NEW Tour v253
VLO
VALERO ENERGY CORP N
$269.06 -0.14%
7/2 11:00

Option Volume

Detail
Current (07/02 11:00am) 2,161
Calls: 1,415 (65%)
Puts: 746 (35%)
Prior (07/01) 1,062
Calls: 513 (48%)
Puts: 549 (52%)
Current vs Prior +103.48%
Calls: +175.83% (Calls)
Puts: +35.88% (Puts)
Prior 7-Day Total 37,706
Calls: 21,148 (56%)
Puts: 16,558 (44%)
Prior 7-Day Average 5,386
Calls: 3,021 (56%)
Puts: 2,365 (44%)
Current vs Prior 7-Day Avg -59.88%
Calls: -53.16%
Puts: -68.46%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02 11:00am) $1.46M
Calls: $1.25M (86%)
Puts: $208.3K (14%)
Prior (07/01) $503.1K
Calls: $281.2K (56%)
Puts: $221.8K (44%)
Current vs Prior +189.93%
Calls: +344.57%
Puts: -6.09%
Prior 7-Day Total $35.12M
Calls: $26.16M (74%)
Puts: $8.96M (26%)
Prior 7-Day Average $5.02M
Calls: $3.74M (74%)
Puts: $1.28M (26%)
Current vs Prior 7-Day Avg -70.93%
Calls: -66.54%
Puts: -83.73%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02 11:00am) 0.53
Prior (07/01) 1.07
Current vs Prior -50.74%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -33.88%
Sentiment BULLISH

Open Interest

Detail
Current (07/02 11:00am) 96,416
Calls: 54,168 (56%)
Puts: 42,248 (44%)
Prior (07/01) 93,942
Calls: 52,925 (56%)
Puts: 41,017 (44%)
Current vs Prior +2.63%
Prior 7-Day Total 622,452
Calls: 350,915 (56%)
Puts: 271,537 (44%)
Prior 7-Day Average 88,921
Calls: 50,130 (56%)
Puts: 38,791 (44%)
Current vs Prior 7-Day Avg +8.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.62% | 5.04%5.04% | 7.41%5.04% | 7.41%7.41% | 14.27%
Prior 2.35% | 5.55%-- | ---- | ---- | --
Current vs Prior -31.18% | -9.24%-- | ---- | ---- | --
Prior 7-Day Avg 3.63% | 5.95%-- | ---- | ---- | --
Current vs 7-Day Avg -55.50% | -15.33%-- | ---- | ---- | --
Prior 7-Day Eod 2.35% | 5.55%-- | ---- | ---- | --
Current vs 7-Day Eod -31.18% | -9.24%-- | ---- | ---- | --
Sentiment BULLISH------

Relative Spread

Detail
Expiry | Next
Current 154.16% | 18.45%
Calls: 83.33% | 18.44%
Puts: 225.00% | 18.46%
Prior 60.48% | 21.12%
Calls: 66.67% | 16.15%
Puts: 54.29% | 26.09%
Current vs Prior +154.89% | -12.64%
Prior 7-Day Avg 34.77% | 18.59%
Calls: 35.59% | 19.22%
Puts: 33.95% | 17.97%
Current vs 7-Day Avg +343.37% | -0.76%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($1.25M) vs puts ($208.3K). Massive premium surge with dollar volume up 190% vs prior. Unusually high activity with volume up 103% vs prior - elevated interest. Bullish P/C ratio of 0.53.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 22 of results (avg 8.3%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1749.1051.80$50.455.4%11.0072
$242.50Jul 226.0027.90$26.957.1%--0.9650
$230.00Jul 1739.1042.00$40.557.2%--0.93132
$230.00Jul 2439.5042.50$41.007.3%--0.9242
$235.00Jul 233.5036.20$34.857.7%--0.9710
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 3112.6013.60$13.107.6%--0.4945
$270.00Jul 2410.0011.00$10.509.5%--0.4965
$280.00Jul 1714.3015.80$15.0510.0%--0.6783

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. 65 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1749.1051.80$50.455.4%11.0072
$250.00Jul 218.6021.00$19.8012.1%10.99134
$255.00Jul 213.6016.00$14.8016.2%40.97566
$235.00Jul 233.5036.20$34.857.7%--0.9710
$237.50Jul 231.0033.70$32.358.3%10.9718
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 24.006.70$5.3550.5%21.007
$272.50Jul 21.954.40$3.1877.0%30.831
$290.00Jul 1720.9024.00$22.4513.8%--0.8011
$280.00Jul 1011.7014.20$12.9519.3%80.743
$290.00Jul 3124.3027.30$25.8011.6%--0.7112

Most actively traded options today. High liquidity = easy entry/exit. 92 active (total vol 1.6K, top 137)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 174.404.80$4.608.7%1340.331.0K
$270.00Jul 21.002.50$1.7585.7%1280.53322
$275.00Jul 20.100.90$0.50160.0%1220.18462
$275.00Jul 176.006.60$6.309.5%1040.41549
$265.00Jul 1710.5011.40$10.958.2%860.59350
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jul 171.251.90$1.5841.1%1370.13101
$270.00Jul 20.602.40$1.50120.0%720.53144
$250.00Jul 20.000.05$0.03166.7%560.01424
$255.00Jul 20.000.20$0.10200.0%550.03442
$275.00Jul 108.9010.10$9.5012.6%400.64--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 321.9%, max 834.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$235.00Jul 2Jul 31322.1%43.7%636.4%--22
$310.00Jul 2Jul 17309.2%42.3%631.0%--77
$240.00Jul 2Jul 31281.5%42.6%561.3%--27
$242.50Jul 2Jul 17261.3%43.5%500.9%--128
$237.50Jul 2Jul 10301.8%52.5%475.1%223
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$225.00Jul 2Aug 14404.0%43.2%834.4%150
$220.00Jul 2Jul 31445.5%51.2%770.5%--133
$230.00Jul 2Aug 14362.9%41.8%769.1%139
$217.50Jul 2Jul 17466.3%54.1%762.1%123
$235.00Jul 2Aug 7322.1%44.1%629.7%149

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 96 found (best R:R 40.67, avg 5.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$320.00Jul 17$0.12$4.88$0.1240.67$315.12
$300.00$305.00Jul 17$0.15$4.85$0.1532.33$300.15
$285.00$290.00Jul 10$0.22$4.78$0.2221.73$285.22
$275.00$277.50Jul 2$0.12$2.38$0.1219.83$275.12
$295.00$300.00Jul 17$0.35$4.65$0.3513.29$295.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$225.00Jul 24$0.12$4.88$0.1240.67$229.88
$235.00$230.00Aug 7$0.25$4.75$0.2519.00$234.75
$222.50$220.00Jul 17$0.13$2.37$0.1318.23$222.37
$257.50$255.00Jul 2$0.15$2.35$0.1515.67$257.35
$235.00$230.00Jul 24$0.30$4.70$0.3015.67$234.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 129 found (best R:R 24.00, avg 2.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$252.50$255.00Jul 2$2.40$2.40$0.1024.00$254.90
$265.00$267.50Jul 2$2.40$2.40$0.1024.00$267.40
$230.00$240.00Jul 17$9.55$9.55$0.4521.22$239.55
$242.50$245.00Jul 10$2.35$2.35$0.1515.67$244.85
$250.00$255.00Jul 10$4.70$4.70$0.3015.67$254.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$275.00$272.50Jul 2$2.17$2.17$0.336.58$272.83
$290.00$280.00Jul 17$7.40$7.40$2.602.85$282.60
$280.00$275.00Jul 10$3.45$3.45$1.552.23$276.55
$272.50$270.00Jul 2$1.68$1.68$0.822.05$270.82
$290.00$270.00Jul 31$12.70$12.70$7.301.74$277.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $1.75, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$295.00Jul 2Jul 10$0.20215.9%40.7%
$310.00Jul 2Jul 17$0.23309.2%42.3%
$240.00Jul 2Jul 10$0.50281.5%48.9%
$237.50Jul 2Jul 10$0.55301.8%52.5%
$230.00Jul 10Jul 17$0.6561.8%49.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 2Jul 10$0.10445.5%75.1%
$225.00Jul 2Jul 10$0.10404.0%68.0%
$230.00Jul 2Jul 10$0.13362.9%61.8%
$235.00Jul 2Jul 10$0.15322.1%55.4%
$237.50Jul 2Jul 10$0.18301.8%52.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 62 found (cheapest 1.21% of stock, avg 8.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Jul 2$1.75$1.50$3.25$266.75$273.251.21%
$267.50Jul 2$2.85$0.55$3.40$264.10$270.901.26%
$272.50Jul 2$0.83$3.18$4.01$268.49$276.511.49%
$265.00Jul 2$5.25$0.30$5.55$259.45$270.552.06%
$275.00Jul 2$0.50$5.35$5.85$269.15$280.852.17%
$262.50Jul 2$7.45$0.30$7.75$254.75$270.252.88%
$260.00Jul 2$9.75$0.30$10.05$249.95$270.053.74%
$267.50Jul 10$7.05$5.25$12.30$255.20$279.804.57%
$270.00Jul 10$5.80$6.50$12.30$257.70$282.304.57%
$265.00Jul 10$8.40$4.15$12.55$252.45$277.554.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.20% of stock, avg 3.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$280.00$257.50Jul 2$0.30$0.25$0.55$256.95$280.55
$282.50$257.50Jul 2$0.30$0.25$0.55$256.95$283.05
$280.00$265.00Jul 2$0.30$0.30$0.60$264.40$280.60
$280.00$262.50Jul 2$0.30$0.30$0.60$261.90$280.60
$280.00$260.00Jul 2$0.30$0.30$0.60$259.40$280.60
$282.50$265.00Jul 2$0.30$0.30$0.60$264.40$283.10
$282.50$262.50Jul 2$0.30$0.30$0.60$261.90$283.10
$282.50$260.00Jul 2$0.30$0.30$0.60$259.40$283.10
$277.50$257.50Jul 2$0.38$0.25$0.63$256.87$278.13
$277.50$265.00Jul 2$0.38$0.30$0.68$264.32$278.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 115 found (best R:R 37.46, avg credit $3.76)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
225/230235/240Jul 31$4.87$0.1337.46$225.13$239.87
220/222230/240Jul 17$9.68$0.3230.25$212.82$239.68
220/222248/250Jul 17$2.38$0.1219.83$220.12$249.88
242/245258/260Jul 17$2.38$0.1219.83$242.62$259.88
250/255260/265Jul 24$4.75$0.2519.00$250.25$264.75
242/245255/258Jul 17$2.33$0.1713.71$242.67$257.33
255/258262/265Jul 10$2.30$0.2011.50$255.20$264.80
238/240242/248Jul 17$4.60$0.4011.50$235.40$247.10
265/270275/280Jul 31$4.60$0.4011.50$265.40$279.60
240/245250/255Jul 24$4.57$0.4310.63$240.43$254.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 80 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Jul 31$0.10$4.9049.00
$277.50$280.00$282.50Jul 2$0.08$2.4230.25
$220.00$230.00$240.00Jul 17$0.35$9.6527.57
$277.50$280.00$282.50Jul 10$0.09$2.4126.78
$260.00$262.50$265.00Jul 2$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$237.50$240.00$242.50Jul 10$0.05$2.4549.00
$255.00$257.50$260.00Jul 17$0.05$2.4549.00
$217.50$220.00$222.50Jul 17$0.06$2.4440.67
$230.00$235.00$240.00Jul 24$0.13$4.8737.46
$247.50$250.00$252.50Jul 17$0.07$2.4334.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 114 found (best net $-0.40, 103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$310.001:2Jul 2-$0.30$14.70
$290.00$300.001:2Jul 24-$0.85$9.15
$285.00$290.001:2Jul 2-$0.30$4.70
$290.00$295.001:2Jul 2-$0.30$4.70
$295.00$300.001:2Jul 10-$0.30$4.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$270.001:2Jul 31-$0.40$19.60
$260.00$250.001:2Jul 31-$1.15$8.85
$225.00$220.001:2Jul 2-$0.30$4.70
$230.00$225.001:2Jul 2-$0.30$4.70
$255.00$250.001:2Jul 10-$0.31$4.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 4.46%, avg 1.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Jul 31$12.000.510.3%4.46%4.81%128
$270.00Jul 24$9.600.510.3%3.57%3.92%1109
$275.00Jul 31$9.500.452.2%3.53%5.74%--310
$270.00Jul 17$8.000.500.3%2.97%3.32%441.4K
$280.00Jul 31$7.500.394.1%2.79%6.85%29
$275.00Jul 24$7.300.432.2%2.71%4.92%4193
$285.00Aug 7$7.200.365.9%2.68%8.60%2--
$285.00Jul 31$6.200.345.9%2.30%8.23%124
$275.00Jul 17$6.000.412.2%2.23%4.44%104549
$280.00Jul 24$5.600.364.1%2.08%6.15%210

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 1,415
Total Puts 746
Put/Call Ratio 0.53
Net Difference 669

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,148
Total Puts 16,558
Average Put/Call Ratio 0.80
Ratio Trend Falling

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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