Tour v308
VLO
VALERO ENERGY CORP N
$281.25 -0.58%
$281.71 (+0.16%)🌙
as of 07/09 06:04 PM
7/9 18:04

Option Volume

Detail
Current (07/09) 4,366
Calls: 2,606 (60%)
Puts: 1,760 (40%)
Prior (07/08) 11,819
Calls: 7,581 (64%)
Puts: 4,238 (36%)
Current vs Prior -63.06%
Calls: -65.62% (Calls)
Puts: -58.47% (Puts)
Prior 7-Day Total 44,587
Calls: 24,439 (55%)
Puts: 20,148 (45%)
Prior 7-Day Average 6,369
Calls: 3,491 (55%)
Puts: 2,878 (45%)
Current vs Prior 7-Day Avg -31.46%
Calls: -25.36%
Puts: -38.85%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $3.94M
Calls: $2.76M (70%)
Puts: $1.18M (30%)
Prior (07/08) $11.54M
Calls: $9.06M (78%)
Puts: $2.49M (22%)
Current vs Prior -65.86%
Calls: -69.52%
Puts: -52.56%
Prior 7-Day Total $41.91M
Calls: $31.36M (75%)
Puts: $10.55M (25%)
Prior 7-Day Average $5.99M
Calls: $4.48M (75%)
Puts: $1.51M (25%)
Current vs Prior 7-Day Avg -34.18%
Calls: -38.37%
Puts: -21.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.68
Prior (07/08) 0.56
Current vs Prior +20.81%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -25.95%
Sentiment BULLISH

Open Interest

Detail
Current (07/09) 101,183
Calls: 56,091 (55%)
Puts: 45,092 (45%)
Prior (07/08) 96,244
Calls: 53,209 (55%)
Puts: 43,035 (45%)
Current vs Prior +5.13%
Prior 7-Day Total 654,395
Calls: 366,552 (56%)
Puts: 287,843 (44%)
Prior 7-Day Average 93,485
Calls: 52,364 (56%)
Puts: 41,120 (44%)
Current vs Prior 7-Day Avg +8.23%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.61% | 5.32%5.32% | 13.60%
Prior 3.48% | 5.83%5.83% | 14.33%
Current vs Prior -25.15% | -8.87%-8.87% | -5.13%
Prior 7-Day Avg 3.75% | 6.31%6.50% | 13.80%
Current vs 7-Day Avg -30.43% | -15.72%-18.20% | -1.44%
Prior 7-Day Eod 3.48% | 5.83%-- | --
Current vs 7-Day Eod -25.15% | -8.87%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 21.01% | 14.68%
Calls: 18.60% | 17.72%
Puts: 23.42% | 11.63%
Prior 21.01% | 14.68%
Calls: 18.60% | 17.72%
Puts: 23.42% | 11.63%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 33.79% | 13.88%
Calls: 35.30% | 14.43%
Puts: 32.29% | 13.33%
Current vs 7-Day Avg -37.83% | +5.76%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($2.76M). Light premium activity with dollar volume down 66% vs prior. Below-average activity with volume down 63% vs prior. Bullish P/C ratio of 0.68.

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 41 of results (avg 7.6%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2121.9022.90$22.404.5%200.63319
$280.00Aug 2116.7017.50$17.104.7%70.53220
$275.00Jul 3114.7015.60$15.155.9%30.60228
$230.00Jul 2449.9053.00$51.456.0%--1.0042
$230.00Jul 1749.4052.50$50.956.1%31.00114
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Jul 1052.9055.90$54.405.5%50.961
$290.00Aug 718.4019.50$18.955.8%20.581
$270.00Aug 2111.0011.80$11.407.0%100.37571
$330.00Jul 1047.4050.90$49.157.1%50.962
$310.00Aug 2134.6037.40$36.007.8%--0.7310

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. 77 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 1049.2052.60$50.906.7%--1.0010
$240.00Jul 1039.3042.20$40.757.1%--1.0037
$245.00Jul 1034.3037.60$35.959.2%--1.0030
$250.00Jul 1029.3031.80$30.558.2%11.0045
$260.00Jul 1019.4022.40$20.9014.4%11.00253
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$335.00Jul 1052.9055.90$54.405.5%50.961
$330.00Jul 1047.4050.90$49.157.1%50.962
$290.00Jul 108.8011.30$10.0524.9%50.8510
$310.00Aug 2134.6037.40$36.007.8%--0.7310
$290.00Jul 1711.1012.70$11.9013.4%--0.6911

Most actively traded options today. High liquidity = easy entry/exit. 147 active (total vol 3.0K, top 329)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Jul 100.551.70$1.13101.8%3290.27146
$290.00Aug 2112.2013.20$12.707.9%1270.44362
$290.00Jul 173.003.60$3.3018.2%1060.31670
$300.00Jul 170.901.55$1.2352.8%1010.141.9K
$277.50Jul 2410.8011.60$11.207.1%650.572
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2120.2022.10$21.159.0%1640.561
$275.00Jul 100.351.60$0.98127.6%1510.22186
$280.00Aug 2114.6016.50$15.5512.2%1090.4746
$267.50Jul 171.602.15$1.8829.3%970.20333
$280.00Jul 101.753.20$2.4858.5%910.45171

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 113.7%, max 387.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 10Jul 31217.8%52.1%318.1%--53
$325.00Jul 10Jul 31163.5%44.8%264.9%260
$245.00Jul 10Jul 31135.4%42.9%215.2%--59
$315.00Jul 10Jul 24135.0%46.2%192.1%114
$242.50Jul 10Jul 17168.5%60.3%179.2%--149
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 10Aug 21217.8%44.7%387.1%56151
$225.00Jul 10Aug 7237.8%55.7%326.8%1399
$235.00Jul 10Jul 24197.9%53.3%271.5%1160
$245.00Jul 10Aug 7135.4%46.2%193.1%3134
$242.50Jul 10Jul 17168.5%60.3%179.2%1113

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 113 found (best R:R 37.46, avg 5.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$320.00Jul 24$0.13$4.87$0.1337.46$315.13
$315.00$320.00Jul 17$0.20$4.80$0.2024.00$315.20
$290.00$292.50Jul 10$0.12$2.38$0.1219.83$290.12
$320.00$330.00Jul 24$0.55$9.45$0.5517.18$320.55
$287.50$290.00Jul 10$0.15$2.35$0.1515.67$287.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$260.00$255.00Jul 24$0.20$4.80$0.2024.00$259.80
$240.00$230.00Jul 31$0.42$9.58$0.4222.81$239.58
$265.00$262.50Jul 10$0.13$2.37$0.1318.23$264.87
$265.00$262.50Jul 17$0.13$2.37$0.1318.23$264.87
$267.50$265.00Jul 10$0.15$2.35$0.1515.67$267.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 145 found (best R:R 65.67, avg 3.09)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$240.00Jul 24$9.85$9.85$0.1565.67$239.85
$230.00$240.00Jul 17$9.75$9.75$0.2539.00$239.75
$252.50$255.00Jul 17$2.40$2.40$0.1024.00$254.90
$240.00$250.00Jul 24$9.60$9.60$0.4024.00$249.60
$267.50$270.00Jul 10$2.35$2.35$0.1515.67$269.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$290.00Jul 10$39.10$39.10$0.9043.44$290.90
$290.00$282.50Jul 10$6.02$6.02$1.484.07$283.98
$310.00$290.00Aug 21$14.85$14.85$5.152.88$295.15
$285.00$280.00Jul 31$3.35$3.35$1.652.03$281.65
$285.00$282.50Jul 24$1.60$1.60$0.901.78$283.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $1.65, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 10Jul 17$0.05217.8%58.4%
$325.00Jul 10Jul 17$0.12163.5%58.9%
$330.00Jul 17Jul 24$0.1265.5%50.4%
$242.50Jul 10Jul 17$0.30168.5%60.3%
$245.00Jul 10Jul 17$0.35135.4%56.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$242.50Jul 10Jul 17$0.10168.5%60.3%
$225.00Jul 10Jul 17$0.15237.8%86.4%
$247.50Jul 10Jul 17$0.15126.7%48.8%
$235.00Jul 10Jul 17$0.20197.9%73.5%
$237.50Jul 10Jul 17$0.20188.1%69.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 2.04% of stock, avg 9.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$282.50Jul 10$1.70$4.03$5.73$276.77$288.232.04%
$280.00Jul 10$3.30$2.48$5.78$274.22$285.782.06%
$277.50Jul 10$4.43$1.93$6.36$271.14$283.862.26%
$275.00Jul 10$6.55$0.98$7.53$267.47$282.532.68%
$272.50Jul 10$9.00$0.70$9.70$262.80$282.203.45%
$290.00Jul 10$0.65$10.05$10.70$279.30$300.703.80%
$270.00Jul 10$11.00$0.33$11.33$258.67$281.334.03%
$282.50Jul 17$6.05$7.55$13.60$268.90$296.104.84%
$280.00Jul 17$7.40$6.30$13.70$266.30$293.704.87%
$267.50Jul 10$13.35$0.48$13.83$253.67$281.334.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 0.36% of stock, avg 3.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$292.50$267.50Jul 10$0.53$0.48$1.01$266.49$293.51
$290.00$267.50Jul 10$0.65$0.48$1.13$266.37$291.13
$292.50$272.50Jul 10$0.53$0.70$1.23$271.27$293.73
$287.50$267.50Jul 10$0.80$0.48$1.28$266.22$288.78
$290.00$272.50Jul 10$0.65$0.70$1.35$271.15$291.35
$287.50$272.50Jul 10$0.80$0.70$1.50$271.00$289.00
$292.50$275.00Jul 10$0.53$0.98$1.51$273.49$294.01
$285.00$267.50Jul 10$1.13$0.48$1.61$265.89$286.61
$290.00$275.00Jul 10$0.65$0.98$1.63$273.37$291.63
$287.50$275.00Jul 10$0.80$0.98$1.78$273.22$289.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 108 found (best R:R 24.00, avg credit $4.78)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/242250/252Jul 17$2.40$0.1024.00$240.10$252.40
245/250255/260Jul 24$4.80$0.2024.00$245.20$259.80
250/255260/265Jul 24$4.75$0.2519.00$250.25$264.75
245/250255/260Jul 31$4.65$0.3513.29$245.35$259.65
245/250260/265Jul 31$4.65$0.3513.29$245.35$264.65
265/270275/280Jul 31$4.60$0.4011.50$265.40$279.60
262/265278/280Jul 24$2.27$0.239.87$262.73$279.77
250/255265/270Jul 31$4.45$0.558.09$250.55$269.45
230/232260/265Jul 17$4.42$0.587.62$228.08$264.42
230/240250/260Aug 21$8.63$1.376.30$231.37$258.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 85 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Jul 31$0.10$4.9049.00
$315.00$320.00$325.00Jul 17$0.12$4.8840.67
$230.00$240.00$250.00Jul 24$0.25$9.7539.00
$320.00$325.00$330.00Jul 17$0.16$4.8430.25
$262.50$265.00$267.50Jul 10$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$235.00$240.00$245.00Jul 24$0.05$4.9599.00
$267.50$270.00$272.50Jul 17$0.07$2.4334.71
$260.00$262.50$265.00Jul 10$0.08$2.4230.25
$225.00$230.00$235.00Jul 24$0.18$4.8226.78
$272.50$275.00$277.50Jul 17$0.10$2.4024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 123 found (best net $-0.32, 112 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$270.001:2Aug 7-$5.50$14.50
$295.00$310.001:2Aug 14-$1.50$13.50
$320.00$330.001:2Jul 24-$0.15$9.85
$315.00$325.001:2Jul 10-$0.38$9.62
$305.00$315.001:2Jul 10-$0.43$9.57
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$245.00$230.001:2Aug 7-$0.32$14.68
$275.00$260.001:2Aug 14-$1.05$13.95
$310.00$290.001:2Aug 21-$6.30$13.70
$240.00$230.001:2Jul 31-$0.41$9.59
$240.00$230.001:2Aug 21-$0.57$9.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 4.34%, avg 1.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Aug 21$12.200.443.1%4.34%7.45%127362
$285.00Aug 7$11.400.471.3%4.05%5.39%63415
$285.00Jul 31$9.500.461.3%3.38%4.71%224
$290.00Aug 7$9.300.413.1%3.31%6.42%24
$300.00Aug 21$8.800.356.7%3.13%9.80%39631
$282.50Jul 24$8.200.480.4%2.92%3.36%713
$290.00Jul 31$7.900.403.1%2.81%5.92%8154
$295.00Aug 14$7.800.374.9%2.77%7.66%11
$285.00Jul 24$7.100.441.3%2.52%3.86%465
$300.00Aug 7$6.000.316.7%2.13%8.80%33

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 2,606
Total Puts 1,760
Put/Call Ratio 0.68
Net Difference 846

Prior's Put/Call Breakdown

Total Calls 7,581
Total Puts 4,238
Put/Call Ratio 0.56
Net Difference 3,343

Prior 7-Day Put/Call Summary

Total Calls 24,439
Total Puts 20,148
Average Put/Call Ratio 0.91
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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