%20.54150
$300.00Sep 1815.7016.30$16.003.8%80.46662
$360.00Aug 2157.1060.30$58.705.5%--0.9330
$305.00Aug 2111.8012.50$12.155.8%80.5370
$340.00Sep 1842.0044.60$43.306.0%--0.7660

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. 66 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Aug 727.9030.70$29.309.6%11.00--
$277.50Aug 722.5025.90$24.2014.0%11.00--
$250.00Aug 1450.2053.60$51.906.6%11.00--
$280.00Aug 720.1023.10$21.6013.9%200.9844
$282.50Aug 718.0020.70$19.3514.0%20.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Aug 742.0045.20$43.607.3%10.98--
$325.00Aug 722.0025.00$23.5012.8%--0.96146
$360.00Aug 2157.1060.30$58.705.5%--0.9330
$315.00Aug 712.7015.60$14.1520.5%30.9065
$330.00Aug 1427.7030.90$29.3010.9%--0.9043

Most actively traded options today. High liquidity = easy entry/exit. 131 active (total vol 1.1K, top 69)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 74.105.20$4.6523.7%690.56159
$307.50Aug 71.201.75$1.4837.2%460.2674
$315.00Aug 70.250.65$0.4588.9%450.10670
$315.00Aug 215.206.20$5.7017.5%410.33112
$350.00Sep 184.004.50$4.2511.8%410.181.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$297.50Aug 71.553.20$2.3869.3%450.35178
$300.00Aug 72.454.30$3.3854.7%450.45394
$290.00Aug 70.350.95$0.6592.3%260.13209
$302.50Aug 73.405.80$4.6052.2%250.55116
$260.00Sep 183.104.00$3.5525.4%240.14336

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 55 strikes (avg 73.5%, max 256.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Sep 18149.0%43.7%240.9%11.1K
$355.00Aug 7Sep 4139.1%44.1%215.2%212
$350.00Aug 7Sep 18129.0%44.0%193.1%411.3K
$345.00Aug 7Aug 21109.2%46.3%135.7%3427
$340.00Aug 7Sep 18102.4%43.9%133.3%151.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18158.8%44.6%256.2%3659
$245.00Aug 7Aug 28173.6%49.6%250.0%--35
$255.00Aug 7Aug 28144.1%45.3%218.4%--101
$260.00Aug 7Sep 18129.6%43.7%196.7%24367
$265.00Aug 7Aug 28105.7%45.8%130.8%--30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 139 found (best R:R 49.00, avg 5.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$350.00Aug 14$0.12$4.88$0.1240.67$345.12
$345.00$350.00Aug 21$0.15$4.85$0.1532.33$345.15
$322.50$325.00Aug 7$0.10$2.40$0.1024.00$322.60
$355.00$360.00Aug 21$0.23$4.77$0.2320.74$355.23
$350.00$355.00Aug 21$0.25$4.75$0.2519.00$350.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$245.00Aug 21$0.10$4.90$0.1049.00$249.90
$270.00$265.00Aug 14$0.12$4.88$0.1240.67$269.88
$255.00$250.00Aug 21$0.12$4.88$0.1240.67$254.88
$255.00$250.00Aug 14$0.20$4.80$0.2024.00$254.80
$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. 167 found (best R:R 49.00, avg 1.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$265.00Aug 14$14.70$14.70$0.3049.00$264.70
$290.00$292.50Aug 14$2.35$2.35$0.1515.67$292.35
$260.00$270.00Aug 21$9.35$9.35$0.6514.38$269.35
$265.00$285.00Aug 14$18.50$18.50$1.5012.33$283.50
$250.00$255.00Aug 21$4.60$4.60$0.4011.50$254.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$315.00$312.50Aug 7$2.35$2.35$0.1515.67$312.65
$325.00$315.00Aug 7$9.35$9.35$0.6514.38$315.65
$360.00$325.00Aug 21$32.05$32.05$2.9510.86$327.95
$310.00$307.50Aug 14$2.10$2.10$0.405.25$307.90
$325.00$320.00Aug 21$4.20$4.20$0.805.25$320.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.36, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.10149.0%60.1%
$350.00Aug 7Aug 14$0.15129.0%53.6%
$250.00Aug 14Aug 21$0.1556.1%52.2%
$340.00Aug 7Aug 14$0.35102.4%48.3%
$345.00Aug 7Aug 14$0.35109.2%52.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 14$0.12144.1%60.2%
$245.00Aug 7Aug 21$0.17173.6%54.4%
$260.00Aug 7Aug 14$0.17129.6%55.8%
$265.00Aug 7Aug 14$0.33105.7%51.7%
$270.00Aug 7Aug 14$0.4592.3%48.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 62 found (cheapest 2.63% of stock, avg 9.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$302.50Aug 7$3.33$4.60$7.93$294.57$310.432.63%
$300.00Aug 7$4.65$3.38$8.03$291.97$308.032.66%
$305.00Aug 7$2.33$6.15$8.48$296.52$313.482.81%
$297.50Aug 7$6.40$2.38$8.78$288.72$306.282.91%
$307.50Aug 7$1.48$7.90$9.38$298.12$316.883.11%
$295.00Aug 7$8.30$1.53$9.83$285.17$304.833.26%
$310.00Aug 7$1.08$9.40$10.48$299.52$320.483.47%
$292.50Aug 7$9.75$1.05$10.80$281.70$303.303.58%
$290.00Aug 7$11.80$0.65$12.45$277.55$302.454.13%
$312.50Aug 7$0.75$11.80$12.55$299.95$325.054.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.46% of stock, avg 4.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$290.00Aug 7$0.75$0.65$1.40$288.60$313.90
$310.00$290.00Aug 7$1.08$0.65$1.73$288.27$311.73
$312.50$292.50Aug 7$0.75$1.05$1.80$290.70$314.30
$307.50$290.00Aug 7$1.48$0.65$2.13$287.87$309.63
$310.00$292.50Aug 7$1.08$1.05$2.13$290.37$312.13
$312.50$295.00Aug 7$0.75$1.53$2.28$292.72$314.78
$307.50$292.50Aug 7$1.48$1.05$2.53$289.97$310.03
$310.00$295.00Aug 7$1.08$1.53$2.61$292.39$312.61
$305.00$290.00Aug 7$2.33$0.65$2.98$287.02$307.98
$307.50$295.00Aug 7$1.48$1.53$3.01$291.99$310.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 279 found (best R:R 17.87, avg credit $3.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/255260/270Aug 21$9.47$0.5317.87$245.53$269.47
245/250260/270Aug 21$9.45$0.5517.18$240.55$269.45
250/255265/285Aug 14$18.70$1.3014.38$236.30$283.70
290/292295/298Aug 7$2.30$0.2011.50$290.20$297.30
292/295300/302Aug 14$2.30$0.2011.50$292.70$302.30
310/320330/340Sep 18$9.20$0.8011.50$310.80$339.20
292/295302/305Aug 14$2.25$0.259.00$292.75$304.75
292/295305/308Aug 14$2.25$0.259.00$292.75$307.25
292/295298/300Aug 7$2.23$0.278.26$292.77$299.73
320/330340/350Sep 18$8.80$1.207.33$321.20$348.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 88 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
$300.00$302.50$305.00Aug 14$0.05$2.4549.00
$320.00$325.00$330.00Aug 28$0.10$4.9049.00
$340.00$350.00$360.00Aug 28$0.22$9.7844.45
$327.50$330.00$332.50Aug 7$0.06$2.4440.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$295.00$300.00$305.00Sep 4$0.05$4.9599.00
$310.00$320.00$330.00Sep 18$0.10$9.9099.00
$270.00$280.00$290.00Sep 18$0.15$9.8565.67
$260.00$265.00$270.00Aug 7$0.08$4.9261.50
$245.00$250.00$255.00Aug 28$0.10$4.9049.00

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 $-0.20, 112 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$285.001:2Aug 14-$0.20$19.80
$300.00$315.001:2Sep 4-$3.35$11.65
$285.00$300.001:2Aug 28-$4.70$10.30
$350.00$360.001:2Aug 14-$0.23$9.77
$350.00$360.001:2Aug 28-$0.27$9.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$312.501:2Aug 14$0.00$17.50
$345.00$325.001:2Aug 7-$3.40$16.60
$260.00$250.001:2Sep 18-$0.91$9.09
$270.00$260.001:2Sep 18-$1.80$8.20
$280.00$270.001:2Sep 18-$2.30$7.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 4.71%, avg 1.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$14.200.462.7%4.71%7.44%9644
$305.00Sep 11$13.800.491.1%4.57%5.65%--17
$310.00Sep 11$11.700.452.7%3.88%6.61%--12
$305.00Aug 28$11.200.481.1%3.71%4.79%211
$320.00Sep 18$10.500.386.0%3.48%9.52%112.3K
$302.50Aug 21$10.100.510.2%3.35%3.59%19
$310.00Aug 28$9.200.422.7%3.05%5.78%--108
$305.00Aug 21$8.900.471.1%2.95%4.02%8139
$315.00Sep 4$8.500.394.4%2.82%7.20%22
$307.50Aug 21$7.900.431.9%2.62%4.52%--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 904
Total Puts 599
Put/Call Ratio 0.66
Net Difference 305

Prior's Put/Call Breakdown

Total Calls 951
Total Puts 646
Put/Call Ratio 0.68
Net Difference 305

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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