Tour v492
VLO
VALERO ENERGY CORP N
$301.55 -0.28%
8/6 14:01

Option Volume

Detail
Current (08/06 2:00pm) 2,845
Calls: 1,664 (58%)
Puts: 1,181 (42%)
Prior (08/05) 2,566
Calls: 1,629 (63%)
Puts: 937 (37%)
Current vs Prior +10.87%
Calls: +2.15% (Calls)
Puts: +26.04% (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 -71.48%
Calls: -65.79%
Puts: -76.90%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06 2:00pm) $2.41M
Calls: $1.70M (70%)
Puts: $712.4K (30%)
Prior (08/05) $1.60M
Calls: $1.13M (71%)
Puts: $466.0K (29%)
Current vs Prior +51.00%
Calls: +50.23%
Puts: +52.89%
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 -87.72%
Calls: -88.56%
Puts: -85.12%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06 2:00pm) 0.71
Prior (08/05) 0.58
Current vs Prior +23.39%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -19.23%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/06 2:00pm) 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 2.74% | 5.80%7.26% | 13.33%
Prior 3.49% | 6.25%7.89% | 13.89%
Current vs Prior -21.58% | -7.15%-7.92% | -4.02%
Prior 7-Day Avg 4.45% | 6.95%9.06% | 14.55%
Current vs 7-Day Avg -38.48% | -16.51%-19.82% | -8.39%
Prior 7-Day Eod 3.49% | 6.25%7.89% | 13.89%
Current vs 7-Day Eod -21.58% | -7.15%-7.92% | -4.02%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 43.25% | 14.88%
Calls: 42.59% | 12.43%
Puts: 43.90% | 17.34%
Prior 31.55% | 17.87%
Calls: 29.06% | 20.00%
Puts: 34.04% | 15.73%
Current vs Prior +37.08% | -16.73%
Prior 7-Day Avg 25.77% | 15.73%
Calls: 25.06% | 15.94%
Puts: 26.48% | 15.52%
Current vs 7-Day Avg +67.83% | -5.42%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($1.70M). Elevated premium activity with dollar volume up 51% 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
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 45 of results (avg 7.3%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1818.4019.20$18.804.3%60.542.0K
$310.00Sep 1813.9014.60$14.254.9%110.46644
$250.00Aug 1450.2053.10$51.655.6%11.00--
$320.00Sep 1810.3010.90$10.605.7%130.372.3K
$250.00Aug 2150.7053.70$52.205.7%--0.9779
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1821.0021.80$21.403.7%20.54150
$300.00Sep 1815.6016.30$15.954.4%170.46662
$340.00Sep 1842.3044.40$43.354.8%--0.7760
$290.00Sep 1811.1011.70$11.405.3%120.36323
$360.00Aug 2157.4060.80$59.105.8%--1.0030

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. 73 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 1450.2053.10$51.655.6%11.00--
$280.00Aug 720.0022.90$21.4513.5%210.9844
$260.00Aug 739.8042.80$41.307.3%10.983
$272.50Aug 726.9030.30$28.6011.9%10.97--
$277.50Aug 722.4025.30$23.8512.2%10.97--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Aug 742.3045.50$43.907.3%11.00--
$360.00Aug 2157.4060.80$59.105.8%--1.0030
$325.00Aug 722.1025.10$23.6012.7%--0.95146
$330.00Aug 1427.7030.80$29.2510.6%--0.9043
$315.00Aug 712.4015.90$14.1524.7%80.9065

Most actively traded options today. High liquidity = easy entry/exit. 146 active (total vol 2.4K, top 264)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 71.552.90$2.2360.5%2640.36587
$305.00Aug 218.809.50$9.157.7%1310.47139
$360.00Aug 210.200.50$0.3585.7%770.03383
$307.50Aug 71.001.80$1.4057.1%730.2674
$300.00Aug 73.005.30$4.1555.4%710.57159
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Aug 70.050.50$0.28160.7%1960.0676
$285.00Aug 213.504.30$3.9020.5%1370.2473
$305.00Aug 74.507.00$5.7543.5%720.64157
$300.00Aug 72.153.50$2.8347.7%460.43394
$297.50Aug 71.502.15$1.8335.5%450.32178

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 80.3%, max 274.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Sep 18153.8%44.3%246.9%11.1K
$355.00Aug 7Sep 4143.5%44.0%225.8%212
$260.00Aug 7Sep 18135.3%42.5%218.5%41.3K
$350.00Aug 7Sep 18133.0%43.7%204.6%421.3K
$345.00Aug 7Aug 21112.5%44.8%151.3%3427
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18165.6%44.2%274.6%3659
$245.00Aug 7Aug 28181.0%49.3%266.8%--35
$255.00Aug 7Aug 28150.4%44.8%235.5%--101
$260.00Aug 7Sep 18135.3%42.5%218.5%27367
$265.00Aug 7Aug 28110.5%44.9%146.2%--30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 135 found (best R:R 40.67, avg 5.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$335.00$340.00Aug 14$0.13$4.87$0.1337.46$335.13
$340.00$345.00Aug 14$0.15$4.85$0.1532.33$340.15
$320.00$322.50Aug 7$0.10$2.40$0.1024.00$320.10
$315.00$317.50Aug 7$0.12$2.38$0.1219.83$315.12
$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$0.12$4.88$0.1240.67$249.88
$255.00$250.00Aug 14$0.18$4.82$0.1826.78$254.82
$255.00$250.00Aug 28$0.18$4.82$0.1826.78$254.82
$265.00$260.00Aug 21$0.25$4.75$0.2519.00$264.75
$290.00$285.00Aug 7$0.27$4.73$0.2717.52$289.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 171 found (best R:R 24.00, avg 1.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$282.50Aug 7$2.40$2.40$0.1024.00$282.40
$255.00$260.00Aug 21$4.80$4.80$0.2024.00$259.80
$272.50$277.50Aug 7$4.75$4.75$0.2519.00$277.25
$285.00$290.00Aug 7$4.70$4.70$0.3015.67$289.70
$265.00$285.00Aug 14$18.15$18.15$1.859.81$283.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$325.00$315.00Aug 7$9.45$9.45$0.5517.18$315.55
$360.00$325.00Aug 21$32.75$32.75$2.2514.56$327.25
$330.00$320.00Aug 14$8.80$8.80$1.207.33$321.20
$310.00$307.50Aug 7$2.05$2.05$0.454.56$307.95
$312.50$310.00Aug 14$2.00$2.00$0.504.00$310.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $2.26, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.05153.8%58.9%
$350.00Aug 7Aug 14$0.12133.0%53.6%
$345.00Aug 7Aug 14$0.25112.5%50.7%
$340.00Aug 7Aug 14$0.37105.4%49.6%
$355.00Aug 7Aug 21$0.47143.5%48.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 14$0.10150.4%59.2%
$245.00Aug 7Aug 21$0.15181.0%53.9%
$260.00Aug 7Aug 14$0.15135.3%54.9%
$265.00Aug 7Aug 14$0.30110.5%50.9%
$270.00Aug 7Aug 14$0.3896.6%46.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 2.31% of stock, avg 8.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$300.00Aug 7$4.15$2.83$6.98$293.02$306.982.31%
$302.50Aug 7$3.15$4.10$7.25$295.25$309.752.40%
$297.50Aug 7$5.65$1.83$7.48$290.02$304.982.48%
$305.00Aug 7$2.23$5.75$7.98$297.02$312.982.65%
$295.00Aug 7$7.80$1.13$8.93$286.07$303.932.96%
$307.50Aug 7$1.40$7.55$8.95$298.55$316.452.97%
$292.50Aug 7$9.55$0.78$10.33$282.17$302.833.43%
$310.00Aug 7$0.93$9.60$10.53$299.47$320.533.49%
$312.50Aug 7$0.57$11.45$12.02$300.48$324.523.99%
$290.00Aug 7$11.70$0.55$12.25$277.75$302.254.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.37% of stock, avg 4.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$290.00Aug 7$0.57$0.55$1.12$288.88$313.62
$312.50$292.50Aug 7$0.57$0.78$1.35$291.15$313.85
$310.00$290.00Aug 7$0.93$0.55$1.48$288.52$311.48
$312.50$295.00Aug 7$0.57$1.13$1.70$293.30$314.20
$310.00$292.50Aug 7$0.93$0.78$1.71$290.79$311.71
$307.50$290.00Aug 7$1.40$0.55$1.95$288.05$309.45
$310.00$295.00Aug 7$0.93$1.13$2.06$292.94$312.06
$307.50$292.50Aug 7$1.40$0.78$2.18$290.32$309.68
$312.50$297.50Aug 7$0.57$1.83$2.40$295.10$314.90
$307.50$295.00Aug 7$1.40$1.13$2.53$292.47$310.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 277 found (best R:R 37.46, avg credit $3.76)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
280/282285/290Aug 7$4.87$0.1337.46$277.63$289.87
290/292295/298Aug 7$2.38$0.1219.83$290.12$297.38
300/305315/320Sep 4$4.75$0.2519.00$300.25$319.75
278/280290/292Aug 14$2.34$0.1614.63$277.66$292.34
280/282290/292Aug 7$2.32$0.1812.89$280.18$292.32
280/282295/298Aug 7$2.32$0.1812.89$280.18$297.32
245/250260/270Aug 21$9.17$0.8311.05$240.83$269.17
250/255265/285Aug 14$18.33$1.6710.98$236.67$283.33
320/330340/350Sep 18$9.00$1.009.00$321.00$349.00
295/300315/320Sep 4$4.45$0.558.09$295.55$319.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 92 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$345.00$350.00Aug 14$0.10$4.9049.00
$290.00$295.00$300.00Aug 21$0.10$4.9049.00
$307.50$310.00$312.50Aug 21$0.05$2.4549.00
$327.50$330.00$332.50Aug 7$0.06$2.4440.67
$317.50$320.00$322.50Aug 14$0.06$2.4440.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$265.00$270.00Aug 7$0.08$4.9261.50
$245.00$250.00$255.00Aug 28$0.08$4.9261.50
$260.00$265.00$270.00Aug 21$0.10$4.9049.00
$255.00$260.00$265.00Aug 28$0.12$4.8840.67
$265.00$270.00$275.00Aug 28$0.13$4.8737.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 123 found (best net $-0.40, 112 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$285.001:2Aug 14-$0.40$19.60
$300.00$315.001:2Sep 4-$3.95$11.05
$285.00$300.001:2Aug 28-$4.55$10.45
$350.00$360.001:2Aug 14-$0.16$9.84
$340.00$350.001:2Aug 28-$0.27$9.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$345.00$325.001:2Aug 7-$3.30$16.70
$260.00$250.001:2Sep 18-$1.04$8.96
$270.00$260.001:2Sep 18-$1.30$8.70
$280.00$270.001:2Sep 18-$2.55$7.45
$305.00$295.001:2Aug 28-$4.35$5.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 4.61%, avg 1.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$13.900.462.8%4.61%7.41%11644
$305.00Sep 11$13.800.491.1%4.58%5.72%--17
$310.00Sep 11$11.400.452.8%3.78%6.58%--12
$305.00Aug 28$10.900.481.1%3.61%4.76%211
$320.00Sep 18$10.300.376.1%3.42%9.53%132.3K
$302.50Aug 21$9.900.510.3%3.28%3.60%19
$310.00Aug 28$9.000.422.8%2.98%5.79%--108
$305.00Aug 21$8.800.471.1%2.92%4.06%131139
$315.00Sep 4$8.500.394.5%2.82%7.28%22
$320.00Sep 11$8.000.366.1%2.65%8.77%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 1,664
Total Puts 1,181
Put/Call Ratio 0.71
Net Difference 483

Prior's Put/Call Breakdown

Total Calls 1,629
Total Puts 937
Put/Call Ratio 0.58
Net Difference 692

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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