Tour v297
VLO
VALERO ENERGY CORP N
$268.63 -0.63%
7/7 11:01

Option Volume

Detail
Current (07/07 11:00am) 1,523
Calls: 691 (45%)
Puts: 832 (55%)
Prior (07/06) 2,049
Calls: 859 (42%)
Puts: 1,190 (58%)
Current vs Prior -25.67%
Calls: -19.56% (Calls)
Puts: -30.08% (Puts)
Prior 7-Day Total 40,792
Calls: 22,192 (54%)
Puts: 18,600 (46%)
Prior 7-Day Average 5,827
Calls: 3,170 (54%)
Puts: 2,657 (46%)
Current vs Prior 7-Day Avg -73.86%
Calls: -78.20%
Puts: -68.69%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/07 11:00am) $1.29M
Calls: $686.4K (53%)
Puts: $604.1K (47%)
Prior (07/06) $1.64M
Calls: $712.4K (43%)
Puts: $926.4K (57%)
Current vs Prior -21.26%
Calls: -3.66%
Puts: -34.79%
Prior 7-Day Total $36.70M
Calls: $27.04M (74%)
Puts: $9.66M (26%)
Prior 7-Day Average $5.24M
Calls: $3.86M (74%)
Puts: $1.38M (26%)
Current vs Prior 7-Day Avg -75.39%
Calls: -82.23%
Puts: -56.21%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07 11:00am) 1.20
Prior (07/06) 1.39
Current vs Prior -13.09%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg +38.19%
Sentiment BEARISH

Open Interest

Detail
Current (07/07 11:00am) 94,264
Calls: 52,456 (56%)
Puts: 41,808 (44%)
Prior (07/06) 91,754
Calls: 51,306 (56%)
Puts: 40,448 (44%)
Current vs Prior +2.74%
Prior 7-Day Total 641,443
Calls: 360,864 (56%)
Puts: 280,579 (44%)
Prior 7-Day Average 91,634
Calls: 51,552 (56%)
Puts: 40,082 (44%)
Current vs Prior 7-Day Avg +2.87%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.15% | 6.74%6.74% | 13.51%
Prior 4.35% | 6.88%6.88% | 13.52%
Current vs Prior -4.51% | -2.08%-2.08% | -0.06%
Prior 7-Day Avg 3.94% | 6.35%6.88% | 13.52%
Current vs 7-Day Avg +5.44% | +6.18%-2.08% | -0.06%
Prior 7-Day Eod 4.35% | 6.88%-- | --
Current vs 7-Day Eod -4.51% | -2.08%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 15.24% | 11.31%
Calls: 15.93% | 8.16%
Puts: 14.55% | 14.46%
Prior 12.75% | 11.47%
Calls: 12.39% | 8.59%
Puts: 13.11% | 14.35%
Current vs Prior +19.53% | -1.39%
Prior 7-Day Avg 36.48% | 18.37%
Calls: 38.02% | 18.71%
Puts: 34.94% | 18.02%
Current vs 7-Day Avg -58.22% | -38.42%
Liquidity Expensive
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🤖 AI Insights

Bearish P/C ratio of 1.20 indicates protective positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 35 of results (avg 7.6%, best 3.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2114.8015.30$15.053.3%110.51305
$250.00Jul 1720.5021.50$21.004.8%60.84563
$250.00Aug 2125.8027.10$26.454.9%--0.71111
$260.00Aug 2119.7020.70$20.205.0%10.61182
$220.00Jul 1747.2049.90$48.555.6%--1.0071
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2115.7016.50$16.105.0%1270.49410
$310.00Aug 2144.1046.70$45.405.7%--0.8110
$270.00Jul 3112.1013.00$12.557.2%--0.5046
$260.00Aug 2110.9011.80$11.357.9%10.39143
$265.00Jul 319.6010.40$10.008.0%10.4321

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. 57 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1747.2049.90$48.555.6%--1.0071
$225.00Jul 1042.1044.70$43.406.0%20.99--
$230.00Jul 1037.1039.60$38.356.5%--0.9810
$240.00Jul 1027.1029.80$28.459.5%--0.9837
$242.50Jul 1024.7027.20$25.959.6%--0.9672
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 1721.8024.40$23.1011.3%--0.8511
$280.00Jul 1011.9014.20$13.0517.6%--0.8211
$310.00Aug 2144.1046.70$45.405.7%--0.8110
$290.00Jul 3124.7027.40$26.0510.4%--0.7413
$280.00Jul 1713.8015.20$14.509.7%--0.7183

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 1.2K, top 138)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 214.905.70$5.3015.1%1380.24475
$275.00Jul 102.152.70$2.4222.7%1370.3280
$275.00Jul 174.705.50$5.1015.7%1050.39566
$270.00Jul 176.807.40$7.108.5%220.481.4K
$300.00Jul 170.450.75$0.6050.0%180.071.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 214.505.00$4.7510.5%1280.20456
$270.00Aug 2115.7016.50$16.105.0%1270.49410
$270.00Jul 177.708.90$8.3014.5%670.5290
$275.00Jul 108.009.00$8.5011.8%340.6972
$260.00Jul 101.402.00$1.7035.3%260.23222

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 36.4%, max 111.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 10Jul 3184.1%45.1%86.4%--53
$305.00Jul 10Aug 770.0%45.1%55.3%10169
$240.00Jul 10Aug 2162.7%41.1%52.5%--75
$300.00Jul 10Aug 2162.3%42.0%48.4%138508
$245.00Jul 10Jul 3160.3%43.9%37.2%--51
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 10Aug 21101.9%48.3%111.1%4290
$215.00Jul 10Jul 31112.0%54.5%105.5%--196
$230.00Jul 10Aug 2184.1%41.8%101.3%--140
$225.00Jul 10Aug 783.5%45.4%83.8%1098
$235.00Jul 10Jul 2475.9%45.3%67.5%10166

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 110 found (best R:R 49.00, avg 5.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$305.00Jul 17$0.17$4.83$0.1728.41$300.17
$305.00$310.00Jul 17$0.20$4.80$0.2024.00$305.20
$292.50$295.00Jul 10$0.18$2.32$0.1812.89$292.68
$295.00$300.00Jul 17$0.38$4.62$0.3812.16$295.38
$290.00$295.00Jul 17$0.52$4.48$0.528.62$290.52
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$220.00$215.00Jul 31$0.10$4.90$0.1049.00$219.90
$230.00$225.00Jul 31$0.12$4.88$0.1240.67$229.88
$230.00$220.00Aug 21$0.32$9.68$0.3230.25$229.68
$242.50$240.00Jul 10$0.10$2.40$0.1024.00$242.40
$225.00$220.00Jul 31$0.20$4.80$0.2024.00$224.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 134 found (best R:R 32.33, avg 2.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$240.00Jul 17$9.70$9.70$0.3032.33$239.70
$230.00$235.00Jul 31$4.85$4.85$0.1532.33$234.85
$220.00$230.00Jul 17$9.65$9.65$0.3527.57$229.65
$242.50$245.00Jul 10$2.40$2.40$0.1024.00$244.90
$230.00$240.00Jul 24$9.35$9.35$0.6514.38$239.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$275.00Jul 10$4.55$4.55$0.4510.11$275.45
$290.00$280.00Jul 17$8.60$8.60$1.406.14$281.40
$310.00$270.00Aug 21$29.30$29.30$10.702.74$280.70
$290.00$270.00Jul 31$13.50$13.50$6.502.08$276.50
$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. 40 found (avg debit $1.58, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$305.00Jul 10Jul 17$0.2370.0%45.5%
$300.00Jul 10Jul 17$0.4062.3%43.9%
$230.00Jul 10Jul 17$0.5584.1%54.1%
$240.00Jul 10Jul 17$0.7562.7%47.6%
$295.00Jul 10Jul 17$0.8351.7%43.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$215.00Jul 10Jul 17$0.10112.0%67.5%
$220.00Jul 10Jul 17$0.15101.9%63.4%
$225.00Jul 10Jul 17$0.2283.5%57.3%
$230.00Jul 10Jul 17$0.2284.1%54.1%
$237.50Jul 10Jul 17$0.3472.3%48.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 3.65% of stock, avg 9.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$267.50Jul 10$5.65$4.15$9.80$257.70$277.303.65%
$270.00Jul 10$4.30$5.50$9.80$260.20$279.803.65%
$265.00Jul 10$7.05$3.15$10.20$254.80$275.203.80%
$275.00Jul 10$2.42$8.50$10.92$264.08$285.924.07%
$262.50Jul 10$8.70$2.30$11.00$251.50$273.504.09%
$260.00Jul 10$10.75$1.70$12.45$247.55$272.454.63%
$257.50Jul 10$11.85$1.15$13.00$244.50$270.504.84%
$280.00Jul 10$1.25$13.05$14.30$265.70$294.305.32%
$255.00Jul 10$14.10$0.80$14.90$240.10$269.905.55%
$270.00Jul 17$7.10$8.30$15.40$254.60$285.405.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.89% of stock, avg 4.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$280.00$257.50Jul 10$1.25$1.15$2.40$255.10$282.40
$277.50$257.50Jul 10$1.70$1.15$2.85$254.65$280.35
$280.00$260.00Jul 10$1.25$1.70$2.95$257.05$282.95
$290.00$250.00Jul 17$1.50$1.73$3.23$246.77$293.23
$277.50$260.00Jul 10$1.70$1.70$3.40$256.60$280.90
$290.00$252.50Jul 17$1.50$1.98$3.48$249.02$293.48
$280.00$262.50Jul 10$1.25$2.30$3.55$258.95$283.55
$275.00$257.50Jul 10$2.42$1.15$3.57$253.93$278.57
$290.00$255.00Jul 17$1.50$2.48$3.98$251.02$293.98
$277.50$262.50Jul 10$1.70$2.30$4.00$258.50$281.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 207 found (best R:R 24.00, avg credit $3.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
248/250255/258Jul 10$2.40$0.1024.00$247.60$257.40
232/235245/248Jul 17$2.40$0.1024.00$232.60$247.40
240/242255/258Jul 10$2.35$0.1515.67$240.15$257.35
245/250260/265Aug 7$4.70$0.3015.67$245.30$264.70
240/242250/255Jul 10$4.65$0.3513.29$237.85$254.65
250/252260/262Jul 10$2.32$0.1812.89$250.18$262.32
252/255258/260Jul 17$2.30$0.2011.50$252.70$259.80
255/260270/275Jul 31$4.50$0.509.00$255.50$274.50
250/255260/265Jul 31$4.45$0.558.09$250.55$264.45
255/260265/270Jul 31$4.45$0.558.09$255.55$269.45

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
$235.00$240.00$245.00Jul 31$0.05$4.9599.00
$290.00$295.00$300.00Jul 17$0.14$4.8634.71
$285.00$290.00$295.00Jul 31$0.15$4.8532.33
$272.50$275.00$277.50Jul 10$0.09$2.4126.78
$240.00$242.50$245.00Jul 10$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$215.00$217.50$220.00Jul 17$0.05$2.4549.00
$215.00$220.00$225.00Jul 31$0.10$4.9049.00
$240.00$245.00$250.00Jul 31$0.11$4.8944.45
$220.00$225.00$230.00Jul 10$0.17$4.8328.41
$220.00$225.00$230.00Jul 24$0.18$4.8226.78

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 $-0.16, 102 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$300.001:2Jul 24-$0.27$9.73
$310.00$320.001:2Aug 21-$1.06$8.94
$300.00$310.001:2Aug 21-$2.70$7.30
$290.00$300.001:2Aug 21-$2.95$7.05
$280.00$290.001:2Aug 21-$4.50$5.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$245.00$230.001:2Aug 7-$0.16$14.84
$240.00$230.001:2Aug 21-$0.95$9.05
$250.00$240.001:2Aug 21-$1.90$8.10
$230.00$220.001:2Aug 21-$2.21$7.79
$260.00$250.001:2Aug 21-$3.85$6.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 5.51%, avg 1.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Aug 21$14.800.510.5%5.51%6.02%11305
$270.00Aug 7$11.800.500.5%4.39%4.90%16
$270.00Jul 31$11.000.500.5%4.09%4.60%844
$280.00Aug 21$10.400.414.2%3.87%8.10%2151
$270.00Jul 24$8.900.490.5%3.31%3.82%1114
$275.00Jul 31$8.800.442.4%3.28%5.65%--310
$280.00Aug 7$7.800.394.2%2.90%7.14%16
$290.00Aug 21$7.200.328.0%2.68%10.64%5357
$280.00Jul 31$6.900.374.2%2.57%6.80%--16
$270.00Jul 17$6.800.480.5%2.53%3.04%221.4K

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 691
Total Puts 832
Put/Call Ratio 1.20
Net Difference -141

Prior's Put/Call Breakdown

Total Calls 859
Total Puts 1,190
Put/Call Ratio 1.39
Net Difference -331

Prior 7-Day Put/Call Summary

Total Calls 22,192
Total Puts 18,600
Average Put/Call Ratio 0.87
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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