Tour v340
VLO
VALERO ENERGY CORP N
$292.66 -2.91%
$293.79 (+0.39%)🌙
as of 07/15 06:14 PM
7/15 18:14

Option Volume

Detail
Current (07/15) 15,778
Calls: 12,709 (81%)
Puts: 3,069 (19%)
Prior (07/14) 17,415
Calls: 14,573 (84%)
Puts: 2,842 (16%)
Current vs Prior -9.40%
Calls: -12.79% (Calls)
Puts: +7.99% (Puts)
Prior 7-Day Total 59,466
Calls: 39,013 (66%)
Puts: 20,453 (34%)
Prior 7-Day Average 8,495
Calls: 5,573 (66%)
Puts: 2,921 (34%)
Current vs Prior 7-Day Avg +85.73%
Calls: +128.03%
Puts: +5.04%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $20.31M
Calls: $13.81M (68%)
Puts: $6.50M (32%)
Prior (07/14) $26.30M
Calls: $25.16M (96%)
Puts: $1.14M (4%)
Current vs Prior -22.79%
Calls: -45.12%
Puts: +470.36%
Prior 7-Day Total $67.10M
Calls: $55.67M (83%)
Puts: $11.43M (17%)
Prior 7-Day Average $9.59M
Calls: $7.95M (83%)
Puts: $1.63M (17%)
Current vs Prior 7-Day Avg +111.87%
Calls: +73.66%
Puts: +297.97%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.24
Prior (07/14) 0.20
Current vs Prior +23.83%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -66.82%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 58,535
Calls: 42,127 (72%)
Puts: 16,408 (28%)
Prior (07/14) 48,687
Calls: 32,915 (68%)
Puts: 15,772 (32%)
Current vs Prior +20.23%
Prior 7-Day Total 634,474
Calls: 357,783 (56%)
Puts: 276,691 (44%)
Prior 7-Day Average 90,639
Calls: 51,111 (56%)
Puts: 39,527 (44%)
Current vs Prior 7-Day Avg -35.42%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.37% | 5.64%3.37% | 13.26%
Prior 3.90% | 6.10%3.90% | 13.24%
Current vs Prior -13.66% | -7.64%-13.66% | +0.16%
Prior 7-Day Avg 3.94% | 6.29%5.41% | 13.59%
Current vs 7-Day Avg -14.53% | -10.43%-37.84% | -2.47%
Prior 7-Day Eod 3.90% | 6.10%3.90% | 13.24%
Current vs 7-Day Eod -13.66% | -7.64%-13.66% | +0.16%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.44% | 13.37%
Calls: 27.96% | 14.01%
Puts: 26.92% | 12.72%
Prior 29.54% | 18.26%
Calls: 23.01% | 10.06%
Puts: 36.07% | 26.46%
Current vs Prior -7.11% | -26.78%
Prior 7-Day Avg 19.02% | 12.49%
Calls: 15.92% | 11.80%
Puts: 22.12% | 13.17%
Current vs 7-Day Avg +44.26% | +7.05%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($13.81M). Dollar volume significantly above 7-day average (112% higher). Volume explosion - 86% above 7-day average (15,778 vs avg 8,495). Extreme bullish P/C ratio of 0.24 - heavy call buying (12,709 calls vs 3,069 puts).

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 30 of results (avg 7.2%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2153.6056.40$55.005.1%10.92--
$300.00Aug 2113.2013.90$13.555.2%1130.45681
$270.00Aug 2129.1030.70$29.905.4%170.73--
$240.00Jul 1751.5054.40$52.955.5%51.00274
$242.50Jul 1749.1051.90$50.505.5%40.9876
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2120.4021.40$20.904.8%60.5512
$290.00Aug 2114.9015.70$15.305.2%890.46295
$330.00Aug 2140.5043.20$41.856.5%10.77--
$320.00Aug 2132.7035.10$33.907.1%30.71--
$280.00Aug 2110.2011.20$10.709.3%1810.36625

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. 68 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1751.5054.40$52.955.5%51.00274
$250.00Jul 1741.4044.20$42.806.5%51.00525
$237.50Jul 1753.8057.40$55.606.5%10.98--
$260.00Jul 1731.4034.50$32.959.4%1210.982.2K
$242.50Jul 1749.1051.90$50.505.5%40.9876
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$317.50Jul 1723.2026.40$24.8012.9%100.97--
$307.50Jul 1713.7016.10$14.9016.1%90.91--
$305.00Jul 1711.4013.90$12.6519.8%10.863
$302.50Jul 179.4012.20$10.8025.9%110.8113
$320.00Jul 3128.3031.70$30.0011.3%50.80--

Most actively traded options today. High liquidity = easy entry/exit. 189 active (total vol 13.1K, top 5.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 217.007.60$7.308.2%5.3K0.295.3K
$300.00Jul 244.805.10$4.956.1%1.6K0.37265
$315.00Jul 240.952.15$1.5577.4%7050.1516
$290.00Jul 174.906.80$5.8532.5%4810.63685
$310.00Aug 219.7010.30$10.006.0%4210.37111
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 170.250.35$0.3033.3%1920.06331
$235.00Jul 240.050.15$0.10100.0%1810.01178
$280.00Aug 2110.2011.20$10.709.3%1810.36625
$280.00Jul 170.300.90$0.60100.0%1600.11121
$300.00Jul 178.0010.10$9.0523.2%1050.74105

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 37.5%, max 125.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21104.1%46.2%125.3%6274
$237.50Jul 17Jul 24138.7%68.6%102.0%2--
$265.00Jul 17Aug 2878.9%42.3%86.3%16--
$260.00Jul 17Aug 2178.5%44.3%77.2%1812.4K
$250.00Jul 17Jul 3184.7%49.0%72.9%8525
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21104.1%46.2%125.3%34898
$262.50Jul 17Jul 2483.4%44.3%88.2%126
$265.00Jul 17Aug 2878.9%42.3%86.3%60312
$260.00Jul 17Aug 2178.5%44.3%77.2%21557
$267.50Jul 17Jul 2472.8%43.2%68.5%112502

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 121 found (best R:R 115.67, avg 6.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$335.00$350.00Jul 24$0.13$14.87$0.13114.38$335.13
$327.50$335.00Jul 24$0.15$7.35$0.1549.00$327.65
$320.00$327.50Jul 24$0.40$7.10$0.4017.75$320.40
$315.00$317.50Jul 24$0.22$2.28$0.2210.36$315.22
$307.50$310.00Jul 17$0.23$2.27$0.239.87$307.73
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$257.50$240.00Jul 17$0.15$17.35$0.15115.67$257.35
$245.00$235.00Jul 24$0.23$9.77$0.2342.48$244.77
$255.00$250.00Jul 24$0.17$4.83$0.1728.41$254.83
$277.50$275.00Jul 17$0.10$2.40$0.1024.00$277.40
$255.00$240.00Jul 31$0.70$14.30$0.7020.43$254.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 154 found (best R:R 65.67, avg 2.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$260.00Jul 17$9.85$9.85$0.1565.67$259.85
$237.50$260.00Jul 24$22.15$22.15$0.3563.29$259.65
$265.00$270.00Jul 17$4.85$4.85$0.1532.33$269.85
$265.00$270.00Jul 24$4.85$4.85$0.1532.33$269.85
$280.00$282.50Jul 24$2.35$2.35$0.1515.67$282.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$307.50$305.00Jul 17$2.25$2.25$0.259.00$305.25
$320.00$315.00Jul 31$4.05$4.05$0.954.26$315.95
$315.00$310.00Jul 31$4.00$4.00$1.004.00$311.00
$325.00$315.00Aug 7$7.95$7.95$2.053.88$317.05
$330.00$320.00Aug 21$7.95$7.95$2.053.88$322.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.00, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$237.50Jul 17Jul 24$0.15138.7%68.6%
$260.00Jul 17Jul 24$0.6578.5%46.3%
$320.00Jul 17Jul 24$0.7068.0%43.5%
$265.00Jul 17Jul 24$1.1078.9%44.2%
$270.00Jul 17Jul 24$1.1066.7%41.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$262.50Jul 17Jul 24$0.2583.4%44.3%
$260.00Jul 17Jul 24$0.3378.5%46.3%
$265.00Jul 17Jul 24$0.4078.9%44.2%
$240.00Jul 17Jul 31$0.50104.1%55.3%
$267.50Jul 17Jul 24$0.5572.8%43.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 2.90% of stock, avg 8.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$290.00Jul 17$5.85$2.63$8.48$281.52$298.482.90%
$292.50Jul 17$4.65$4.00$8.65$283.85$301.152.96%
$295.00Jul 17$3.53$5.20$8.73$286.27$303.732.98%
$287.50Jul 17$7.60$1.90$9.50$278.00$297.003.25%
$297.50Jul 17$2.53$7.10$9.63$287.87$307.133.29%
$300.00Jul 17$1.78$9.05$10.83$289.17$310.833.70%
$285.00Jul 17$9.55$1.38$10.93$274.07$295.933.73%
$302.50Jul 17$1.18$10.80$11.98$290.52$314.484.09%
$305.00Jul 17$0.90$12.65$13.55$291.45$318.554.63%
$280.00Jul 17$13.70$0.60$14.30$265.70$294.304.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.63% of stock, avg 4.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$305.00$282.50Jul 17$0.90$0.93$1.83$280.67$306.83
$302.50$282.50Jul 17$1.18$0.93$2.11$280.39$304.61
$305.00$285.00Jul 17$0.90$1.38$2.28$282.72$307.28
$302.50$285.00Jul 17$1.18$1.38$2.56$282.44$305.06
$300.00$282.50Jul 17$1.78$0.93$2.71$279.79$302.71
$305.00$287.50Jul 17$0.90$1.90$2.80$284.70$307.80
$302.50$287.50Jul 17$1.18$1.90$3.08$284.42$305.58
$300.00$285.00Jul 17$1.78$1.38$3.16$281.84$303.16
$297.50$282.50Jul 17$2.53$0.93$3.46$279.04$300.96
$305.00$290.00Jul 17$0.90$2.63$3.53$286.47$308.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 234 found (best R:R 17.52, avg credit $4.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/262275/280Jul 17$4.73$0.2717.52$257.77$279.73
265/270275/280Jul 31$4.73$0.2717.52$265.27$279.73
250/255260/265Jul 24$4.67$0.3314.15$250.33$264.67
320/330340/350Aug 21$9.10$0.9010.11$320.90$349.10
262/265270/272Jul 24$2.27$0.239.87$262.73$272.27
265/268270/272Jul 24$2.25$0.259.00$265.25$272.25
282/285288/290Jul 31$2.25$0.259.00$282.75$289.75
310/315320/325Aug 7$4.47$0.538.43$310.53$324.47
260/265280/285Aug 7$4.40$0.607.33$260.60$284.40
240/250260/270Aug 21$8.61$1.396.19$241.39$268.61

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 83 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$330.00$340.00Aug 21$0.18$9.8254.56
$260.00$265.00$270.00Jul 17$0.10$4.9049.00
$285.00$287.50$290.00Jul 24$0.05$2.4549.00
$295.00$300.00$305.00Aug 7$0.10$4.9049.00
$300.00$310.00$320.00Aug 14$0.25$9.7539.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$315.00$320.00Jul 31$0.05$4.9599.00
$267.50$270.00$272.50Jul 17$0.05$2.4549.00
$295.00$297.50$300.00Jul 17$0.05$2.4549.00
$255.00$260.00$265.00Aug 7$0.10$4.9049.00
$270.00$272.50$275.00Jul 24$0.06$2.4440.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 100 found (best net $-3.60, 94 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$290.001:2Aug 28-$3.60$21.40
$325.00$345.001:2Jul 17-$0.16$19.84
$335.00$350.001:2Jul 24-$0.12$14.88
$305.00$320.001:2Aug 28-$3.80$11.20
$237.50$260.001:2Jul 24-$11.45$11.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$275.001:2Aug 28-$2.65$12.35
$320.00$300.001:2Aug 21-$7.90$12.10
$265.00$255.001:2Jul 31-$0.41$9.59
$260.00$250.001:2Aug 21-$0.51$9.49
$250.00$240.001:2Aug 21-$0.81$9.19

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 4.51%, avg 1.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Aug 21$13.200.452.5%4.51%7.02%113681
$305.00Aug 28$11.700.424.2%4.00%8.21%22
$300.00Aug 14$11.400.442.5%3.90%6.40%915
$295.00Aug 7$11.100.480.8%3.79%4.59%115
$310.00Aug 21$9.700.375.9%3.31%9.24%421111
$295.00Jul 31$9.500.490.8%3.25%4.05%14376
$300.00Aug 7$9.200.432.5%3.14%5.65%1620
$297.50Jul 31$8.500.451.6%2.90%4.56%4--
$310.00Aug 14$7.600.355.9%2.60%8.52%6--
$300.00Jul 31$7.500.422.5%2.56%5.07%13048

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 12,709
Total Puts 3,069
Put/Call Ratio 0.24
Net Difference 9,640

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 39,013
Total Puts 20,453
Average Put/Call Ratio 0.73
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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