Tour v494
VLO
VALERO ENERGY CORP N
$298.12 -1.61%
8/7 15:01

Option Volume

Detail
Current (08/07 3:00pm) 3,678
Calls: 2,305 (63%)
Puts: 1,373 (37%)
Prior (08/06) 3,197
Calls: 1,798 (56%)
Puts: 1,399 (44%)
Current vs Prior +15.05%
Calls: +28.20% (Calls)
Puts: -1.86% (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 -62.98%
Calls: -51.58%
Puts: -73.47%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07 3:00pm) $3.27M
Calls: $2.63M (80%)
Puts: $646.5K (20%)
Prior (08/06) $2.61M
Calls: $1.82M (70%)
Puts: $792.0K (30%)
Current vs Prior +25.18%
Calls: +44.11%
Puts: -18.37%
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 -81.84%
Calls: -80.19%
Puts: -86.43%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07 3:00pm) 0.60
Prior (08/06) 0.78
Current vs Prior -23.45%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -36.10%
Sentiment BULLISH

Open Interest

Detail
Current (08/07 3:00pm) 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 1.20% | 4.98%6.91% | 12.71%
Prior 2.67% | 5.73%7.26% | 13.15%
Current vs Prior -54.97% | -13.01%-4.83% | -3.34%
Prior 7-Day Avg 4.05% | 6.69%8.63% | 14.23%
Current vs 7-Day Avg -70.34% | -25.50%-19.93% | -10.63%
Prior 7-Day Eod 2.67% | 5.73%7.26% | 13.15%
Current vs 7-Day Eod -54.97% | -13.01%-4.83% | -3.34%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 56.80% | 12.79%
Calls: 41.80% | 12.41%
Puts: 71.79% | 13.16%
Prior 40.26% | 18.04%
Calls: 36.36% | 20.86%
Puts: 44.16% | 15.22%
Current vs Prior +41.08% | -29.10%
Prior 7-Day Avg 28.19% | 16.08%
Calls: 27.08% | 16.06%
Puts: 29.31% | 16.10%
Current vs 7-Day Avg +101.47% | -20.48%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($2.63M) vs puts ($646.5K). Bullish P/C ratio of 0.60. P/C ratio dropping 23% - sentiment shifting bullish.

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
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 44 of results (avg 7.5%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Sep 1859.6062.40$61.004.6%30.94673
$300.00Sep 1815.8016.60$16.204.9%290.512.0K
$290.00Sep 1820.7021.80$21.255.2%20.61462
$250.00Aug 2147.8050.50$49.155.5%--0.9779
$320.00Sep 188.609.10$8.855.6%670.342.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Sep 1835.7037.60$36.655.2%--0.7416
$300.00Sep 1816.2017.10$16.655.4%--0.49673
$320.00Sep 1828.2029.90$29.055.9%--0.6679
$340.00Sep 1843.0045.80$44.406.3%--0.8060
$290.00Aug 287.307.80$7.556.6%20.3751

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 1447.3050.10$48.705.7%30.981
$257.50Aug 1439.8042.60$41.206.8%20.97--
$250.00Aug 2147.8050.50$49.155.5%--0.9779
$280.00Aug 717.2019.80$18.5014.1%160.9784
$265.00Aug 1432.3035.20$33.758.6%40.9611
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 75.707.80$6.7531.1%381.00176
$310.00Aug 710.2013.10$11.6524.9%151.0045
$312.50Aug 712.7015.40$14.0519.2%11.0010
$325.00Aug 725.2028.20$26.7011.2%--1.00146
$335.00Aug 1435.3038.20$36.757.9%41.004

Most actively traded options today. High liquidity = easy entry/exit. 166 active (total vol 3.0K, top 296)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 184.004.60$4.3014.0%2960.201.1K
$300.00Aug 70.200.80$0.50120.0%1680.29137
$330.00Aug 211.201.50$1.3522.2%1120.12430
$350.00Aug 210.300.65$0.4872.9%1020.04322
$300.00Aug 218.4010.00$9.2017.4%790.49702
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 211.051.20$1.1313.3%750.101.0K
$300.00Aug 71.302.70$2.0070.0%720.74412
$290.00Aug 142.853.60$3.2323.2%590.30107
$295.00Aug 144.605.60$5.1019.6%590.4144
$297.50Aug 70.300.85$0.5796.5%530.35206

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 716.4%, max 2413.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Aug 7Aug 21975.7%44.5%2091.9%331
$350.00Aug 7Sep 18914.9%42.7%2044.5%461.3K
$260.00Aug 7Sep 18850.9%40.5%2003.6%191.2K
$345.00Aug 7Aug 21852.2%44.7%1808.0%2424
$340.00Aug 7Sep 18787.5%41.7%1790.6%2961.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Aug 7Sep 41125.7%44.8%2413.2%121
$250.00Aug 7Sep 181027.9%41.2%2395.0%25660
$255.00Aug 7Sep 11942.0%41.0%2196.3%383
$260.00Aug 7Sep 18850.9%40.5%2003.6%21348
$272.50Aug 7Aug 14622.6%43.8%1321.4%217

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 40.67, avg 6.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$335.00Aug 21$0.15$4.85$0.1532.33$330.15
$322.50$325.00Aug 21$0.10$2.40$0.1024.00$322.60
$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
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$250.00Aug 21$0.12$4.88$0.1240.67$254.88
$245.00$240.00Sep 4$0.12$4.88$0.1240.67$244.88
$255.00$250.00Aug 28$0.13$4.87$0.1337.46$254.87
$265.00$260.00Aug 28$0.13$4.87$0.1337.46$264.87
$265.00$260.00Aug 21$0.15$4.85$0.1532.33$264.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 171 found (best R:R 149.00, avg 2.89)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$245.00$260.00Aug 7$14.90$14.90$0.10149.00$259.90
$250.00$260.00Aug 21$9.65$9.65$0.3527.57$259.65
$292.50$295.00Aug 7$2.40$2.40$0.1024.00$294.90
$265.00$267.50Aug 14$2.40$2.40$0.1024.00$267.40
$267.50$275.00Aug 14$7.05$7.05$0.4515.67$274.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$335.00$330.00Aug 14$4.75$4.75$0.2519.00$330.25
$330.00$315.00Aug 14$13.85$13.85$1.1512.04$316.15
$307.50$305.00Aug 7$2.30$2.30$0.2011.50$305.20
$302.50$300.00Aug 7$2.20$2.20$0.307.33$300.30
$325.00$322.50Aug 21$2.20$2.20$0.307.33$322.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $2.68, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Aug 14Aug 21$0.4562.0%48.8%
$325.00Aug 7Aug 14$0.70294.0%44.5%
$260.00Aug 7Aug 21$0.80850.9%45.1%
$327.50Aug 7Aug 21$0.82614.8%43.7%
$320.00Aug 7Aug 14$0.93320.6%42.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Aug 7Aug 14$0.20479.1%48.5%
$282.50Aug 7Aug 14$0.27435.3%39.5%
$270.00Aug 7Aug 14$0.30344.3%42.7%
$275.00Aug 7Aug 14$0.50287.5%40.3%
$277.50Aug 7Aug 14$0.74259.0%40.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 0.72% of stock, avg 8.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$297.50Aug 7$1.58$0.57$2.15$295.35$299.650.72%
$300.00Aug 7$0.50$2.00$2.50$297.50$302.500.84%
$295.00Aug 7$3.70$0.18$3.88$291.12$298.881.30%
$302.50Aug 7$0.18$4.20$4.38$298.12$306.881.47%
$292.50Aug 7$6.10$0.08$6.18$286.32$298.682.07%
$305.00Aug 7$0.10$6.75$6.85$298.15$311.852.30%
$290.00Aug 7$8.35$0.08$8.43$281.57$298.432.83%
$307.50Aug 7$0.15$9.05$9.20$298.30$316.703.09%
$310.00Aug 7$0.03$11.65$11.68$298.32$321.683.92%
$297.50Aug 14$7.25$6.25$13.50$284.00$311.004.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.12% of stock, avg 3.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$302.50$295.00Aug 7$0.18$0.18$0.36$294.64$302.86
$300.00$295.00Aug 7$0.50$0.18$0.68$294.32$300.68
$302.50$297.50Aug 7$0.18$0.57$0.75$296.75$303.25
$300.00$297.50Aug 7$0.50$0.57$1.07$296.43$301.07
$302.50$282.50Aug 7$0.18$1.08$1.26$281.24$303.76
$302.50$272.50Aug 7$0.18$1.08$1.26$271.24$303.76
$302.50$260.00Aug 7$0.18$1.08$1.26$258.74$303.76
$327.50$295.00Aug 7$1.08$0.18$1.26$293.74$328.76
$330.00$295.00Aug 7$1.08$0.18$1.26$293.74$331.26
$335.00$295.00Aug 7$1.08$0.18$1.26$293.74$336.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 287 found (best R:R 25.79, avg credit $3.71)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265268/275Aug 14$7.22$0.2825.79$257.78$274.72
278/280290/292Aug 7$2.37$0.1318.23$277.63$292.37
285/288292/295Aug 14$2.37$0.1318.23$285.13$294.87
288/290295/298Aug 21$2.35$0.1515.67$287.65$297.35
250/255260/270Aug 21$9.32$0.6813.71$245.68$269.32
300/302308/310Aug 7$2.32$0.1812.89$300.18$309.82
275/278282/285Aug 14$2.29$0.2110.90$275.21$284.79
255/260270/275Aug 21$4.58$0.4210.90$255.42$274.58
260/265270/275Aug 21$4.55$0.4510.11$260.45$274.55
290/292295/298Aug 14$2.27$0.239.87$290.23$297.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 111 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$325.00$330.00Aug 14$0.05$4.9599.00
$300.00$310.00$320.00Sep 4$0.15$9.8565.67
$300.00$305.00$310.00Sep 11$0.10$4.9049.00
$315.00$320.00$325.00Aug 28$0.13$4.8737.46
$340.00$345.00$350.00Aug 21$0.14$4.8634.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Aug 7$0.06$4.9482.33
$250.00$255.00$260.00Aug 21$0.06$4.9482.33
$240.00$245.00$250.00Sep 4$0.06$4.9482.33
$320.00$330.00$340.00Sep 18$0.15$9.8565.67
$245.00$250.00$255.00Aug 21$0.09$4.9154.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 139 found (best net $-1.85, 119 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$325.001:2Sep 11-$1.85$13.15
$285.00$300.001:2Aug 28-$2.00$13.00
$330.00$340.001:2Sep 11-$1.76$8.24
$340.00$350.001:2Sep 18-$2.06$7.94
$330.00$340.001:2Sep 18-$2.40$7.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$315.001:2Aug 14-$4.30$10.70
$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-$0.48$9.52
$260.00$250.001:2Sep 18-$0.58$9.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 5.30%, avg 1.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Sep 18$15.800.510.6%5.30%5.93%292.0K
$300.00Sep 11$14.000.520.6%4.70%5.33%--20
$300.00Sep 4$12.700.510.6%4.26%4.89%--21
$305.00Sep 11$11.700.472.3%3.92%6.23%--17
$310.00Sep 18$11.600.424.0%3.89%7.88%4653
$300.00Aug 28$10.700.500.6%3.59%4.22%1384
$310.00Sep 11$9.500.424.0%3.19%7.17%--12
$320.00Sep 18$8.600.347.3%2.88%10.22%672.3K
$305.00Aug 28$8.500.432.3%2.85%5.16%111
$310.00Sep 4$8.500.404.0%2.85%6.84%12

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 2,305
Total Puts 1,373
Put/Call Ratio 0.60
Net Difference 932

Prior's Put/Call Breakdown

Total Calls 1,798
Total Puts 1,399
Put/Call Ratio 0.78
Net Difference 399

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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