NEW Tour v202
VLO
VALERO ENERGY CORP N
$255.06 +5.21%
$254.99 (-0.03%)🌙
6/25 19:11

Option Volume

Detail
Current (06/25) 6,121
Calls: 3,821 (62%)
Puts: 2,300 (38%)
Prior (06/24) 4,009
Calls: 1,863 (46%)
Puts: 2,146 (54%)
Current vs Prior +52.68%
Calls: +105.10% (Calls)
Puts: +7.18% (Puts)
Prior 7-Day Total 34,897
Calls: 22,702 (65%)
Puts: 12,195 (35%)
Prior 7-Day Average 4,985
Calls: 3,243 (65%)
Puts: 1,742 (35%)
Current vs Prior 7-Day Avg +22.78%
Calls: +17.82%
Puts: +32.02%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/25) $4.25M
Calls: $3.10M (73%)
Puts: $1.15M (27%)
Prior (06/24) $2.58M
Calls: $1.52M (59%)
Puts: $1.06M (41%)
Current vs Prior +64.72%
Calls: +103.13%
Puts: +9.23%
Prior 7-Day Total $22.54M
Calls: $14.75M (65%)
Puts: $7.79M (35%)
Prior 7-Day Average $3.22M
Calls: $2.11M (65%)
Puts: $1.11M (35%)
Current vs Prior 7-Day Avg +31.98%
Calls: +47.01%
Puts: +3.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/25) 0.60
Prior (06/24) 1.15
Current vs Prior -47.74%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -2.40%
Sentiment BULLISH

Open Interest

Detail
Current (06/25) 40,850
Calls: 27,021 (66%)
Puts: 13,829 (34%)
Prior (06/24) 85,371
Calls: 48,268 (57%)
Puts: 37,103 (43%)
Current vs Prior -52.15%
Prior 7-Day Total 726,758
Calls: 424,199 (58%)
Puts: 302,559 (42%)
Prior 7-Day Average 103,822
Calls: 60,599 (58%)
Puts: 43,222 (42%)
Current vs Prior 7-Day Avg -60.65%
Sentiment BEARISH

Expected Move

Detail
Expiry (06/26) | Next (07/10)Expiry (06/26) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 2.61% | 6.82%2.61% | 6.82%8.31% | 15.06%
Prior 3.26% | 5.26%-- | ---- | --
Current vs Prior -19.99% | -4.21%-- | ---- | --
Prior 7-Day Avg 3.89% | 6.14%-- | ---- | --
Current vs 7-Day Avg -33.02% | -17.99%-- | ---- | --
Prior 7-Day Eod 3.26% | 5.26%-- | ---- | --
Current vs 7-Day Eod -19.99% | -4.21%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 40.75% | 27.39%
Calls: 41.51% | 28.57%
Puts: 40.00% | 26.21%
Prior 28.91% | 11.19%
Calls: 24.49% | 14.97%
Puts: 33.33% | 7.41%
Current vs Prior +40.95% | +144.77%
Prior 7-Day Avg 33.81% | 14.80%
Calls: 34.13% | 15.85%
Puts: 33.49% | 13.74%
Current vs 7-Day Avg +20.53% | +85.12%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($3.10M). Elevated premium activity with dollar volume up 65% vs prior. Above-average activity with volume up 53% vs prior. Bullish P/C ratio of 0.60.

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 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 19 of results (avg 7.8%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1735.8037.30$36.554.1%130.9398
$210.00Jul 1744.9046.90$45.904.4%120.9489
$250.00Jul 2413.8014.50$14.154.9%40.60--
$255.00Jul 2411.2011.90$11.556.1%90.536
$227.50Jun 2626.6028.80$27.707.9%10.9134
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 1711.8012.40$12.105.0%20.56--
$255.00Jul 25.405.80$5.607.1%1200.494
$252.50Jul 106.306.80$6.557.6%10.43--
$250.00Jul 247.808.50$8.158.6%10.40--
$250.00Jul 23.303.60$3.458.7%80.356

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. 53 found (avg delta 0.73, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$237.50Jun 2616.8018.90$17.8511.8%10.99--
$240.00Jun 2614.3016.30$15.3013.1%200.96107
$220.00Jul 233.8036.90$35.358.8%150.94--
$245.00Jun 269.5011.40$10.4518.2%1130.94246
$210.00Jul 1744.9046.90$45.904.4%120.9489
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jun 264.806.70$5.7533.0%30.7911
$267.50Jul 212.7015.20$13.9517.9%30.79--
$265.00Jul 210.8013.00$11.9018.5%60.75--
$280.00Aug 728.4032.00$30.2011.9%60.73--
$270.00Jul 1717.6019.70$18.6511.3%60.7057

Most actively traded options today. High liquidity = easy entry/exit. 157 active (total vol 4.5K, top 539)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Jul 24.806.40$5.6028.6%5390.5143
$260.00Jul 23.604.70$4.1526.5%3350.3924
$275.00Jul 173.103.60$3.3514.9%3330.245
$257.50Jun 261.101.65$1.3839.9%1660.3654
$260.00Jul 177.608.50$8.0511.2%1600.442.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 173.504.00$3.7513.3%2880.25281
$237.50Jun 260.000.10$0.05200.0%1570.02183
$242.50Jun 260.000.55$0.28196.4%1570.07233
$230.00Jul 171.351.75$1.5525.8%1240.12462
$255.00Jul 25.405.80$5.607.1%1200.494

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 40 strikes (avg 86.1%, max 422.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jun 26Jul 17145.7%40.8%257.1%131.7K
$222.50Jun 26Jul 2208.1%69.5%199.5%4--
$290.00Jun 26Jul 17123.1%41.1%199.4%3--
$285.00Jun 26Jul 17112.0%39.8%181.6%13--
$240.00Jun 26Jul 1771.9%38.9%85.0%24398
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$215.00Jun 26Jul 31245.2%46.9%422.2%10--
$210.00Jun 26Jul 17235.3%46.4%406.8%10457
$227.50Jun 26Jul 2181.2%59.1%206.9%25
$220.00Jun 26Jul 24117.4%40.9%186.9%474
$225.00Jun 26Jul 31101.6%41.5%145.1%940

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 96 found (best R:R 57.82, avg 5.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$275.00$280.00Jul 17$0.22$4.78$0.2221.73$275.22
$277.50$285.00Jul 10$0.38$7.12$0.3818.74$277.88
$285.00$290.00Jul 17$0.35$4.65$0.3513.29$285.35
$290.00$300.00Jul 17$0.70$9.30$0.7013.29$290.70
$270.00$275.00Jul 2$0.37$4.63$0.3712.51$270.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$225.00$215.00Jul 2$0.17$9.83$0.1757.82$224.83
$225.00$210.00Jul 10$0.32$14.68$0.3245.88$224.68
$220.00$210.00Jul 17$0.22$9.78$0.2244.45$219.78
$225.00$220.00Jul 24$0.15$4.85$0.1532.33$224.85
$220.00$215.00Jul 24$0.25$4.75$0.2519.00$219.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 120 found (best R:R 65.67, avg 2.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$227.50$237.50Jun 26$9.85$9.85$0.1565.67$237.35
$222.50$235.00Jul 2$12.25$12.25$0.2549.00$234.75
$222.50$227.50Jun 26$4.85$4.85$0.1532.33$227.35
$220.00$222.50Jul 2$2.35$2.35$0.1515.67$222.35
$210.00$220.00Jul 17$9.35$9.35$0.6514.38$219.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$267.50$265.00Jul 2$2.05$2.05$0.454.56$265.45
$270.00$260.00Jul 17$6.55$6.55$3.451.90$263.45
$265.00$260.00Jul 2$3.20$3.20$1.801.78$261.80
$260.00$255.00Jul 2$3.10$3.10$1.901.63$256.90
$260.00$252.50Jun 26$4.45$4.45$3.051.46$255.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $1.95, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$285.00Jun 26Jul 2$0.20112.0%48.5%
$222.50Jun 26Jul 2$0.45208.1%69.5%
$300.00Jun 26Jul 17$0.50145.7%40.8%
$277.50Jul 2Jul 10$0.6050.4%39.4%
$237.50Jun 26Jul 2$0.6568.3%45.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jun 26Jul 2$0.2085.8%42.4%
$225.00Jun 26Jul 2$0.32101.6%54.1%
$232.50Jun 26Jul 2$0.4585.1%45.8%
$235.00Jun 26Jul 2$0.6070.2%44.0%
$220.00Jun 26Jul 17$0.67117.4%40.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 2.12% of stock, avg 7.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$252.50Jun 26$4.10$1.30$5.40$247.10$257.902.12%
$250.00Jun 26$6.00$0.57$6.57$243.43$256.572.58%
$260.00Jun 26$0.83$5.75$6.58$253.42$266.582.58%
$247.50Jun 26$8.25$0.25$8.50$239.00$256.003.33%
$245.00Jun 26$10.45$0.20$10.65$234.35$255.654.18%
$255.00Jul 2$5.60$5.60$11.20$243.80$266.204.39%
$252.50Jul 2$7.55$4.50$12.05$240.45$264.554.72%
$250.00Jul 2$9.15$3.45$12.60$237.40$262.604.94%
$260.00Jul 2$4.15$8.70$12.85$247.15$272.855.04%
$242.50Jun 26$12.85$0.28$13.13$229.37$255.635.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.17% of stock, avg 3.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$265.00$247.50Jun 26$0.18$0.25$0.43$247.07$265.43
$262.50$247.50Jun 26$0.40$0.25$0.65$246.85$263.15
$265.00$250.00Jun 26$0.18$0.57$0.75$249.25$265.75
$262.50$250.00Jun 26$0.40$0.57$0.97$249.03$263.47
$260.00$247.50Jun 26$0.83$0.25$1.08$246.42$261.08
$265.00$227.50Jun 26$0.18$1.05$1.23$226.27$266.23
$265.00$215.00Jun 26$0.18$1.05$1.23$213.77$266.23
$260.00$250.00Jun 26$0.83$0.57$1.40$248.60$261.40
$262.50$227.50Jun 26$0.40$1.05$1.45$226.05$263.95
$262.50$215.00Jun 26$0.40$1.05$1.45$213.55$263.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 226 found (best R:R 24.00, avg credit $2.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
232/235240/242Jul 17$2.40$0.1024.00$232.60$242.40
240/242248/250Jun 26$2.38$0.1219.83$240.12$249.88
240/242252/255Jul 2$2.37$0.1318.23$240.13$254.87
238/240250/252Jul 17$2.37$0.1318.23$237.63$252.37
235/238240/242Jul 10$2.35$0.1515.67$235.15$242.35
240/242245/248Jul 17$2.35$0.1515.67$240.15$247.35
235/238252/255Jul 2$2.34$0.1614.63$235.16$254.84
240/242245/248Jun 26$2.33$0.1713.71$240.17$247.33
225/228252/255Jul 2$2.33$0.1713.71$225.17$254.83
230/232250/252Jul 17$2.33$0.1713.71$230.17$252.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 60 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$210.00$220.00$230.00Jul 17$0.05$9.95199.00
$240.00$242.50$245.00Jun 26$0.05$2.4549.00
$265.00$267.50$270.00Jun 26$0.06$2.4440.67
$237.50$240.00$242.50Jun 26$0.10$2.4024.00
$247.50$250.00$252.50Jul 10$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$252.50$255.00Jul 2$0.05$2.4549.00
$255.00$260.00$265.00Jul 2$0.10$4.9049.00
$245.00$247.50$250.00Jul 10$0.05$2.4549.00
$235.00$237.50$240.00Jul 17$0.07$2.4334.71
$225.00$230.00$235.00Jul 24$0.15$4.8532.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 90 found (best net $-0.30, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$250.001:2Aug 7-$0.30$24.70
$270.00$285.001:2Jun 26-$0.22$14.78
$250.00$265.001:2Aug 7-$3.40$11.60
$290.00$300.001:2Jun 26-$0.07$9.93
$265.00$275.001:2Jul 24-$0.95$9.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$210.001:2Jul 10-$0.01$14.99
$225.00$215.001:2Jul 2-$0.01$9.99
$220.00$210.001:2Jul 17-$0.26$9.74
$250.00$240.001:2Jul 24-$1.15$8.85
$225.00$215.001:2Jul 31-$1.45$8.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 3.45%, avg 1.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Jul 24$8.800.461.9%3.45%5.39%1--
$265.00Aug 7$8.800.413.9%3.45%7.35%4--
$257.50Jul 17$7.700.481.0%3.02%3.98%4--
$260.00Jul 17$7.600.441.9%2.98%4.92%1602.3K
$265.00Jul 31$7.500.403.9%2.94%6.84%1118
$265.00Jul 24$6.900.393.9%2.71%6.60%4--
$257.50Jul 10$6.800.471.0%2.67%3.62%713
$260.00Jul 10$5.900.421.9%2.31%4.25%12--
$270.00Jul 31$5.900.355.9%2.31%8.17%254
$275.00Jul 31$5.000.307.8%1.96%9.78%12157

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 3,821
Total Puts 2,300
Put/Call Ratio 0.60
Net Difference 1,521

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 22,702
Total Puts 12,195
Average Put/Call Ratio 0.62
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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