NEW Tour v246
VLO
VALERO ENERGY CORP N
$260.44 -2.21%
$260.40 (-0.02%)🌙
as of 06/30 06:04 PM
6/30 18:04

Option Volume

Detail
Current (06/30) 4,954
Calls: 2,602 (53%)
Puts: 2,352 (47%)
Prior (06/29) 8,816
Calls: 4,805 (55%)
Puts: 4,011 (45%)
Current vs Prior -43.81%
Calls: -45.85% (Calls)
Puts: -41.36% (Puts)
Prior 7-Day Total 36,077
Calls: 21,189 (59%)
Puts: 14,888 (41%)
Prior 7-Day Average 5,153
Calls: 3,027 (59%)
Puts: 2,126 (41%)
Current vs Prior 7-Day Avg -3.88%
Calls: -14.04%
Puts: +10.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/30) $4.56M
Calls: $2.72M (60%)
Puts: $1.84M (40%)
Prior (06/29) $12.43M
Calls: $10.66M (86%)
Puts: $1.77M (14%)
Current vs Prior -63.33%
Calls: -74.49%
Puts: +3.81%
Prior 7-Day Total $33.21M
Calls: $24.61M (74%)
Puts: $8.60M (26%)
Prior 7-Day Average $4.74M
Calls: $3.52M (74%)
Puts: $1.23M (26%)
Current vs Prior 7-Day Avg -3.91%
Calls: -22.64%
Puts: +49.70%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 0.90
Prior (06/29) 0.83
Current vs Prior +8.29%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg +27.96%
Sentiment NEUTRAL

Open Interest

Detail
Current (06/30) 92,704
Calls: 52,336 (56%)
Puts: 40,368 (44%)
Prior (06/29) 89,071
Calls: 50,152 (56%)
Puts: 38,919 (44%)
Current vs Prior +4.08%
Prior 7-Day Total 588,552
Calls: 338,106 (57%)
Puts: 250,446 (43%)
Prior 7-Day Average 84,078
Calls: 48,300 (57%)
Puts: 35,778 (43%)
Current vs Prior 7-Day Avg +10.26%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.74% | 8.02%5.74% | 8.02%8.02% | 14.25%
Prior 3.81% | 6.03%-- | ---- | --
Current vs Prior -13.36% | -4.75%-- | ---- | --
Prior 7-Day Avg 4.25% | 6.26%-- | ---- | --
Current vs 7-Day Avg -22.28% | -8.28%-- | ---- | --
Prior 7-Day Eod 3.81% | 6.03%-- | ---- | --
Current vs 7-Day Eod -13.36% | -4.75%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 13.87% | 10.07%
Calls: 12.99% | 11.11%
Puts: 14.74% | 9.03%
Prior 34.53% | 20.44%
Calls: 45.54% | 28.22%
Puts: 23.53% | 12.66%
Current vs Prior -59.83% | -50.73%
Prior 7-Day Avg 29.88% | 19.43%
Calls: 29.99% | 20.75%
Puts: 29.77% | 18.11%
Current vs 7-Day Avg -53.58% | -48.17%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 63% vs prior. Below-average activity with volume down 44% vs prior.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 28 of results (avg 8.3%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jul 1750.2052.60$51.404.7%--0.9765
$210.00Jul 3150.4053.40$51.905.8%--0.9317
$220.00Jul 1740.2042.80$41.506.3%--0.9572
$215.00Jul 2445.5048.50$47.006.4%30.92--
$260.00Jul 2410.5011.20$10.856.5%60.5384
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 2412.1012.90$12.506.4%120.5518
$260.00Jul 249.4010.20$9.808.2%--0.4710
$260.00Jul 178.108.80$8.458.3%280.47345
$290.00Jul 3131.6034.50$33.058.8%170.792
$270.00Jul 2415.2016.60$15.908.8%--0.6265

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. 72 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 238.9042.30$40.608.4%--0.9816
$210.00Jul 1750.2052.60$51.404.7%--0.9765
$240.00Jul 219.4021.90$20.6512.1%20.9615
$235.00Jul 224.6026.90$25.758.9%--0.9610
$237.50Jul 221.9024.40$23.1510.8%--0.9518
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 218.3020.80$19.5512.8%10.911
$290.00Jul 1728.7031.80$30.2510.2%--0.8711
$290.00Jul 2429.3032.60$30.9510.7%10.842
$270.00Jul 28.8011.30$10.0524.9%1580.84156
$290.00Jul 3131.6034.50$33.058.8%170.792

Most actively traded options today. High liquidity = easy entry/exit. 136 active (total vol 3.1K, top 277)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 20.550.95$0.7553.3%2320.16533
$275.00Jul 173.504.20$3.8518.2%2020.28354
$275.00Jul 20.150.55$0.35114.3%1820.08597
$275.00Jul 316.008.70$7.3536.7%1570.36165
$272.50Jul 102.502.80$2.6511.3%790.269
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 20.500.70$0.6033.3%2770.13547
$255.00Jul 21.251.70$1.4830.4%2240.27621
$270.00Jul 28.8011.30$10.0524.9%1580.84156
$260.00Jul 23.003.70$3.3520.9%1440.4767
$235.00Jul 171.052.00$1.5362.1%1420.1256

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 52.5%, max 160.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 2Jul 17129.0%50.0%157.8%--77
$295.00Jul 2Jul 3198.4%40.1%145.2%5174
$220.00Jul 2Jul 17119.2%49.5%140.7%--88
$235.00Jul 2Jul 3183.4%42.7%95.5%--22
$290.00Jul 2Jul 3180.0%42.7%87.2%7583
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$215.00Jul 2Jul 31127.2%48.7%160.9%20196
$220.00Jul 2Aug 7119.2%47.1%153.1%327
$225.00Jul 2Aug 7100.8%42.3%138.5%164
$232.50Jul 2Jul 1793.4%41.9%122.9%--79
$230.00Jul 2Aug 785.2%43.5%95.7%--55

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 112 found (best R:R 40.67, avg 5.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$285.00$290.00Jul 2$0.15$4.85$0.1532.33$285.15
$300.00$305.00Jul 10$0.18$4.82$0.1826.78$300.18
$272.50$275.00Jul 2$0.10$2.40$0.1024.00$272.60
$295.00$300.00Jul 17$0.20$4.80$0.2024.00$295.20
$290.00$305.00Jul 24$0.77$14.23$0.7718.48$290.77
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$215.00$210.00Jul 17$0.12$4.88$0.1240.67$214.88
$227.50$225.00Jul 17$0.10$2.40$0.1024.00$227.40
$230.00$227.50Jul 17$0.13$2.37$0.1318.23$229.87
$225.00$220.00Jul 24$0.29$4.71$0.2916.24$224.71
$232.50$230.00Jul 17$0.15$2.35$0.1515.67$232.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 154 found (best R:R 99.00, avg 3.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$235.00Jul 2$14.85$14.85$0.1599.00$234.85
$210.00$220.00Jul 17$9.90$9.90$0.1099.00$219.90
$220.00$230.00Jul 17$9.65$9.65$0.3527.57$229.65
$215.00$230.00Jul 24$14.30$14.30$0.7020.43$229.30
$245.00$250.00Jul 2$4.70$4.70$0.3015.67$249.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$270.00Jul 2$9.50$9.50$0.5019.00$270.50
$290.00$285.00Jul 31$4.15$4.15$0.854.88$285.85
$290.00$280.00Jul 17$8.25$8.25$1.754.71$281.75
$270.00$267.50Jul 2$2.00$2.00$0.504.00$268.00
$280.00$270.00Jul 17$7.65$7.65$2.353.26$272.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $1.63, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$305.00Jul 10Jul 17$0.0854.3%42.8%
$215.00Jul 24Jul 31$0.3051.1%48.7%
$295.00Jul 2Jul 10$0.3298.4%49.8%
$310.00Jul 2Jul 17$0.37129.0%50.0%
$300.00Jul 10Jul 17$0.4253.5%46.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$215.00Jul 2Jul 10$0.18127.2%63.6%
$220.00Jul 2Jul 10$0.23119.2%60.1%
$225.00Jul 2Jul 10$0.25100.8%52.9%
$235.00Jul 2Jul 10$0.2583.4%42.3%
$237.50Jul 2Jul 10$0.2576.4%38.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 66 found (cheapest 2.76% of stock, avg 8.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$260.00Jul 2$3.85$3.35$7.20$252.80$267.202.76%
$262.50Jul 2$2.75$4.75$7.50$255.00$270.002.88%
$257.50Jul 2$5.40$2.33$7.73$249.77$265.232.97%
$265.00Jul 2$1.85$6.40$8.25$256.75$273.253.17%
$255.00Jul 2$7.15$1.48$8.63$246.37$263.633.31%
$267.50Jul 2$1.20$8.05$9.25$258.25$276.753.55%
$252.50Jul 2$9.15$0.95$10.10$242.40$262.603.88%
$270.00Jul 2$0.75$10.05$10.80$259.20$280.804.15%
$250.00Jul 2$11.25$0.60$11.85$238.15$261.854.55%
$260.00Jul 10$7.20$6.35$13.55$246.45$273.555.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.40% of stock, avg 3.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$272.50$250.00Jul 2$0.45$0.60$1.05$248.95$273.55
$270.00$250.00Jul 2$0.75$0.60$1.35$248.65$271.35
$272.50$252.50Jul 2$0.45$0.95$1.40$251.10$273.90
$270.00$252.50Jul 2$0.75$0.95$1.70$250.80$271.70
$267.50$250.00Jul 2$1.20$0.60$1.80$248.20$269.30
$272.50$255.00Jul 2$0.45$1.48$1.93$253.07$274.43
$267.50$252.50Jul 2$1.20$0.95$2.15$250.35$269.65
$270.00$255.00Jul 2$0.75$1.48$2.23$252.77$272.23
$265.00$250.00Jul 2$1.85$0.60$2.45$247.55$267.45
$267.50$255.00Jul 2$1.20$1.48$2.68$252.32$270.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 181 found (best R:R 49.00, avg credit $2.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/232245/250Jul 2$4.90$0.1049.00$227.60$249.90
210/215220/230Jul 17$9.77$0.2342.48$205.23$229.77
230/232248/250Jul 17$2.40$0.1024.00$230.10$249.90
228/230248/250Jul 17$2.38$0.1219.83$227.62$249.88
225/228248/250Jul 17$2.35$0.1515.67$225.15$249.85
230/232240/242Jul 17$2.35$0.1515.67$230.15$242.35
228/230240/242Jul 17$2.33$0.1713.71$227.67$242.33
230/232250/252Jul 2$2.30$0.2011.50$230.20$252.30
242/245250/252Jul 2$2.30$0.2011.50$242.70$252.30
225/228240/242Jul 17$2.30$0.2011.50$225.20$242.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 98 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$285.00$290.00Jul 24$0.09$4.9154.56
$260.00$262.50$265.00Jul 10$0.05$2.4549.00
$265.00$267.50$270.00Jul 10$0.05$2.4549.00
$210.00$220.00$230.00Jul 17$0.25$9.7539.00
$285.00$290.00$295.00Jul 17$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$220.00$225.00$230.00Jul 10$0.08$4.9261.50
$232.50$235.00$237.50Jul 2$0.05$2.4549.00
$275.00$280.00$285.00Jul 31$0.10$4.9049.00
$225.00$230.00$235.00Jul 24$0.11$4.8944.45
$245.00$247.50$250.00Jul 10$0.08$2.4230.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 110 found (best net $-0.85, 107 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$310.001:2Jul 2-$0.33$14.67
$290.00$305.001:2Jul 24-$0.56$14.44
$285.00$290.001:2Jul 2-$0.05$4.95
$300.00$305.001:2Jul 10-$0.22$4.78
$280.00$285.001:2Jul 10-$0.31$4.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$270.001:2Jul 24-$0.85$19.15
$260.00$245.001:2Jul 31-$0.20$14.80
$280.00$270.001:2Jul 2-$0.55$9.45
$240.00$230.001:2Jul 31-$0.61$9.39
$225.00$215.001:2Jul 31-$0.70$9.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 3.65%, avg 1.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$265.00Jul 31$9.500.471.8%3.65%5.40%231
$265.00Jul 24$8.200.451.8%3.15%4.90%120
$270.00Jul 31$7.400.413.7%2.84%6.51%228
$265.00Jul 17$6.700.441.8%2.57%4.32%3342
$270.00Jul 24$6.400.383.7%2.46%6.13%5116
$275.00Jul 31$6.000.365.6%2.30%7.89%157165
$262.50Jul 10$5.600.470.8%2.15%2.94%--13
$270.00Jul 17$4.900.363.7%1.88%5.55%281.4K
$275.00Jul 24$4.700.315.6%1.80%7.40%1192
$280.00Jul 31$4.600.307.5%1.77%9.28%35

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 2,602
Total Puts 2,352
Put/Call Ratio 0.90
Net Difference 250

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,189
Total Puts 14,888
Average Put/Call Ratio 0.71
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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Price — Past 7 Days

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