Tour v494
VLO
VALERO ENERGY CORP N
$300.27 -0.90%
8/7 13:01

Option Volume

Detail
Current (08/07 1:00pm) 2,610
Calls: 1,609 (62%)
Puts: 1,001 (38%)
Prior (08/06) 2,576
Calls: 1,456 (57%)
Puts: 1,120 (43%)
Current vs Prior +1.32%
Calls: +10.51% (Calls)
Puts: -10.62% (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 -73.73%
Calls: -66.20%
Puts: -80.66%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07 1:00pm) $2.78M
Calls: $2.31M (83%)
Puts: $470.6K (17%)
Prior (08/06) $2.23M
Calls: $1.58M (71%)
Puts: $653.7K (29%)
Current vs Prior +24.49%
Calls: +46.22%
Puts: -28.00%
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 -84.58%
Calls: -82.58%
Puts: -90.12%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07 1:00pm) 0.62
Prior (08/06) 0.77
Current vs Prior -19.12%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -33.26%
Sentiment BULLISH

Open Interest

Detail
Current (08/07 1:00pm) 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 1.43% | 5.18%6.89% | 13.04%
Prior 2.67% | 5.73%7.26% | 13.15%
Current vs Prior -46.30% | -9.56%-5.06% | -0.87%
Prior 7-Day Avg 4.05% | 6.69%8.63% | 14.23%
Current vs 7-Day Avg -64.63% | -22.55%-20.12% | -8.35%
Prior 7-Day Eod 2.67% | 5.73%7.26% | 13.15%
Current vs 7-Day Eod -46.30% | -9.56%-5.06% | -0.87%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 49.51% | 10.86%
Calls: 41.38% | 9.52%
Puts: 57.63% | 12.20%
Prior 40.26% | 18.04%
Calls: 36.36% | 20.86%
Puts: 44.16% | 15.22%
Current vs Prior +22.98% | -39.80%
Prior 7-Day Avg 28.19% | 16.08%
Calls: 27.08% | 16.06%
Puts: 29.31% | 16.10%
Current vs 7-Day Avg +75.61% | -32.48%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($2.31M) vs puts ($470.6K). Bullish P/C ratio of 0.62.

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 NEUTRAL
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
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 42 of results (avg 7.3%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1817.1017.80$17.454.0%230.532.0K
$250.00Aug 2149.6051.90$50.754.5%--1.0079
$250.00Sep 1852.3055.10$53.705.2%40.901.0K
$245.00Aug 754.1057.00$55.555.2%21.003
$320.00Sep 189.309.80$9.555.2%600.352.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1815.5016.10$15.803.8%--0.47673
$360.00Aug 2158.1061.00$59.554.9%--0.9830
$290.00Sep 1810.9011.60$11.256.2%180.37336
$280.00Sep 187.307.80$7.556.6%200.28428
$340.00Sep 1841.6044.60$43.107.0%--0.7960

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 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Aug 754.1057.00$55.555.2%21.003
$260.00Aug 738.6042.00$40.308.4%21.002
$280.00Aug 719.1021.60$20.3512.3%141.0084
$250.00Aug 2149.6051.90$50.754.5%--1.0079
$250.00Aug 1449.1052.10$50.605.9%30.981
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$325.00Aug 723.2025.90$24.5511.0%--0.99146
$315.00Aug 713.2015.90$14.5518.6%--0.9860
$360.00Aug 2158.1061.00$59.554.9%--0.9830
$310.00Aug 78.3011.00$9.6528.0%150.9745
$312.50Aug 710.7013.50$12.1023.1%10.9710

Most actively traded options today. High liquidity = easy entry/exit. 155 active (total vol 2.1K, top 162)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 184.605.10$4.8510.3%1620.211.1K
$300.00Aug 71.151.75$1.4541.4%1190.52137
$350.00Aug 210.350.65$0.5060.0%1020.05322
$300.00Aug 219.8010.60$10.207.8%790.52702
$320.00Sep 189.309.80$9.555.2%600.352.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 211.001.25$1.1322.1%710.091.0K
$290.00Aug 142.553.20$2.8822.6%530.26107
$300.00Aug 70.801.80$1.3076.9%450.48412
$280.00Aug 140.801.20$1.0040.0%410.11168
$290.00Aug 70.000.25$0.13192.3%360.05188

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 325.3%, max 990.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$360.00Aug 7Sep 18437.8%41.6%951.3%11.1K
$355.00Aug 7Aug 21409.2%43.1%850.1%331
$350.00Aug 7Sep 18379.8%42.2%799.3%461.3K
$260.00Aug 7Sep 18366.6%41.2%789.2%191.2K
$345.00Aug 7Aug 21349.8%43.0%712.8%2424
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Aug 7Sep 4494.6%45.4%990.4%121
$250.00Aug 7Sep 18451.5%42.3%968.1%24660
$255.00Aug 7Sep 11408.9%42.0%874.0%383
$260.00Aug 7Sep 18366.6%41.2%789.2%9348
$265.00Aug 7Aug 28305.3%41.9%628.4%--30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 132 found (best R:R 124.00, avg 6.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$360.00Aug 14$0.12$14.88$0.12124.00$345.12
$350.00$360.00Aug 28$0.27$9.73$0.2736.04$350.27
$340.00$345.00Aug 21$0.23$4.77$0.2320.74$340.23
$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
$250.00$245.00Aug 28$0.12$4.88$0.1240.67$249.88
$265.00$260.00Aug 14$0.15$4.85$0.1532.33$264.85
$250.00$245.00Sep 4$0.15$4.85$0.1532.33$249.85
$260.00$255.00Aug 21$0.17$4.83$0.1728.41$259.83
$265.00$260.00Aug 21$0.23$4.77$0.2320.74$264.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 165 found (best R:R 29.00, avg 1.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$257.50$265.00Aug 14$7.25$7.25$0.2529.00$264.75
$267.50$275.00Aug 14$7.15$7.15$0.3520.43$274.65
$285.00$290.00Aug 7$4.70$4.70$0.3015.67$289.70
$260.00$270.00Aug 21$9.35$9.35$0.6514.38$269.35
$250.00$260.00Aug 21$9.30$9.30$0.7013.29$259.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$325.00Aug 21$33.15$33.15$1.8517.92$326.85
$335.00$330.00Aug 14$4.65$4.65$0.3513.29$330.35
$305.00$302.50Aug 7$2.25$2.25$0.259.00$302.75
$330.00$315.00Aug 14$13.45$13.45$1.558.68$316.55
$307.50$305.00Aug 7$2.05$2.05$0.454.56$305.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $2.47, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$335.00Aug 7Aug 14$0.10286.7%42.7%
$345.00Aug 7Aug 14$0.10349.8%51.9%
$355.00Aug 7Aug 21$0.10409.2%43.1%
$340.00Aug 7Aug 14$0.15318.6%48.9%
$250.00Aug 14Aug 21$0.1563.7%49.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$245.00Aug 7Aug 21$0.15494.6%53.8%
$265.00Aug 7Aug 14$0.20305.3%50.4%
$270.00Aug 7Aug 14$0.27254.5%45.4%
$272.50Aug 7Aug 14$0.38261.8%46.0%
$275.00Aug 7Aug 14$0.48240.8%44.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 0.92% of stock, avg 8.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$300.00Aug 7$1.45$1.30$2.75$297.25$302.750.92%
$302.50Aug 7$0.75$2.85$3.60$298.90$306.101.20%
$297.50Aug 7$3.30$0.48$3.78$293.72$301.281.26%
$295.00Aug 7$5.10$0.20$5.30$289.70$300.301.77%
$305.00Aug 7$0.33$5.10$5.43$299.57$310.431.81%
$307.50Aug 7$0.15$7.15$7.30$300.20$314.802.43%
$292.50Aug 7$7.90$0.18$8.08$284.42$300.582.69%
$310.00Aug 7$0.05$9.65$9.70$300.30$319.703.23%
$290.00Aug 7$10.45$0.13$10.58$279.42$300.583.52%
$312.50Aug 7$0.08$12.10$12.18$300.32$324.684.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 147 found (cheapest 0.11% of stock, avg 4.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$307.50$292.50Aug 7$0.15$0.18$0.33$292.17$307.83
$307.50$295.00Aug 7$0.15$0.20$0.35$294.65$307.85
$305.00$292.50Aug 7$0.33$0.18$0.51$291.99$305.51
$305.00$295.00Aug 7$0.33$0.20$0.53$294.47$305.53
$307.50$297.50Aug 7$0.15$0.48$0.63$296.87$308.13
$305.00$297.50Aug 7$0.33$0.48$0.81$296.69$305.81
$302.50$292.50Aug 7$0.75$0.18$0.93$291.57$303.43
$302.50$295.00Aug 7$0.75$0.20$0.95$294.05$303.45
$302.50$297.50Aug 7$0.75$0.48$1.23$296.27$303.73
$307.50$300.00Aug 7$0.15$1.30$1.45$298.55$308.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 257 found (best R:R 36.50, avg credit $3.86)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265268/275Aug 14$7.30$0.2036.50$257.70$274.80
285/288292/295Aug 21$2.35$0.1515.67$285.15$294.85
290/292298/300Aug 21$2.35$0.1515.67$290.15$299.85
285/290300/305Sep 11$4.70$0.3015.67$285.30$304.70
270/272275/282Aug 14$6.98$0.5213.42$265.52$281.98
260/265275/282Aug 14$6.95$0.5512.64$258.05$281.95
285/288290/292Aug 14$2.30$0.2011.50$285.20$292.30
285/288298/300Aug 21$2.30$0.2011.50$285.20$299.80
290/292295/298Aug 21$2.30$0.2011.50$290.20$297.30
292/295300/302Aug 21$2.30$0.2011.50$292.70$302.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 103 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$325.00$330.00Aug 14$0.10$4.9049.00
$290.00$292.50$295.00Aug 21$0.05$2.4549.00
$307.50$310.00$312.50Aug 21$0.05$2.4549.00
$300.00$305.00$310.00Sep 11$0.10$4.9049.00
$340.00$350.00$360.00Sep 18$0.25$9.7539.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$260.00$265.00Aug 21$0.06$4.9482.33
$255.00$260.00$265.00Aug 28$0.07$4.9370.43
$250.00$255.00$260.00Aug 21$0.12$4.8840.67
$260.00$265.00$270.00Aug 21$0.12$4.8840.67
$300.00$310.00$320.00Sep 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. 137 found (best net $-0.40, 120 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$280.001:2Aug 7-$0.40$19.60
$345.00$360.001:2Aug 14-$0.01$14.99
$310.00$325.001:2Sep 11-$2.20$12.80
$285.00$300.001:2Aug 28-$3.25$11.75
$350.00$360.001:2Aug 28-$0.56$9.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$315.001:2Aug 14-$3.25$11.75
$310.00$295.001:2Sep 11-$4.40$10.60
$260.00$250.001:2Sep 18-$0.68$9.32
$270.00$260.001:2Sep 18-$1.21$8.79
$280.00$270.001:2Sep 18-$2.35$7.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 4.23%, avg 1.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$12.700.443.2%4.23%7.47%4653
$305.00Sep 11$12.300.481.6%4.10%5.67%--17
$310.00Sep 11$10.200.433.2%3.40%6.64%--12
$305.00Aug 28$9.700.461.6%3.23%4.81%111
$320.00Sep 18$9.300.356.6%3.10%9.67%602.3K
$310.00Sep 4$9.200.423.2%3.06%6.30%12
$302.50Aug 21$8.400.480.7%2.80%3.54%120
$310.00Aug 28$7.800.403.2%2.60%5.84%2108
$305.00Aug 21$7.500.441.6%2.50%4.07%9263
$330.00Sep 18$6.600.289.9%2.20%12.10%341.6K

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 1,609
Total Puts 1,001
Put/Call Ratio 0.62
Net Difference 608

Prior's Put/Call Breakdown

Total Calls 1,456
Total Puts 1,120
Put/Call Ratio 0.77
Net Difference 336

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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