NEW Tour v251
VLO
VALERO ENERGY CORP N
$261.15 +0.27%
7/1 11:00

Option Volume

Detail
Current (07/01 11:00am) 1,062
Calls: 513 (48%)
Puts: 549 (52%)
Prior (06/30) 1,291
Calls: 766 (59%)
Puts: 525 (41%)
Current vs Prior -17.74%
Calls: -33.03% (Calls)
Puts: +4.57% (Puts)
Prior 7-Day Total 36,084
Calls: 21,020 (58%)
Puts: 15,064 (42%)
Prior 7-Day Average 5,154
Calls: 3,002 (58%)
Puts: 2,152 (42%)
Current vs Prior 7-Day Avg -79.40%
Calls: -82.92%
Puts: -74.49%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/01 11:00am) $503.1K
Calls: $281.2K (56%)
Puts: $221.8K (44%)
Prior (06/30) $1.17M
Calls: $792.8K (68%)
Puts: $377.3K (32%)
Current vs Prior -57.01%
Calls: -64.53%
Puts: -41.21%
Prior 7-Day Total $33.77M
Calls: $25.09M (74%)
Puts: $8.68M (26%)
Prior 7-Day Average $4.82M
Calls: $3.58M (74%)
Puts: $1.24M (26%)
Current vs Prior 7-Day Avg -89.57%
Calls: -92.15%
Puts: -82.10%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01 11:00am) 1.07
Prior (06/30) 0.69
Current vs Prior +56.14%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg +47.95%
Sentiment BEARISH

Open Interest

Detail
Current (07/01 11:00am) 93,942
Calls: 52,925 (56%)
Puts: 41,017 (44%)
Prior (06/30) 92,704
Calls: 52,336 (56%)
Puts: 40,368 (44%)
Current vs Prior +1.34%
Prior 7-Day Total 610,852
Calls: 344,130 (56%)
Puts: 266,722 (44%)
Prior 7-Day Average 87,264
Calls: 49,161 (56%)
Puts: 38,103 (44%)
Current vs Prior 7-Day Avg +7.65%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.49% | 7.87%5.49% | 7.87%7.87% | 14.42%
Prior 3.30% | 5.74%-- | ---- | --
Current vs Prior -18.48% | -4.27%-- | ---- | --
Prior 7-Day Avg 4.00% | 6.09%-- | ---- | --
Current vs 7-Day Avg -32.66% | -9.81%-- | ---- | --
Prior 7-Day Eod 3.30% | 5.74%-- | ---- | --
Current vs 7-Day Eod -18.48% | -4.27%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 64.32% | 14.65%
Calls: 33.77% | 13.70%
Puts: 94.87% | 15.60%
Prior 13.87% | 10.07%
Calls: 12.99% | 11.11%
Puts: 14.74% | 9.03%
Current vs Prior +363.73% | +45.48%
Prior 7-Day Avg 28.86% | 18.07%
Calls: 29.29% | 19.27%
Puts: 28.43% | 16.87%
Current vs 7-Day Avg +122.87% | -18.93%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 57% vs prior. Slightly bearish P/C ratio of 1.07. P/C ratio rising 56% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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

📈 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 24 of results (avg 8.5%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jul 1750.8053.90$52.355.9%--0.9765
$210.00Jul 3151.6054.80$53.206.0%--0.9317
$255.00Jul 2413.7014.60$14.156.4%10.6213
$220.00Jul 240.3043.40$41.857.4%--0.9716
$220.00Jul 1740.9044.10$42.507.5%--0.9572
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 3114.0015.00$14.506.9%--0.5219
$265.00Jul 2411.6012.60$12.108.3%--0.5429
$260.00Jul 3111.2012.20$11.708.5%--0.4669
$265.00Jul 1710.1011.10$10.609.4%--0.5510
$260.00Jul 249.009.90$9.459.5%--0.4610

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. 61 found (avg delta 0.76, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jul 1750.8053.90$52.355.9%--0.9765
$220.00Jul 240.3043.40$41.857.4%--0.9716
$222.50Jul 237.8040.80$39.307.6%20.972
$240.00Jul 220.5023.00$21.7511.5%--0.9714
$227.50Jul 1033.1036.40$34.759.5%20.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 1727.9031.00$29.4510.5%--0.8611
$270.00Jul 27.7010.30$9.0028.9%--0.86148
$290.00Jul 3130.3033.40$31.859.7%--0.7912
$267.50Jul 25.807.70$6.7528.1%100.7823
$280.00Jul 1719.3022.40$20.8514.9%--0.7812

Most actively traded options today. High liquidity = easy entry/exit. 64 active (total vol 859, top 163)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 20.100.50$0.30133.3%820.07489
$270.00Jul 20.400.95$0.6880.9%800.16387
$265.00Jul 21.352.05$1.7041.2%650.34117
$270.00Jul 103.003.70$3.3520.9%270.3296
$272.50Jul 102.602.85$2.739.2%210.2736
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 173.704.30$4.0015.0%1630.28245
$250.00Jul 20.250.40$0.3345.5%1180.08411
$255.00Jul 20.501.20$0.8582.4%670.20485
$257.50Jul 20.951.85$1.4064.3%200.2956
$260.00Jul 21.802.80$2.3043.5%170.42170

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 87.6%, max 289.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 2Jul 17166.0%51.3%223.6%--88
$310.00Jul 2Jul 17158.9%49.2%223.0%--77
$295.00Jul 2Jul 31120.3%42.9%180.3%--125
$235.00Jul 2Jul 31113.5%43.0%163.7%--22
$290.00Jul 2Jul 31108.1%41.8%158.6%5583
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 2Jul 24166.0%42.7%289.0%168
$215.00Jul 2Jul 31184.3%47.8%286.0%--199
$225.00Jul 2Aug 7147.8%43.4%240.6%163
$230.00Jul 2Aug 7131.7%43.8%200.4%155
$232.50Jul 2Jul 17122.6%43.4%182.5%179

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 98 found (best R:R 26.78, avg 4.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$295.00$300.00Jul 31$0.18$4.82$0.1826.78$295.18
$272.50$275.00Jul 2$0.10$2.40$0.1024.00$272.60
$280.00$282.50Jul 2$0.12$2.38$0.1219.83$280.12
$285.00$290.00Jul 17$0.25$4.75$0.2519.00$285.25
$277.50$280.00Jul 2$0.15$2.35$0.1515.67$277.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$225.00Jul 24$0.25$4.75$0.2519.00$229.75
$230.00$225.00Jul 10$0.28$4.72$0.2816.86$229.72
$220.00$215.00Jul 17$0.35$4.65$0.3513.29$219.65
$247.50$245.00Jul 10$0.18$2.32$0.1812.89$247.32
$225.00$215.00Jul 31$0.83$9.17$0.8311.05$224.17

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 128 found (best R:R 65.67, avg 2.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$210.00$220.00Jul 17$9.85$9.85$0.1565.67$219.85
$245.00$250.00Jul 2$4.85$4.85$0.1532.33$249.85
$230.00$240.00Jul 10$9.60$9.60$0.4024.00$239.60
$220.00$230.00Jul 17$9.40$9.40$0.6015.67$229.40
$210.00$230.00Jul 31$18.65$18.65$1.3513.81$228.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$267.50Jul 2$2.25$2.25$0.259.00$267.75
$290.00$280.00Jul 17$8.60$8.60$1.406.14$281.40
$267.50$265.00Jul 2$2.05$2.05$0.454.56$265.45
$280.00$270.00Jul 17$7.35$7.35$2.652.77$272.65
$290.00$265.00Jul 31$17.35$17.35$7.652.27$272.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $1.82, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Jul 2Jul 17$0.30158.9%49.2%
$300.00Jul 10Jul 17$0.3348.2%41.7%
$290.00Jul 2Jul 10$0.35108.1%46.1%
$305.00Jul 10Jul 17$0.4058.6%46.6%
$285.00Jul 2Jul 10$0.4293.6%41.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 2Jul 10$0.08131.7%49.5%
$220.00Jul 2Jul 10$0.10166.0%63.1%
$215.00Jul 2Jul 10$0.12184.3%70.8%
$235.00Jul 2Jul 10$0.13113.5%43.7%
$240.00Jul 2Jul 10$0.6583.0%42.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 2.21% of stock, avg 8.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$262.50Jul 2$2.60$3.18$5.78$256.72$268.282.21%
$260.00Jul 2$3.85$2.30$6.15$253.85$266.152.35%
$265.00Jul 2$1.70$4.70$6.40$258.60$271.402.45%
$257.50Jul 2$5.70$1.40$7.10$250.40$264.602.72%
$267.50Jul 2$1.08$6.75$7.83$259.67$275.333.00%
$255.00Jul 2$7.70$0.85$8.55$246.45$263.553.27%
$270.00Jul 2$0.68$9.00$9.68$260.32$279.683.71%
$252.50Jul 2$9.85$0.57$10.42$242.08$262.923.99%
$250.00Jul 2$12.00$0.33$12.33$237.67$262.334.72%
$257.50Jul 10$8.40$4.70$13.10$244.40$270.605.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.28% of stock, avg 3.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$272.50$250.00Jul 2$0.40$0.33$0.73$249.27$273.23
$272.50$252.50Jul 2$0.40$0.57$0.97$251.53$273.47
$270.00$250.00Jul 2$0.68$0.33$1.01$248.99$271.01
$270.00$252.50Jul 2$0.68$0.57$1.25$251.25$271.25
$272.50$255.00Jul 2$0.40$0.85$1.25$253.75$273.75
$267.50$250.00Jul 2$1.08$0.33$1.41$248.59$268.91
$270.00$255.00Jul 2$0.68$0.85$1.53$253.47$271.53
$267.50$252.50Jul 2$1.08$0.57$1.65$250.85$269.15
$272.50$257.50Jul 2$0.40$1.40$1.80$255.70$274.30
$267.50$255.00Jul 2$1.08$0.85$1.93$253.07$269.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 161 found (best R:R 37.46, avg credit $3.10)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
225/230235/240Jul 31$4.87$0.1337.46$225.13$239.87
222/225240/242Jul 17$2.40$0.1024.00$222.60$242.40
222/225250/252Jul 17$2.40$0.1024.00$222.60$252.40
215/220230/240Jul 17$9.55$0.4521.22$210.45$239.55
222/225230/240Jul 17$9.50$0.5019.00$215.50$239.50
240/242250/252Jul 10$2.37$0.1318.23$240.13$252.37
230/232240/242Jul 17$2.35$0.1515.67$230.15$242.35
230/232250/252Jul 17$2.35$0.1515.67$230.15$252.35
242/245248/250Jul 17$2.35$0.1515.67$242.65$249.85
250/252258/260Jul 17$2.35$0.1515.67$250.15$259.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 78 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$220.00$230.00$240.00Jul 17$0.20$9.8049.00
$255.00$257.50$260.00Jul 17$0.05$2.4549.00
$290.00$295.00$300.00Jul 17$0.17$4.8328.41
$260.00$265.00$270.00Jul 31$0.20$4.8024.00
$210.00$220.00$230.00Jul 17$0.45$9.5521.22
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$242.50$245.00Jul 2$0.07$2.4334.71
$245.00$250.00$255.00Jul 24$0.15$4.8532.33
$237.50$240.00$242.50Jul 10$0.12$2.3819.83
$260.00$265.00$270.00Jul 17$0.25$4.7519.00
$257.50$260.00$262.50Jul 10$0.15$2.3515.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 109 found (best net $-0.05, 102 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$310.001:2Jul 2-$0.33$14.67
$295.00$305.001:2Jul 24-$0.75$9.25
$295.00$300.001:2Jul 17-$0.18$4.82
$280.00$285.001:2Jul 10-$0.29$4.71
$295.00$300.001:2Jul 10-$0.30$4.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$245.00$230.001:2Jul 31-$0.05$14.95
$225.00$215.001:2Jul 31-$0.32$9.68
$225.00$220.001:2Jul 24-$0.12$4.88
$230.00$225.001:2Jul 2-$0.31$4.69
$225.00$220.001:2Jul 2-$0.33$4.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 39 found (best yield 4.06%, avg 1.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$265.00Jul 31$10.600.481.5%4.06%5.53%--31
$265.00Jul 24$8.600.471.5%3.29%4.77%--19
$270.00Jul 31$8.400.423.4%3.22%6.61%--28
$265.00Jul 17$6.900.461.5%2.64%4.12%6344
$275.00Jul 31$6.800.365.3%2.60%7.91%--310
$270.00Jul 24$6.700.393.4%2.57%5.95%--114
$262.50Jul 10$5.700.480.5%2.18%2.70%--13
$270.00Jul 17$5.200.373.4%1.99%5.38%91.4K
$275.00Jul 24$5.000.335.3%1.91%7.22%--192
$280.00Jul 31$4.700.307.2%1.80%9.02%18

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 513
Total Puts 549
Put/Call Ratio 1.07
Net Difference -36

Prior's Put/Call Breakdown

Total Calls 766
Total Puts 525
Put/Call Ratio 0.69
Net Difference 241

Prior 7-Day Put/Call Summary

Total Calls 21,020
Total Puts 15,064
Average Put/Call Ratio 0.72
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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