Tour v344
VLO
VALERO ENERGY CORP N
$300.26 +2.60%
$301.00 (+0.25%)🌙
as of 07/16 06:04 PM
7/16 18:04

Option Volume

Detail
Current (07/16) 18,744
Calls: 5,713 (30%)
Puts: 13,031 (70%)
Prior (07/15) 15,778
Calls: 12,709 (81%)
Puts: 3,069 (19%)
Current vs Prior +18.80%
Calls: -55.05% (Calls)
Puts: +324.60% (Puts)
Prior 7-Day Total 70,777
Calls: 49,668 (70%)
Puts: 21,109 (30%)
Prior 7-Day Average 10,111
Calls: 7,095 (70%)
Puts: 3,015 (30%)
Current vs Prior 7-Day Avg +85.38%
Calls: -19.48%
Puts: +332.12%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $22.02M
Calls: $7.92M (36%)
Puts: $14.09M (64%)
Prior (07/15) $20.31M
Calls: $13.81M (68%)
Puts: $6.50M (32%)
Current vs Prior +8.42%
Calls: -42.62%
Puts: +116.87%
Prior 7-Day Total $83.56M
Calls: $67.18M (80%)
Puts: $16.39M (20%)
Prior 7-Day Average $11.94M
Calls: $9.60M (80%)
Puts: $2.34M (20%)
Current vs Prior 7-Day Avg +84.43%
Calls: -17.43%
Puts: +501.93%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 2.28
Prior (07/15) 0.24
Current vs Prior +844.56%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg +283.70%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 119,717
Calls: 70,100 (59%)
Puts: 49,617 (41%)
Prior (07/15) 58,535
Calls: 42,127 (72%)
Puts: 16,408 (28%)
Current vs Prior +104.52%
Prior 7-Day Total 601,255
Calls: 348,604 (58%)
Puts: 252,651 (42%)
Prior 7-Day Average 85,893
Calls: 49,800 (58%)
Puts: 36,093 (42%)
Current vs Prior 7-Day Avg +39.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.50% | 5.28%2.50% | 13.07%
Prior 3.37% | 5.64%3.37% | 13.26%
Current vs Prior -25.79% | -6.37%-25.79% | -1.40%
Prior 7-Day Avg 3.80% | 6.12%4.91% | 13.56%
Current vs 7-Day Avg -34.23% | -13.70%-49.15% | -3.56%
Prior 7-Day Eod 3.37% | 5.64%3.37% | 13.26%
Current vs 7-Day Eod -25.79% | -6.37%-25.79% | -1.40%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 35.58% | 9.46%
Calls: 41.27% | 9.27%
Puts: 29.89% | 9.64%
Prior 27.44% | 13.37%
Calls: 27.96% | 14.01%
Puts: 26.92% | 12.72%
Current vs Prior +29.66% | -29.24%
Prior 7-Day Avg 21.12% | 12.76%
Calls: 18.15% | 12.58%
Puts: 24.09% | 12.94%
Current vs 7-Day Avg +68.47% | -25.87%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($14.09M). Dollar volume significantly above 7-day average (84% higher). Volume explosion - 85% above 7-day average (18,744 vs avg 10,111). Extreme bearish P/C ratio of 2.28 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 59 of results (avg 6.7%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$247.50Jul 1751.6053.70$52.654.0%--1.0045
$290.00Aug 2121.8022.70$22.254.0%190.62524
$250.00Jul 1749.1051.20$50.154.2%171.00520
$245.00Jul 3154.6057.00$55.804.3%--1.0029
$242.50Jul 1756.2058.70$57.454.4%--1.0078
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2121.9022.70$22.303.6%90.5711
$360.00Aug 2161.4063.90$62.654.0%--0.8830
$300.00Aug 2116.2017.00$16.604.8%540.4815
$300.00Aug 1414.6015.50$15.056.0%10.48--
$305.00Aug 1417.2018.30$17.756.2%10.53--

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. 89 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$242.50Jul 1756.2058.70$57.454.4%--1.0078
$245.00Jul 1753.6056.40$55.005.1%11.0010
$247.50Jul 1751.6053.70$52.654.0%--1.0045
$250.00Jul 1749.1051.20$50.154.2%171.00520
$252.50Jul 1746.6048.80$47.704.6%--1.0015
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Jul 1713.8016.00$14.9014.8%80.93--
$310.00Jul 179.1011.20$10.1520.7%20.89--
$360.00Aug 2161.4063.90$62.654.0%--0.8830
$305.00Jul 175.106.90$6.0030.0%40.743
$302.50Jul 173.705.00$4.3529.9%540.623

Most actively traded options today. High liquidity = easy entry/exit. 195 active (total vol 6.2K, top 775)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 1729.1031.20$30.157.0%7751.001.3K
$320.00Aug 219.009.60$9.306.5%4070.352.5K
$300.00Jul 247.207.90$7.559.3%3080.521.6K
$310.00Jul 170.050.75$0.40175.0%2800.11172
$350.00Aug 212.553.60$3.0834.1%2710.15118
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 240.050.20$0.13115.4%1480.0181
$247.50Jul 240.050.45$0.25160.0%1380.021
$300.00Jul 172.503.60$3.0536.1%1270.4945
$297.50Jul 171.152.45$1.8072.2%1190.3661
$280.00Jul 313.104.30$3.7032.4%690.2254

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 96.0%, max 258.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 21162.7%46.4%250.3%19633
$255.00Jul 17Aug 28159.7%45.6%250.1%1327
$260.00Jul 17Aug 21139.8%45.0%210.5%332.3K
$360.00Jul 17Aug 28135.0%46.3%191.4%638
$245.00Jul 17Jul 31151.6%55.6%172.5%139
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 28162.7%45.4%258.4%--587
$255.00Jul 17Aug 28159.7%45.6%250.1%--397
$245.00Jul 17Aug 28151.6%46.1%229.0%3460
$260.00Jul 17Aug 21139.8%45.0%210.5%40558
$247.50Jul 17Jul 24184.6%66.8%176.2%14078

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 65.67, avg 5.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$340.00Jul 17$0.15$9.85$0.1565.67$330.15
$330.00$340.00Jul 24$0.17$9.83$0.1757.82$330.17
$340.00$345.00Jul 24$0.13$4.87$0.1337.46$340.13
$350.00$360.00Aug 28$0.55$9.45$0.5517.18$350.55
$320.00$325.00Jul 24$0.28$4.72$0.2816.86$320.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$250.00Jul 24$0.15$4.85$0.1532.33$254.85
$260.00$255.00Jul 31$0.17$4.83$0.1728.41$259.83
$250.00$245.00Aug 7$0.17$4.83$0.1728.41$249.83
$247.50$245.00Jul 17$0.15$2.35$0.1515.67$247.35
$277.50$275.00Jul 17$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. 172 found (best R:R 32.33, avg 2.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$265.00$270.00Jul 24$4.85$4.85$0.1532.33$269.85
$280.00$282.50Jul 17$2.40$2.40$0.1024.00$282.40
$287.50$290.00Jul 17$2.40$2.40$0.1024.00$289.90
$260.00$265.00Jul 24$4.75$4.75$0.2519.00$264.75
$250.00$260.00Aug 7$9.45$9.45$0.5517.18$259.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$315.00$310.00Jul 17$4.75$4.75$0.2519.00$310.25
$310.00$305.00Jul 17$4.15$4.15$0.854.88$305.85
$360.00$310.00Aug 21$40.35$40.35$9.654.18$319.65
$305.00$302.50Jul 17$1.65$1.65$0.851.94$303.35
$310.00$300.00Aug 21$5.70$5.70$4.301.33$304.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $1.94, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Jul 17Jul 24$0.22116.1%53.4%
$260.00Jul 17Jul 24$0.30139.8%50.2%
$250.00Jul 17Jul 24$0.40162.7%57.5%
$252.50Jul 17Jul 24$0.40167.9%61.9%
$255.00Jul 17Jul 24$0.40159.7%58.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Jul 17Jul 24$0.05139.8%50.2%
$247.50Jul 17Jul 24$0.07184.6%66.8%
$255.00Jul 17Jul 24$0.10159.7%58.9%
$257.50Jul 17Jul 24$0.10151.4%55.9%
$262.50Jul 17Jul 24$0.10135.0%50.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 83 found (cheapest 2.06% of stock, avg 10.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$300.00Jul 17$3.15$3.05$6.20$293.80$306.202.06%
$302.50Jul 17$1.95$4.35$6.30$296.20$308.802.10%
$297.50Jul 17$4.60$1.80$6.40$291.10$303.902.13%
$305.00Jul 17$1.20$6.00$7.20$297.80$312.202.40%
$295.00Jul 17$6.55$1.25$7.80$287.20$302.802.60%
$292.50Jul 17$8.45$0.80$9.25$283.25$301.753.08%
$310.00Jul 17$0.40$10.15$10.55$299.45$320.553.51%
$290.00Jul 17$10.55$0.40$10.95$279.05$300.953.65%
$287.50Jul 17$12.95$0.33$13.28$274.22$300.784.42%
$297.50Jul 24$8.65$5.80$14.45$283.05$311.954.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.24% of stock, avg 4.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$290.00Jul 17$0.33$0.40$0.73$289.27$313.23
$310.00$290.00Jul 17$0.40$0.40$0.80$289.20$310.80
$312.50$292.50Jul 17$0.33$0.80$1.13$291.37$313.63
$307.50$290.00Jul 17$0.80$0.40$1.20$288.80$308.70
$310.00$292.50Jul 17$0.40$0.80$1.20$291.30$311.20
$305.00$290.00Jul 17$1.20$0.40$1.60$288.40$306.60
$307.50$292.50Jul 17$0.80$0.80$1.60$290.90$309.10
$312.50$295.00Jul 17$0.33$1.25$1.58$293.42$314.08
$310.00$295.00Jul 17$0.40$1.25$1.65$293.35$311.65
$305.00$292.50Jul 17$1.20$0.80$2.00$290.50$307.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 188 found (best R:R 24.00, avg credit $4.61)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
265/268280/282Jul 24$2.40$0.1024.00$265.10$282.40
275/278280/282Jul 24$2.40$0.1024.00$275.10$282.40
265/270280/285Aug 7$4.80$0.2024.00$265.20$284.80
255/260265/270Jul 31$4.77$0.2320.74$255.23$269.77
285/290295/300Aug 7$4.75$0.2519.00$285.25$299.75
282/285288/290Jul 31$2.35$0.1515.67$282.65$289.85
260/265270/275Aug 7$4.70$0.3015.67$260.30$274.70
255/260270/275Aug 7$4.68$0.3214.62$255.32$274.68
265/270285/290Aug 14$4.68$0.3214.62$265.32$289.68
250/255260/265Aug 7$4.67$0.3314.15$250.33$264.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 103 found (best R:R 70.43, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$330.00$340.00$350.00Jul 17$0.15$9.8565.67
$340.00$345.00$350.00Jul 24$0.08$4.9261.50
$260.00$265.00$270.00Jul 31$0.10$4.9049.00
$280.00$290.00$300.00Aug 21$0.30$9.7032.33
$242.50$245.00$247.50Jul 17$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Jul 31$0.07$4.9370.43
$275.00$280.00$285.00Aug 14$0.10$4.9049.00
$257.50$260.00$262.50Jul 17$0.06$2.4440.67
$265.00$270.00$275.00Jul 31$0.14$4.8634.71
$245.00$250.00$255.00Aug 7$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. 119 found (best net $-3.65, 109 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$255.00$285.001:2Aug 28-$3.65$26.35
$340.00$350.001:2Jul 17-$0.03$9.97
$350.00$360.001:2Jul 17-$0.03$9.97
$330.00$340.001:2Jul 24-$0.26$9.74
$350.00$360.001:2Aug 21-$1.52$8.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$255.001:2Aug 28-$1.10$13.90
$280.00$270.001:2Aug 7-$0.60$9.40
$260.00$250.001:2Aug 21-$0.86$9.14
$270.00$260.001:2Aug 21-$1.30$8.70
$280.00$270.001:2Aug 21-$2.45$7.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 5.00%, avg 1.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$305.00Aug 28$15.000.481.6%5.00%6.57%22
$310.00Aug 28$12.400.443.2%4.13%7.37%27
$310.00Aug 21$12.300.433.2%4.10%7.34%58445
$305.00Aug 14$12.000.471.6%4.00%5.58%4204
$310.00Aug 14$10.600.423.2%3.53%6.77%230
$315.00Aug 28$10.600.404.9%3.53%8.44%1--
$305.00Aug 7$10.000.461.6%3.33%4.91%6789
$302.50Jul 31$9.100.480.8%3.03%3.78%20--
$320.00Aug 21$9.000.356.6%3.00%9.57%4072.5K
$320.00Aug 28$8.900.366.6%2.96%9.54%76

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 5,713
Total Puts 13,031
Put/Call Ratio 2.28
Net Difference -7,318

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 49,668
Total Puts 21,109
Average Put/Call Ratio 0.59
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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