NEW Tour v185
VLO
VALERO ENERGY CORP N
$243.68 -0.04%
$248.00 (+1.77%)AFTER HOURS
6/23 18:05

Option Volume

Detail
Current (06/23) 2,765
Calls: 1,783 (64%)
Puts: 982 (36%)
Prior (06/22) 3,574
Calls: 2,672 (75%)
Puts: 902 (25%)
Current vs Prior -22.64%
Calls: -33.27% (Calls)
Puts: +8.87% (Puts)
Prior 7-Day Total 31,752
Calls: 21,513 (68%)
Puts: 10,239 (32%)
Prior 7-Day Average 5,292
Calls: 3,073 (68%)
Puts: 1,462 (32%)
Current vs Prior 7-Day Avg -47.75%
Calls: -41.98%
Puts: -32.86%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/23) $2.57M
Calls: $1.86M (72%)
Puts: $716.6K (28%)
Prior (06/22) $2.38M
Calls: $1.82M (76%)
Puts: $559.7K (24%)
Current vs Prior +8.22%
Calls: +2.11%
Puts: +28.04%
Prior 7-Day Total $19.46M
Calls: $12.93M (66%)
Puts: $6.53M (34%)
Prior 7-Day Average $3.24M
Calls: $1.85M (66%)
Puts: $932.5K (34%)
Current vs Prior 7-Day Avg -20.70%
Calls: +0.42%
Puts: -23.15%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/23) 0.55
Prior (06/22) 0.34
Current vs Prior +63.15%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg +6.92%
Sentiment BULLISH

Open Interest

Detail
Current (06/23) 83,808
Calls: 47,257 (56%)
Puts: 36,551 (44%)
Prior (06/22) 82,342
Calls: 46,140 (56%)
Puts: 36,202 (44%)
Current vs Prior +1.78%
Prior 7-Day Total 679,069
Calls: 401,570 (59%)
Puts: 277,499 (41%)
Prior 7-Day Average 113,178
Calls: 66,928 (59%)
Puts: 46,249 (41%)
Current vs Prior 7-Day Avg -25.95%
Sentiment BEARISH

Expected Move

Detail
Expiry (06/26) | Next (07/10)Expiry (06/26) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 3.86% | 7.28%3.86% | 7.28%8.76% | 15.47%
Prior 4.90% | 6.56%-- | ---- | --
Current vs Prior -21.31% | -5.90%-- | ---- | --
Prior 7-Day Avg 4.21% | 6.45%-- | ---- | --
Current vs 7-Day Avg -8.28% | -4.30%-- | ---- | --
Prior 7-Day Eod 4.90% | 6.56%-- | ---- | --
Current vs 7-Day Eod -21.31% | -5.90%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 42.53% | 13.94%
Calls: 43.30% | 8.00%
Puts: 41.76% | 19.87%
Prior 19.11% | 17.48%
Calls: 22.58% | 16.56%
Puts: 15.65% | 18.40%
Current vs Prior +122.55% | -20.25%
Prior 7-Day Avg 30.83% | 14.88%
Calls: 32.85% | 16.29%
Puts: 28.81% | 13.46%
Current vs 7-Day Avg +37.96% | -6.29%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($1.86M). Bullish P/C ratio of 0.55. P/C ratio rising 63% - increased hedging/bearish 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 BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 21 of results (avg 7.7%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Jul 175.706.00$5.855.1%140.36--
$252.50Jul 176.506.90$6.706.0%110.40--
$200.00Jun 2642.6045.80$44.207.2%10.941
$257.50Jul 174.905.30$5.107.8%160.333
$242.50Jul 27.207.80$7.508.0%200.5422
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$247.50Jul 1711.4012.10$11.756.0%70.53--
$232.50Jul 174.705.00$4.856.2%20.301
$290.00Jul 1744.7047.80$46.256.7%--0.9411
$235.00Jul 175.606.00$5.806.9%30.333
$230.00Jul 173.904.20$4.057.4%140.26454

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. 56 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Jun 2617.7021.00$19.3517.1%10.972
$200.00Jun 2642.6045.80$44.207.2%10.941
$210.00Jul 1733.8036.90$35.358.8%10.9490
$230.00Jun 2613.5016.10$14.8017.6%--0.9325
$232.50Jun 2611.3013.60$12.4518.5%--0.9020
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Jun 2616.8019.90$18.3516.9%11.007
$260.00Jun 2614.4017.80$16.1021.1%--0.9811
$290.00Jul 1744.7047.80$46.256.7%--0.9411
$280.00Jul 1735.4038.40$36.908.1%--0.9112
$260.00Jul 216.1019.00$17.5516.5%10.8435

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 1.9K, top 188)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 176.807.80$7.3013.7%1880.43470
$242.50Jun 263.805.90$4.8543.3%1210.5976
$245.00Jun 262.804.60$3.7048.6%870.48176
$260.00Jun 260.150.50$0.33106.1%850.07181
$242.50Jul 108.309.70$9.0015.6%680.546
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$242.50Jun 262.153.70$2.9352.9%920.42198
$220.00Jul 171.551.90$1.7320.2%880.14468
$237.50Jul 176.507.20$6.8510.2%750.37--
$242.50Jul 178.109.70$8.9018.0%380.451
$240.00Jul 177.608.60$8.1012.3%310.41326

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 41 strikes (avg 43.0%, max 227.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Jun 26Jul 31115.2%43.6%164.5%--158
$285.00Jun 26Jul 3198.3%42.6%130.9%--47
$280.00Jun 26Jul 3189.2%41.8%113.2%2256
$275.00Jun 26Jul 3178.6%42.1%87.0%17226
$265.00Jun 26Jul 3176.4%41.6%83.4%--93
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$205.00Jun 26Jul 17139.3%42.5%227.4%1029
$215.00Jun 26Jul 31104.8%41.9%150.3%4207
$217.50Jun 26Jul 1781.8%37.8%116.1%121
$210.00Jun 26Jul 3176.9%39.4%95.2%1172
$227.50Jun 26Jul 1773.1%37.9%93.0%212

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 119 found (best R:R 49.00, avg 5.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$280.00Jul 10$0.33$9.67$0.3329.30$270.33
$270.00$275.00Jul 2$0.17$4.83$0.1728.41$270.17
$285.00$290.00Jul 24$0.18$4.82$0.1826.78$285.18
$270.00$275.00Jul 17$0.20$4.80$0.2024.00$270.20
$280.00$290.00Jul 17$0.50$9.50$0.5019.00$280.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$200.00$195.00Jul 17$0.10$4.90$0.1049.00$199.90
$210.00$205.00Jul 17$0.13$4.87$0.1337.46$209.87
$215.00$195.00Jul 24$0.59$19.41$0.5932.90$214.41
$215.00$210.00Jul 2$0.20$4.80$0.2024.00$214.80
$212.50$210.00Jul 17$0.15$2.35$0.1515.67$212.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 143 found (best R:R 165.67, avg 2.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$200.00$225.00Jun 26$24.85$24.85$0.15165.67$224.85
$230.00$232.50Jun 26$2.35$2.35$0.1515.67$232.35
$232.50$235.00Jun 26$2.25$2.25$0.259.00$234.75
$235.00$237.50Jul 2$2.25$2.25$0.259.00$237.25
$210.00$220.00Jul 17$8.85$8.85$1.157.70$218.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$257.50$255.00Jul 17$2.35$2.35$0.1515.67$255.15
$290.00$280.00Jul 17$9.35$9.35$0.6514.38$280.65
$280.00$270.00Jul 17$9.10$9.10$0.9010.11$270.90
$262.50$260.00Jun 26$2.25$2.25$0.259.00$260.25
$260.00$250.00Jun 26$8.85$8.85$1.157.70$251.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $1.84, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Jun 26Jul 2$0.1566.7%42.6%
$290.00Jun 26Jul 2$0.43115.2%75.7%
$285.00Jun 26Jul 2$0.6798.3%71.2%
$260.00Jun 26Jul 2$1.0046.9%41.3%
$257.50Jun 26Jul 2$1.2846.1%41.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Jun 26Jul 2$0.13139.3%81.0%
$217.50Jun 26Jul 2$0.2081.8%50.2%
$195.00Jul 17Jul 24$0.2350.3%47.5%
$210.00Jun 26Jul 2$0.4076.9%59.0%
$270.00Jul 17Jul 24$0.5039.8%37.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 3.19% of stock, avg 8.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$242.50Jun 26$4.85$2.93$7.78$234.72$250.283.19%
$245.00Jun 26$3.70$4.55$8.25$236.75$253.253.39%
$247.50Jun 26$2.35$6.00$8.35$239.15$255.853.43%
$240.00Jun 26$6.35$2.17$8.52$231.48$248.523.50%
$250.00Jun 26$1.75$7.25$9.00$241.00$259.003.69%
$237.50Jun 26$8.15$1.40$9.55$227.95$247.053.92%
$235.00Jun 26$10.20$1.43$11.63$223.37$246.634.77%
$232.50Jun 26$12.45$0.53$12.98$219.52$245.485.33%
$240.00Jul 2$8.40$4.75$13.15$226.85$253.155.40%
$242.50Jul 2$7.50$6.20$13.70$228.80$256.205.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.72% of stock, avg 3.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$255.00$227.50Jun 26$0.68$1.08$1.76$225.74$256.76
$255.00$237.50Jun 26$0.68$1.40$2.08$235.42$257.08
$255.00$235.00Jun 26$0.68$1.43$2.11$232.89$257.11
$252.50$227.50Jun 26$1.25$1.08$2.33$225.17$254.83
$252.50$237.50Jun 26$1.25$1.40$2.65$234.85$255.15
$252.50$235.00Jun 26$1.25$1.43$2.68$232.32$255.18
$250.00$227.50Jun 26$1.75$1.08$2.83$224.67$252.83
$255.00$240.00Jun 26$0.68$2.17$2.85$237.15$257.85
$250.00$237.50Jun 26$1.75$1.40$3.15$234.35$253.15
$250.00$235.00Jun 26$1.75$1.43$3.18$231.82$253.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 299 found (best R:R 24.00, avg credit $2.78)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
232/235240/242Jun 26$2.40$0.1024.00$232.60$242.40
232/235238/240Jul 2$2.40$0.1024.00$232.60$239.90
242/245248/250Jul 2$2.40$0.1024.00$242.60$249.90
230/235240/245Jul 24$4.80$0.2024.00$230.20$244.80
210/215225/230Jul 31$4.70$0.3015.67$210.30$229.70
215/220225/230Jul 31$4.67$0.3314.15$215.33$229.67
220/225230/235Jul 31$4.65$0.3513.29$220.35$234.65
242/245258/260Jul 10$2.32$0.1812.89$242.68$259.82
242/245250/252Jul 10$2.30$0.2011.50$242.70$252.30
220/222245/248Jun 26$2.29$0.2110.90$220.21$247.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 77 found (best R:R 54.56, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$275.00$280.00Jul 2$0.09$4.9154.56
$280.00$285.00$290.00Jul 31$0.12$4.8840.67
$225.00$230.00$235.00Jul 31$0.15$4.8532.33
$257.50$260.00$262.50Jun 26$0.09$2.4126.78
$230.00$232.50$235.00Jun 26$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$280.00$290.00Jul 17$0.25$9.7539.00
$200.00$205.00$210.00Jul 17$0.13$4.8737.46
$215.00$220.00$225.00Jul 31$0.13$4.8737.46
$232.50$235.00$237.50Jul 2$0.10$2.4024.00
$232.50$235.00$237.50Jul 17$0.10$2.4024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 106 found (best net $-0.09, 95 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$290.001:2Jul 17-$0.18$9.82
$275.00$285.001:2Jul 24-$0.38$9.62
$270.00$280.001:2Jul 10-$0.97$9.03
$265.00$275.001:2Jul 31-$1.61$8.39
$255.00$265.001:2Jul 31-$2.30$7.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$215.00$195.001:2Jul 24-$0.09$19.91
$260.00$247.501:2Jul 2-$0.25$12.25
$250.00$240.001:2Jul 24-$2.45$7.55
$242.50$235.001:2Jul 10-$1.25$6.25
$215.00$210.001:2Jul 2-$0.28$4.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 4.64%, avg 1.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$245.00Jul 31$11.300.510.5%4.64%5.18%--24
$245.00Jul 24$9.700.510.5%3.98%4.52%12
$250.00Jul 31$9.100.452.6%3.73%6.33%235
$245.00Jul 17$8.700.510.5%3.57%4.11%26
$247.50Jul 17$8.100.471.6%3.32%4.89%18--
$250.00Jul 24$7.500.432.6%3.08%5.67%111
$245.00Jul 10$7.100.490.5%2.91%3.46%--31
$255.00Jul 31$6.900.394.7%2.83%7.48%--11
$250.00Jul 17$6.800.432.6%2.79%5.38%188470
$252.50Jul 17$6.500.403.6%2.67%6.29%11--

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 1,783
Total Puts 982
Put/Call Ratio 0.55
Net Difference 801

Prior's Put/Call Breakdown

Total Calls 2,672
Total Puts 902
Put/Call Ratio 0.34
Net Difference 1,770

Prior 7-Day Put/Call Summary

Total Calls 21,513
Total Puts 10,239
Average Put/Call Ratio 0.52
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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