Tour v494
VLO
VALERO ENERGY CORP N
$298.31 -1.54%
8/7 16:01

Option Volume

Detail
Current (08/07 4:00pm) 4,724
Calls: 2,805 (59%)
Puts: 1,919 (41%)
Prior (08/06) 3,800
Calls: 2,060 (54%)
Puts: 1,740 (46%)
Current vs Prior +24.32%
Calls: +36.17% (Calls)
Puts: +10.29% (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 -52.45%
Calls: -41.08%
Puts: -62.92%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07 4:00pm) $3.93M
Calls: $3.09M (79%)
Puts: $841.8K (21%)
Prior (08/06) $3.12M
Calls: $2.25M (72%)
Puts: $874.8K (28%)
Current vs Prior +25.88%
Calls: +37.42%
Puts: -3.77%
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 -78.19%
Calls: -76.70%
Puts: -82.33%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07 4:00pm) 0.68
Prior (08/06) 0.84
Current vs Prior -19.00%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -26.61%
Sentiment BULLISH

Open Interest

Detail
Current (08/07 4:00pm) 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 0.93% | 4.86%6.74% | 12.67%
Prior 2.67% | 5.73%7.26% | 13.15%
Current vs Prior +82.27% | +17.67%-7.20% | -3.66%
Prior 7-Day Avg 4.05% | 6.69%8.63% | 14.23%
Current vs 7-Day Avg +20.04% | +0.77%-21.93% | -10.93%
Prior 7-Day Eod 2.67% | 5.73%7.26% | 13.15%
Current vs 7-Day Eod +82.27% | +17.67%-7.20% | -3.66%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.91% | 12.96%
Calls: 17.39% | 13.47%
Puts: 18.42% | 12.44%
Prior 40.26% | 18.04%
Calls: 36.36% | 20.86%
Puts: 44.16% | 15.22%
Current vs Prior -55.51% | -28.16%
Prior 7-Day Avg 28.19% | 16.08%
Calls: 27.08% | 16.06%
Puts: 29.31% | 16.10%
Current vs 7-Day Avg -36.47% | -19.42%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($3.09M) vs puts ($841.8K). Bullish P/C ratio of 0.68.

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 NEUTRAL
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
16:00BULLISHBULLISHBULLISH
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 33 of results (avg 7.4%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Sep 1858.8061.10$59.953.8%30.93673
$250.00Aug 1447.1049.40$48.254.8%31.001
$250.00Sep 1849.6052.10$50.854.9%40.901.0K
$250.00Aug 2147.4049.80$48.604.9%--1.0079
$245.00Aug 751.2054.20$52.705.7%21.003
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Aug 1436.0038.20$37.105.9%40.974
$340.00Sep 1843.7046.70$45.206.6%--0.8160
$330.00Sep 1835.9038.40$37.156.7%--0.7416
$345.00Sep 1146.9050.40$48.657.2%10.86--
$325.00Aug 2127.7029.80$28.757.3%--0.8515

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. 74 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Aug 751.2054.20$52.705.7%21.003
$260.00Aug 736.2039.20$37.708.0%21.002
$280.00Aug 717.0019.10$18.0511.6%161.0084
$292.50Aug 74.506.70$5.6039.3%191.0020
$250.00Aug 1447.1049.40$48.254.8%31.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 710.9013.00$11.9517.6%150.9945
$315.00Aug 715.9018.00$16.9512.4%--0.9760
$312.50Aug 713.4015.50$14.4514.5%10.9710
$335.00Aug 1436.0038.20$37.105.9%40.974
$325.00Aug 725.9028.00$26.957.8%--0.97146

Most actively traded options today. High liquidity = easy entry/exit. 176 active (total vol 3.9K, top 329)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Sep 183.804.50$4.1516.9%2960.191.1K
$300.00Aug 217.809.10$8.4515.4%1840.48702
$300.00Aug 70.000.30$0.15200.0%1810.15137
$330.00Aug 210.951.50$1.2344.7%1120.11430
$350.00Aug 210.250.60$0.4381.4%1070.04322
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 70.902.95$1.93106.2%3290.85412
$297.50Aug 70.000.50$0.25200.0%1000.32206
$270.00Aug 211.051.60$1.3341.4%1000.111.0K
$290.00Aug 142.803.80$3.3030.3%760.30107
$295.00Aug 144.605.80$5.2023.1%630.4244

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 895.2%, max 2663.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$355.00Aug 7Aug 211077.9%45.2%2282.7%331
$350.00Aug 7Sep 18978.0%42.9%2181.5%471.3K
$260.00Aug 7Sep 18894.5%40.5%2107.9%191.2K
$345.00Aug 7Aug 21927.5%45.1%1957.2%2424
$340.00Aug 7Sep 18849.3%41.7%1937.4%2961.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Aug 7Sep 41221.4%44.2%2663.0%121
$250.00Aug 7Sep 181111.3%42.2%2531.4%25660
$255.00Aug 7Sep 111002.4%40.3%2389.1%383
$260.00Aug 7Sep 18894.5%40.5%2107.9%21348
$265.00Aug 7Aug 28739.1%41.6%1675.2%--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 40.67, avg 6.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$350.00Aug 21$0.12$4.88$0.1240.67$345.12
$335.00$340.00Aug 21$0.18$4.82$0.1826.78$335.18
$350.00$355.00Aug 21$0.18$4.82$0.1826.78$350.18
$340.00$345.00Aug 21$0.20$4.80$0.2024.00$340.20
$307.50$310.00Aug 7$0.12$2.38$0.1219.83$307.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$245.00$240.00Aug 21$0.12$4.88$0.1240.67$244.88
$265.00$260.00Aug 14$0.15$4.85$0.1532.33$264.85
$297.50$295.00Aug 7$0.10$2.40$0.1024.00$297.40
$265.00$260.00Aug 21$0.20$4.80$0.2024.00$264.80
$255.00$250.00Aug 28$0.20$4.80$0.2024.00$254.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 171 found (best R:R 56.14, avg 2.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$280.00Aug 7$19.65$19.65$0.3556.14$279.65
$250.00$257.50Aug 14$7.35$7.35$0.1549.00$257.35
$260.00$270.00Aug 21$9.65$9.65$0.3527.57$269.65
$267.50$275.00Aug 14$7.10$7.10$0.4017.75$274.60
$280.00$285.00Aug 7$4.70$4.70$0.3015.67$284.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$335.00$330.00Aug 14$4.90$4.90$0.1049.00$330.10
$330.00$315.00Aug 14$14.00$14.00$1.0014.00$316.00
$325.00$322.50Aug 21$2.15$2.15$0.356.14$322.85
$322.50$320.00Aug 21$2.10$2.10$0.405.25$320.40
$320.00$315.00Aug 21$4.10$4.10$0.904.56$315.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $2.25, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Aug 7Aug 14$0.08927.5%54.0%
$340.00Aug 7Aug 14$0.10849.3%50.4%
$355.00Aug 7Aug 21$0.101077.9%45.2%
$332.50Aug 7Aug 14$0.18726.8%45.5%
$330.00Aug 7Aug 14$0.28684.8%45.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Aug 7Aug 14$0.051002.4%57.0%
$245.00Aug 7Aug 21$0.151221.4%52.1%
$265.00Aug 7Aug 14$0.20739.1%48.2%
$240.00Aug 21Aug 28$0.2752.2%49.6%
$270.00Aug 7Aug 14$0.30530.3%42.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 70 found (cheapest 0.37% of stock, avg 8.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$297.50Aug 7$0.85$0.25$1.10$296.40$298.600.37%
$300.00Aug 7$0.15$1.93$2.08$297.92$302.080.70%
$295.00Aug 7$3.00$0.15$3.15$291.85$298.151.06%
$302.50Aug 7$0.15$4.50$4.65$297.85$307.151.56%
$292.50Aug 7$5.60$0.08$5.68$286.82$298.181.90%
$305.00Aug 7$0.15$6.95$7.10$297.90$312.102.38%
$290.00Aug 7$8.20$0.15$8.35$281.65$298.352.80%
$307.50Aug 7$0.15$9.45$9.60$297.90$317.103.22%
$310.00Aug 7$0.03$11.95$11.98$298.02$321.984.02%
$297.50Aug 14$6.90$6.30$13.20$284.30$310.704.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.08% of stock, avg 4.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$300.00$292.50Aug 7$0.15$0.08$0.23$292.27$300.23
$302.50$292.50Aug 7$0.15$0.08$0.23$292.27$302.73
$305.00$292.50Aug 7$0.15$0.08$0.23$292.27$305.23
$307.50$292.50Aug 7$0.15$0.08$0.23$292.27$307.73
$300.00$295.00Aug 7$0.15$0.15$0.30$294.70$300.30
$300.00$290.00Aug 7$0.15$0.15$0.30$289.70$300.30
$300.00$287.50Aug 7$0.15$0.15$0.30$287.20$300.30
$302.50$295.00Aug 7$0.15$0.15$0.30$294.70$302.80
$302.50$290.00Aug 7$0.15$0.15$0.30$289.70$302.80
$302.50$287.50Aug 7$0.15$0.15$0.30$287.20$302.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 304 found (best R:R 42.48, avg credit $3.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/245260/270Aug 21$9.77$0.2342.48$235.23$269.77
260/265268/275Aug 14$7.25$0.2529.00$257.75$274.75
270/272280/285Aug 7$4.82$0.1826.78$267.68$284.82
280/282290/292Aug 14$2.40$0.1024.00$280.10$292.40
255/260270/275Aug 21$4.80$0.2024.00$255.20$274.80
282/285290/292Aug 14$2.38$0.1219.83$282.62$292.38
290/295300/305Sep 11$4.75$0.2519.00$290.25$304.75
260/265270/275Aug 21$4.70$0.3015.67$260.30$274.70
288/290292/295Aug 21$2.35$0.1515.67$287.65$294.85
240/245250/260Aug 21$9.27$0.7312.70$235.73$259.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 98 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$345.00$350.00Aug 21$0.08$4.9261.50
$290.00$292.50$295.00Aug 21$0.05$2.4549.00
$250.00$260.00$270.00Sep 18$0.20$9.8049.00
$330.00$335.00$340.00Aug 21$0.12$4.8840.67
$312.50$315.00$317.50Aug 7$0.07$2.4334.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$290.00$292.50$295.00Aug 21$0.05$2.4549.00
$305.00$307.50$310.00Aug 21$0.05$2.4549.00
$245.00$250.00$255.00Aug 28$0.10$4.9049.00
$275.00$280.00$285.00Aug 28$0.10$4.9049.00
$240.00$245.00$250.00Sep 4$0.10$4.9049.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 138 found (best net $-1.50, 122 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$325.001:2Sep 11-$1.50$13.50
$285.00$300.001:2Aug 28-$1.75$13.25
$340.00$350.001:2Sep 4-$0.53$9.47
$330.00$340.001:2Sep 11-$1.61$8.39
$340.00$350.001:2Sep 18-$2.05$7.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$315.001:2Aug 14-$4.20$10.80
$310.00$295.001:2Sep 11-$5.05$9.95
$250.00$240.001:2Sep 18-$0.23$9.77
$270.00$260.001:2Sep 4-$0.40$9.60
$260.00$250.001:2Sep 18-$0.96$9.04

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 4.99%, avg 1.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Sep 18$14.900.500.6%4.99%5.56%292.0K
$300.00Sep 11$12.700.500.6%4.26%4.82%--20
$300.00Sep 4$11.400.500.6%3.82%4.39%--21
$310.00Sep 18$10.800.413.9%3.62%7.54%4653
$305.00Sep 11$10.500.452.2%3.52%5.76%--17
$300.00Aug 28$9.800.480.6%3.29%3.85%1984
$310.00Sep 11$8.600.403.9%2.88%6.80%--12
$305.00Aug 28$8.000.422.2%2.68%4.92%111
$300.00Aug 21$7.800.480.6%2.61%3.18%184702
$320.00Sep 18$7.700.337.3%2.58%9.85%702.3K

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 2,805
Total Puts 1,919
Put/Call Ratio 0.68
Net Difference 886

Prior's Put/Call Breakdown

Total Calls 2,060
Total Puts 1,740
Put/Call Ratio 0.84
Net Difference 320

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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