NEW Tour v188
VLO
VALERO ENERGY CORP N
$242.43 -0.51%
$244.13 (+0.70%)🌙
6/24 18:05

Option Volume

Detail
Current (06/24) 4,009
Calls: 1,863 (46%)
Puts: 2,146 (54%)
Prior (06/23) 2,765
Calls: 1,783 (64%)
Puts: 982 (36%)
Current vs Prior +44.99%
Calls: +4.49% (Calls)
Puts: +118.53% (Puts)
Prior 7-Day Total 34,517
Calls: 23,296 (67%)
Puts: 11,221 (33%)
Prior 7-Day Average 4,931
Calls: 3,328 (67%)
Puts: 1,603 (33%)
Current vs Prior 7-Day Avg -18.70%
Calls: -44.02%
Puts: +33.87%
Sentiment BEARISH

Dollar Volume

Detail
Current (06/24) $2.58M
Calls: $1.52M (59%)
Puts: $1.06M (41%)
Prior (06/23) $2.57M
Calls: $1.86M (72%)
Puts: $716.6K (28%)
Current vs Prior +0.33%
Calls: -17.80%
Puts: +47.26%
Prior 7-Day Total $22.03M
Calls: $14.79M (67%)
Puts: $7.24M (33%)
Prior 7-Day Average $3.15M
Calls: $2.11M (67%)
Puts: $1.03M (33%)
Current vs Prior 7-Day Avg -18.02%
Calls: -27.81%
Puts: +1.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/24) 1.15
Prior (06/23) 0.55
Current vs Prior +109.15%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg +121.41%
Sentiment BEARISH

Open Interest

Detail
Current (06/24) 85,371
Calls: 48,268 (57%)
Puts: 37,103 (43%)
Prior (06/23) 83,808
Calls: 47,257 (56%)
Puts: 36,551 (44%)
Current vs Prior +1.86%
Prior 7-Day Total 762,877
Calls: 448,827 (59%)
Puts: 314,050 (41%)
Prior 7-Day Average 108,982
Calls: 64,118 (59%)
Puts: 44,864 (41%)
Current vs Prior 7-Day Avg -21.67%
Sentiment BEARISH

Expected Move

Detail
Expiry (06/26) | Next (07/10)Expiry (06/26) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 3.26% | 7.09%3.26% | 7.09%8.46% | 15.01%
Prior 3.86% | 6.18%-- | ---- | --
Current vs Prior -15.52% | -14.85%-- | ---- | --
Prior 7-Day Avg 4.16% | 6.41%-- | ---- | --
Current vs 7-Day Avg -21.59% | -18.00%-- | ---- | --
Prior 7-Day Eod 3.86% | 6.18%-- | ---- | --
Current vs 7-Day Eod -15.52% | -14.85%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 28.91% | 11.19%
Calls: 24.49% | 14.97%
Puts: 33.33% | 7.41%
Prior 42.53% | 13.94%
Calls: 43.30% | 8.00%
Puts: 41.76% | 19.87%
Current vs Prior -32.02% | -19.73%
Prior 7-Day Avg 32.50% | 14.74%
Calls: 34.34% | 15.10%
Puts: 30.66% | 14.38%
Current vs 7-Day Avg -11.05% | -24.09%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Slightly bearish P/C ratio of 1.15. P/C ratio rising 109% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
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 15 of results (avg 7.4%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$242.50Jul 107.908.40$8.156.1%60.5270
$240.00Jul 1710.8011.60$11.207.1%460.56284
$210.00Jul 1732.3035.00$33.658.0%--0.9389
$242.50Jul 179.5010.30$9.908.1%120.5263
$210.00Jul 3134.0037.10$35.558.7%--0.8617
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 1713.1013.90$13.505.9%--0.60249
$240.00Jul 177.808.30$8.056.2%810.44326
$242.50Jul 179.009.60$9.306.5%--0.4832
$280.00Jul 1737.0039.60$38.306.8%--0.9012
$290.00Jul 1745.9049.20$47.556.9%--0.9311

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 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jun 2611.2014.10$12.6522.9%--0.9425
$210.00Jul 1732.3035.00$33.658.0%--0.9389
$227.50Jun 2613.7016.40$15.0517.9%--0.9134
$232.50Jun 268.9011.60$10.2526.3%--0.8920
$210.00Jul 3134.0037.10$35.558.7%--0.8617
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jun 2616.4019.10$17.7515.2%--1.0011
$275.00Jun 2631.1034.10$32.609.2%30.951
$265.00Jun 2620.8024.20$22.5015.1%40.952
$290.00Jul 1745.9049.20$47.556.9%--0.9311
$280.00Jul 1737.0039.60$38.306.8%--0.9012

Most actively traded options today. High liquidity = easy entry/exit. 112 active (total vol 2.9K, top 615)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 172.303.30$2.8035.7%2080.2134
$280.00Jun 260.000.10$0.05200.0%1840.01250
$250.00Jul 176.307.20$6.7513.3%670.40583
$250.00Jul 22.053.80$2.9359.7%570.3258
$240.00Jul 1710.8011.60$11.207.1%460.56284
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 171.602.20$1.9031.6%6150.15532
$245.00Jul 26.507.50$7.0014.3%2750.5723
$237.50Jul 176.407.30$6.8513.1%1440.4074
$222.50Jul 172.152.60$2.3818.9%1320.185
$210.00Jul 170.551.05$0.8062.5%1220.07336

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 63.9%, max 284.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Jun 26Jul 31169.1%44.0%284.3%1158
$285.00Jun 26Jul 31131.0%42.7%206.5%447
$275.00Jun 26Jul 31102.4%40.7%151.4%--226
$270.00Jun 26Jul 3190.3%40.0%125.7%1205
$280.00Jun 26Jul 1783.5%41.4%101.7%226926
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$205.00Jun 26Jul 17143.2%45.0%218.2%--39
$215.00Jun 26Jul 31103.3%42.2%144.8%--205
$210.00Jun 26Jul 31101.4%44.3%128.7%380
$222.50Jun 26Jul 1787.8%39.2%124.2%13231
$220.00Jun 26Jul 2465.5%36.1%81.2%5114

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 119 found (best R:R 68.44, avg 6.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$280.00$285.00Jul 10$0.13$4.87$0.1337.46$280.13
$285.00$290.00Jul 24$0.15$4.85$0.1532.33$285.15
$265.00$270.00Jul 2$0.18$4.82$0.1826.78$265.18
$285.00$290.00Jul 17$0.20$4.80$0.2024.00$285.20
$252.50$255.00Jun 26$0.12$2.38$0.1219.83$252.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$212.50$200.00Jul 10$0.18$12.32$0.1868.44$212.32
$225.00$220.00Jul 2$0.15$4.85$0.1532.33$224.85
$215.00$210.00Jun 26$0.23$4.77$0.2320.74$214.77
$205.00$200.00Jul 17$0.27$4.73$0.2717.52$204.73
$225.00$220.00Jul 10$0.32$4.68$0.3214.62$224.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 140 found (best R:R 19.00, avg 1.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$210.00$220.00Jul 17$8.85$8.85$1.157.70$218.85
$240.00$242.50Jul 2$1.95$1.95$0.553.55$241.95
$232.50$235.00Jun 26$1.90$1.90$0.603.17$234.40
$210.00$230.00Jul 31$15.20$15.20$4.803.17$225.20
$220.00$230.00Jul 17$7.40$7.40$2.602.85$227.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$265.00$260.00Jun 26$4.75$4.75$0.2519.00$260.25
$280.00$270.00Jul 17$9.45$9.45$0.5517.18$270.55
$260.00$250.00Jun 26$9.25$9.25$0.7512.33$250.75
$290.00$280.00Jul 17$9.25$9.25$0.7512.33$280.75
$260.00$255.00Jul 2$4.10$4.10$0.904.56$255.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 34 found (avg debit $1.54, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Jun 26Jul 2$0.0583.5%45.8%
$285.00Jun 26Jul 2$0.25131.0%71.2%
$260.00Jun 26Jul 2$0.5251.5%37.3%
$257.50Jun 26Jul 2$0.5358.3%37.3%
$255.00Jun 26Jul 2$0.9551.7%38.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$217.50Jun 26Jul 2$0.5595.4%57.4%
$260.00Jun 26Jul 2$0.5551.5%37.3%
$270.00Jul 17Jul 24$0.5540.8%42.1%
$205.00Jun 26Jul 2$0.63143.2%84.0%
$210.00Jun 26Jul 17$0.65101.4%40.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 2.64% of stock, avg 8.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$242.50Jun 26$3.40$3.00$6.40$236.10$248.902.64%
$245.00Jun 26$2.25$4.50$6.75$238.25$251.752.78%
$240.00Jun 26$4.90$2.42$7.32$232.68$247.323.02%
$237.50Jun 26$6.70$1.23$7.93$229.57$245.433.27%
$247.50Jun 26$1.55$6.50$8.05$239.45$255.553.32%
$250.00Jun 26$1.15$8.50$9.65$240.35$259.653.98%
$235.00Jun 26$8.35$1.43$9.78$225.22$244.784.03%
$232.50Jun 26$10.25$0.53$10.78$221.72$243.284.45%
$242.50Jul 2$5.40$5.40$10.80$231.70$253.304.45%
$245.00Jul 2$4.15$7.00$11.15$233.85$256.154.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.40% of stock, avg 3.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$255.00$232.50Jun 26$0.43$0.53$0.96$231.54$255.96
$252.50$232.50Jun 26$0.55$0.53$1.08$231.42$253.58
$255.00$237.50Jun 26$0.43$1.23$1.66$235.84$256.66
$250.00$232.50Jun 26$1.15$0.53$1.68$230.82$251.68
$252.50$237.50Jun 26$0.55$1.23$1.78$235.72$254.28
$255.00$235.00Jun 26$0.43$1.43$1.86$233.14$256.86
$252.50$235.00Jun 26$0.55$1.43$1.98$233.02$254.48
$247.50$232.50Jun 26$1.55$0.53$2.08$230.42$249.58
$250.00$237.50Jun 26$1.15$1.23$2.38$235.12$252.38
$250.00$235.00Jun 26$1.15$1.43$2.58$232.42$252.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 347 found (best R:R 49.00, avg credit $2.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
225/230250/255Jul 24$4.90$0.1049.00$225.10$254.90
235/240250/255Jul 24$4.90$0.1049.00$235.10$254.90
220/222232/235Jun 26$2.39$0.1121.73$220.11$234.89
225/230240/245Jul 24$4.75$0.2519.00$225.25$244.75
238/240242/245Jun 26$2.34$0.1614.62$237.66$244.84
235/240250/255Jul 10$4.67$0.3314.15$235.33$254.67
235/238252/255Jul 2$2.32$0.1812.89$235.18$254.82
238/240248/250Jul 2$2.32$0.1812.89$237.68$249.82
240/242245/248Jul 10$2.30$0.2011.50$240.20$247.30
238/240242/245Jul 17$2.30$0.2011.50$237.70$244.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 71 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$285.00$290.00Jul 10$0.06$4.9482.33
$260.00$265.00$270.00Jul 2$0.09$4.9154.56
$280.00$285.00$290.00Jul 17$0.09$4.9154.56
$240.00$242.50$245.00Jul 10$0.05$2.4549.00
$245.00$247.50$250.00Jul 17$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$195.00$200.00$205.00Jul 17$0.19$4.8125.32
$210.00$215.00$220.00Jul 17$0.20$4.8024.00
$250.00$252.50$255.00Jul 17$0.10$2.4024.00
$220.00$222.50$225.00Jul 17$0.14$2.3616.86
$240.00$242.50$245.00Jul 17$0.15$2.3515.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 115 found (best net $-5.15, 100 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$230.001:2Jul 31-$5.15$14.85
$275.00$285.001:2Jul 31-$1.10$8.90
$275.00$285.001:2Jul 24-$1.45$8.55
$255.00$265.001:2Jul 31-$1.65$8.35
$230.00$240.001:2Jul 17-$5.00$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$212.50$200.001:2Jul 10-$0.27$12.23
$225.00$215.001:2Jul 31-$0.81$9.19
$215.00$205.001:2Jul 2-$1.93$8.07
$240.00$230.001:2Jul 31-$3.40$6.60
$250.00$240.001:2Jul 24-$4.05$5.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 4.12%, avg 1.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$245.00Jul 31$10.000.491.1%4.12%5.19%--24
$242.50Jul 17$9.500.520.0%3.92%3.95%1263
$245.00Jul 24$9.300.491.1%3.84%4.90%13
$245.00Jul 17$8.300.481.1%3.42%4.48%47
$242.50Jul 10$7.900.520.0%3.26%3.29%670
$250.00Jul 31$7.800.433.1%3.22%6.34%--37
$247.50Jul 17$7.300.442.1%3.01%5.10%2618
$250.00Jul 24$7.200.433.1%2.97%6.09%--11
$245.00Jul 10$6.500.471.1%2.68%3.74%131
$250.00Jul 17$6.300.403.1%2.60%5.72%67583

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 1,863
Total Puts 2,146
Put/Call Ratio 1.15
Net Difference -283

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 23,296
Total Puts 11,221
Average Put/Call Ratio 0.52
Ratio Trend Rising

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

Add Card

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