Tour v492
VLO
VALERO ENERGY CORP N
$302.29 -0.03%
8/6 15:01

Option Volume

Detail
Current (08/06 3:00pm) 3,197
Calls: 1,798 (56%)
Puts: 1,399 (44%)
Prior (08/05) 2,852
Calls: 1,761 (62%)
Puts: 1,091 (38%)
Current vs Prior +12.10%
Calls: +2.10% (Calls)
Puts: +28.23% (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 -67.96%
Calls: -63.04%
Puts: -72.64%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06 3:00pm) $2.61M
Calls: $1.82M (70%)
Puts: $792.0K (30%)
Prior (08/05) $1.78M
Calls: $1.29M (73%)
Puts: $487.9K (27%)
Current vs Prior +46.87%
Calls: +41.03%
Puts: +62.31%
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 -86.68%
Calls: -87.71%
Puts: -83.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06 3:00pm) 0.78
Prior (08/05) 0.62
Current vs Prior +25.59%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -11.44%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/06 3:00pm) 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 2.73% | 5.82%7.36% | 13.28%
Prior 3.49% | 6.25%7.89% | 13.89%
Current vs Prior -21.78% | -6.85%-6.68% | -4.37%
Prior 7-Day Avg 4.45% | 6.95%9.06% | 14.55%
Current vs 7-Day Avg -38.63% | -16.24%-18.74% | -8.73%
Prior 7-Day Eod 3.49% | 6.25%7.89% | 13.89%
Current vs 7-Day Eod -21.78% | -6.85%-6.68% | -4.37%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 40.26% | 16.01%
Calls: 36.36% | 14.74%
Puts: 44.16% | 17.28%
Prior 31.55% | 17.87%
Calls: 29.06% | 20.00%
Puts: 34.04% | 15.73%
Current vs Prior +27.61% | -10.41%
Prior 7-Day Avg 25.77% | 15.73%
Calls: 25.06% | 15.94%
Puts: 26.48% | 15.52%
Current vs 7-Day Avg +56.23% | +1.76%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($1.82M).

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
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 53 of results (avg 7.5%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1814.3014.90$14.604.1%110.46644
$300.00Sep 1818.8019.70$19.254.7%80.552.0K
$330.00Sep 187.708.10$7.905.1%60.301.6K
$250.00Aug 1450.8053.70$52.255.6%11.00--
$280.00Sep 1830.4032.20$31.305.8%190.731.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 1820.5021.30$20.903.8%20.54150
$300.00Sep 1815.2015.90$15.554.5%200.45662
$362.50Aug 1459.2062.30$60.755.1%10.98--
$360.00Aug 2156.8059.80$58.305.1%--1.0030
$290.00Sep 1810.8011.40$11.105.4%120.36323

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. 75 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 740.4043.60$42.007.6%11.003
$272.50Aug 728.0030.80$29.409.5%11.00--
$277.50Aug 722.9026.10$24.5013.1%11.00--
$280.00Aug 720.6023.80$22.2014.4%211.0044
$282.50Aug 718.1021.00$19.5514.8%41.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2156.8059.80$58.305.1%--1.0030
$362.50Aug 1459.2062.30$60.755.1%10.98--
$345.00Aug 741.7044.80$43.257.2%10.97--
$325.00Aug 721.4024.70$23.0514.3%--0.97146
$330.00Aug 1427.2030.50$28.8511.4%--0.9043

Most actively traded options today. High liquidity = easy entry/exit. 153 active (total vol 2.7K, top 265)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 71.552.75$2.1555.8%2650.36587
$305.00Aug 219.109.90$9.508.4%1410.48139
$360.00Aug 210.050.70$0.38171.1%770.04383
$307.50Aug 71.001.65$1.3348.9%740.2674
$300.00Aug 73.605.20$4.4036.4%710.60159
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Aug 70.050.50$0.28160.7%1960.0676
$285.00Aug 213.404.00$3.7016.2%1380.2373
$280.00Aug 141.001.40$1.2033.3%750.1239
$305.00Aug 74.206.30$5.2540.0%720.64157
$275.00Aug 140.551.00$0.7857.7%690.0853

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 81.7%, max 278.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Sep 18156.6%43.8%257.2%11.1K
$355.00Aug 7Sep 4146.1%43.3%237.7%212
$260.00Aug 7Sep 18138.2%43.2%219.5%61.3K
$350.00Aug 7Sep 18135.4%43.3%212.7%421.3K
$345.00Aug 7Aug 21124.4%44.3%180.7%3427
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18169.1%44.7%278.3%4659
$245.00Aug 7Aug 28184.7%49.5%273.4%--35
$255.00Aug 7Aug 28153.6%45.1%240.3%--101
$260.00Aug 7Sep 18138.2%43.2%219.5%27367
$265.00Aug 7Aug 28112.9%45.4%148.7%--30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 138 found (best R:R 40.67, avg 5.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$345.00Aug 14$0.18$4.82$0.1826.78$340.18
$315.00$317.50Aug 7$0.12$2.38$0.1219.83$315.12
$322.50$325.00Aug 7$0.12$2.38$0.1219.83$322.62
$335.00$340.00Aug 14$0.27$4.73$0.2717.52$335.27
$350.00$360.00Aug 28$0.57$9.43$0.5716.54$350.57
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$265.00Aug 14$0.12$4.88$0.1240.67$269.88
$250.00$245.00Aug 21$0.12$4.88$0.1240.67$249.88
$250.00$245.00Aug 28$0.12$4.88$0.1240.67$249.88
$290.00$285.00Aug 7$0.15$4.85$0.1532.33$289.85
$255.00$250.00Aug 28$0.15$4.85$0.1532.33$254.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 177 found (best R:R 53.17, avg 2.95)

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$14.70$14.70$0.3049.00$264.70
$250.00$255.00Aug 21$4.90$4.90$0.1049.00$254.90
$260.00$270.00Aug 21$9.75$9.75$0.2539.00$269.75
$285.00$290.00Aug 7$4.80$4.80$0.2024.00$289.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$362.50$330.00Aug 14$31.90$31.90$0.6053.17$330.60
$325.00$315.00Aug 7$9.45$9.45$0.5517.18$315.55
$312.50$310.00Aug 7$2.30$2.30$0.2011.50$310.20
$360.00$325.00Aug 21$32.20$32.20$2.8011.50$327.80
$315.00$312.50Aug 7$2.25$2.25$0.259.00$312.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $2.23, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.05156.6%58.3%
$350.00Aug 7Aug 14$0.12135.4%52.8%
$345.00Aug 7Aug 14$0.17124.4%50.0%
$355.00Aug 7Aug 21$0.30146.1%44.9%
$250.00Aug 14Aug 21$0.3556.9%52.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 14$0.10153.6%60.1%
$245.00Aug 7Aug 21$0.15184.7%54.4%
$260.00Aug 7Aug 14$0.15138.2%55.9%
$265.00Aug 7Aug 14$0.28112.9%51.3%
$270.00Aug 7Aug 14$0.4098.7%48.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 2.24% of stock, avg 8.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$300.00Aug 7$4.40$2.38$6.78$293.22$306.782.24%
$302.50Aug 7$2.98$3.85$6.83$295.67$309.332.26%
$305.00Aug 7$2.15$5.25$7.40$297.60$312.402.45%
$297.50Aug 7$5.95$1.67$7.62$289.88$305.122.52%
$307.50Aug 7$1.33$6.95$8.28$299.22$315.782.74%
$295.00Aug 7$8.15$1.02$9.17$285.83$304.173.03%
$310.00Aug 7$0.93$9.05$9.98$300.02$319.983.30%
$292.50Aug 7$10.25$0.65$10.90$281.60$303.403.61%
$312.50Aug 7$0.57$11.35$11.92$300.58$324.423.94%
$290.00Aug 7$12.20$0.43$12.63$277.37$302.634.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.33% of stock, avg 4.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$290.00Aug 7$0.57$0.43$1.00$289.00$313.50
$312.50$292.50Aug 7$0.57$0.65$1.22$291.28$313.72
$310.00$290.00Aug 7$0.93$0.43$1.36$288.64$311.36
$310.00$292.50Aug 7$0.93$0.65$1.58$290.92$311.58
$312.50$295.00Aug 7$0.57$1.02$1.59$293.41$314.09
$307.50$290.00Aug 7$1.33$0.43$1.76$288.24$309.26
$310.00$295.00Aug 7$0.93$1.02$1.95$293.05$311.95
$307.50$292.50Aug 7$1.33$0.65$1.98$290.52$309.48
$312.50$297.50Aug 7$0.57$1.67$2.24$295.26$314.74
$307.50$295.00Aug 7$1.33$1.02$2.35$292.65$309.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 287 found (best R:R 75.92, avg credit $3.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
245/250260/270Aug 21$9.87$0.1375.92$240.13$269.87
285/288300/302Aug 21$2.40$0.1024.00$285.10$302.40
280/282295/298Aug 7$2.35$0.1515.67$280.15$297.35
250/255265/285Aug 14$18.73$1.2714.75$236.27$283.73
290/292300/302Aug 14$2.33$0.1713.71$290.17$302.33
288/290292/295Aug 14$2.32$0.1812.89$287.68$294.82
320/330340/350Sep 18$9.05$0.959.53$320.95$349.05
255/260270/280Aug 21$9.02$0.989.20$250.98$279.02
280/282292/295Aug 7$2.25$0.259.00$280.25$294.75
285/288292/295Aug 14$2.25$0.259.00$285.25$294.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$300.00$305.00$310.00Sep 11$0.05$4.9599.00
$335.00$340.00$345.00Aug 14$0.09$4.9154.56
$312.50$315.00$317.50Aug 14$0.05$2.4549.00
$305.00$307.50$310.00Aug 21$0.05$2.4549.00
$310.00$312.50$315.00Aug 21$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$265.00$270.00Aug 14$0.07$4.9370.43
$260.00$265.00$270.00Aug 7$0.08$4.9261.50
$305.00$307.50$310.00Aug 14$0.05$2.4549.00
$295.00$297.50$300.00Aug 7$0.06$2.4440.67
$270.00$280.00$290.00Sep 18$0.25$9.7539.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 125 found (best net $-0.45, 113 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$285.001:2Aug 14-$0.45$19.55
$300.00$315.001:2Sep 4-$3.60$11.40
$350.00$360.001:2Aug 14-$0.16$9.84
$350.00$360.001:2Aug 28-$0.31$9.69
$340.00$350.001:2Aug 28-$0.32$9.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$345.00$325.001:2Aug 7-$2.85$17.15
$260.00$250.001:2Sep 18-$0.99$9.01
$270.00$260.001:2Sep 18-$1.55$8.45
$280.00$270.001:2Sep 18-$2.30$7.70
$325.00$315.001:2Aug 7-$4.15$5.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 4.73%, avg 1.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$14.300.462.5%4.73%7.28%11644
$305.00Sep 11$14.000.500.9%4.63%5.53%--17
$310.00Sep 11$11.900.452.5%3.94%6.49%--12
$305.00Aug 28$11.400.490.9%3.77%4.67%211
$320.00Sep 18$10.500.385.9%3.47%9.33%132.3K
$302.50Aug 21$10.300.520.1%3.41%3.48%119
$310.00Aug 28$9.400.432.5%3.11%5.66%--108
$305.00Aug 21$9.100.480.9%3.01%3.91%141139
$315.00Sep 4$8.700.394.2%2.88%7.08%22
$320.00Sep 11$8.400.365.9%2.78%8.64%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 1,798
Total Puts 1,399
Put/Call Ratio 0.78
Net Difference 399

Prior's Put/Call Breakdown

Total Calls 1,761
Total Puts 1,091
Put/Call Ratio 0.62
Net Difference 670

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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