Tour v309
VLO
VALERO ENERGY CORP N
$280.69 -0.20%
$282.98 (+0.82%)πŸŒ™
as of 07/10 06:04 PM
7/10 18:04

Option Volume

Detail
β„Ή
Current (07/10) 6,585
Calls: 3,552 (54%)
Puts: 3,033 (46%)
Prior (07/09) 4,366
Calls: 2,606 (60%)
Puts: 1,760 (40%)
Current vs Prior +50.82%
Calls: +36.30% (Calls)
Puts: +72.33% (Puts)
Prior 7-Day Total 40,137
Calls: 22,240 (55%)
Puts: 17,897 (45%)
Prior 7-Day Average 5,733
Calls: 3,177 (55%)
Puts: 2,556 (45%)
Current vs Prior 7-Day Avg +14.84%
Calls: +11.80%
Puts: +18.63%
Sentiment BULLISH

Dollar Volume

Detail
β„Ή
Current (07/10) $4.83M
Calls: $3.46M (72%)
Puts: $1.38M (28%)
Prior (07/09) $3.94M
Calls: $2.76M (70%)
Puts: $1.18M (30%)
Current vs Prior +22.68%
Calls: +25.27%
Puts: +16.63%
Prior 7-Day Total $33.42M
Calls: $23.46M (70%)
Puts: $9.96M (30%)
Prior 7-Day Average $4.77M
Calls: $3.35M (70%)
Puts: $1.42M (30%)
Current vs Prior 7-Day Avg +1.27%
Calls: +3.20%
Puts: -3.28%
Sentiment BULLISH

Put/Call Ratio

Detail
β„Ή
Current (07/10) 0.85
Prior (07/09) 0.68
Current vs Prior +26.43%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -3.98%
Sentiment NEUTRAL

Open Interest

Detail
β„Ή
Current (07/10) 103,038
Calls: 57,045 (55%)
Puts: 45,993 (45%)
Prior (07/09) 101,183
Calls: 56,091 (55%)
Puts: 45,092 (45%)
Current vs Prior +1.83%
Prior 7-Day Total 666,507
Calls: 372,491 (56%)
Puts: 294,016 (44%)
Prior 7-Day Average 95,215
Calls: 53,213 (56%)
Puts: 42,002 (44%)
Current vs Prior 7-Day Avg +8.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.02% | 4.63%4.63% | 13.34%
Prior 2.61% | 5.32%5.32% | 13.60%
Current vs Prior +77.71% | +23.66%-12.87% | -1.90%
Prior 7-Day Avg 3.57% | 6.21%6.20% | 13.75%
Current vs 7-Day Avg +29.59% | +5.93%-25.33% | -2.96%
Prior 7-Day Eod 2.61% | 5.32%-- | --
Current vs 7-Day Eod +77.71% | +23.66%-- | --
Sentiment BEARISHBULLISH

Relative Spread

Detail
β„Ή
Expiry | Next
Current 13.72% | 11.30%
Calls: 11.38% | 8.99%
Puts: 16.06% | 13.61%
Prior 21.01% | 14.68%
Calls: 18.60% | 17.72%
Puts: 23.42% | 11.63%
Current vs Prior -34.70% | -23.02%
Prior 7-Day Avg 31.86% | 13.06%
Calls: 31.45% | 12.93%
Puts: 32.27% | 13.18%
Current vs 7-Day Avg -56.94% | -13.46%
Liquidity Expensive
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πŸ€– AI Insights

Moderately bullish flow with 72% call dollar volume ($3.46M). 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

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 48 of results (avg 7.3%, best 3.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2120.9021.60$21.253.3%80.63312
$280.00Aug 2115.6016.20$15.903.8%460.52222
$290.00Aug 2111.3011.90$11.605.2%1720.42411
$275.00Jul 3113.9014.70$14.305.6%180.59231
$275.00Aug 715.4016.30$15.855.7%70.583
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 718.3019.20$18.754.8%10.603
$280.00Aug 2115.0015.80$15.405.2%170.48141
$275.00Jul 173.303.50$3.405.9%1690.34242
$270.00Aug 2110.4011.10$10.756.5%20.37575
$285.00Jul 3113.3014.20$13.756.5%--0.54156

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. 87 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 1749.1052.30$50.706.3%51.00111
$237.50Jul 1741.7044.70$43.206.9%11.002
$240.00Jul 1739.4041.90$40.656.2%--1.00278
$230.00Jul 2449.3052.60$50.956.5%--1.0042
$240.00Jul 2439.4043.00$41.208.7%--1.0044
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$282.50Jul 100.603.50$2.05141.5%1861.0025
$292.50Jul 1011.0013.50$12.2520.4%10.96--
$290.00Jul 108.6011.00$9.8024.5%30.965
$285.00Jul 102.906.00$4.4569.7%690.824
$310.00Aug 2133.8036.70$35.258.2%--0.7410

Most actively traded options today. High liquidity = easy entry/exit. 180 active (total vol 5.7K, top 461)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Jul 173.804.20$4.0010.0%4610.39262
$280.00Jul 100.051.55$0.80187.5%3520.70332
$290.00Jul 172.302.50$2.408.3%2610.27593
$305.00Aug 144.506.90$5.7042.1%2020.271
$290.00Aug 2111.3011.90$11.605.2%1720.42411
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 100.000.10$0.05200.0%3420.04231
$267.50Jul 171.251.65$1.4527.6%1870.18396
$282.50Jul 100.603.50$2.05141.5%1861.0025
$265.00Jul 170.851.25$1.0538.1%1850.14225
$275.00Jul 173.303.50$3.405.9%1690.34242

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 56 strikes (avg 1096.4%, max 2633.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$325.00Jul 10Jul 311042.4%46.6%2138.1%262
$230.00Jul 10Jul 311005.0%45.3%2118.1%--53
$245.00Jul 10Jul 31947.9%47.3%1902.4%--59
$250.00Jul 10Aug 21828.8%41.5%1896.6%13157
$240.00Jul 10Aug 21810.3%42.0%1828.4%--75
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$225.00Jul 10Aug 71433.2%52.4%2633.0%--97
$235.00Jul 10Aug 141188.1%47.9%2378.6%1020
$230.00Jul 10Aug 211005.0%43.1%2231.8%25168
$245.00Jul 10Aug 14947.9%42.8%2114.6%1120
$247.50Jul 10Jul 24888.3%44.4%1899.3%235

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 112 found (best R:R 34.71, avg 5.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$295.00$297.50Jul 17$0.10$2.40$0.1024.00$295.10
$300.00$302.50Jul 24$0.12$2.38$0.1219.83$300.12
$302.50$305.00Jul 17$0.13$2.37$0.1318.23$302.63
$310.00$315.00Aug 14$0.27$4.73$0.2717.52$310.27
$300.00$302.50Jul 10$0.15$2.35$0.1515.67$300.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$225.00Aug 7$0.14$4.86$0.1434.71$229.86
$235.00$230.00Jul 10$0.17$4.83$0.1728.41$234.83
$250.00$245.00Aug 7$0.23$4.77$0.2320.74$249.77
$250.00$245.00Jul 31$0.27$4.73$0.2717.52$249.73
$277.50$275.00Jul 10$0.15$2.35$0.1515.67$277.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 145 found (best R:R 39.00, avg 2.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$240.00Jul 24$9.75$9.75$0.2539.00$239.75
$230.00$235.00Jul 31$4.85$4.85$0.1532.33$234.85
$240.00$250.00Jul 24$9.65$9.65$0.3527.57$249.65
$235.00$240.00Jul 31$4.75$4.75$0.2519.00$239.75
$257.50$260.00Jul 17$2.35$2.35$0.1515.67$259.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$287.50Jul 17$1.95$1.95$0.553.55$288.05
$287.50$285.00Jul 17$1.80$1.80$0.702.57$285.70
$290.00$285.00Jul 31$3.50$3.50$1.502.33$286.50
$310.00$290.00Aug 21$13.70$13.70$6.302.17$296.30
$282.50$280.00Jul 10$1.70$1.70$0.802.12$280.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $1.62, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 10Jul 17$0.151005.0%72.6%
$250.00Jul 10Jul 17$0.30828.8%51.1%
$255.00Jul 10Jul 17$0.35709.9%45.6%
$305.00Jul 10Jul 17$0.40658.1%44.5%
$240.00Jul 10Jul 17$0.45810.3%62.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Jul 10Jul 17$0.081433.2%82.1%
$235.00Jul 10Jul 17$0.101188.1%69.1%
$242.50Jul 10Jul 17$0.131007.6%59.5%
$245.00Jul 10Jul 17$0.13947.9%56.0%
$247.50Jul 10Jul 17$0.15888.3%53.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 77 found (cheapest 0.41% of stock, avg 9.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Jul 10$0.80$0.35$1.15$278.85$281.150.41%
$282.50Jul 10$0.03$2.05$2.08$280.42$284.580.74%
$277.50Jul 10$2.80$0.20$3.00$274.50$280.501.07%
$285.00Jul 10$0.53$4.45$4.98$280.02$289.981.77%
$275.00Jul 10$5.30$0.05$5.35$269.65$280.351.91%
$272.50Jul 10$7.80$0.20$8.00$264.50$280.502.85%
$290.00Jul 10$0.20$9.80$10.00$280.00$300.003.56%
$270.00Jul 10$10.30$0.20$10.50$259.50$280.503.74%
$280.00Jul 17$6.15$5.50$11.65$268.35$291.654.15%
$277.50Jul 17$7.45$4.35$11.80$265.70$289.304.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.14% of stock, avg 3.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$287.50$277.50Jul 10$0.20$0.20$0.40$277.10$287.90
$287.50$272.50Jul 10$0.20$0.20$0.40$272.10$287.90
$287.50$270.00Jul 10$0.20$0.20$0.40$269.60$287.90
$287.50$267.50Jul 10$0.20$0.20$0.40$267.10$287.90
$290.00$277.50Jul 10$0.20$0.20$0.40$277.10$290.40
$290.00$272.50Jul 10$0.20$0.20$0.40$272.10$290.40
$290.00$270.00Jul 10$0.20$0.20$0.40$269.60$290.40
$290.00$267.50Jul 10$0.20$0.20$0.40$267.10$290.40
$292.50$277.50Jul 10$0.20$0.20$0.40$277.10$292.90
$292.50$272.50Jul 10$0.20$0.20$0.40$272.10$292.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 172 found (best R:R 16.86, avg credit $4.26)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/252255/260Jul 24$4.72$0.2816.86$247.78$259.72
248/250255/260Jul 24$4.70$0.3015.67$245.30$259.70
240/245250/255Jul 31$4.70$0.3015.67$240.30$254.70
240/245255/260Jul 31$4.55$0.4510.11$240.45$259.55
245/248260/265Jul 24$4.40$0.607.33$243.10$264.40
250/255260/265Jul 31$4.40$0.607.33$250.60$264.40
255/260265/270Jul 31$4.40$0.607.33$255.60$269.40
230/245250/265Aug 7$13.08$1.926.81$231.92$263.08
250/255265/270Aug 7$4.35$0.656.69$250.65$269.35
280/290300/310Aug 21$8.65$1.356.41$281.35$308.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 106 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$230.00$240.00$250.00Jul 24$0.10$9.9099.00
$255.00$257.50$260.00Jul 10$0.05$2.4549.00
$280.00$282.50$285.00Jul 17$0.05$2.4549.00
$277.50$280.00$282.50Jul 24$0.05$2.4549.00
$280.00$282.50$285.00Jul 24$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$230.00$235.00$240.00Jul 24$0.10$4.9049.00
$260.00$262.50$265.00Jul 24$0.05$2.4549.00
$235.00$240.00$245.00Jul 24$0.13$4.8737.46
$227.50$230.00$232.50Jul 17$0.07$2.4334.71
$250.00$252.50$255.00Jul 17$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. 136 found (best net $-0.30, 117 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$305.00$325.001:2Jul 10-$0.30$19.70
$320.00$330.001:2Aug 21-$1.35$8.65
$310.00$320.001:2Aug 21-$2.10$7.90
$300.00$310.001:2Aug 21-$3.30$6.70
$250.00$265.001:2Aug 7-$10.00$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$290.001:2Aug 21-$7.85$12.15
$240.00$230.001:2Aug 21-$0.46$9.54
$250.00$240.001:2Aug 21-$0.85$9.15
$245.00$235.001:2Aug 14-$1.63$8.37
$260.00$250.001:2Aug 21-$1.95$8.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 4.03%, avg 1.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Aug 21$11.300.423.3%4.03%7.34%172411
$285.00Aug 7$10.500.461.5%3.74%5.28%25430
$285.00Jul 31$9.000.451.5%3.21%4.74%623
$290.00Aug 7$8.500.403.3%3.03%6.35%36
$300.00Aug 21$8.000.346.9%2.85%9.73%50643
$282.50Jul 24$7.300.470.6%2.60%3.25%420
$290.00Jul 31$7.100.393.3%2.53%5.85%15153
$295.00Aug 7$6.700.355.1%2.39%7.49%11
$285.00Jul 24$6.100.431.5%2.17%3.71%2266
$310.00Aug 21$5.500.2610.4%1.96%12.40%579

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 3,552
Total Puts 3,033
Put/Call Ratio 0.85
Net Difference 519

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 22,240
Total Puts 17,897
Average Put/Call Ratio 0.89
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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