NEW Tour v244
VLO
VALERO ENERGY CORP N
$266.32 +2.68%
6/29 18:04

Option Volume

Detail
Current (06/29) 8,816
Calls: 4,805 (55%)
Puts: 4,011 (45%)
Prior (06/26) 5,845
Calls: 3,474 (59%)
Puts: 2,371 (41%)
Current vs Prior +50.83%
Calls: +38.31% (Calls)
Puts: +69.17% (Puts)
Prior 7-Day Total 34,991
Calls: 22,774 (65%)
Puts: 12,217 (35%)
Prior 7-Day Average 4,998
Calls: 3,253 (65%)
Puts: 1,745 (35%)
Current vs Prior 7-Day Avg +76.37%
Calls: +47.69%
Puts: +129.82%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/29) $12.43M
Calls: $10.66M (86%)
Puts: $1.77M (14%)
Prior (06/26) $5.00M
Calls: $3.42M (68%)
Puts: $1.58M (32%)
Current vs Prior +148.75%
Calls: +212.01%
Puts: +12.03%
Prior 7-Day Total $23.91M
Calls: $16.00M (67%)
Puts: $7.92M (33%)
Prior 7-Day Average $3.42M
Calls: $2.29M (67%)
Puts: $1.13M (33%)
Current vs Prior 7-Day Avg +263.89%
Calls: +366.52%
Puts: +56.57%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/29) 0.83
Prior (06/26) 0.68
Current vs Prior +22.31%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg +35.28%
Sentiment NEUTRAL

Open Interest

Detail
Current (06/29) 89,071
Calls: 50,152 (56%)
Puts: 38,919 (44%)
Prior (06/26) 90,091
Calls: 51,012 (57%)
Puts: 39,079 (43%)
Current vs Prior -1.13%
Prior 7-Day Total 620,181
Calls: 360,003 (58%)
Puts: 260,178 (42%)
Prior 7-Day Average 88,597
Calls: 51,429 (58%)
Puts: 37,168 (42%)
Current vs Prior 7-Day Avg +0.53%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 6.03% | 8.19%6.03% | 8.19%8.19% | 14.38%
Prior 6.25% | 7.85%-- | ---- | --
Current vs Prior -38.98% | -23.19%-- | ---- | --
Prior 7-Day Avg 4.12% | 6.22%-- | ---- | --
Current vs 7-Day Avg -7.39% | -3.10%-- | ---- | --
Prior 7-Day Eod 6.25% | 7.85%-- | ---- | --
Current vs 7-Day Eod -38.98% | -23.19%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 34.53% | 20.44%
Calls: 45.54% | 28.22%
Puts: 23.53% | 12.66%
Prior 22.32% | 25.99%
Calls: 14.63% | 27.49%
Puts: 30.00% | 24.49%
Current vs Prior +54.70% | -21.35%
Prior 7-Day Avg 31.49% | 18.35%
Calls: 30.45% | 18.77%
Puts: 32.53% | 17.93%
Current vs 7-Day Avg +9.64% | +11.40%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($10.66M) vs puts ($1.77M). Massive premium surge with dollar volume up 149% vs prior. Dollar volume significantly above 7-day average (264% higher). Above-average activity with volume up 51% vs prior.

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 19 of results (avg 7.7%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Jul 250.2052.40$51.304.3%30.97--
$272.50Jul 105.005.30$5.155.8%140.39--
$217.50Jul 247.0049.90$48.456.0%30.96--
$220.00Jul 244.5047.40$45.956.3%--0.9816
$220.00Jul 1745.3048.30$46.806.4%50.9777
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 2412.1013.00$12.557.2%40.5362
$270.00Jul 1710.7011.50$11.107.2%270.5453
$265.00Jul 249.6010.40$10.008.0%140.465
$265.00Jul 178.208.90$8.558.2%160.463
$260.00Jul 176.006.60$6.309.5%1250.37304

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. 70 found (avg delta 0.76, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 224.6028.30$26.4514.0%20.9815
$235.00Jul 229.5032.30$30.909.1%--0.9810
$220.00Jul 244.5047.40$45.956.3%--0.9816
$237.50Jul 227.1030.50$28.8011.8%100.9820
$215.00Jul 250.2052.40$51.304.3%30.97--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 213.3016.30$14.8020.3%10.85--
$290.00Jul 1724.2027.70$25.9513.5%--0.8111
$275.00Jul 29.4011.60$10.5021.0%50.75--
$280.00Jul 1717.2019.60$18.4013.0%--0.6912
$275.00Jul 1713.6016.30$14.9518.1%40.62--

Most actively traded options today. High liquidity = easy entry/exit. 170 active (total vol 5.7K, top 645)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 22.204.10$3.1560.3%5810.3990
$275.00Jul 20.902.60$1.7597.1%5720.25176
$280.00Jul 174.204.90$4.5515.4%2680.31784
$260.00Jul 1712.6014.60$13.6014.7%2550.632.4K
$270.00Jul 177.708.30$8.007.5%760.461.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 20.400.55$0.4831.3%6450.0877
$255.00Jul 20.551.30$0.9380.6%6130.15120
$240.00Jul 171.201.60$1.4028.6%1730.11460
$270.00Jul 26.008.40$7.2033.3%1580.611
$260.00Jul 104.205.00$4.6017.4%1350.35126

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 43.4%, max 189.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 2Jul 17109.3%49.0%123.1%593
$310.00Jul 2Aug 795.6%43.4%120.1%219
$235.00Jul 2Jul 3169.3%42.3%63.8%--22
$242.50Jul 2Jul 1765.7%41.3%59.1%22138
$237.50Jul 2Jul 1766.2%42.0%57.5%1121
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$215.00Jul 2Jul 31131.2%45.3%189.8%3197
$220.00Jul 2Jul 24109.3%43.3%152.1%169
$225.00Jul 2Aug 7101.6%43.6%133.1%2351
$230.00Jul 2Aug 787.3%42.4%105.7%2931
$232.50Jul 2Jul 1786.2%47.7%80.8%--79

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 121 found (best R:R 40.67, avg 5.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$295.00Jul 2$0.12$4.88$0.1240.67$290.12
$295.00$300.00Jul 10$0.15$4.85$0.1532.33$295.15
$285.00$290.00Jul 2$0.20$4.80$0.2024.00$285.20
$280.00$282.50Jul 10$0.15$2.35$0.1515.67$280.15
$282.50$285.00Jul 10$0.25$2.25$0.259.00$282.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$225.00$220.00Jul 24$0.12$4.88$0.1240.67$224.88
$230.00$225.00Jul 10$0.22$4.78$0.2221.73$229.78
$217.50$215.00Jul 2$0.12$2.38$0.1219.83$217.38
$237.50$235.00Jul 10$0.12$2.38$0.1219.83$237.38
$225.00$215.00Jul 31$0.55$9.45$0.5517.18$224.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 156 found (best R:R 49.00, avg 2.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$245.00$250.00Jul 2$4.90$4.90$0.1049.00$249.90
$230.00$240.00Jul 10$9.75$9.75$0.2539.00$239.75
$220.00$230.00Jul 17$9.65$9.65$0.3527.57$229.65
$237.50$240.00Jul 2$2.35$2.35$0.1515.67$239.85
$230.00$237.50Jul 17$7.00$7.00$0.5014.00$237.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$275.00Jul 2$4.30$4.30$0.706.14$275.70
$270.00$267.50Jul 2$2.10$2.10$0.405.25$267.90
$275.00$270.00Jul 17$3.85$3.85$1.153.35$271.15
$290.00$280.00Jul 17$7.55$7.55$2.453.08$282.45
$280.00$275.00Jul 17$3.45$3.45$1.552.23$276.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $1.70, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 10Jul 17$0.1850.7%41.0%
$230.00Jul 10Jul 17$0.3554.0%44.3%
$310.00Jul 2Jul 17$0.5095.6%45.7%
$240.00Jul 2Jul 10$0.6057.3%42.8%
$242.50Jul 2Jul 10$0.8065.7%45.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 2Jul 10$0.05109.3%58.4%
$225.00Jul 2Jul 10$0.07101.6%54.9%
$232.50Jul 2Jul 10$0.0886.2%46.5%
$230.00Jul 2Jul 10$0.3487.3%54.0%
$235.00Jul 2Jul 10$0.5069.3%48.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 66 found (cheapest 3.37% of stock, avg 9.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$265.00Jul 2$5.05$3.93$8.98$256.02$273.983.37%
$267.50Jul 2$4.05$5.10$9.15$258.35$276.653.44%
$262.50Jul 2$6.30$2.90$9.20$253.30$271.703.45%
$260.00Jul 2$8.35$1.98$10.33$249.67$270.333.88%
$270.00Jul 2$3.15$7.20$10.35$259.65$280.353.89%
$257.50Jul 2$10.00$1.33$11.33$246.17$268.834.25%
$275.00Jul 2$1.75$10.50$12.25$262.75$287.254.60%
$255.00Jul 2$12.05$0.93$12.98$242.02$267.984.87%
$267.50Jul 10$7.05$7.90$14.95$252.55$282.455.61%
$252.50Jul 2$14.35$0.78$15.13$237.37$267.635.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.84% of stock, avg 4.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$277.50$255.00Jul 2$1.30$0.93$2.23$252.77$279.73
$277.50$257.50Jul 2$1.30$1.33$2.63$254.87$280.13
$275.00$255.00Jul 2$1.75$0.93$2.68$252.32$277.68
$275.00$257.50Jul 2$1.75$1.33$3.08$254.42$278.08
$277.50$260.00Jul 2$1.30$1.98$3.28$256.72$280.78
$272.50$255.00Jul 2$2.40$0.93$3.33$251.67$275.83
$272.50$257.50Jul 2$2.40$1.33$3.73$253.77$276.23
$275.00$260.00Jul 2$1.75$1.98$3.73$256.27$278.73
$270.00$255.00Jul 2$3.15$0.93$4.08$250.92$274.08
$277.50$262.50Jul 2$1.30$2.90$4.20$258.30$281.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 214 found (best R:R 24.00, avg credit $3.38)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/235240/245Jul 31$4.80$0.2024.00$230.20$244.80
222/225230/238Jul 17$7.18$0.3222.44$217.82$237.18
245/248250/252Jul 10$2.37$0.1318.23$245.13$252.37
235/238240/242Jul 17$2.37$0.1318.23$235.13$242.37
235/238242/245Jul 17$2.37$0.1318.23$235.13$244.87
235/238250/252Jul 17$2.37$0.1318.23$235.13$252.37
240/242250/252Jul 10$2.35$0.1515.67$240.15$252.35
230/232248/250Jul 17$2.35$0.1515.67$230.15$249.85
240/242245/248Jul 17$2.35$0.1515.67$240.15$247.35
232/235242/245Jul 10$2.30$0.2011.50$232.70$244.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 101 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$285.00$290.00$295.00Jul 2$0.08$4.9261.50
$235.00$240.00$245.00Jul 31$0.10$4.9049.00
$250.00$255.00$260.00Jul 31$0.10$4.9049.00
$277.50$280.00$282.50Jul 2$0.07$2.4334.71
$275.00$277.50$280.00Jul 2$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$257.50$260.00Jul 17$0.05$2.4549.00
$230.00$235.00$240.00Jul 31$0.10$4.9049.00
$225.00$230.00$235.00Aug 7$0.10$4.9049.00
$250.00$255.00$260.00Aug 7$0.10$4.9049.00
$220.00$225.00$230.00Jul 10$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. 107 found (best net $-3.60, 101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$250.001:2Aug 7-$3.60$21.40
$295.00$310.001:2Jul 2-$0.53$14.47
$275.00$290.001:2Aug 7-$1.65$13.35
$275.00$285.001:2Jul 24-$1.50$8.50
$275.00$285.001:2Jul 31-$3.30$6.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$215.001:2Jul 31-$0.23$9.77
$230.00$225.001:2Jul 10-$0.13$4.87
$225.00$220.001:2Jul 2-$0.18$4.82
$225.00$220.001:2Jul 10-$0.21$4.79
$230.00$225.001:2Jul 24-$0.32$4.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 4.02%, avg 1.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Aug 7$10.700.471.4%4.02%5.40%51
$270.00Jul 31$10.400.471.4%3.91%5.29%928
$270.00Jul 24$9.300.471.4%3.49%4.87%18111
$275.00Aug 7$9.100.423.3%3.42%6.68%1--
$275.00Jul 31$7.900.413.3%2.97%6.23%4161
$270.00Jul 17$7.700.461.4%2.89%4.27%761.4K
$275.00Jul 24$7.200.403.3%2.70%5.96%11188
$267.50Jul 10$5.900.490.4%2.22%2.66%14
$275.00Jul 17$5.800.383.3%2.18%5.44%13343
$270.00Jul 10$5.700.441.4%2.14%3.52%966

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 4,805
Total Puts 4,011
Put/Call Ratio 0.83
Net Difference 794

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 22,774
Total Puts 12,217
Average Put/Call Ratio 0.62
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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