Tour v494
VLO
VALERO ENERGY CORP N
$299.22 -1.24%
8/7 14:01

Option Volume

Detail
Current (08/07 2:00pm) 3,003
Calls: 1,897 (63%)
Puts: 1,106 (37%)
Prior (08/06) 2,845
Calls: 1,664 (58%)
Puts: 1,181 (42%)
Current vs Prior +5.55%
Calls: +14.00% (Calls)
Puts: -6.35% (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 -69.77%
Calls: -60.15%
Puts: -78.63%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07 2:00pm) $2.99M
Calls: $2.47M (83%)
Puts: $518.4K (17%)
Prior (08/06) $2.41M
Calls: $1.70M (70%)
Puts: $712.4K (30%)
Current vs Prior +24.16%
Calls: +45.74%
Puts: -27.23%
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 -83.40%
Calls: -81.34%
Puts: -89.12%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07 2:00pm) 0.58
Prior (08/06) 0.71
Current vs Prior -17.85%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -37.46%
Sentiment BULLISH

Open Interest

Detail
Current (08/07 2:00pm) 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 1.34% | 5.10%6.98% | 12.87%
Prior 2.67% | 5.73%7.26% | 13.15%
Current vs Prior -49.75% | -11.00%-3.80% | -2.17%
Prior 7-Day Avg 4.05% | 6.69%8.63% | 14.23%
Current vs 7-Day Avg -66.90% | -23.78%-19.07% | -9.55%
Prior 7-Day Eod 2.67% | 5.73%7.26% | 13.15%
Current vs 7-Day Eod -49.75% | -11.00%-3.80% | -2.17%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 101.49% | 19.88%
Calls: 72.76% | 27.16%
Puts: 130.21% | 12.59%
Prior 40.26% | 18.04%
Calls: 36.36% | 20.86%
Puts: 44.16% | 15.22%
Current vs Prior +152.09% | +10.20%
Prior 7-Day Avg 28.19% | 16.08%
Calls: 27.08% | 16.06%
Puts: 29.31% | 16.10%
Current vs 7-Day Avg +259.98% | +23.60%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($2.47M) vs puts ($518.4K). Bullish P/C ratio of 0.58.

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
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 35 of results (avg 7.3%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2149.1051.20$50.154.2%--0.9779
$290.00Sep 1821.7022.70$22.204.5%20.62462
$250.00Sep 1851.5054.20$52.855.1%40.911.0K
$245.00Aug 753.4056.30$54.855.3%20.993
$300.00Sep 1816.5017.40$16.955.3%290.522.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1815.9016.70$16.304.9%--0.48673
$290.00Sep 1811.2011.90$11.556.1%180.38336
$340.00Sep 1842.2044.90$43.556.2%--0.7960
$300.00Sep 413.0013.90$13.456.7%--0.4834
$330.00Sep 1834.7037.20$35.957.0%--0.7316

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
$250.00Aug 1448.5051.40$49.955.8%31.001
$257.50Aug 1440.6044.10$42.358.3%21.00--
$245.00Aug 753.4056.30$54.855.3%20.993
$260.00Aug 738.1041.30$39.708.1%20.982
$250.00Aug 2149.1051.20$50.154.2%--0.9779
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 73.806.70$5.2555.2%361.00176
$307.50Aug 76.409.10$7.7534.8%141.0038
$310.00Aug 78.7011.60$10.1528.6%151.0045
$312.50Aug 711.2014.20$12.7023.6%11.0010
$315.00Aug 713.9016.60$15.2517.7%--1.0060

Most actively traded options today. High liquidity = easy entry/exit. 163 active (total vol 2.5K, top 296)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 184.404.90$4.6510.8%2960.211.1K
$300.00Aug 70.551.75$1.15104.3%1330.47137
$350.00Aug 210.300.65$0.4872.9%1020.04322
$300.00Aug 219.0010.80$9.9018.2%790.51702
$320.00Sep 188.909.60$9.257.6%660.352.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 211.001.30$1.1526.1%740.101.0K
$290.00Aug 142.653.30$2.9721.9%580.28107
$240.00Sep 180.851.40$1.1348.7%500.061.0K
$300.00Aug 70.752.00$1.3890.6%470.56412
$285.00Aug 141.552.05$1.8027.8%470.19104

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 394.5%, max 1222.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Aug 7Aug 21495.5%43.5%1038.2%331
$350.00Aug 7Sep 18460.2%42.3%989.2%461.3K
$260.00Aug 7Sep 18437.9%40.6%979.8%191.2K
$345.00Aug 7Aug 21424.1%43.6%873.7%2424
$340.00Aug 7Sep 18386.7%42.1%818.8%2961.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Aug 7Sep 4592.2%44.8%1222.1%121
$250.00Aug 7Sep 18540.2%41.8%1193.0%24660
$255.00Aug 7Sep 11488.8%41.8%1069.2%383
$260.00Aug 7Sep 18437.9%40.6%979.8%10348
$265.00Aug 7Aug 28364.2%41.4%779.0%--30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 37.46, avg 6.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$332.50$335.00Aug 14$0.10$2.40$0.1024.00$332.60
$340.00$345.00Aug 21$0.23$4.77$0.2320.74$340.23
$350.00$355.00Aug 21$0.23$4.77$0.2320.74$350.23
$307.50$310.00Aug 7$0.12$2.38$0.1219.83$307.62
$320.00$322.50Aug 7$0.12$2.38$0.1219.83$320.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$260.00Aug 14$0.13$4.87$0.1337.46$264.87
$265.00$260.00Aug 21$0.15$4.85$0.1532.33$264.85
$250.00$245.00Aug 28$0.15$4.85$0.1532.33$249.85
$245.00$240.00Aug 28$0.18$4.82$0.1826.78$244.82
$280.00$277.50Aug 7$0.10$2.40$0.1024.00$279.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 168 found (best R:R 132.33, avg 3.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$280.00Aug 7$19.85$19.85$0.15132.33$279.85
$257.50$265.00Aug 14$7.30$7.30$0.2036.50$264.80
$267.50$275.00Aug 14$7.25$7.25$0.2529.00$274.75
$265.00$267.50Aug 14$2.40$2.40$0.1024.00$267.40
$250.00$260.00Aug 21$9.45$9.45$0.5517.18$259.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$325.00$315.00Aug 7$9.90$9.90$0.1099.00$315.10
$335.00$330.00Aug 14$4.70$4.70$0.3015.67$330.30
$330.00$315.00Aug 14$13.60$13.60$1.409.71$316.40
$325.00$322.50Aug 21$2.20$2.20$0.307.33$322.80
$302.50$300.00Aug 7$2.17$2.17$0.336.58$300.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.35, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Aug 7Aug 14$0.10424.1%53.2%
$355.00Aug 7Aug 21$0.10495.5%43.5%
$335.00Aug 7Aug 14$0.15348.3%45.5%
$340.00Aug 7Aug 14$0.15386.7%50.2%
$250.00Aug 14Aug 21$0.2062.8%49.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Aug 21Aug 28$0.1056.5%48.5%
$245.00Aug 7Aug 21$0.15592.2%53.5%
$270.00Aug 7Aug 14$0.17303.2%41.6%
$265.00Aug 7Aug 14$0.18364.2%48.6%
$272.50Aug 7Aug 14$0.38311.6%44.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 0.85% of stock, avg 8.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$300.00Aug 7$1.15$1.38$2.53$297.47$302.530.85%
$297.50Aug 7$2.63$0.50$3.13$294.37$300.631.05%
$302.50Aug 7$0.43$3.55$3.98$298.52$306.481.33%
$295.00Aug 7$4.90$0.18$5.08$289.92$300.081.70%
$305.00Aug 7$0.23$5.25$5.48$299.52$310.481.83%
$292.50Aug 7$7.40$0.15$7.55$284.95$300.052.52%
$307.50Aug 7$0.15$7.75$7.90$299.60$315.402.64%
$290.00Aug 7$9.70$0.13$9.83$280.17$299.833.29%
$310.00Aug 7$0.03$10.15$10.18$299.82$320.183.40%
$312.50Aug 7$0.08$12.70$12.78$299.72$325.284.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 147 found (cheapest 0.10% of stock, avg 4.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$307.50$292.50Aug 7$0.15$0.15$0.30$292.20$307.80
$307.50$295.00Aug 7$0.15$0.18$0.33$294.67$307.83
$305.00$292.50Aug 7$0.23$0.15$0.38$292.12$305.38
$305.00$295.00Aug 7$0.23$0.18$0.41$294.59$305.41
$302.50$292.50Aug 7$0.43$0.15$0.58$291.92$303.08
$302.50$295.00Aug 7$0.43$0.18$0.61$294.39$303.11
$307.50$297.50Aug 7$0.15$0.50$0.65$296.85$308.15
$305.00$297.50Aug 7$0.23$0.50$0.73$296.77$305.73
$302.50$297.50Aug 7$0.43$0.50$0.93$296.57$303.43
$300.00$292.50Aug 7$1.15$0.15$1.30$291.20$301.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 274 found (best R:R 61.50, avg credit $3.74)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265268/275Aug 14$7.38$0.1261.50$257.62$274.88
278/280290/292Aug 7$2.40$0.1024.00$277.60$292.40
270/272282/285Aug 14$2.38$0.1219.83$270.12$284.88
278/280295/298Aug 7$2.37$0.1318.23$277.63$297.37
292/295300/302Aug 21$2.35$0.1515.67$292.65$302.35
292/295302/305Aug 21$2.35$0.1515.67$292.65$304.85
285/290300/305Sep 11$4.70$0.3015.67$285.30$304.70
275/278282/285Aug 14$2.34$0.1614.63$275.16$284.84
278/280282/285Aug 14$2.31$0.1912.16$277.69$284.81
270/272275/282Aug 14$6.88$0.6211.10$265.62$281.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 99 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$250.00$260.00Sep 18$0.25$9.7539.00
$312.50$315.00$317.50Aug 7$0.07$2.4334.71
$330.00$332.50$335.00Aug 14$0.07$2.4334.71
$330.00$335.00$340.00Aug 21$0.14$4.8634.71
$340.00$345.00$350.00Aug 21$0.14$4.8634.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Sep 4$0.05$4.9599.00
$295.00$300.00$305.00Sep 4$0.05$4.9599.00
$282.50$285.00$287.50Aug 14$0.05$2.4549.00
$240.00$245.00$250.00Sep 4$0.10$4.9049.00
$265.00$270.00$275.00Aug 21$0.11$4.8944.45

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 $--, 122 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$280.001:2Aug 7$0.00$20.00
$310.00$325.001:2Sep 11-$2.10$12.90
$285.00$300.001:2Aug 28-$2.80$12.20
$340.00$350.001:2Sep 18-$1.85$8.15
$330.00$340.001:2Sep 18-$2.70$7.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$315.001:2Aug 14-$3.55$11.45
$310.00$295.001:2Sep 11-$4.35$10.65
$250.00$240.001:2Sep 18-$0.38$9.62
$270.00$260.001:2Sep 4-$0.47$9.53
$260.00$250.001:2Sep 18-$0.71$9.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 5.51%, avg 1.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Sep 18$16.500.520.3%5.51%5.78%292.0K
$300.00Sep 11$14.600.530.3%4.88%5.14%--20
$300.00Sep 4$13.100.520.3%4.38%4.64%--21
$310.00Sep 18$12.300.433.6%4.11%7.71%4653
$305.00Sep 11$12.100.481.9%4.04%5.98%--17
$300.00Aug 28$11.400.510.3%3.81%4.07%1384
$310.00Sep 11$10.200.433.6%3.41%7.01%--12
$305.00Aug 28$9.200.451.9%3.07%5.01%111
$300.00Aug 21$9.000.510.3%3.01%3.27%79702
$310.00Sep 4$9.000.413.6%3.01%6.61%12

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,897
Total Puts 1,106
Put/Call Ratio 0.58
Net Difference 791

Prior's Put/Call Breakdown

Total Calls 1,664
Total Puts 1,181
Put/Call Ratio 0.71
Net Difference 483

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All