Tour v492
VLO
VALERO ENERGY CORP N
$302.99 +0.20%
$303.10 (+0.04%)🌙
as of 08/06 06:14 PM
8/6 18:14

Option Volume

Detail
Current (08/06) 3,800
Calls: 2,060 (54%)
Puts: 1,740 (46%)
Prior (08/05) 3,299
Calls: 2,012 (61%)
Puts: 1,287 (39%)
Current vs Prior +15.19%
Calls: +2.39% (Calls)
Puts: +35.20% (Puts)
Prior 7-Day Total 69,840
Calls: 34,049 (49%)
Puts: 35,791 (51%)
Prior 7-Day Average 9,977
Calls: 4,864 (49%)
Puts: 5,113 (51%)
Current vs Prior 7-Day Avg -61.91%
Calls: -57.65%
Puts: -65.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $3.12M
Calls: $2.25M (72%)
Puts: $874.8K (28%)
Prior (08/05) $2.05M
Calls: $1.44M (70%)
Puts: $615.1K (30%)
Current vs Prior +52.28%
Calls: +56.59%
Puts: +42.22%
Prior 7-Day Total $137.30M
Calls: $103.78M (76%)
Puts: $33.52M (24%)
Prior 7-Day Average $19.61M
Calls: $14.83M (76%)
Puts: $4.79M (24%)
Current vs Prior 7-Day Avg -84.08%
Calls: -84.84%
Puts: -81.73%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 0.84
Prior (08/05) 0.64
Current vs Prior +32.05%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -3.86%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/06) 45,049
Calls: 34,463 (77%)
Puts: 10,586 (23%)
Prior (08/05) 64,991
Calls: 37,811 (58%)
Puts: 27,180 (42%)
Current vs Prior -30.68%
Prior 7-Day Total 687,229
Calls: 369,843 (54%)
Puts: 317,386 (46%)
Prior 7-Day Average 98,175
Calls: 52,834 (54%)
Puts: 45,340 (46%)
Current vs Prior 7-Day Avg -54.11%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.67% | 5.73%7.26% | 13.15%
Prior 3.49% | 6.25%7.89% | 13.89%
Current vs Prior -23.56% | -8.38%-7.94% | -5.31%
Prior 7-Day Avg 4.45% | 6.95%9.06% | 14.55%
Current vs 7-Day Avg -40.04% | -17.62%-19.84% | -9.62%
Prior 7-Day Eod 3.49% | 6.25%7.89% | 13.89%
Current vs 7-Day Eod -23.56% | -8.38%-7.94% | -5.31%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 40.26% | 18.04%
Calls: 36.36% | 20.86%
Puts: 44.16% | 15.22%
Prior 31.55% | 17.87%
Calls: 29.06% | 20.00%
Puts: 34.04% | 15.73%
Current vs Prior +27.61% | +0.95%
Prior 7-Day Avg 25.77% | 15.73%
Calls: 25.06% | 15.94%
Puts: 26.48% | 15.52%
Current vs 7-Day Avg +56.23% | +14.66%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($2.25M). Elevated premium activity with dollar volume up 52% vs prior. P/C ratio rising 32% - increased hedging/bearish positioning. Call-heavy open interest (34,463 calls vs 10,586 puts) suggests bullish positioning.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 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 20 of results (avg 7.5%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 1845.9048.00$46.954.5%580.861.3K
$255.00Aug 2147.0049.60$48.305.4%10.94--
$250.00Aug 1451.3054.80$53.056.6%11.00--
$280.00Sep 1830.3032.50$31.407.0%190.731.3K
$290.00Sep 1823.9025.90$24.908.0%70.65455
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1814.9015.60$15.254.6%270.45662
$310.00Sep 1820.0021.00$20.504.9%20.53--
$362.50Aug 1458.6061.60$60.105.0%10.98--
$290.00Sep 1810.5011.20$10.856.5%150.35323
$345.00Aug 741.1044.10$42.607.0%10.97--

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. 51 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 740.9044.70$42.808.9%11.00--
$272.50Aug 728.6031.50$30.059.7%11.00--
$277.50Aug 723.6027.10$25.3513.8%11.00--
$280.00Aug 721.1024.00$22.5512.9%411.0044
$282.50Aug 718.6021.60$20.1014.9%41.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$362.50Aug 1458.6061.60$60.105.0%10.98--
$345.00Aug 741.1044.10$42.607.0%10.97--
$315.00Aug 711.6014.20$12.9020.2%80.8965
$312.50Aug 79.2011.90$10.5525.6%100.8620
$310.00Aug 77.209.50$8.3527.5%310.8056

Most actively traded options today. High liquidity = easy entry/exit. 161 active (total vol 3.3K, top 267)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 71.752.55$2.1537.2%2670.38587
$305.00Aug 218.9010.20$9.5513.6%1410.48139
$307.50Aug 71.051.75$1.4050.0%1140.2874
$360.00Aug 210.050.70$0.38171.1%770.04383
$300.00Aug 73.705.70$4.7042.6%720.64159
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Aug 70.050.25$0.15133.3%1960.0476
$285.00Aug 213.204.10$3.6524.7%1380.2373
$280.00Aug 140.951.25$1.1027.3%1350.1139
$275.00Aug 140.501.00$0.7566.7%1290.0853
$305.00Aug 74.005.60$4.8033.3%820.62157

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 53.3%, max 251.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$260.00Aug 7Sep 18150.0%42.7%251.5%591.3K
$340.00Aug 7Sep 18112.3%41.7%169.4%711.2K
$345.00Aug 7Aug 14130.6%49.7%162.6%865
$330.00Aug 7Sep 1890.4%42.1%114.6%131.6K
$335.00Aug 7Aug 1493.1%47.8%94.8%62297
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$275.00Aug 7Aug 14101.3%47.0%115.8%138110
$280.00Aug 7Sep 1874.1%41.6%78.0%2794
$285.00Aug 7Aug 2866.8%40.5%64.9%211104
$290.00Aug 7Sep 1863.0%40.7%54.9%62532
$250.00Aug 14Sep 1865.0%44.1%47.5%12--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 103 found (best R:R 67.18, avg 5.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$345.00Aug 14$0.10$4.90$0.1049.00$340.10
$335.00$340.00Aug 14$0.30$4.70$0.3015.67$335.30
$340.00$350.00Aug 21$0.60$9.40$0.6015.67$340.60
$330.00$332.50Aug 14$0.19$2.31$0.1912.16$330.19
$350.00$355.00Aug 21$0.42$4.58$0.4210.90$350.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$255.00Aug 14$0.22$14.78$0.2267.18$269.78
$260.00$250.00Aug 21$0.30$9.70$0.3032.33$259.70
$265.00$260.00Aug 21$0.22$4.78$0.2221.73$264.78
$280.00$277.50Aug 14$0.12$2.38$0.1219.83$279.88
$290.00$285.00Aug 7$0.25$4.75$0.2519.00$289.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 125 found (best R:R 99.00, avg 2.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$285.00$290.00Aug 7$4.80$4.80$0.2024.00$289.80
$272.50$277.50Aug 7$4.70$4.70$0.3015.67$277.20
$250.00$290.00Aug 14$37.50$37.50$2.5015.00$287.50
$255.00$270.00Aug 21$14.00$14.00$1.0014.00$269.00
$290.00$295.00Aug 7$4.60$4.60$0.4011.50$294.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$345.00$315.00Aug 7$29.70$29.70$0.3099.00$315.30
$362.50$320.00Aug 14$40.50$40.50$2.0020.25$322.00
$315.00$312.50Aug 7$2.35$2.35$0.1515.67$312.65
$312.50$310.00Aug 7$2.20$2.20$0.307.33$310.30
$310.00$307.50Aug 7$1.95$1.95$0.553.55$308.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $2.86, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 14Aug 21$0.1558.2%46.0%
$345.00Aug 7Aug 14$0.17130.6%49.7%
$340.00Aug 7Aug 14$0.32112.3%47.5%
$350.00Aug 14Aug 21$0.6052.7%47.6%
$335.00Aug 7Aug 14$0.6793.1%47.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Aug 14Aug 21$0.2065.0%52.8%
$275.00Aug 7Aug 14$0.57101.3%47.0%
$270.00Aug 14Aug 21$0.7049.1%44.1%
$280.00Aug 7Aug 14$1.0274.1%44.6%
$282.50Aug 14Aug 21$1.5345.6%43.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 39 found (cheapest 2.17% of stock, avg 7.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$302.50Aug 7$3.28$3.30$6.58$295.92$309.082.17%
$300.00Aug 7$4.70$2.03$6.73$293.27$306.732.22%
$305.00Aug 7$2.15$4.80$6.95$298.05$311.952.29%
$307.50Aug 7$1.40$6.40$7.80$299.70$315.302.57%
$297.50Aug 7$6.45$1.40$7.85$289.65$305.352.59%
$295.00Aug 7$8.25$0.85$9.10$285.90$304.103.00%
$310.00Aug 7$0.95$8.35$9.30$300.70$319.303.07%
$312.50Aug 7$0.60$10.55$11.15$301.35$323.653.68%
$290.00Aug 7$12.85$0.40$13.25$276.75$303.254.37%
$315.00Aug 7$0.53$12.90$13.43$301.57$328.434.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.35% of stock, avg 3.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$315.00$292.50Aug 7$0.53$0.53$1.06$291.44$316.06
$312.50$292.50Aug 7$0.60$0.53$1.13$291.37$313.63
$315.00$295.00Aug 7$0.53$0.85$1.38$293.62$316.38
$312.50$295.00Aug 7$0.60$0.85$1.45$293.55$313.95
$310.00$292.50Aug 7$0.95$0.53$1.48$291.02$311.48
$310.00$295.00Aug 7$0.95$0.85$1.80$293.20$311.80
$307.50$292.50Aug 7$1.40$0.53$1.93$290.57$309.43
$315.00$297.50Aug 7$0.53$1.40$1.93$295.57$316.93
$312.50$297.50Aug 7$0.60$1.40$2.00$295.50$314.50
$307.50$295.00Aug 7$1.40$0.85$2.25$292.75$309.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 216 found (best R:R 11.50, avg credit $3.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
295/298302/305Aug 14$2.30$0.2011.50$295.20$304.80
250/260270/280Aug 21$9.20$0.8011.50$250.80$279.20
310/320330/340Sep 18$9.20$0.8011.50$310.80$339.20
260/265270/280Aug 21$9.12$0.8810.36$255.88$279.12
280/282290/292Aug 14$2.25$0.259.00$280.25$292.25
292/295302/305Aug 14$2.25$0.259.00$292.75$304.75
295/298300/302Aug 14$2.15$0.356.14$295.35$302.15
270/280285/295Aug 28$8.55$1.455.90$271.45$293.55
292/295300/302Aug 14$2.10$0.405.25$292.90$302.10
260/270280/290Sep 18$8.30$1.704.88$261.70$288.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 60 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$345.00$350.00Aug 14$0.05$4.9599.00
$340.00$350.00$360.00Sep 18$0.13$9.8775.92
$310.00$312.50$315.00Aug 21$0.05$2.4549.00
$320.00$322.50$325.00Aug 21$0.08$2.4230.25
$285.00$290.00$295.00Aug 7$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$292.50$295.00$297.50Aug 14$0.05$2.4549.00
$285.00$290.00$295.00Aug 21$0.15$4.8532.33
$295.00$297.50$300.00Aug 7$0.08$2.4230.25
$275.00$280.00$285.00Aug 7$0.17$4.8328.41
$280.00$285.00$290.00Aug 7$0.18$4.8226.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 95 found (best net $-1.20, 83 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Sep 11-$1.20$18.80
$305.00$320.001:2Aug 28-$0.75$14.25
$300.00$315.001:2Sep 4-$3.25$11.75
$350.00$360.001:2Aug 14-$0.16$9.84
$340.00$350.001:2Aug 21-$0.30$9.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$255.001:2Aug 14-$0.06$14.94
$260.00$250.001:2Aug 21-$0.13$9.87
$280.00$270.001:2Aug 28-$0.30$9.70
$260.00$250.001:2Sep 18-$0.91$9.09
$295.00$285.001:2Aug 28-$1.00$9.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 4.59%, avg 1.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Sep 18$13.900.472.3%4.59%6.90%13644
$305.00Aug 28$10.400.490.7%3.43%4.10%2--
$320.00Sep 18$10.300.385.6%3.40%9.01%152.3K
$305.00Aug 21$8.900.480.7%2.94%3.60%141139
$315.00Sep 4$8.400.394.0%2.77%6.74%2--
$320.00Sep 11$8.000.365.6%2.64%8.25%6--
$307.50Aug 21$7.700.451.5%2.54%4.03%1061
$330.00Sep 18$7.200.308.9%2.38%11.29%71.6K
$320.00Sep 4$7.000.345.6%2.31%7.92%6--
$310.00Aug 21$6.900.412.3%2.28%4.59%9734

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

Prior's Put/Call Breakdown

Total Calls 2,012
Total Puts 1,287
Put/Call Ratio 0.64
Net Difference 725

Prior 7-Day Put/Call Summary

Total Calls 34,049
Total Puts 35,791
Average Put/Call Ratio 0.88
Ratio Trend Rising

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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