Tour v492
VLO
VALERO ENERGY CORP N
$300.55 -0.61%
8/6 13:01

Option Volume

Detail
Current (08/06 1:00pm) 2,576
Calls: 1,456 (57%)
Puts: 1,120 (43%)
Prior (08/05) 1,826
Calls: 1,085 (59%)
Puts: 741 (41%)
Current vs Prior +41.07%
Calls: +34.19% (Calls)
Puts: +51.15% (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 -74.18%
Calls: -70.07%
Puts: -78.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06 1:00pm) $2.23M
Calls: $1.58M (71%)
Puts: $653.7K (29%)
Prior (08/05) $1.24M
Calls: $882.8K (71%)
Puts: $354.9K (29%)
Current vs Prior +80.35%
Calls: +78.81%
Puts: +84.17%
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 -88.62%
Calls: -89.35%
Puts: -86.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06 1:00pm) 0.77
Prior (08/05) 0.68
Current vs Prior +12.63%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -12.45%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/06 1:00pm) 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 3.01% | 5.71%7.29% | 13.43%
Prior 3.49% | 6.25%7.89% | 13.89%
Current vs Prior -13.69% | -8.70%-7.61% | -3.34%
Prior 7-Day Avg 4.45% | 6.95%9.06% | 14.55%
Current vs 7-Day Avg -32.29% | -17.91%-19.56% | -7.75%
Prior 7-Day Eod 3.49% | 6.25%7.89% | 13.89%
Current vs 7-Day Eod -13.69% | -8.70%-7.61% | -3.34%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 44.06% | 25.17%
Calls: 44.44% | 22.47%
Puts: 43.68% | 27.88%
Prior 31.55% | 17.87%
Calls: 29.06% | 20.00%
Puts: 34.04% | 15.73%
Current vs Prior +39.65% | +40.85%
Prior 7-Day Avg 25.77% | 15.73%
Calls: 25.06% | 15.94%
Puts: 26.48% | 15.52%
Current vs 7-Day Avg +70.97% | +59.98%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($1.58M). Elevated premium activity with dollar volume up 80% vs prior.

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 NEUTRAL
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
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 32 of results (avg 7.2%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1813.8014.30$14.053.6%110.45644
$250.00Sep 1853.1056.20$54.655.7%--0.901.0K
$320.00Sep 1810.2010.80$10.505.7%120.372.3K
$250.00Aug 2150.6053.60$52.105.8%--0.9779
$300.00Sep 1817.9019.00$18.456.0%60.542.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1821.5022.30$21.903.7%20.55150
$300.00Sep 1815.9016.70$16.304.9%110.47662
$360.00Aug 2157.4060.40$58.905.1%--1.0030
$270.00Sep 185.205.50$5.355.6%140.20411
$340.00Sep 1841.8044.60$43.206.5%--0.7760

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. 67 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 1449.8053.20$51.506.6%10.99--
$280.00Aug 719.5023.00$21.2516.5%200.9844
$272.50Aug 727.2030.30$28.7510.8%10.98--
$277.50Aug 722.4025.40$23.9012.6%10.97--
$250.00Aug 2150.6053.60$52.105.8%--0.9779
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 722.3025.60$23.9513.8%--1.00146
$345.00Aug 742.3045.70$44.007.7%11.00--
$360.00Aug 2157.4060.40$58.905.1%--1.0030
$315.00Aug 712.5016.00$14.2524.6%30.9765
$312.50Aug 710.2013.60$11.9028.6%--0.9520

Most actively traded options today. High liquidity = easy entry/exit. 136 active (total vol 2.1K, top 264)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 71.653.10$2.3860.9%2640.37587
$305.00Aug 218.509.30$8.909.0%1310.46139
$300.00Aug 73.505.90$4.7051.1%710.57159
$340.00Sep 185.306.10$5.7014.0%680.231.1K
$307.50Aug 71.002.25$1.6376.7%650.2874
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Aug 70.050.55$0.30166.7%1960.0676
$285.00Aug 213.504.50$4.0025.0%1370.2573
$305.00Aug 74.706.80$5.7536.5%720.66157
$297.50Aug 71.452.80$2.1363.4%450.33178
$300.00Aug 72.303.90$3.1051.6%450.44394

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 73.0%, max 270.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Sep 18150.8%44.7%237.0%11.1K
$355.00Aug 7Sep 4140.7%44.8%213.8%212
$350.00Aug 7Sep 18130.4%44.3%194.4%421.3K
$340.00Aug 7Sep 18103.3%44.0%135.0%711.2K
$345.00Aug 7Aug 21110.3%47.2%133.5%3427
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18162.6%44.0%270.0%3659
$245.00Aug 7Aug 28177.7%49.6%258.0%--35
$255.00Aug 7Aug 28147.7%45.4%225.0%--101
$260.00Aug 7Sep 18132.9%42.0%216.1%27367
$265.00Aug 7Aug 28108.5%45.6%137.9%--30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 131 found (best R:R 49.00, avg 6.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$350.00Aug 21$0.15$4.85$0.1532.33$345.15
$335.00$340.00Aug 14$0.18$4.82$0.1826.78$335.18
$332.50$335.00Aug 14$0.12$2.38$0.1219.83$332.62
$350.00$355.00Aug 21$0.25$4.75$0.2519.00$350.25
$355.00$360.00Aug 21$0.28$4.72$0.2816.86$355.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$245.00Aug 21$0.10$4.90$0.1049.00$249.90
$250.00$245.00Aug 28$0.13$4.87$0.1337.46$249.87
$270.00$265.00Aug 14$0.17$4.83$0.1728.41$269.83
$255.00$250.00Aug 28$0.17$4.83$0.1728.41$254.83
$255.00$250.00Aug 14$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. 169 found (best R:R 74.00, avg 2.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$265.00Aug 14$14.80$14.80$0.2074.00$264.80
$272.50$277.50Aug 7$4.85$4.85$0.1532.33$277.35
$255.00$260.00Aug 21$4.75$4.75$0.2519.00$259.75
$280.00$282.50Aug 7$2.30$2.30$0.2011.50$282.30
$260.00$270.00Aug 21$9.10$9.10$0.9010.11$269.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$325.00$315.00Aug 7$9.70$9.70$0.3032.33$315.30
$315.00$312.50Aug 7$2.35$2.35$0.1515.67$312.65
$360.00$325.00Aug 21$32.45$32.45$2.5512.73$327.55
$315.00$312.50Aug 21$2.10$2.10$0.405.25$312.90
$330.00$312.50Aug 14$14.50$14.50$3.004.83$315.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.38, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.07150.8%59.7%
$350.00Aug 7Aug 14$0.15130.4%54.2%
$345.00Aug 7Aug 14$0.30110.3%51.8%
$340.00Aug 7Aug 14$0.37103.3%49.5%
$355.00Aug 7Aug 21$0.50140.7%49.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 14$0.12147.7%59.9%
$245.00Aug 7Aug 21$0.17177.7%53.8%
$260.00Aug 7Aug 14$0.17132.9%55.5%
$265.00Aug 7Aug 14$0.30108.5%50.8%
$270.00Aug 7Aug 14$0.4794.9%48.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 2.41% of stock, avg 8.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$302.50Aug 7$2.88$4.35$7.23$295.27$309.732.41%
$300.00Aug 7$4.70$3.10$7.80$292.20$307.802.60%
$305.00Aug 7$2.38$5.75$8.13$296.87$313.132.71%
$297.50Aug 7$6.20$2.13$8.33$289.17$305.832.77%
$295.00Aug 7$8.00$1.33$9.33$285.67$304.333.10%
$307.50Aug 7$1.63$7.70$9.33$298.17$316.833.10%
$310.00Aug 7$0.80$9.40$10.20$299.80$320.203.39%
$292.50Aug 7$9.85$0.93$10.78$281.72$303.283.59%
$290.00Aug 7$11.75$0.60$12.35$277.65$302.354.11%
$312.50Aug 7$0.60$11.90$12.50$300.00$325.004.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.40% of stock, avg 4.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$290.00Aug 7$0.60$0.60$1.20$288.80$313.70
$310.00$290.00Aug 7$0.80$0.60$1.40$288.60$311.40
$312.50$292.50Aug 7$0.60$0.93$1.53$290.97$314.03
$310.00$292.50Aug 7$0.80$0.93$1.73$290.77$311.73
$312.50$295.00Aug 7$0.60$1.33$1.93$293.07$314.43
$310.00$295.00Aug 7$0.80$1.33$2.13$292.87$312.13
$307.50$290.00Aug 7$1.63$0.60$2.23$287.77$309.73
$307.50$292.50Aug 7$1.63$0.93$2.56$289.94$310.06
$312.50$297.50Aug 7$0.60$2.13$2.73$294.77$315.23
$310.00$297.50Aug 7$0.80$2.13$2.93$294.57$312.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 296 found (best R:R 32.33, avg credit $3.66)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
245/250255/260Aug 21$4.85$0.1532.33$245.15$259.85
288/290292/295Aug 14$2.40$0.1024.00$287.60$294.90
300/305315/320Sep 4$4.80$0.2024.00$300.20$319.80
285/288290/292Aug 14$2.37$0.1318.23$285.13$292.37
285/288292/295Aug 14$2.37$0.1318.23$285.13$294.87
285/290300/305Aug 28$4.70$0.3015.67$285.30$304.70
245/250260/270Aug 21$9.20$0.8011.50$240.80$269.20
250/255265/285Aug 14$18.25$1.7510.43$236.75$283.25
282/285290/292Aug 14$2.25$0.259.00$282.75$292.25
282/285292/295Aug 14$2.25$0.259.00$282.75$294.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 96 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$335.00$340.00$345.00Aug 14$0.08$4.9261.50
$290.00$292.50$295.00Aug 7$0.05$2.4549.00
$292.50$295.00$297.50Aug 7$0.05$2.4549.00
$315.00$317.50$320.00Aug 7$0.05$2.4549.00
$302.50$305.00$307.50Aug 21$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$265.00$270.00Aug 7$0.08$4.9261.50
$265.00$270.00$275.00Aug 14$0.09$4.9154.56
$260.00$265.00$270.00Aug 14$0.12$4.8840.67
$277.50$280.00$282.50Aug 14$0.06$2.4440.67
$290.00$292.50$295.00Aug 7$0.07$2.4334.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 121 found (best net $-0.60, 112 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$285.001:2Aug 14-$0.60$19.40
$300.00$315.001:2Sep 4-$4.30$10.70
$350.00$360.001:2Aug 14-$0.17$9.83
$350.00$360.001:2Aug 28-$0.35$9.65
$340.00$350.001:2Aug 28-$0.47$9.53
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$312.501:2Aug 14-$0.55$16.95
$345.00$325.001:2Aug 7-$3.90$16.10
$260.00$250.001:2Sep 18-$1.10$8.90
$270.00$260.001:2Sep 18-$1.25$8.75
$280.00$270.001:2Sep 18-$2.60$7.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 4.59%, avg 1.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$13.800.453.1%4.59%7.74%11644
$305.00Sep 11$13.700.501.5%4.56%6.04%--17
$310.00Sep 11$11.700.453.1%3.89%7.04%--12
$305.00Aug 28$10.700.481.5%3.56%5.04%211
$320.00Sep 18$10.200.376.5%3.39%9.87%122.3K
$302.50Aug 21$9.500.490.7%3.16%3.81%19
$310.00Aug 28$8.700.423.1%2.89%6.04%--108
$315.00Sep 4$8.600.394.8%2.86%7.67%22
$305.00Aug 21$8.500.461.5%2.83%4.31%131139
$320.00Sep 11$8.200.366.5%2.73%9.20%51

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 1,456
Total Puts 1,120
Put/Call Ratio 0.77
Net Difference 336

Prior's Put/Call Breakdown

Total Calls 1,085
Total Puts 741
Put/Call Ratio 0.68
Net Difference 344

Prior 7-Day Put/Call Summary

Total Calls 34,049
Total Puts 35,791
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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