Tour v292
VLO
VALERO ENERGY CORP N
$270.32 +0.96%
$272.34 (+0.75%)πŸŒ™
as of 07/06 06:04 PM
7/6 18:04

Option Volume

Detail
β„Ή
Current (07/06) 4,467
Calls: 2,054 (46%)
Puts: 2,413 (54%)
Prior (07/02) 5,393
Calls: 2,636 (49%)
Puts: 2,757 (51%)
Current vs Prior -17.17%
Calls: -22.08% (Calls)
Puts: -12.48% (Puts)
Prior 7-Day Total 36,325
Calls: 20,138 (55%)
Puts: 16,187 (45%)
Prior 7-Day Average 6,054
Calls: 2,876 (55%)
Puts: 2,312 (45%)
Current vs Prior 7-Day Avg -26.22%
Calls: -28.60%
Puts: +4.35%
Sentiment BEARISH

Dollar Volume

Detail
β„Ή
Current (07/06) $3.84M
Calls: $2.30M (60%)
Puts: $1.54M (40%)
Prior (07/02) $2.89M
Calls: $1.97M (68%)
Puts: $924.0K (32%)
Current vs Prior +32.88%
Calls: +17.02%
Puts: +66.64%
Prior 7-Day Total $32.86M
Calls: $24.74M (75%)
Puts: $8.12M (25%)
Prior 7-Day Average $5.48M
Calls: $3.53M (75%)
Puts: $1.16M (25%)
Current vs Prior 7-Day Avg -29.88%
Calls: -34.92%
Puts: +32.79%
Sentiment BULLISH

Put/Call Ratio

Detail
β„Ή
Current (07/06) 1.17
Prior (07/02) 1.05
Current vs Prior +12.32%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg +43.13%
Sentiment BEARISH

Open Interest

Detail
β„Ή
Current (07/06) 91,754
Calls: 51,306 (56%)
Puts: 40,448 (44%)
Prior (07/02) 96,416
Calls: 54,168 (56%)
Puts: 42,248 (44%)
Current vs Prior -4.84%
Prior 7-Day Total 503,074
Calls: 287,614 (57%)
Puts: 215,460 (43%)
Prior 7-Day Average 83,845
Calls: 47,935 (57%)
Puts: 35,910 (43%)
Current vs Prior 7-Day Avg +9.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.35% | 6.88%6.88% | 13.52%
Prior 4.89% | 7.34%-- | --
Current vs Prior -11.15% | -6.24%-- | --
Prior 7-Day Avg 3.87% | 6.26%-- | --
Current vs 7-Day Avg +12.37% | +9.98%-- | --
Prior 7-Day Eod 4.89% | 7.34%-- | --
Current vs 7-Day Eod -11.15% | -6.24%-- | --
Sentiment BULLISH--

Relative Spread

Detail
β„Ή
Expiry | Next
Current 12.75% | 11.47%
Calls: 12.39% | 8.59%
Puts: 13.11% | 14.35%
Prior 70.64% | 12.09%
Calls: 72.41% | 10.85%
Puts: 68.88% | 13.33%
Current vs Prior -81.95% | -5.13%
Prior 7-Day Avg 40.43% | 19.52%
Calls: 42.29% | 20.40%
Puts: 38.57% | 18.64%
Current vs 7-Day Avg -68.47% | -41.23%
Liquidity Expensive
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πŸ€– AI Insights

Slightly bearish P/C ratio of 1.17.

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 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

πŸ“ˆ Options Analysis

🎯 Tightest Spreads
πŸ’° Best Value Under $1
πŸ“Š High Delta (ITM)
πŸ”₯ High Volume
⏰ Backwardation
πŸ“ˆ Debit Spreads
πŸ“‰ Credit Spreads
πŸ“… Calendar Spreads
⚑ Straddles
πŸ”€ Strangles
πŸ¦… Iron Condors
πŸ¦‹ Butterflies
βš–οΈ Ratio Spreads
πŸ›‘οΈ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 39 of results (avg 7.4%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1750.3052.30$51.303.9%--0.9871
$230.00Jul 1040.1042.00$41.054.6%--0.9810
$230.00Jul 1740.4042.50$41.455.1%--0.96132
$252.50Jul 1719.4020.50$19.955.5%--0.8315
$240.00Jul 1030.2032.00$31.105.8%20.9835
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 3114.1014.80$14.454.8%10.547
$270.00Jul 3111.4012.00$11.705.1%20.4845
$290.00Jul 3123.4024.90$24.156.2%10.7212
$265.00Jul 319.109.70$9.406.4%20.4121
$280.00Jul 1713.0013.90$13.456.7%--0.6783

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. 57 found (avg delta 0.77, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1030.2032.00$31.105.8%20.9835
$230.00Jul 1040.1042.00$41.054.6%--0.9810
$220.00Jul 1750.3052.30$51.303.9%--0.9871
$242.50Jul 1027.6029.60$28.607.0%--0.9772
$245.00Jul 1025.3027.10$26.206.9%10.9631
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 1719.7021.70$20.709.7%--0.8111
$290.00Jul 2420.4024.00$22.2016.2%10.773
$280.00Jul 1010.9011.90$11.408.8%--0.7511
$290.00Jul 3123.4024.90$24.156.2%10.7212
$277.50Jul 108.9010.20$9.5513.6%20.69--

Most actively traded options today. High liquidity = easy entry/exit. 124 active (total vol 1.7K, top 109)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 72.754.90$3.8356.1%1090.20--
$275.00Jul 102.953.80$3.3825.1%690.3881
$282.50Jul 101.301.75$1.5329.4%580.207
$292.50Jul 100.300.65$0.4872.9%510.08--
$280.00Jul 174.004.50$4.2511.8%450.331.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Aug 70.902.75$1.83101.1%1010.1014
$260.00Jul 101.251.75$1.5033.3%540.20182
$255.00Jul 171.902.55$2.2229.3%430.2026
$240.00Jul 170.500.70$0.6033.3%400.06408
$275.00Jul 2410.5012.50$11.5017.4%400.56--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 43 strikes (avg 26.8%, max 94.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 10Aug 1476.7%43.9%74.6%2--
$230.00Jul 10Jul 3178.8%45.9%71.7%--53
$315.00Jul 10Aug 1472.3%42.9%68.2%41
$310.00Jul 10Aug 1468.6%44.5%54.0%81
$305.00Jul 10Aug 762.9%45.4%38.6%10960
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$225.00Jul 10Aug 1485.9%44.2%94.1%1084
$220.00Jul 10Jul 3186.3%48.7%77.1%2230
$230.00Jul 10Aug 1478.8%45.3%73.9%131
$235.00Jul 10Aug 771.4%45.6%56.8%1523
$237.50Jul 10Jul 1766.9%46.9%42.7%10265

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 100 found (best R:R 26.78, avg 5.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$295.00$297.50Jul 10$0.10$2.40$0.1024.00$295.10
$290.00$292.50Jul 10$0.12$2.38$0.1219.83$290.12
$292.50$295.00Jul 10$0.15$2.35$0.1515.67$292.65
$300.00$305.00Jul 17$0.32$4.68$0.3214.62$300.32
$305.00$310.00Jul 17$0.33$4.67$0.3314.15$305.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$235.00$230.00Jul 24$0.18$4.82$0.1826.78$234.82
$235.00$232.50Jul 17$0.10$2.40$0.1024.00$234.90
$225.00$220.00Jul 31$0.20$4.80$0.2024.00$224.80
$240.00$237.50Jul 17$0.12$2.38$0.1219.83$239.88
$247.50$245.00Jul 17$0.12$2.38$0.1219.83$247.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 132 found (best R:R 65.67, avg 2.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$230.00Jul 17$9.85$9.85$0.1565.67$229.85
$245.00$247.50Jul 10$2.40$2.40$0.1024.00$247.40
$240.00$242.50Jul 17$2.40$2.40$0.1024.00$242.40
$242.50$245.00Jul 17$2.40$2.40$0.1024.00$244.90
$230.00$240.00Jul 17$9.55$9.55$0.4521.22$239.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$277.50Jul 10$1.85$1.85$0.652.85$278.15
$290.00$280.00Jul 17$7.25$7.25$2.752.64$282.75
$277.50$275.00Jul 10$1.80$1.80$0.702.57$275.70
$290.00$275.00Jul 24$10.70$10.70$4.302.49$279.30
$290.00$275.00Jul 31$9.70$9.70$5.301.83$280.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $1.38, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$315.00Jul 10Jul 17$0.2072.3%49.5%
$310.00Jul 10Jul 17$0.2268.6%46.9%
$320.00Jul 10Jul 17$0.2376.7%53.6%
$230.00Jul 10Jul 17$0.4078.8%53.6%
$305.00Jul 10Jul 17$0.5362.9%47.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 10Jul 17$0.1286.3%59.1%
$225.00Jul 10Jul 17$0.1385.9%56.4%
$230.00Jul 10Jul 17$0.2078.8%53.6%
$235.00Jul 10Jul 17$0.2071.4%48.3%
$237.50Jul 10Jul 17$0.2866.9%46.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 3.87% of stock, avg 9.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Jul 10$5.65$4.80$10.45$259.55$280.453.87%
$267.50Jul 10$6.90$3.65$10.55$256.95$278.053.90%
$275.00Jul 10$3.38$7.75$11.13$263.87$286.134.12%
$265.00Jul 10$8.65$2.75$11.40$253.60$276.404.22%
$277.50Jul 10$2.63$9.55$12.18$265.32$289.684.51%
$262.50Jul 10$10.55$2.08$12.63$249.87$275.134.67%
$280.00Jul 10$2.00$11.40$13.40$266.60$293.404.96%
$260.00Jul 10$12.55$1.50$14.05$245.95$274.055.20%
$270.00Jul 17$8.15$7.40$15.55$254.45$285.555.75%
$257.50Jul 10$14.60$1.08$15.68$241.82$273.185.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 132 found (cheapest 1.12% of stock, avg 3.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$282.50$260.00Jul 10$1.53$1.50$3.03$256.97$285.53
$280.00$260.00Jul 10$2.00$1.50$3.50$256.50$283.50
$282.50$262.50Jul 10$1.53$2.08$3.61$258.89$286.11
$295.00$255.00Jul 17$1.53$2.22$3.75$251.25$298.75
$280.00$262.50Jul 10$2.00$2.08$4.08$258.42$284.08
$277.50$260.00Jul 10$2.63$1.50$4.13$255.87$281.63
$290.00$255.00Jul 17$2.00$2.22$4.22$250.78$294.22
$320.00$225.00Aug 14$2.48$1.73$4.21$220.79$324.21
$282.50$265.00Jul 10$1.53$2.75$4.28$260.72$286.78
$295.00$257.50Jul 17$1.53$2.80$4.33$253.17$299.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 169 found (best R:R 32.33, avg credit $3.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
255/260265/270Jul 24$4.85$0.1532.33$255.15$269.85
255/258260/262Jul 10$2.40$0.1024.00$255.10$262.40
220/225230/235Jul 31$4.80$0.2024.00$220.20$234.80
220/225235/240Jul 31$4.80$0.2024.00$220.20$239.80
250/255265/270Jul 31$4.77$0.2320.74$250.23$269.77
250/252255/258Jul 10$2.35$0.1515.67$250.15$257.35
242/245248/250Jul 17$2.35$0.1515.67$242.65$249.85
240/242252/255Jul 10$2.33$0.1713.71$240.17$254.83
240/242255/258Jul 10$2.33$0.1713.71$240.17$257.33
255/260265/270Jul 31$4.65$0.3513.29$255.35$269.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$315.00$320.00Jul 17$0.07$4.9370.43
$267.50$270.00$272.50Jul 10$0.05$2.4549.00
$250.00$255.00$260.00Aug 7$0.10$4.9049.00
$295.00$300.00$305.00Jul 17$0.11$4.8944.45
$280.00$285.00$290.00Jul 24$0.13$4.8737.46
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$252.50$255.00Jul 10$0.05$2.4549.00
$225.00$230.00$235.00Jul 24$0.11$4.8944.45
$225.00$227.50$230.00Jul 17$0.06$2.4440.67
$255.00$257.50$260.00Jul 17$0.07$2.4334.71
$220.00$225.00$230.00Jul 31$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. 104 found (best net $-0.11, 103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$285.00$300.001:2Aug 7-$1.15$13.85
$290.00$300.001:2Jul 24-$1.03$8.97
$315.00$320.001:2Jul 10-$0.12$4.88
$305.00$310.001:2Jul 17-$0.12$4.88
$310.00$315.001:2Jul 10-$0.13$4.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$245.00$230.001:2Aug 14-$0.11$14.89
$290.00$275.001:2Jul 24-$0.80$14.20
$290.00$275.001:2Jul 31-$4.75$10.25
$240.00$230.001:2Jul 31-$0.27$9.73
$245.00$235.001:2Aug 7-$0.80$9.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 37 found (best yield 3.55%, avg 1.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$275.00Jul 31$9.600.461.7%3.55%5.28%--310
$280.00Aug 7$9.100.423.6%3.37%6.95%42
$272.50Jul 24$8.700.480.8%3.22%4.02%1--
$280.00Jul 31$7.700.403.6%2.85%6.43%115
$275.00Jul 24$7.500.441.7%2.77%4.51%--194
$285.00Aug 7$7.400.365.4%2.74%8.17%12
$277.50Jul 24$6.500.412.7%2.40%5.06%1--
$285.00Jul 31$5.900.355.4%2.18%7.61%--26
$275.00Jul 17$5.700.421.7%2.11%3.84%42558
$280.00Jul 24$5.500.373.6%2.03%5.62%113

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 2,054
Total Puts 2,413
Put/Call Ratio 1.17
Net Difference -359

Prior's Put/Call Breakdown

Total Calls 2,636
Total Puts 2,757
Put/Call Ratio 1.05
Net Difference -121

Prior 7-Day Put/Call Summary

Total Calls 20,138
Total Puts 16,187
Average Put/Call Ratio 0.82
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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