Tour v494
VLO
VALERO ENERGY CORP N
$297.35 -1.86%
8/7 11:00

Option Volume

Detail
Current (08/07 11:00am) 1,457
Calls: 983 (67%)
Puts: 474 (33%)
Prior (08/06) 1,105
Calls: 759 (69%)
Puts: 346 (31%)
Current vs Prior +31.86%
Calls: +29.51% (Calls)
Puts: +36.99% (Puts)
Prior 7-Day Total 69,548
Calls: 33,325 (48%)
Puts: 36,223 (52%)
Prior 7-Day Average 9,935
Calls: 4,760 (48%)
Puts: 5,174 (52%)
Current vs Prior 7-Day Avg -85.34%
Calls: -79.35%
Puts: -90.84%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07 11:00am) $1.70M
Calls: $1.36M (80%)
Puts: $338.0K (20%)
Prior (08/06) $1.57M
Calls: $1.20M (77%)
Puts: $363.8K (23%)
Current vs Prior +8.24%
Calls: +12.86%
Puts: -7.08%
Prior 7-Day Total $126.11M
Calls: $92.76M (74%)
Puts: $33.35M (26%)
Prior 7-Day Average $18.02M
Calls: $13.25M (74%)
Puts: $4.76M (26%)
Current vs Prior 7-Day Avg -90.58%
Calls: -89.74%
Puts: -92.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07 11:00am) 0.48
Prior (08/06) 0.46
Current vs Prior +5.78%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -48.27%
Sentiment BULLISH

Open Interest

Detail
Current (08/07 11:00am) 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 907,942
Calls: 468,680 (52%)
Puts: 439,262 (48%)
Prior 7-Day Average 129,706
Calls: 66,954 (52%)
Puts: 62,751 (48%)
Current vs Prior 7-Day Avg +3.67%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.73% | 5.38%7.05% | 12.96%
Prior 2.67% | 5.73%7.26% | 13.15%
Current vs Prior -35.05% | -6.03%-2.97% | -1.43%
Prior 7-Day Avg 4.05% | 6.69%8.63% | 14.23%
Current vs 7-Day Avg -57.23% | -19.52%-18.36% | -8.87%
Prior 7-Day Eod 2.67% | 5.73%7.26% | 13.15%
Current vs 7-Day Eod -35.05% | -6.03%-2.97% | -1.43%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 104.43% | 25.31%
Calls: 75.53% | 19.05%
Puts: 133.33% | 31.58%
Prior 40.26% | 18.04%
Calls: 36.36% | 20.86%
Puts: 44.16% | 15.22%
Current vs Prior +159.39% | +40.30%
Prior 7-Day Avg 28.19% | 16.08%
Calls: 27.08% | 16.06%
Puts: 29.31% | 16.10%
Current vs 7-Day Avg +270.41% | +57.36%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($1.36M) vs puts ($338.0K). Extreme bullish P/C ratio of 0.48 - heavy call buying (983 calls vs 474 puts).

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
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 18 of results (avg 7.6%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Sep 1857.9060.70$59.304.7%--0.93673
$250.00Sep 1848.8051.70$50.255.8%10.901.0K
$250.00Aug 2146.1049.30$47.706.7%--1.0079
$250.00Aug 1445.7048.90$47.306.8%11.001
$260.00Sep 1840.3043.20$41.756.9%160.851.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 1845.1047.80$46.455.8%--0.8160
$345.00Sep 1148.0051.30$49.656.6%10.86--
$330.00Sep 1836.7039.60$38.157.6%--0.7516
$335.00Aug 1436.7039.80$38.258.1%40.964
$320.00Sep 1829.4032.00$30.708.5%--0.6879

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. 69 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 735.4038.60$37.008.6%21.002
$280.00Aug 715.4018.40$16.9017.8%121.0084
$285.00Aug 710.4013.50$11.9525.9%--1.00389
$290.00Aug 75.608.60$7.1042.3%--1.0028
$250.00Aug 1445.7048.90$47.306.8%11.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 726.5029.00$27.759.0%--0.99146
$315.00Aug 716.5019.10$17.8014.6%--0.9860
$312.50Aug 714.0017.10$15.5519.9%10.9710
$310.00Aug 711.2014.70$12.9527.0%130.9645
$335.00Aug 1436.7039.80$38.258.1%40.964

Most actively traded options today. High liquidity = easy entry/exit. 123 active (total vol 1.1K, top 98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 210.300.40$0.3528.6%980.03322
$300.00Aug 70.251.00$0.63119.0%960.23137
$320.00Sep 187.209.00$8.1022.2%460.322.3K
$310.00Aug 213.805.50$4.6536.6%420.31728
$295.00Aug 71.403.90$2.6594.3%280.6920
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 72.705.40$4.0566.7%300.77412
$240.00Sep 181.201.65$1.4231.7%300.071.0K
$280.00Aug 141.202.00$1.6050.0%260.16168
$290.00Aug 70.100.65$0.38144.7%240.13188
$290.00Aug 143.505.10$4.3037.2%210.35107

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 57 strikes (avg 233.4%, max 710.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Aug 7Aug 21350.6%44.4%689.2%331
$350.00Aug 7Sep 18327.3%43.1%659.6%131.3K
$260.00Aug 7Sep 18273.1%40.9%567.7%181.2K
$340.00Aug 7Sep 18272.5%42.2%545.3%271.3K
$345.00Aug 7Aug 21296.6%46.4%539.6%2424
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18341.7%42.1%710.9%4660
$245.00Aug 7Aug 28376.5%47.4%693.7%--35
$255.00Aug 7Aug 28307.3%43.8%602.2%--101
$260.00Aug 7Sep 18273.1%40.9%567.7%4348
$265.00Aug 7Aug 28218.9%42.4%416.0%--30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 124 found (best R:R 40.67, avg 6.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$345.00Aug 21$0.13$4.87$0.1337.46$340.13
$350.00$355.00Aug 21$0.15$4.85$0.1532.33$350.15
$345.00$350.00Aug 21$0.22$4.78$0.2221.73$345.22
$322.50$325.00Aug 7$0.12$2.38$0.1219.83$322.62
$335.00$337.50Aug 7$0.12$2.38$0.1219.83$335.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$250.00Aug 21$0.12$4.88$0.1240.67$254.88
$250.00$245.00Aug 28$0.15$4.85$0.1532.33$249.85
$290.00$285.00Aug 7$0.18$4.82$0.1826.78$289.82
$265.00$260.00Aug 14$0.18$4.82$0.1826.78$264.82
$275.00$272.50Aug 14$0.10$2.40$0.1024.00$274.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 164 found (best R:R 49.00, avg 2.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$257.50$265.00Aug 14$7.35$7.35$0.1549.00$264.85
$285.00$290.00Aug 7$4.85$4.85$0.1532.33$289.85
$265.00$267.50Aug 14$2.40$2.40$0.1024.00$267.40
$260.00$270.00Aug 21$9.45$9.45$0.5517.18$269.45
$267.50$275.00Aug 14$7.05$7.05$0.4515.67$274.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$307.50$305.00Aug 7$2.30$2.30$0.2011.50$305.20
$330.00$315.00Aug 14$13.60$13.60$1.409.71$316.40
$310.00$307.50Aug 7$2.25$2.25$0.259.00$307.75
$315.00$312.50Aug 7$2.25$2.25$0.259.00$312.75
$322.50$320.00Aug 21$2.15$2.15$0.356.14$320.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.43, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Aug 7Aug 14$0.10272.5%51.3%
$345.00Aug 7Aug 14$0.13296.6%56.7%
$350.00Aug 7Aug 21$0.17327.3%45.5%
$335.00Aug 7Aug 14$0.18247.6%49.0%
$330.00Aug 7Aug 14$0.23222.0%45.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 14$0.07307.3%56.6%
$245.00Aug 7Aug 21$0.20376.5%52.7%
$265.00Aug 7Aug 14$0.23218.9%46.4%
$270.00Aug 7Aug 14$0.65179.1%47.9%
$272.50Aug 7Aug 14$0.65188.0%45.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 1.29% of stock, avg 8.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$297.50Aug 7$1.33$2.50$3.83$293.67$301.331.29%
$295.00Aug 7$2.65$1.25$3.90$291.10$298.901.31%
$300.00Aug 7$0.63$4.05$4.68$295.32$304.681.57%
$292.50Aug 7$4.80$0.65$5.45$287.05$297.951.83%
$302.50Aug 7$0.40$5.95$6.35$296.15$308.852.14%
$290.00Aug 7$7.10$0.38$7.48$282.52$297.482.52%
$305.00Aug 7$0.15$8.40$8.55$296.45$313.552.88%
$307.50Aug 7$0.18$10.70$10.88$296.62$318.383.66%
$285.00Aug 7$11.95$0.20$12.15$272.85$297.154.09%
$310.00Aug 7$0.10$12.95$13.05$296.95$323.054.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.12% of stock, avg 4.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$305.00$285.00Aug 7$0.15$0.20$0.35$284.65$305.35
$305.00$282.50Aug 7$0.15$0.20$0.35$282.15$305.35
$307.50$285.00Aug 7$0.18$0.20$0.38$284.62$307.88
$307.50$282.50Aug 7$0.18$0.20$0.38$282.12$307.88
$305.00$290.00Aug 7$0.15$0.38$0.53$289.47$305.53
$307.50$290.00Aug 7$0.18$0.38$0.56$289.44$308.06
$302.50$285.00Aug 7$0.40$0.20$0.60$284.40$303.10
$302.50$282.50Aug 7$0.40$0.20$0.60$281.90$303.10
$302.50$290.00Aug 7$0.40$0.38$0.78$289.22$303.28
$305.00$292.50Aug 7$0.15$0.65$0.80$291.70$305.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 285 found (best R:R 26.78, avg credit $3.69)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265268/275Aug 14$7.23$0.2726.78$257.77$274.73
275/278282/285Aug 14$2.40$0.1024.00$275.10$284.90
250/255260/270Aug 21$9.57$0.4322.26$245.43$269.57
308/310322/325Aug 7$2.37$0.1318.23$307.63$324.87
290/292295/298Aug 21$2.30$0.2011.50$290.20$297.30
270/275280/285Aug 28$4.55$0.4510.11$270.45$284.55
280/282292/295Aug 7$2.27$0.239.87$280.23$294.77
278/280282/285Aug 14$2.27$0.239.87$277.73$284.77
265/270275/282Aug 14$6.80$0.709.71$263.20$281.80
265/270280/285Aug 28$4.47$0.538.43$265.53$284.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 95 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$345.00$350.00$355.00Aug 21$0.07$4.9370.43
$280.00$285.00$290.00Aug 7$0.10$4.9049.00
$330.00$335.00$340.00Aug 21$0.10$4.9049.00
$320.00$330.00$340.00Sep 18$0.20$9.8049.00
$335.00$340.00$345.00Aug 14$0.11$4.8944.45
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$245.00$250.00Aug 21$0.05$4.9599.00
$280.00$285.00$290.00Sep 4$0.05$4.9599.00
$260.00$265.00$270.00Aug 7$0.06$4.9482.33
$260.00$265.00$270.00Aug 21$0.06$4.9482.33
$265.00$270.00$275.00Aug 28$0.08$4.9261.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 127 found (best net $-0.20, 112 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$335.00$350.001:2Aug 28-$0.20$14.80
$310.00$325.001:2Sep 11-$1.35$13.65
$285.00$300.001:2Aug 28-$2.05$12.95
$310.00$320.001:2Aug 28-$1.50$8.50
$340.00$350.001:2Sep 18-$1.90$8.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$295.001:2Sep 11-$5.45$9.55
$250.00$240.001:2Sep 18-$0.59$9.41
$260.00$250.001:2Sep 18-$0.90$9.10
$330.00$315.001:2Aug 14-$6.05$8.95
$270.00$260.001:2Sep 18-$1.30$8.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 4.98%, avg 1.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Sep 18$14.800.490.9%4.98%5.87%192.0K
$300.00Sep 11$12.600.490.9%4.24%5.13%--20
$300.00Sep 4$11.000.480.9%3.70%4.59%--21
$305.00Sep 11$10.500.442.6%3.53%6.10%--17
$310.00Sep 18$10.100.404.2%3.40%7.65%3653
$300.00Aug 28$9.000.470.9%3.03%3.92%784
$310.00Sep 11$8.500.394.2%2.86%7.11%--12
$300.00Aug 21$8.300.460.9%2.79%3.68%--702
$297.50Aug 21$8.200.500.1%2.76%2.81%13
$320.00Sep 18$7.200.327.6%2.42%10.04%462.3K

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 983
Total Puts 474
Put/Call Ratio 0.48
Net Difference 509

Prior's Put/Call Breakdown

Total Calls 759
Total Puts 346
Put/Call Ratio 0.46
Net Difference 413

Prior 7-Day Put/Call Summary

Total Calls 33,325
Total Puts 36,223
Average Put/Call Ratio 0.93
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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