Tour v297
VLO
VALERO ENERGY CORP N
$263.76 -2.43%
7/7 14:00

Option Volume

Detail
β„Ή
Current (07/07 2:00pm) 2,907
Calls: 1,504 (52%)
Puts: 1,403 (48%)
Prior (07/06) 3,452
Calls: 1,659 (48%)
Puts: 1,793 (52%)
Current vs Prior -15.79%
Calls: -9.34% (Calls)
Puts: -21.75% (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 -50.12%
Calls: -52.56%
Puts: -47.20%
Sentiment BULLISH

Dollar Volume

Detail
β„Ή
Current (07/07 2:00pm) $2.29M
Calls: $1.25M (54%)
Puts: $1.05M (46%)
Prior (07/06) $2.74M
Calls: $1.48M (54%)
Puts: $1.25M (46%)
Current vs Prior -16.14%
Calls: -15.94%
Puts: -16.38%
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 -56.24%
Calls: -67.70%
Puts: -24.14%
Sentiment BULLISH

Put/Call Ratio

Detail
β„Ή
Current (07/07 2:00pm) 0.93
Prior (07/06) 1.08
Current vs Prior -13.69%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg +7.05%
Sentiment NEUTRAL

Open Interest

Detail
β„Ή
Current (07/07 2:00pm) 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 3.94% | 6.60%6.60% | 13.44%
Prior 4.35% | 6.88%6.88% | 13.52%
Current vs Prior -9.29% | -4.12%-4.12% | -0.60%
Prior 7-Day Avg 3.94% | 6.35%6.88% | 13.52%
Current vs 7-Day Avg +0.17% | +3.96%-4.12% | -0.60%
Prior 7-Day Eod 4.35% | 6.88%-- | --
Current vs 7-Day Eod -9.29% | -4.12%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
β„Ή
Expiry | Next
Current 17.30% | 12.54%
Calls: 19.23% | 13.76%
Puts: 15.38% | 11.32%
Prior 12.75% | 11.47%
Calls: 12.39% | 8.59%
Puts: 13.11% | 14.35%
Current vs Prior +35.69% | +9.33%
Prior 7-Day Avg 36.48% | 18.37%
Calls: 38.02% | 18.71%
Puts: 34.94% | 18.02%
Current vs 7-Day Avg -52.57% | -31.73%
Liquidity Expensive
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πŸ€– AI Insights

Market showing bullish sentiment based on options flow analysis.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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
13:00BEARISHBEARISHBEARISH
12:00BEARISHBEARISHBEARISH
11:00BULLISHBEARISHBEARISH
10:00BULLISHBEARISHBEARISH

πŸ“ˆ Options Analysis

🎯 Tightest Spreads
πŸ’° Best Value Under $1
πŸ“Š High Delta (ITM)
πŸ”₯ High Volume
⏰ Backwardation
πŸ“ˆ Debit Spreads
πŸ“‰ Credit Spreads
πŸ“… Calendar Spreads
⚑ Straddles
πŸ”€ Strangles
πŸ¦… Iron Condors
πŸ¦‹ Butterflies
βš–οΈ Ratio Spreads
πŸ›‘οΈ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 24 of results (avg 6.8%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$222.50Jul 1040.4041.80$41.103.4%11.00--
$212.50Jul 1049.4051.70$50.554.5%11.00--
$220.00Jul 1742.8044.80$43.804.6%--1.0071
$270.00Aug 2112.0012.60$12.304.9%450.45305
$250.00Aug 2122.0023.10$22.554.9%10.66111
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2148.6050.50$49.553.8%--0.8410
$270.00Aug 2118.2019.00$18.604.3%1590.54410
$265.00Jul 3111.7012.60$12.157.4%20.5021
$260.00Aug 2112.8013.80$13.307.5%40.44143
$275.00Jul 1714.0015.10$14.557.6%10.7115

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. 59 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$212.50Jul 1049.4051.70$50.554.5%11.00--
$222.50Jul 1040.4041.80$41.103.4%11.00--
$225.00Jul 1037.0039.40$38.206.3%21.00--
$230.00Jul 1032.1034.20$33.156.3%--1.0010
$220.00Jul 1742.8044.80$43.804.6%--1.0071
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 1015.7018.10$16.9014.2%80.9011
$290.00Jul 1725.6029.00$27.3012.5%--0.9011
$310.00Aug 2148.6050.50$49.553.8%--0.8410
$275.00Jul 1012.0014.50$13.2518.9%370.8272
$290.00Jul 3128.5031.50$30.0010.0%--0.8013

Most actively traded options today. High liquidity = easy entry/exit. 120 active (total vol 2.3K, top 215)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 174.205.20$4.7021.3%2150.381.4K
$275.00Jul 172.803.60$3.2025.0%1610.29566
$275.00Jul 100.801.40$1.1054.5%1500.1880
$300.00Aug 213.804.50$4.1516.9%1390.20475
$265.00Jul 176.207.40$6.8017.6%610.48304
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2118.2019.00$18.604.3%1590.54410
$240.00Aug 215.506.20$5.8512.0%1330.24456
$250.00Jul 100.500.95$0.7361.6%810.12130
$270.00Jul 1710.3011.30$10.809.3%770.6290
$255.00Jul 101.251.85$1.5538.7%660.22112

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 41 strikes (avg 32.1%, max 120.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jul 10Aug 2171.7%42.2%69.8%139508
$305.00Jul 10Aug 777.3%46.2%67.5%10169
$230.00Jul 10Jul 3170.3%44.3%58.7%--53
$240.00Jul 10Aug 2160.9%40.8%49.4%175
$295.00Jul 10Jul 3165.4%44.2%47.7%--75
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 10Aug 2195.2%43.1%120.8%4290
$215.00Jul 10Jul 31105.6%51.9%103.2%--196
$225.00Jul 10Aug 780.0%46.9%70.4%1098
$230.00Jul 10Aug 2170.3%41.6%68.9%4140
$235.00Jul 10Jul 2469.3%41.4%67.2%14166

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 117 found (best R:R 40.67, avg 5.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$295.00$300.00Jul 17$0.17$4.83$0.1728.41$295.17
$287.50$290.00Jul 10$0.10$2.40$0.1024.00$287.60
$305.00$310.00Jul 17$0.25$4.75$0.2519.00$305.25
$290.00$295.00Jul 17$0.28$4.72$0.2816.86$290.28
$300.00$305.00Jul 24$0.28$4.72$0.2816.86$300.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$220.00$215.00Jul 31$0.12$4.88$0.1240.67$219.88
$235.00$230.00Jul 10$0.13$4.87$0.1337.46$234.87
$230.00$225.00Jul 24$0.15$4.85$0.1532.33$229.85
$250.00$247.50Jul 10$0.13$2.37$0.1318.23$249.87
$225.00$220.00Jul 31$0.28$4.72$0.2816.86$224.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 146 found (best R:R 39.00, avg 2.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$240.00Jul 17$9.75$9.75$0.2539.00$239.75
$245.00$250.00Jul 10$4.85$4.85$0.1532.33$249.85
$247.50$250.00Jul 17$2.40$2.40$0.1024.00$249.90
$230.00$240.00Jul 10$9.50$9.50$0.5019.00$239.50
$220.00$230.00Jul 17$9.50$9.50$0.5019.00$229.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$275.00$270.00Jul 10$4.80$4.80$0.2024.00$270.20
$280.00$275.00Jul 17$4.55$4.55$0.4510.11$275.45
$290.00$280.00Jul 17$8.20$8.20$1.804.56$281.80
$310.00$270.00Aug 21$30.95$30.95$9.053.42$279.05
$275.00$270.00Jul 17$3.75$3.75$1.253.00$271.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $1.53, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$305.00Jul 10Jul 17$0.2577.3%50.6%
$220.00Jul 17Jul 24$0.2558.0%49.6%
$300.00Jul 10Jul 17$0.3071.7%47.6%
$295.00Jul 10Jul 17$0.4565.4%45.8%
$290.00Jul 10Jul 17$0.7854.4%44.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$215.00Jul 10Jul 17$0.13105.6%64.2%
$220.00Jul 10Jul 17$0.1395.2%58.0%
$225.00Jul 10Jul 17$0.2080.0%52.7%
$230.00Jul 10Jul 17$0.2570.3%47.9%
$235.00Jul 10Jul 17$0.3769.3%46.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 3.49% of stock, avg 9.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$265.00Jul 10$4.00$5.20$9.20$255.80$274.203.49%
$262.50Jul 10$5.20$4.10$9.30$253.20$271.803.53%
$260.00Jul 10$6.70$2.93$9.63$250.37$269.633.65%
$267.50Jul 10$2.95$6.70$9.65$257.85$277.153.66%
$257.50Jul 10$8.40$2.08$10.48$247.02$267.983.97%
$270.00Jul 10$2.15$8.45$10.60$259.40$280.604.02%
$255.00Jul 10$9.90$1.55$11.45$243.55$266.454.34%
$275.00Jul 10$1.10$13.25$14.35$260.65$289.355.44%
$250.00Jul 10$13.75$0.73$14.48$235.52$264.485.49%
$265.00Jul 17$6.80$7.95$14.75$250.25$279.755.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 0.80% of stock, avg 4.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$275.00$252.50Jul 10$1.10$1.02$2.12$250.38$277.12
$272.50$252.50Jul 10$1.55$1.02$2.57$249.93$275.07
$275.00$255.00Jul 10$1.10$1.55$2.65$252.35$277.65
$272.50$255.00Jul 10$1.55$1.55$3.10$251.90$275.60
$270.00$252.50Jul 10$2.15$1.02$3.17$249.33$273.17
$275.00$257.50Jul 10$1.10$2.08$3.18$254.32$278.18
$272.50$257.50Jul 10$1.55$2.08$3.63$253.87$276.13
$270.00$255.00Jul 10$2.15$1.55$3.70$251.30$273.70
$285.00$250.00Jul 17$1.43$2.42$3.85$246.15$288.85
$267.50$252.50Jul 10$2.95$1.02$3.97$248.53$271.47

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 215 found (best R:R 24.00, avg credit $3.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/232240/242Jul 17$2.40$0.1024.00$230.10$242.40
235/238252/255Jul 17$2.38$0.1219.83$235.12$254.88
220/225230/235Jul 31$4.63$0.3712.51$220.37$234.63
250/252255/258Jul 17$2.31$0.1912.16$250.19$257.31
250/255260/265Aug 7$4.60$0.4011.50$250.40$264.60
230/232252/255Jul 17$2.25$0.259.00$230.25$254.75
215/220230/235Jul 31$4.47$0.538.43$215.53$234.47
252/255258/260Jul 10$2.23$0.278.26$252.77$259.73
242/245252/255Jul 17$2.23$0.278.26$242.77$254.73
245/250255/260Jul 24$4.45$0.558.09$245.55$259.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 96 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$290.00$295.00$300.00Jul 31$0.08$4.9261.50
$295.00$300.00$305.00Jul 17$0.09$4.9154.56
$235.00$240.00$245.00Jul 31$0.10$4.9049.00
$290.00$295.00$300.00Jul 17$0.11$4.8944.45
$260.00$265.00$270.00Jul 24$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$220.00$225.00$230.00Jul 24$0.05$4.9599.00
$260.00$265.00$270.00Jul 24$0.05$4.9599.00
$245.00$250.00$255.00Aug 14$0.05$4.9599.00
$217.50$220.00$222.50Jul 17$0.05$2.4549.00
$250.00$252.50$255.00Jul 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. 111 found (best net $-1.30, 106 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$305.001:2Aug 7-$0.60$14.40
$290.00$300.001:2Jul 24-$0.21$9.79
$300.00$310.001:2Aug 21-$1.71$8.29
$290.00$300.001:2Aug 21-$2.30$7.70
$280.00$290.001:2Aug 21-$3.35$6.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$270.001:2Jul 31-$1.30$18.70
$240.00$230.001:2Jul 31-$0.18$9.82
$230.00$220.001:2Aug 21-$0.80$9.20
$240.00$230.001:2Aug 21-$1.35$8.65
$250.00$240.001:2Aug 21-$2.60$7.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 4.81%, avg 1.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$265.00Aug 14$12.700.500.5%4.81%5.29%10--
$270.00Aug 21$12.000.452.4%4.55%6.92%45305
$265.00Aug 7$11.500.490.5%4.36%4.83%12
$265.00Jul 31$10.300.500.5%3.91%4.38%136
$270.00Aug 7$9.300.442.4%3.53%5.89%16
$265.00Jul 24$8.200.490.5%3.11%3.58%--22
$270.00Jul 31$8.200.432.4%3.11%5.47%1344
$280.00Aug 21$8.200.366.2%3.11%9.27%16151
$275.00Aug 7$7.500.384.3%2.84%7.10%21
$275.00Jul 31$6.500.374.3%2.46%6.73%5310

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 1,504
Total Puts 1,403
Put/Call Ratio 0.93
Net Difference 101

Prior's Put/Call Breakdown

Total Calls 1,659
Total Puts 1,793
Put/Call Ratio 1.08
Net Difference -134

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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