NEW Tour v215
VLO
VALERO ENERGY CORP N
$259.37 +1.69%
$260.19 (+0.32%)🌙
as of 06/26 06:04 PM
6/26 18:04

Option Volume

Detail
Current (06/26) 5,845
Calls: 3,474 (59%)
Puts: 2,371 (41%)
Prior (06/25) 6,121
Calls: 3,821 (62%)
Puts: 2,300 (38%)
Current vs Prior -4.51%
Calls: -9.08% (Calls)
Puts: +3.09% (Puts)
Prior 7-Day Total 34,456
Calls: 22,607 (66%)
Puts: 11,849 (34%)
Prior 7-Day Average 4,922
Calls: 3,229 (66%)
Puts: 1,692 (34%)
Current vs Prior 7-Day Avg +18.75%
Calls: +7.57%
Puts: +40.07%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/26) $5.00M
Calls: $3.42M (68%)
Puts: $1.58M (32%)
Prior (06/25) $4.25M
Calls: $3.10M (73%)
Puts: $1.15M (27%)
Current vs Prior +17.58%
Calls: +10.30%
Puts: +37.14%
Prior 7-Day Total $21.99M
Calls: $14.71M (67%)
Puts: $7.28M (33%)
Prior 7-Day Average $3.14M
Calls: $2.10M (67%)
Puts: $1.04M (33%)
Current vs Prior 7-Day Avg +59.06%
Calls: +62.59%
Puts: +51.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/26) 0.68
Prior (06/25) 0.60
Current vs Prior +13.38%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg +12.60%
Sentiment BULLISH

Open Interest

Detail
Current (06/26) 90,091
Calls: 51,012 (57%)
Puts: 39,079 (43%)
Prior (06/25) 40,850
Calls: 27,021 (66%)
Puts: 13,829 (34%)
Current vs Prior +120.54%
Prior 7-Day Total 649,842
Calls: 380,473 (59%)
Puts: 269,369 (41%)
Prior 7-Day Average 92,834
Calls: 54,353 (59%)
Puts: 38,481 (41%)
Current vs Prior 7-Day Avg -2.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (06/26) | Next (07/02)Expiry (06/26) | Next (07/10)Expiry (06/26) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 1.32% | 6.25%1.32% | 7.85%1.32% | 7.85%8.58% | 15.02%
Prior 2.61% | 5.04%-- | ---- | ---- | --
Current vs Prior +139.56% | +55.73%-- | ---- | ---- | --
Prior 7-Day Avg 3.68% | 5.95%-- | ---- | ---- | --
Current vs 7-Day Avg +69.68% | +31.93%-- | ---- | ---- | --
Prior 7-Day Eod 2.61% | 5.04%-- | ---- | ---- | --
Current vs 7-Day Eod +139.56% | +55.73%-- | ---- | ---- | --
Sentiment BEARISH------

Relative Spread

Detail
Expiry | Next
Current 22.32% | 25.99%
Calls: 14.63% | 27.49%
Puts: 30.00% | 24.49%
Prior 40.75% | 27.39%
Calls: 41.51% | 28.57%
Puts: 40.00% | 26.21%
Current vs Prior -45.23% | -5.11%
Prior 7-Day Avg 35.13% | 17.55%
Calls: 35.42% | 18.60%
Puts: 34.83% | 16.50%
Current vs 7-Day Avg -36.46% | +48.08%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($3.42M). Dollar volume significantly above 7-day average (59% higher). Bullish P/C ratio of 0.68. Rising open interest (up 121%) indicates new positions being established.

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 17 of results (avg 8.4%, best 5.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jul 1748.1050.90$49.505.7%150.9779
$220.00Jul 1739.2041.70$40.456.2%150.9591
$210.00Jul 3149.1052.40$50.756.5%--0.9217
$235.00Jul 1725.8027.80$26.807.5%20.846
$227.50Jun 2630.4033.10$31.758.5%101.0035
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 1712.9013.80$13.356.7%30.56--
$290.00Jul 1730.8033.60$32.208.7%--0.8411
$290.00Jul 1030.0033.00$31.509.5%10.91--

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. 78 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 237.6041.00$39.308.7%--1.0016
$227.50Jun 2630.4033.10$31.758.5%101.0035
$230.00Jun 2627.9030.60$29.259.2%101.0025
$232.50Jun 2625.4028.00$26.709.7%--1.0020
$245.00Jun 2612.9015.00$13.9515.1%1060.99264
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jun 260.152.65$1.40178.6%81.0011
$280.00Jun 2619.4022.70$21.0515.7%11.00--
$290.00Jul 1030.0033.00$31.509.5%10.91--
$290.00Jul 1730.8033.60$32.208.7%--0.8411
$265.00Jun 264.407.70$6.0554.5%10.77--

Most actively traded options today. High liquidity = easy entry/exit. 172 active (total vol 4.6K, top 294)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 108.309.40$8.8512.4%1900.5045
$257.50Jun 260.753.30$2.03125.6%1800.73190
$260.00Jul 26.307.30$6.8014.7%1780.49316
$257.50Jul 27.608.80$8.2014.6%1590.5423
$252.50Jun 265.208.10$6.6543.6%1560.92218
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 170.851.90$1.3876.1%2940.11383
$252.50Jul 176.208.40$7.3030.1%2220.3825
$250.00Jul 21.804.80$3.3090.9%1220.2912
$255.00Jul 24.406.90$5.6544.2%1000.41103
$245.00Jul 102.753.90$3.3334.5%930.2479

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 1513.9%, max 3875.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jun 26Jul 171591.2%44.2%3496.0%--68
$300.00Jun 26Jul 311365.9%41.6%3186.7%223
$305.00Jun 26Jul 241480.5%45.7%3139.8%--35
$237.50Jun 26Jul 171001.8%41.5%2311.7%434
$285.00Jun 26Jul 31992.8%42.6%2230.3%156
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$215.00Jun 26Aug 71756.1%44.2%3875.2%146
$220.00Jun 26Jul 311587.9%41.1%3764.1%278
$217.50Jun 26Jul 171671.8%49.9%3250.2%822
$225.00Jun 26Jul 311420.6%42.8%3218.9%28196
$210.00Jun 26Jul 171654.2%49.8%3218.5%6529

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 139 found (best R:R 32.33, avg 4.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$280.00$285.00Jul 2$0.15$4.85$0.1532.33$280.15
$285.00$290.00Jul 2$0.25$4.75$0.2519.00$285.25
$290.00$295.00Jul 10$0.28$4.72$0.2816.86$290.28
$285.00$290.00Jul 10$0.35$4.65$0.3513.29$285.35
$290.00$305.00Jul 24$1.18$13.82$1.1811.71$291.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$215.00$210.00Jul 17$0.17$4.83$0.1728.41$214.83
$230.00$225.00Jul 10$0.18$4.82$0.1826.78$229.82
$230.00$227.50Jul 17$0.11$2.39$0.1121.73$229.89
$220.00$215.00Jul 10$0.30$4.70$0.3015.67$219.70
$230.00$225.00Jul 24$0.30$4.70$0.3015.67$229.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 174 found (best R:R 26.27, avg 1.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$235.00Jul 2$14.45$14.45$0.5526.27$234.45
$220.00$230.00Jul 17$9.60$9.60$0.4024.00$229.60
$250.00$252.50Jun 26$2.35$2.35$0.1515.67$252.35
$240.00$242.50Jul 2$2.35$2.35$0.1515.67$242.35
$235.00$237.50Jun 26$2.30$2.30$0.2011.50$237.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$265.00$260.00Jun 26$4.65$4.65$0.3513.29$260.35
$290.00$280.00Jul 17$8.25$8.25$1.754.71$281.75
$290.00$265.00Jul 10$19.00$19.00$6.003.17$271.00
$265.00$262.50Jul 2$1.85$1.85$0.652.85$263.15
$280.00$270.00Jul 17$7.40$7.40$2.602.85$272.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $2.72, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$305.00Jun 26Jul 17$0.351480.5%50.5%
$237.50Jun 26Jul 2$0.701001.8%50.8%
$280.00Jun 26Jul 2$0.75415.3%48.4%
$230.00Jun 26Jul 10$0.85650.4%44.7%
$272.50Jun 26Jul 2$0.92632.6%50.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$242.50Jun 26Jul 2$0.15831.2%49.0%
$230.00Jun 26Jul 2$0.20650.4%51.1%
$232.50Jun 26Jul 2$0.67597.9%60.1%
$290.00Jul 10Jul 17$0.7042.5%44.1%
$247.50Jun 26Jul 2$1.07655.8%48.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 73 found (cheapest 0.64% of stock, avg 8.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$260.00Jun 26$0.25$1.40$1.65$258.35$261.650.64%
$257.50Jun 26$2.03$0.65$2.68$254.82$260.181.03%
$255.00Jun 26$3.73$0.18$3.91$251.09$258.911.51%
$252.50Jun 26$6.65$0.20$6.85$245.65$259.352.64%
$265.00Jun 26$1.08$6.05$7.13$257.87$272.132.75%
$250.00Jun 26$9.00$0.28$9.28$240.72$259.283.58%
$247.50Jun 26$11.75$1.08$12.83$234.67$260.334.95%
$245.00Jun 26$13.95$0.03$13.98$231.02$258.985.39%
$257.50Jul 2$8.20$6.50$14.70$242.80$272.205.67%
$262.50Jul 2$6.10$8.65$14.75$247.75$277.255.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.35% of stock, avg 4.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$260.00$257.50Jun 26$0.25$0.65$0.90$256.60$260.90
$270.00$257.50Jun 26$0.53$0.65$1.18$256.32$271.18
$260.00$247.50Jun 26$0.25$1.08$1.33$246.17$261.33
$260.00$242.50Jun 26$0.25$1.08$1.33$241.17$261.33
$260.00$240.00Jun 26$0.25$1.08$1.33$238.67$261.33
$260.00$237.50Jun 26$0.25$1.08$1.33$236.17$261.33
$270.00$247.50Jun 26$0.53$1.08$1.61$245.89$271.61
$270.00$242.50Jun 26$0.53$1.08$1.61$240.89$271.61
$270.00$240.00Jun 26$0.53$1.08$1.61$238.39$271.61
$270.00$237.50Jun 26$0.53$1.08$1.61$235.89$271.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 259 found (best R:R 82.33, avg credit $2.98)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
215/218220/230Jul 17$9.88$0.1282.33$207.62$229.88
210/215220/230Jul 17$9.77$0.2342.48$205.23$229.77
220/225230/235Jul 31$4.84$0.1630.25$220.16$234.84
235/238242/245Jul 2$2.40$0.1024.00$235.10$244.90
248/250255/258Jul 2$2.40$0.1024.00$247.60$257.40
252/255258/260Jul 2$2.40$0.1024.00$252.60$259.90
235/238240/242Jul 10$2.38$0.1219.83$235.12$242.38
250/255265/270Jul 24$4.75$0.2519.00$250.25$269.75
238/240242/245Jul 2$2.35$0.1515.67$237.65$244.85
220/222242/245Jul 17$2.35$0.1515.67$220.15$244.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 92 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$285.00$290.00$295.00Jul 10$0.07$4.9370.43
$252.50$255.00$257.50Jul 2$0.05$2.4549.00
$252.50$255.00$257.50Jul 17$0.05$2.4549.00
$230.00$235.00$240.00Jul 31$0.15$4.8532.33
$265.00$270.00$275.00Jul 31$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$245.00$250.00Aug 7$0.05$4.9599.00
$232.50$235.00$237.50Jun 26$0.05$2.4549.00
$250.00$252.50$255.00Jun 26$0.06$2.4440.67
$240.00$245.00$250.00Jul 24$0.20$4.8024.00
$230.00$235.00$240.00Jul 24$0.25$4.7519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 124 found (best net $-0.47, 106 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$305.001:2Jul 24-$0.47$14.53
$295.00$310.001:2Jul 2-$0.68$14.32
$280.00$290.001:2Jul 17-$0.84$9.16
$290.00$300.001:2Jul 31-$0.84$9.16
$290.00$300.001:2Jun 26-$1.78$8.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$245.00$235.001:2Jul 31-$0.65$9.35
$255.00$245.001:2Jul 31-$3.10$6.90
$215.00$210.001:2Jul 17-$0.26$4.74
$235.00$230.001:2Jul 10-$0.31$4.69
$225.00$220.001:2Jul 24-$0.40$4.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 4.90%, avg 1.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Aug 7$12.700.510.2%4.90%5.14%1--
$260.00Jul 31$12.600.510.2%4.86%5.10%756
$260.00Jul 24$11.100.510.2%4.28%4.52%1279
$260.00Jul 17$9.900.510.2%3.82%4.06%572.4K
$265.00Jul 31$9.400.452.2%3.62%5.79%723
$265.00Jul 24$8.900.452.2%3.43%5.60%--15
$270.00Aug 7$8.700.414.1%3.35%7.45%1--
$260.00Jul 10$8.300.500.2%3.20%3.44%19045
$265.00Jul 17$7.800.442.2%3.01%5.18%19326
$270.00Jul 31$7.300.404.1%2.81%6.91%227

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 3,474
Total Puts 2,371
Put/Call Ratio 0.68
Net Difference 1,103

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 22,607
Total Puts 11,849
Average Put/Call Ratio 0.61
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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