NEW Tour v253
VLO
VALERO ENERGY CORP N
$269.82 +0.14%
7/2 12:00

Option Volume

Detail
Current (07/02 12:00pm) 2,831
Calls: 1,714 (61%)
Puts: 1,117 (39%)
Prior (07/01) 2,755
Calls: 1,476 (54%)
Puts: 1,279 (46%)
Current vs Prior +2.76%
Calls: +16.12% (Calls)
Puts: -12.67% (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 -47.44%
Calls: -43.27%
Puts: -52.78%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02 12:00pm) $1.86M
Calls: $1.44M (77%)
Puts: $421.2K (23%)
Prior (07/01) $1.68M
Calls: $1.13M (68%)
Puts: $543.6K (32%)
Current vs Prior +11.02%
Calls: +27.10%
Puts: -22.53%
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 -62.87%
Calls: -61.42%
Puts: -67.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02 12:00pm) 0.65
Prior (07/01) 0.87
Current vs Prior -24.79%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -18.27%
Sentiment BULLISH

Open Interest

Detail
Current (07/02 12:00pm) 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% | 5.08%5.08% | 7.43%5.08% | 7.43%7.43% | 14.16%
Prior 2.35% | 5.55%-- | ---- | ---- | --
Current vs Prior -31.22% | -8.49%-- | ---- | ---- | --
Prior 7-Day Avg 3.63% | 5.95%-- | ---- | ---- | --
Current vs 7-Day Avg -55.52% | -14.63%-- | ---- | ---- | --
Prior 7-Day Eod 2.35% | 5.55%-- | ---- | ---- | --
Current vs 7-Day Eod -31.22% | -8.49%-- | ---- | ---- | --
Sentiment BULLISH------

Relative Spread

Detail
Expiry | Next
Current 114.85% | 14.57%
Calls: 48.45% | 14.97%
Puts: 181.25% | 14.17%
Prior 60.48% | 21.12%
Calls: 66.67% | 16.15%
Puts: 54.29% | 26.09%
Current vs Prior +89.90% | -31.01%
Prior 7-Day Avg 34.77% | 18.59%
Calls: 35.59% | 19.22%
Puts: 33.95% | 17.97%
Current vs 7-Day Avg +230.31% | -21.63%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($1.44M) vs puts ($421.2K). Bullish P/C ratio of 0.65. P/C ratio dropping 25% - sentiment shifting bullish.

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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
11:00BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH

📈 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 37 of results (avg 8.1%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1749.1051.80$50.455.4%11.0072
$230.00Jul 1739.4041.60$40.505.4%--0.94132
$240.00Jul 1729.9031.80$30.856.2%50.91289
$255.00Jul 2418.9020.20$19.556.6%--0.7312
$230.00Jul 1038.8041.50$40.156.7%--0.9410
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 2410.0010.70$10.356.8%--0.4965
$265.00Jul 247.708.30$8.007.5%--0.4129
$280.00Jul 1714.3015.50$14.908.1%--0.6783
$270.00Jul 3112.3013.40$12.858.6%--0.4945

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. 66 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 218.5020.30$19.409.3%21.00134
$255.00Jul 213.6015.40$14.5012.4%51.00566
$260.00Jul 28.6010.40$9.5018.9%241.00430
$220.00Jul 1749.1051.80$50.455.4%11.0072
$262.50Jul 26.008.70$7.3536.7%370.9680
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 24.906.60$5.7529.6%20.927
$290.00Jul 1721.0023.80$22.4012.5%--0.8011
$280.00Jul 1011.4014.50$12.9523.9%80.743
$272.50Jul 22.254.60$3.4368.5%30.731
$290.00Jul 3124.3027.20$25.7511.3%--0.7112

Most actively traded options today. High liquidity = easy entry/exit. 104 active (total vol 2.0K, top 251)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 20.801.60$1.2066.7%1930.44322
$275.00Jul 20.100.20$0.1566.7%1760.08462
$280.00Jul 174.304.90$4.6013.0%1430.331.0K
$275.00Jul 176.206.80$6.509.2%1100.42549
$265.00Jul 1710.7011.70$11.208.9%870.59350
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jul 171.251.75$1.5033.3%2510.13101
$270.00Jul 21.052.50$1.7881.5%720.56144
$250.00Jul 20.000.05$0.03166.7%710.01424
$255.00Jul 20.000.20$0.10200.0%630.03442
$267.50Jul 20.251.25$0.75133.3%600.3076

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 335.7%, max 919.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$310.00Jul 2Jul 17350.3%42.9%716.2%--77
$235.00Jul 2Jul 31351.7%43.8%703.4%--22
$240.00Jul 2Jul 31306.5%42.6%619.3%--27
$242.50Jul 2Jul 17283.8%43.8%547.8%1128
$245.00Jul 2Jul 31261.1%42.0%522.3%--56
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$225.00Jul 2Aug 14442.9%43.5%919.1%150
$220.00Jul 2Jul 31489.1%51.2%855.1%--133
$217.50Jul 2Jul 17512.5%57.3%794.2%123
$235.00Jul 2Aug 7351.7%43.5%708.3%149
$237.50Jul 2Jul 17329.0%42.2%678.8%--268

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 100 found (best R:R 40.67, avg 5.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$320.00Jul 17$0.12$4.88$0.1240.67$315.12
$277.50$280.00Jul 2$0.10$2.40$0.1024.00$277.60
$290.00$295.00Jul 10$0.45$4.55$0.4510.11$290.45
$285.00$290.00Jul 10$0.50$4.50$0.509.00$285.50
$295.00$300.00Jul 17$0.50$4.50$0.509.00$295.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$235.00$230.00Aug 7$0.13$4.87$0.1337.46$234.87
$262.50$260.00Jul 2$0.12$2.38$0.1219.83$262.38
$230.00$225.00Jul 24$0.25$4.75$0.2519.00$229.75
$257.50$255.00Jul 2$0.15$2.35$0.1515.67$257.35
$245.00$242.50Jul 17$0.15$2.35$0.1515.67$244.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 133 found (best R:R 49.00, avg 2.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$237.50Jul 10$7.35$7.35$0.1549.00$237.35
$230.00$240.00Jul 17$9.65$9.65$0.3527.57$239.65
$237.50$240.00Jul 10$2.40$2.40$0.1024.00$239.90
$242.50$245.00Jul 10$2.40$2.40$0.1024.00$244.90
$242.50$247.50Jul 17$4.75$4.75$0.2519.00$247.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$275.00$272.50Jul 2$2.32$2.32$0.1812.89$272.68
$280.00$275.00Jul 10$3.80$3.80$1.203.17$276.20
$290.00$280.00Jul 17$7.50$7.50$2.503.00$282.50
$272.50$270.00Jul 2$1.65$1.65$0.851.94$270.85
$280.00$275.00Jul 17$3.25$3.25$1.751.86$276.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $1.78, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$295.00Jul 2Jul 10$0.20247.0%40.5%
$310.00Jul 2Jul 17$0.27350.3%42.9%
$230.00Jul 10Jul 17$0.3562.2%49.7%
$237.50Jul 2Jul 10$0.55329.0%52.9%
$240.00Jul 2Jul 10$0.65306.5%49.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$217.50Jul 2Jul 17$0.08512.5%57.3%
$220.00Jul 2Jul 10$0.08489.1%74.7%
$225.00Jul 2Jul 10$0.10442.9%68.5%
$235.00Jul 2Jul 10$0.15351.7%55.8%
$237.50Jul 2Jul 10$0.18329.0%52.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 1.10% of stock, avg 8.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Jul 2$1.20$1.78$2.98$267.02$272.981.10%
$267.50Jul 2$2.58$0.75$3.33$264.17$270.831.23%
$272.50Jul 2$0.78$3.43$4.21$268.29$276.711.56%
$265.00Jul 2$4.60$0.33$4.93$260.07$269.931.83%
$275.00Jul 2$0.15$5.75$5.90$269.10$280.902.19%
$262.50Jul 2$7.35$0.15$7.50$255.00$270.002.78%
$260.00Jul 2$9.50$0.03$9.53$250.47$269.533.53%
$270.00Jul 10$6.05$6.35$12.40$257.60$282.404.60%
$257.50Jul 2$12.25$0.25$12.50$245.00$270.004.63%
$267.50Jul 10$7.35$5.25$12.60$254.90$280.104.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.11% of stock, avg 3.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$275.00$262.50Jul 2$0.15$0.15$0.30$262.20$275.30
$275.00$257.50Jul 2$0.15$0.25$0.40$257.10$275.40
$275.00$252.50Jul 2$0.15$0.25$0.40$252.10$275.40
$285.00$262.50Jul 2$0.28$0.15$0.43$262.07$285.43
$282.50$262.50Jul 2$0.30$0.15$0.45$262.05$282.95
$275.00$265.00Jul 2$0.15$0.33$0.48$264.52$275.48
$282.50$257.50Jul 2$0.30$0.25$0.55$256.95$283.05
$282.50$252.50Jul 2$0.30$0.25$0.55$251.95$283.05
$285.00$257.50Jul 2$0.28$0.25$0.53$256.97$285.53
$285.00$252.50Jul 2$0.28$0.25$0.53$251.97$285.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 120 found (best R:R 24.00, avg credit $3.67)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
242/245248/250Jul 17$2.40$0.1024.00$242.60$249.90
260/265275/280Jul 31$4.80$0.2024.00$260.20$279.80
258/260262/265Jul 10$2.38$0.1219.83$257.62$264.88
250/252260/262Jul 2$2.37$0.1318.23$250.13$262.37
230/235240/245Jul 24$4.70$0.3015.67$230.30$244.70
225/230240/245Jul 24$4.65$0.3513.29$225.35$244.65
225/230235/240Jul 31$4.65$0.3513.29$225.35$239.65
225/230250/255Aug 7$4.65$0.3513.29$225.35$254.65
245/248255/258Jul 17$2.32$0.1812.89$245.18$257.32
255/258260/262Jul 2$2.30$0.2011.50$255.20$262.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 92 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$285.00$290.00$295.00Jul 10$0.05$4.9599.00
$240.00$242.50$245.00Jul 10$0.05$2.4549.00
$257.50$260.00$262.50Jul 10$0.05$2.4549.00
$265.00$267.50$270.00Jul 10$0.05$2.4549.00
$245.00$250.00$255.00Jul 24$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$225.00$230.00$235.00Jul 24$0.05$4.9599.00
$237.50$240.00$242.50Jul 10$0.05$2.4549.00
$265.00$267.50$270.00Jul 10$0.05$2.4549.00
$260.00$262.50$265.00Jul 2$0.06$2.4440.67
$217.50$220.00$222.50Jul 17$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. 117 found (best net $-0.30, 101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$310.001:2Jul 2-$0.30$14.70
$290.00$300.001:2Jul 24-$0.95$9.05
$290.00$295.001:2Jul 10-$0.05$4.95
$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
$260.00$250.001:2Jul 31-$2.15$7.85
$255.00$250.001:2Jul 10-$0.11$4.89
$225.00$220.001:2Jul 2-$0.30$4.70
$225.00$220.001:2Jul 10-$0.36$4.64
$230.00$225.001:2Jul 10-$0.37$4.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 4.52%, avg 1.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Jul 31$12.200.510.1%4.52%4.59%228
$270.00Jul 24$10.000.510.1%3.71%3.77%1109
$275.00Jul 31$9.900.451.9%3.67%5.59%--310
$270.00Jul 17$8.100.500.1%3.00%3.07%461.4K
$280.00Jul 31$8.000.393.8%2.96%6.74%49
$275.00Jul 24$7.800.441.9%2.89%4.81%4193
$285.00Aug 7$7.200.365.6%2.67%8.29%2--
$285.00Jul 31$6.300.345.6%2.33%7.96%124
$275.00Jul 17$6.200.421.9%2.30%4.22%110549
$280.00Jul 24$5.900.363.8%2.19%5.96%310

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 1,714
Total Puts 1,117
Put/Call Ratio 0.65
Net Difference 597

Prior's Put/Call Breakdown

Total Calls 1,476
Total Puts 1,279
Put/Call Ratio 0.87
Net Difference 197

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
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