Tour v494
VLO
VALERO ENERGY CORP N
$301.30 -0.56%
8/7 12:01

Option Volume

Detail
Current (08/07 12:00pm) 2,052
Calls: 1,320 (64%)
Puts: 732 (36%)
Prior (08/06) 1,503
Calls: 904 (60%)
Puts: 599 (40%)
Current vs Prior +36.53%
Calls: +46.02% (Calls)
Puts: +22.20% (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 -79.35%
Calls: -72.27%
Puts: -85.85%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07 12:00pm) $2.36M
Calls: $1.98M (84%)
Puts: $382.6K (16%)
Prior (08/06) $1.83M
Calls: $1.32M (72%)
Puts: $518.5K (28%)
Current vs Prior +28.87%
Calls: +50.57%
Puts: -26.20%
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 -86.88%
Calls: -85.05%
Puts: -91.97%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07 12:00pm) 0.55
Prior (08/06) 0.66
Current vs Prior -16.31%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -40.52%
Sentiment BULLISH

Open Interest

Detail
Current (08/07 12:00pm) 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 1.61% | 5.24%7.17% | 13.28%
Prior 2.67% | 5.73%7.26% | 13.15%
Current vs Prior -39.51% | -8.42%-1.27% | +0.94%
Prior 7-Day Avg 4.05% | 6.69%8.63% | 14.23%
Current vs 7-Day Avg -60.17% | -21.57%-16.93% | -6.68%
Prior 7-Day Eod 2.67% | 5.73%7.26% | 13.15%
Current vs 7-Day Eod -39.51% | -8.42%-1.27% | +0.94%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 61.92% | 12.65%
Calls: 42.60% | 7.59%
Puts: 81.25% | 17.72%
Prior 40.26% | 18.04%
Calls: 36.36% | 20.86%
Puts: 44.16% | 15.22%
Current vs Prior +53.80% | -29.88%
Prior 7-Day Avg 28.19% | 16.08%
Calls: 27.08% | 16.06%
Puts: 29.31% | 16.10%
Current vs 7-Day Avg +119.63% | -21.35%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($1.98M) vs puts ($382.6K). 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
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 40 of results (avg 7.5%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1817.8018.70$18.254.9%220.542.0K
$250.00Sep 1852.2055.10$53.655.4%40.911.0K
$290.00Sep 1822.9024.20$23.555.5%20.64462
$320.00Sep 189.7010.30$10.006.0%510.362.3K
$260.00Sep 1843.5046.30$44.906.2%170.871.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1815.3016.00$15.654.5%--0.46673
$330.00Sep 1833.9035.50$34.704.6%--0.7116
$360.00Aug 2157.6060.70$59.155.2%--0.9830
$340.00Sep 1841.8044.50$43.156.3%--0.7860
$345.00Sep 1144.6047.70$46.156.7%10.84--

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 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Aug 754.3058.00$56.156.6%21.003
$260.00Aug 739.3042.40$40.857.6%21.002
$280.00Aug 719.4022.40$20.9014.4%131.0084
$285.00Aug 714.3017.30$15.8019.0%--1.00389
$290.00Aug 79.3012.20$10.7527.0%--1.0028
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 722.6025.60$24.1012.4%--0.99146
$315.00Aug 712.6015.60$14.1021.3%--0.9860
$360.00Aug 2157.6060.70$59.155.2%--0.9830
$310.00Aug 77.8010.70$9.2531.4%150.9745
$312.50Aug 710.2013.20$11.7025.6%10.9710

Most actively traded options today. High liquidity = easy entry/exit. 147 active (total vol 1.6K, top 111)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 71.752.70$2.2342.6%1110.60137
$350.00Aug 210.301.05$0.68110.3%990.06322
$300.00Aug 2110.5011.20$10.856.5%790.53702
$320.00Sep 189.7010.30$10.006.0%510.362.3K
$295.00Aug 75.007.00$6.0033.3%441.0020
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 140.801.05$0.9326.9%410.10168
$290.00Aug 70.000.30$0.15200.0%340.05188
$300.00Aug 70.651.95$1.30100.0%330.43412
$290.00Aug 142.403.10$2.7525.5%260.25107
$250.00Sep 181.652.10$1.8823.9%230.09602

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 56 strikes (avg 279.8%, max 831.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Sep 18380.2%40.8%831.9%11.1K
$355.00Aug 7Aug 21355.1%42.5%735.5%331
$260.00Aug 7Sep 18324.3%41.5%681.9%191.2K
$350.00Aug 7Sep 18329.4%42.2%681.1%171.3K
$345.00Aug 7Aug 21303.0%42.4%614.8%2424
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 18398.6%42.8%831.4%23660
$245.00Aug 7Aug 28436.3%49.4%783.2%--35
$255.00Aug 7Sep 4361.2%42.8%743.5%384
$260.00Aug 7Sep 18324.3%41.5%681.9%4348
$265.00Aug 7Aug 28270.5%43.4%523.2%--30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 129 found (best R:R 99.00, avg 5.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$360.00Aug 14$0.15$14.85$0.1599.00$345.15
$350.00$360.00Aug 28$0.25$9.75$0.2539.00$350.25
$340.00$345.00Aug 21$0.18$4.82$0.1826.78$340.18
$320.00$322.50Aug 7$0.12$2.38$0.1219.83$320.12
$335.00$337.50Aug 7$0.12$2.38$0.1219.83$335.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$260.00Aug 14$0.15$4.85$0.1532.33$264.85
$260.00$255.00Aug 21$0.17$4.83$0.1728.41$259.83
$295.00$292.50Aug 7$0.10$2.40$0.1024.00$294.90
$255.00$250.00Sep 4$0.25$4.75$0.2519.00$254.75
$275.00$272.50Aug 14$0.13$2.37$0.1318.23$274.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 162 found (best R:R 99.00, avg 2.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$260.00Aug 21$9.90$9.90$0.1099.00$259.90
$250.00$257.50Aug 14$7.40$7.40$0.1074.00$257.40
$267.50$275.00Aug 14$7.25$7.25$0.2529.00$274.75
$292.50$295.00Aug 7$2.35$2.35$0.1515.67$294.85
$265.00$267.50Aug 14$2.35$2.35$0.1515.67$267.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$335.00$330.00Aug 14$4.75$4.75$0.2519.00$330.25
$360.00$325.00Aug 21$33.10$33.10$1.9017.42$326.90
$310.00$307.50Aug 7$2.30$2.30$0.2011.50$307.70
$330.00$315.00Aug 14$13.25$13.25$1.757.57$316.75
$340.00$330.00Sep 18$8.45$8.45$1.555.45$331.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $2.44, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$355.00Aug 7Aug 21$0.10355.1%42.5%
$345.00Aug 7Aug 14$0.13303.0%51.7%
$340.00Aug 7Aug 14$0.15275.7%47.8%
$332.50Aug 7Aug 14$0.23233.3%42.4%
$335.00Aug 7Aug 14$0.23247.6%44.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Aug 7Aug 14$0.05398.6%65.6%
$255.00Aug 7Aug 14$0.08361.2%60.7%
$245.00Aug 7Aug 21$0.15436.3%54.3%
$265.00Aug 7Aug 14$0.20270.5%51.2%
$270.00Aug 7Aug 14$0.27226.0%46.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 1.14% of stock, avg 8.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$302.50Aug 7$0.80$2.63$3.43$299.07$305.931.14%
$300.00Aug 7$2.23$1.30$3.53$296.47$303.531.17%
$297.50Aug 7$3.73$0.55$4.28$293.22$301.781.42%
$305.00Aug 7$0.35$4.35$4.70$300.30$309.701.56%
$295.00Aug 7$6.00$0.28$6.28$288.72$301.282.08%
$307.50Aug 7$0.18$6.95$7.13$300.37$314.632.37%
$292.50Aug 7$8.35$0.18$8.53$283.97$301.032.83%
$310.00Aug 7$0.05$9.25$9.30$300.70$319.303.09%
$290.00Aug 7$10.75$0.15$10.90$279.10$300.903.62%
$312.50Aug 7$0.08$11.70$11.78$300.72$324.283.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.11% of stock, avg 4.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$307.50$290.00Aug 7$0.18$0.15$0.33$289.67$307.83
$307.50$292.50Aug 7$0.18$0.18$0.36$292.14$307.86
$307.50$295.00Aug 7$0.18$0.28$0.46$294.54$307.96
$305.00$290.00Aug 7$0.35$0.15$0.50$289.50$305.50
$305.00$292.50Aug 7$0.35$0.18$0.53$291.97$305.53
$305.00$295.00Aug 7$0.35$0.28$0.63$294.37$305.63
$307.50$297.50Aug 7$0.18$0.55$0.73$296.77$308.23
$305.00$297.50Aug 7$0.35$0.55$0.90$296.60$305.90
$302.50$290.00Aug 7$0.80$0.15$0.95$289.05$303.45
$302.50$292.50Aug 7$0.80$0.18$0.98$291.52$303.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 221 found (best R:R 24.00, avg credit $3.92)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
285/288292/295Aug 21$2.40$0.1024.00$285.10$294.90
282/285290/292Aug 14$2.37$0.1318.23$282.63$292.37
270/272275/282Aug 14$7.05$0.4515.67$265.45$282.05
260/265275/282Aug 14$7.00$0.5014.00$258.00$282.00
270/272290/292Aug 14$2.30$0.2011.50$270.20$292.30
275/278290/292Aug 14$2.30$0.2011.50$275.20$292.30
290/295300/305Aug 28$4.60$0.4011.50$290.40$304.60
270/275280/285Aug 28$4.58$0.4210.90$270.42$284.58
270/272282/285Aug 14$2.25$0.259.00$270.25$284.75
275/278282/285Aug 14$2.25$0.259.00$275.25$284.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 99 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$335.00$340.00$345.00Aug 14$0.06$4.9482.33
$325.00$330.00$335.00Aug 28$0.07$4.9370.43
$340.00$350.00$360.00Sep 18$0.15$9.8565.67
$290.00$292.50$295.00Aug 7$0.05$2.4549.00
$315.00$320.00$325.00Aug 28$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Aug 21$0.10$4.9049.00
$290.00$292.50$295.00Aug 21$0.05$2.4549.00
$300.00$310.00$320.00Sep 18$0.25$9.7539.00
$310.00$320.00$330.00Sep 18$0.25$9.7539.00
$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. 132 found (best net $-0.95, 114 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$280.001:2Aug 7-$0.95$19.05
$310.00$325.001:2Sep 11-$2.05$12.95
$285.00$300.001:2Aug 28-$5.00$10.00
$350.00$360.001:2Aug 28-$0.60$9.40
$350.00$360.001:2Sep 18-$0.75$9.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$315.001:2Aug 14-$3.20$11.80
$310.00$295.001:2Sep 11-$4.55$10.45
$260.00$250.001:2Sep 18-$0.76$9.24
$270.00$260.001:2Sep 18-$1.30$8.70
$280.00$270.001:2Sep 18-$2.05$7.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 4.38%, avg 1.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$13.200.452.9%4.38%7.27%3653
$305.00Sep 11$12.000.481.2%3.98%5.21%--17
$305.00Aug 28$10.300.471.2%3.42%4.65%111
$310.00Sep 11$9.900.432.9%3.29%6.17%--12
$320.00Sep 18$9.700.366.2%3.22%9.43%512.3K
$302.50Aug 21$9.200.490.4%3.05%3.45%120
$310.00Aug 28$8.200.412.9%2.72%5.61%2108
$305.00Aug 21$8.100.461.2%2.69%3.92%7263
$307.50Aug 21$7.000.422.1%2.32%4.38%171
$330.00Sep 18$6.900.299.5%2.29%11.82%281.6K

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 1,320
Total Puts 732
Put/Call Ratio 0.55
Net Difference 588

Prior's Put/Call Breakdown

Total Calls 904
Total Puts 599
Put/Call Ratio 0.66
Net Difference 305

Prior 7-Day Put/Call Summary

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