Tour v334
VLO
VALERO ENERGY CORP N
$301.43 +1.91%
$300.45 (-0.33%)🌙
as of 07/14 06:12 PM
7/14 18:12

Option Volume

Detail
Current (07/14) 17,415
Calls: 14,573 (84%)
Puts: 2,842 (16%)
Prior (07/13) 10,872
Calls: 6,686 (61%)
Puts: 4,186 (39%)
Current vs Prior +60.18%
Calls: +117.96% (Calls)
Puts: -32.11% (Puts)
Prior 7-Day Total 47,444
Calls: 27,076 (57%)
Puts: 20,368 (43%)
Prior 7-Day Average 6,777
Calls: 3,868 (57%)
Puts: 2,909 (43%)
Current vs Prior 7-Day Avg +156.95%
Calls: +276.76%
Puts: -2.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $26.30M
Calls: $25.16M (96%)
Puts: $1.14M (4%)
Prior (07/13) $13.72M
Calls: $11.15M (81%)
Puts: $2.57M (19%)
Current vs Prior +91.69%
Calls: +125.67%
Puts: -55.68%
Prior 7-Day Total $43.68M
Calls: $32.47M (74%)
Puts: $11.22M (26%)
Prior 7-Day Average $6.24M
Calls: $4.64M (74%)
Puts: $1.60M (26%)
Current vs Prior 7-Day Avg +321.47%
Calls: +442.49%
Puts: -28.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.20
Prior (07/13) 0.63
Current vs Prior -68.85%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -77.04%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 48,687
Calls: 32,915 (68%)
Puts: 15,772 (32%)
Prior (07/13) 99,304
Calls: 54,761 (55%)
Puts: 44,543 (45%)
Current vs Prior -50.97%
Prior 7-Day Total 682,203
Calls: 379,036 (56%)
Puts: 303,167 (44%)
Prior 7-Day Average 97,457
Calls: 54,148 (56%)
Puts: 43,309 (44%)
Current vs Prior 7-Day Avg -50.04%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.90% | 6.10%3.90% | 13.24%
Prior 4.56% | 6.58%4.56% | 13.57%
Current vs Prior -14.59% | -7.17%-14.59% | -2.48%
Prior 7-Day Avg 4.08% | 6.47%5.67% | 13.65%
Current vs 7-Day Avg -4.46% | -5.67%-31.22% | -3.04%
Prior 7-Day Eod 4.56% | 6.58%4.56% | 13.57%
Current vs 7-Day Eod -14.59% | -7.17%-14.59% | -2.48%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 29.54% | 18.26%
Calls: 23.01% | 10.06%
Puts: 36.07% | 26.46%
Prior 11.84% | 9.75%
Calls: 8.96% | 11.17%
Puts: 14.71% | 8.33%
Current vs Prior +149.49% | +87.28%
Prior 7-Day Avg 24.89% | 11.61%
Calls: 22.98% | 11.92%
Puts: 26.81% | 11.30%
Current vs 7-Day Avg +18.67% | +57.30%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($25.16M) vs puts ($1.14M). Elevated premium activity with dollar volume up 92% vs prior. Dollar volume significantly above 7-day average (321% higher). Above-average activity with volume up 60% 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 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 29 of results (avg 7.6%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2122.1023.20$22.654.9%250.62412
$300.00Aug 2116.8017.70$17.255.2%340.53681
$245.00Jul 1754.1057.30$55.705.7%11.0010
$250.00Jul 1749.2052.20$50.705.9%71.00531
$250.00Jul 3150.1053.20$51.656.0%80.9752
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 1758.1061.10$59.605.0%10.99--
$290.00Aug 2111.5012.30$11.906.7%200.38296
$297.50Jul 246.507.10$6.808.8%110.43--
$260.00Aug 213.203.50$3.359.0%190.14156
$300.00Aug 2115.5017.00$16.259.2%60.476

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.32, cheapest $0.32)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 170.300.35$0.3215.6%860.05336

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 71 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jul 1754.1057.30$55.705.7%11.0010
$250.00Jul 1749.2052.20$50.705.9%71.00531
$255.00Jul 1744.1047.20$45.656.8%11.0027
$260.00Jul 1739.2042.20$40.707.4%81.002.2K
$265.00Jul 1734.2036.50$35.356.5%61.00294
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 1758.1061.10$59.605.0%10.99--
$307.50Jul 178.6010.80$9.7022.7%90.69--
$305.00Jul 176.908.80$7.8524.2%30.63--
$310.00Jul 3116.1019.10$17.6017.0%40.61--
$302.50Jul 175.007.20$6.1036.1%30.5610

Most actively traded options today. High liquidity = easy entry/exit. 190 active (total vol 9.3K, top 5.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 219.2010.00$9.608.3%5.0K0.35245
$315.00Aug 76.509.60$8.0538.5%3440.362
$310.00Aug 78.5011.50$10.0030.0%2870.4116
$300.00Jul 248.509.40$8.9510.1%2650.53108
$300.00Jul 175.006.30$5.6523.0%1390.532.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Jul 242.202.85$2.5325.7%1910.2122
$295.00Jul 172.353.50$2.9339.2%1530.3395
$300.00Jul 174.305.30$4.8020.8%1040.483
$290.00Jul 316.507.50$7.0014.3%1020.35187
$275.00Jul 170.300.35$0.3215.6%860.05336

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 34.4%, max 130.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 2194.6%45.1%109.8%8531
$255.00Jul 17Jul 31101.1%49.3%105.1%1027
$260.00Jul 17Aug 2185.7%44.4%92.8%142.4K
$265.00Jul 17Aug 1474.7%44.1%69.3%8304
$272.50Jul 17Jul 2466.8%43.9%51.9%711
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$255.00Jul 17Aug 28101.1%43.8%130.5%419
$250.00Jul 17Aug 2194.6%45.1%109.8%40716
$260.00Jul 17Aug 2185.7%44.4%92.8%43539
$265.00Jul 17Aug 774.7%46.7%59.9%22306
$262.50Jul 17Jul 2479.4%50.2%58.2%325

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 114 found (best R:R 65.67, avg 5.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$350.00Jul 24$0.15$9.85$0.1565.67$340.15
$330.00$340.00Jul 17$0.40$9.60$0.4024.00$330.40
$312.50$315.00Jul 17$0.13$2.37$0.1318.23$312.63
$327.50$340.00Jul 24$0.74$11.76$0.7415.89$328.24
$317.50$320.00Jul 17$0.20$2.30$0.2011.50$317.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$250.00Jul 24$0.12$4.88$0.1240.67$254.88
$265.00$255.00Aug 7$0.48$9.52$0.4819.83$264.52
$277.50$275.00Jul 17$0.13$2.37$0.1318.23$277.37
$272.50$270.00Jul 17$0.15$2.35$0.1515.67$272.35
$290.00$287.50Jul 17$0.15$2.35$0.1515.67$289.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 149 found (best R:R 24.00, avg 2.10)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$265.00$270.00Jul 24$4.80$4.80$0.2024.00$269.80
$265.00$270.00Jul 31$4.75$4.75$0.2519.00$269.75
$282.50$285.00Jul 17$2.35$2.35$0.1515.67$284.85
$280.00$282.50Jul 24$2.35$2.35$0.1515.67$282.35
$255.00$265.00Jul 31$9.35$9.35$0.6514.38$264.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$307.50Jul 17$49.90$49.90$2.6019.19$310.10
$297.50$295.00Jul 31$1.95$1.95$0.553.55$295.55
$307.50$305.00Jul 17$1.85$1.85$0.652.85$305.65
$305.00$302.50Jul 17$1.75$1.75$0.752.33$303.25
$310.00$300.00Aug 21$6.40$6.40$3.601.78$303.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $1.95, cheapest $0.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Jul 24Jul 31$0.3051.0%44.8%
$340.00Jul 17Jul 24$0.4858.7%46.0%
$270.00Jul 17Jul 24$0.7565.2%46.0%
$272.50Jul 17Jul 24$0.9066.8%43.9%
$275.00Jul 17Jul 24$0.9059.9%45.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Jul 17Jul 24$0.1885.7%51.4%
$262.50Jul 17Jul 24$0.2779.4%50.2%
$255.00Jul 17Jul 24$0.35101.1%63.0%
$250.00Jul 17Jul 24$0.4594.6%66.4%
$265.00Jul 17Jul 24$0.4574.7%50.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 3.33% of stock, avg 9.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$302.50Jul 17$3.93$6.10$10.03$292.47$312.533.33%
$297.50Jul 17$6.50$3.78$10.28$287.22$307.783.41%
$300.00Jul 17$5.65$4.80$10.45$289.55$310.453.47%
$305.00Jul 17$3.40$7.85$11.25$293.75$316.253.73%
$295.00Jul 17$8.70$2.93$11.63$283.37$306.633.86%
$307.50Jul 17$2.50$9.70$12.20$295.30$319.704.05%
$292.50Jul 17$10.10$2.30$12.40$280.10$304.904.11%
$290.00Jul 17$12.25$1.35$13.60$276.40$303.604.51%
$287.50Jul 17$14.20$1.20$15.40$272.10$302.905.11%
$297.50Jul 24$10.15$6.80$16.95$280.55$314.455.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 144 found (cheapest 0.86% of stock, avg 4.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$290.00Jul 17$1.23$1.35$2.58$287.42$315.08
$310.00$290.00Jul 17$2.00$1.35$3.35$286.65$313.35
$312.50$292.50Jul 17$1.23$2.30$3.53$288.97$316.03
$307.50$290.00Jul 17$2.50$1.35$3.85$286.15$311.35
$312.50$295.00Jul 17$1.23$2.93$4.16$290.84$316.66
$310.00$292.50Jul 17$2.00$2.30$4.30$288.20$314.30
$305.00$290.00Jul 17$3.40$1.35$4.75$285.25$309.75
$307.50$292.50Jul 17$2.50$2.30$4.80$287.70$312.30
$310.00$295.00Jul 17$2.00$2.93$4.93$290.07$314.93
$312.50$297.50Jul 17$1.23$3.78$5.01$292.49$317.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 142 found (best R:R 16.86, avg credit $3.98)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/252265/270Jul 17$4.72$0.2816.86$247.78$269.72
265/270275/280Aug 7$4.68$0.3214.62$265.32$279.68
260/265275/280Jul 31$4.67$0.3314.15$260.33$279.67
300/310320/330Aug 21$9.15$0.8510.76$300.85$329.15
275/280290/295Aug 7$4.55$0.4510.11$275.45$294.55
262/265275/280Jul 24$4.53$0.479.64$260.47$279.53
250/255275/280Jul 24$4.47$0.538.43$250.53$279.47
280/285290/295Aug 7$4.45$0.558.09$280.55$294.45
250/252278/280Jul 17$2.22$0.287.93$250.28$279.72
270/275285/290Aug 7$4.32$0.686.35$270.68$289.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 49.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Jul 17$0.10$4.9049.00
$250.00$260.00$270.00Aug 21$0.25$9.7539.00
$315.00$320.00$325.00Jul 31$0.15$4.8532.33
$320.00$325.00$330.00Jul 31$0.15$4.8532.33
$270.00$275.00$280.00Aug 7$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$282.50$285.00Jul 17$0.07$2.4334.71
$282.50$285.00$287.50Jul 17$0.07$2.4334.71
$265.00$270.00$275.00Aug 7$0.14$4.8634.71
$302.50$305.00$307.50Jul 17$0.10$2.4024.00
$275.00$280.00$285.00Jul 31$0.20$4.8024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 89 found (best net $-3.60, 83 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$275.00$300.001:2Aug 28-$3.60$21.40
$340.00$360.001:2Jul 17-$0.01$19.99
$300.00$320.001:2Aug 28-$2.35$17.65
$340.00$350.001:2Jul 24-$0.23$9.77
$330.00$340.001:2Jul 31-$0.96$9.04
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$255.001:2Aug 28-$0.25$14.75
$260.00$250.001:2Aug 21-$0.65$9.35
$260.00$250.001:2Jul 31-$1.12$8.88
$270.00$260.001:2Aug 21-$1.30$8.70
$265.00$255.001:2Aug 7-$1.69$8.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 4.15%, avg 1.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Aug 21$12.500.442.8%4.15%6.99%9108
$305.00Aug 14$11.400.471.2%3.78%4.97%1--
$305.00Aug 7$11.300.471.2%3.75%4.93%14790
$310.00Aug 14$9.500.422.8%3.15%5.99%224
$320.00Aug 21$9.200.356.2%3.05%9.21%5.0K245
$320.00Aug 28$9.000.366.2%2.99%9.15%14
$310.00Aug 7$8.500.412.8%2.82%5.66%28716
$305.00Jul 31$8.400.451.2%2.79%3.97%4046
$315.00Aug 14$7.800.374.5%2.59%7.09%2--
$310.00Jul 31$7.400.392.8%2.45%5.30%9830

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 14,573
Total Puts 2,842
Put/Call Ratio 0.20
Net Difference 11,731

Prior's Put/Call Breakdown

Total Calls 6,686
Total Puts 4,186
Put/Call Ratio 0.63
Net Difference 2,500

Prior 7-Day Put/Call Summary

Total Calls 27,076
Total Puts 20,368
Average Put/Call Ratio 0.85
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All