Tour v494
VLO
VALERO ENERGY CORP N
$294.74 -2.72%
8/7 10:00

Option Volume

Detail
Current (08/07 10:00am) 600
Calls: 386 (64%)
Puts: 214 (36%)
Prior (08/06) 407
Calls: 244 (60%)
Puts: 163 (40%)
Current vs Prior +47.42%
Calls: +58.20% (Calls)
Puts: +31.29% (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 -93.99%
Calls: -92.06%
Puts: -95.81%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07 10:00am) $515.4K
Calls: $346.6K (67%)
Puts: $168.7K (33%)
Prior (08/06) $865.9K
Calls: $597.2K (69%)
Puts: $268.7K (31%)
Current vs Prior -40.48%
Calls: -41.95%
Puts: -37.21%
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 -97.37%
Calls: -97.66%
Puts: -96.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07 10:00am) 0.55
Prior (08/06) 0.67
Current vs Prior -17.01%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -36.90%
Sentiment BULLISH

Open Interest

Detail
Current (08/07 10:00am) 134,468
Calls: 69,861 (52%)
Puts: 64,607 (48%)
Prior (08/06) 133,018
Calls: 69,265 (52%)
Puts: 63,753 (48%)
Current vs Prior +1.09%
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 +4.25%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.15% | 5.21%7.18% | 13.32%
Prior 3.49% | 6.25%7.89% | 13.89%
Current vs Prior -38.25% | -16.68%-9.02% | -4.12%
Prior 7-Day Avg 4.45% | 6.95%9.06% | 14.55%
Current vs 7-Day Avg -51.56% | -25.08%-20.78% | -8.49%
Prior 7-Day Eod 3.49% | 6.25%7.26% | 13.15%
Current vs 7-Day Eod -38.25% | -16.68%-1.17% | +1.25%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 70.32% | 27.97%
Calls: 68.85% | 32.26%
Puts: 71.79% | 23.68%
Prior 31.55% | 17.87%
Calls: 29.06% | 20.00%
Puts: 34.04% | 15.73%
Current vs Prior +122.88% | +56.52%
Prior 7-Day Avg 25.77% | 15.73%
Calls: 25.06% | 15.94%
Puts: 26.48% | 15.52%
Current vs 7-Day Avg +172.88% | +77.78%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($346.6K). Bullish P/C ratio of 0.55.

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
16:00BULLISHBULLISHBULLISH
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 15 of results (avg 7.8%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Sep 1855.3058.10$56.704.9%--0.92673
$250.00Sep 1846.3049.70$48.007.1%--0.881.0K
$250.00Aug 1443.0046.30$44.657.4%11.001
$250.00Aug 2143.5046.90$45.207.5%--0.9679
$260.00Aug 2134.4037.10$35.757.6%--0.95152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Sep 1150.3053.90$52.106.9%10.87--
$340.00Sep 1846.9050.40$48.657.2%--0.8260
$335.00Aug 1439.3042.40$40.857.6%40.964
$330.00Sep 1838.7041.90$40.307.9%--0.7616
$330.00Aug 1434.5037.60$36.058.6%--0.9343

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. 63 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 712.6016.00$14.3023.8%121.0084
$285.00Aug 78.3010.80$9.5526.2%--1.00389
$250.00Aug 1443.0046.30$44.657.4%11.001
$265.00Aug 1428.2031.70$29.9511.7%--1.0011
$250.00Aug 2143.5046.90$45.207.5%--0.9679
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 729.1032.20$30.6510.1%--0.99146
$315.00Aug 719.1022.30$20.7015.5%--0.9660
$312.50Aug 716.7019.90$18.3017.5%--0.9610
$335.00Aug 1439.3042.40$40.857.6%40.964
$310.00Aug 714.1017.50$15.8021.5%20.9545

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 507, top 39)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 187.508.50$8.0012.5%390.312.3K
$300.00Aug 70.150.90$0.53141.5%330.16137
$350.00Aug 210.250.50$0.3865.8%240.04322
$340.00Sep 183.704.30$4.0015.0%210.181.1K
$295.00Aug 71.002.50$1.7585.7%170.4220
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Sep 181.101.85$1.4850.7%220.071.0K
$280.00Aug 141.653.10$2.3860.9%160.22168
$300.00Aug 75.207.70$6.4538.8%130.84412
$290.00Aug 70.351.75$1.05133.3%120.28188
$290.00Aug 143.906.60$5.2551.4%110.41107

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 207.0%, max 603.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$350.00Aug 7Sep 18308.1%43.8%603.2%101.3K
$340.00Aug 7Sep 18264.8%43.4%510.3%211.3K
$345.00Aug 7Aug 21286.7%48.8%487.6%2424
$335.00Aug 7Aug 28242.3%44.4%446.3%2137
$330.00Aug 7Sep 18219.0%43.7%400.8%161.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18291.1%42.0%593.0%2660
$245.00Aug 7Aug 28322.6%47.1%584.7%--35
$255.00Aug 7Aug 28259.9%43.5%497.3%--101
$260.00Aug 7Sep 18228.9%40.8%460.9%1348
$265.00Aug 7Aug 28185.7%43.0%332.0%--30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 118 found (best R:R 40.67, avg 5.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$302.50$305.00Aug 7$0.10$2.40$0.1024.00$302.60
$340.00$345.00Aug 21$0.20$4.80$0.2024.00$340.20
$335.00$340.00Aug 21$0.22$4.78$0.2221.73$335.22
$345.00$350.00Aug 21$0.22$4.78$0.2221.73$345.22
$335.00$337.50Aug 7$0.12$2.38$0.1219.83$335.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$245.00$240.00Aug 21$0.12$4.88$0.1240.67$244.88
$250.00$245.00Aug 21$0.15$4.85$0.1532.33$249.85
$250.00$245.00Aug 28$0.15$4.85$0.1532.33$249.85
$260.00$255.00Aug 14$0.23$4.77$0.2320.74$259.77
$255.00$250.00Aug 21$0.28$4.72$0.2816.86$254.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 156 found (best R:R 49.00, avg 2.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$265.00Aug 14$14.70$14.70$0.3049.00$264.70
$280.00$285.00Aug 7$4.75$4.75$0.2519.00$284.75
$250.00$260.00Aug 21$9.45$9.45$0.5517.18$259.45
$265.00$275.00Aug 14$9.40$9.40$0.6015.67$274.40
$260.00$270.00Aug 21$9.25$9.25$0.7512.33$269.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$315.00$312.50Aug 7$2.40$2.40$0.1024.00$312.60
$335.00$330.00Aug 14$4.80$4.80$0.2024.00$330.20
$330.00$315.00Aug 14$14.10$14.10$0.9015.67$315.90
$302.50$300.00Aug 7$2.30$2.30$0.2011.50$300.20
$322.50$320.00Aug 21$2.30$2.30$0.2011.50$320.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $2.32, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Aug 7Aug 14$0.05286.7%56.5%
$340.00Aug 7Aug 14$0.10264.8%54.2%
$332.50Aug 7Aug 14$0.20230.7%50.3%
$335.00Aug 7Aug 14$0.20242.3%52.7%
$350.00Aug 7Aug 21$0.23308.1%47.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Aug 7Aug 14$0.13291.1%60.8%
$260.00Aug 7Aug 14$0.23228.9%51.0%
$245.00Aug 7Aug 21$0.25322.6%51.3%
$265.00Aug 7Aug 14$0.25185.7%43.8%
$270.00Aug 7Aug 14$0.82149.5%46.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 1.67% of stock, avg 8.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$292.50Aug 7$3.05$1.88$4.93$287.57$297.431.67%
$295.00Aug 7$1.75$3.30$5.05$289.95$300.051.71%
$297.50Aug 7$1.02$4.65$5.67$291.83$303.171.92%
$290.00Aug 7$4.95$1.05$6.00$284.00$296.002.04%
$300.00Aug 7$0.53$6.45$6.98$293.02$306.982.37%
$302.50Aug 7$0.33$8.75$9.08$293.42$311.583.08%
$285.00Aug 7$9.55$0.35$9.90$275.10$294.903.36%
$305.00Aug 7$0.23$10.90$11.13$293.87$316.133.78%
$307.50Aug 7$0.20$12.90$13.10$294.40$320.604.44%
$295.00Aug 14$6.55$7.60$14.15$280.85$309.154.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.16% of stock, avg 4.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$305.00$282.50Aug 7$0.23$0.25$0.48$282.02$305.48
$302.50$282.50Aug 7$0.33$0.25$0.58$281.92$303.08
$305.00$285.00Aug 7$0.23$0.35$0.58$284.42$305.58
$302.50$285.00Aug 7$0.33$0.35$0.68$284.32$303.18
$300.00$282.50Aug 7$0.53$0.25$0.78$281.72$300.78
$300.00$285.00Aug 7$0.53$0.35$0.88$284.12$300.88
$297.50$282.50Aug 7$1.02$0.25$1.27$281.23$298.77
$305.00$290.00Aug 7$0.23$1.05$1.28$288.72$306.28
$297.50$285.00Aug 7$1.02$0.35$1.37$283.63$298.87
$302.50$290.00Aug 7$0.33$1.05$1.38$288.62$303.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 309 found (best R:R 26.03, avg credit $3.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
255/260265/275Aug 14$9.63$0.3726.03$250.37$274.63
240/245250/260Aug 21$9.57$0.4322.26$235.43$259.57
250/255260/270Aug 21$9.53$0.4720.28$245.47$269.53
245/250260/270Aug 21$9.40$0.6015.67$240.60$269.40
270/275280/285Aug 28$4.70$0.3015.67$270.30$284.70
240/245260/270Aug 21$9.37$0.6314.87$235.63$269.37
302/305335/338Aug 7$2.27$0.239.87$302.73$337.27
288/290292/295Aug 14$2.25$0.259.00$287.75$294.75
290/292302/305Aug 14$2.22$0.287.93$290.28$304.72
310/320330/340Sep 18$8.75$1.257.00$311.25$338.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$335.00$340.00$345.00Aug 14$0.05$4.9599.00
$240.00$250.00$260.00Sep 18$0.10$9.9099.00
$250.00$260.00$270.00Aug 21$0.20$9.8049.00
$302.50$305.00$307.50Aug 7$0.07$2.4334.71
$280.00$285.00$290.00Aug 7$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$275.00$280.00$285.00Sep 4$0.05$4.9599.00
$280.00$285.00$290.00Aug 28$0.10$4.9049.00
$245.00$250.00$255.00Aug 21$0.13$4.8737.46
$250.00$255.00$260.00Aug 28$0.13$4.8737.46
$245.00$250.00$255.00Aug 28$0.17$4.8328.41

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 $-0.05, 110 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$350.001:2Aug 28-$0.05$14.95
$310.00$325.001:2Sep 11-$1.30$13.70
$285.00$300.001:2Aug 28-$2.15$12.85
$310.00$320.001:2Aug 28-$1.70$8.30
$340.00$350.001:2Sep 18-$1.70$8.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Sep 18-$0.48$9.52
$260.00$250.001:2Sep 18-$1.01$8.99
$270.00$260.001:2Sep 18-$1.65$8.35
$280.00$270.001:2Sep 18-$2.65$7.35
$330.00$315.001:2Aug 14-$7.85$7.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 4.75%, avg 1.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Sep 18$14.000.471.8%4.75%6.53%142.0K
$300.00Sep 11$11.500.471.8%3.90%5.69%--20
$300.00Sep 4$9.900.461.8%3.36%5.14%--21
$310.00Sep 18$9.700.395.2%3.29%8.47%1653
$305.00Sep 11$9.500.423.5%3.22%6.70%--17
$295.00Aug 21$8.300.500.1%2.82%2.90%338
$300.00Aug 28$8.200.441.8%2.78%4.57%784
$310.00Sep 11$7.700.375.2%2.61%7.79%--12
$320.00Sep 18$7.500.318.6%2.54%11.11%392.3K
$305.00Aug 28$6.500.383.5%2.21%5.69%--11

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 386
Total Puts 214
Put/Call Ratio 0.55
Net Difference 172

Prior's Put/Call Breakdown

Total Calls 244
Total Puts 163
Put/Call Ratio 0.67
Net Difference 81

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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