Tour v302
VLO
VALERO ENERGY CORP N
$279.52 +5.00%
7/8 11:01

Option Volume

Detail
β„Ή
Current (07/08 11:00am) 3,315
Calls: 2,126 (64%)
Puts: 1,189 (36%)
Prior (07/07) 1,523
Calls: 691 (45%)
Puts: 832 (55%)
Current vs Prior +117.66%
Calls: +207.67% (Calls)
Puts: +42.91% (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 -43.11%
Calls: -32.94%
Puts: -55.25%
Sentiment BULLISH

Dollar Volume

Detail
β„Ή
Current (07/08 11:00am) $3.46M
Calls: $2.83M (82%)
Puts: $627.0K (18%)
Prior (07/07) $1.29M
Calls: $686.4K (53%)
Puts: $604.1K (47%)
Current vs Prior +167.88%
Calls: +312.31%
Puts: +3.79%
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 -34.06%
Calls: -26.75%
Puts: -54.55%
Sentiment BULLISH

Put/Call Ratio

Detail
β„Ή
Current (07/08 11:00am) 0.56
Prior (07/07) 1.20
Current vs Prior -53.55%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg -35.81%
Sentiment BULLISH

Open Interest

Detail
β„Ή
Current (07/08 11:00am) 96,244
Calls: 53,209 (55%)
Puts: 43,035 (45%)
Prior (07/07) 94,264
Calls: 52,456 (56%)
Puts: 41,808 (44%)
Current vs Prior +2.10%
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 +5.03%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.81% | 6.14%6.14% | 13.79%
Prior 4.35% | 6.88%6.88% | 13.52%
Current vs Prior -12.34% | -10.83%-10.83% | +2.00%
Prior 7-Day Avg 3.94% | 6.35%6.71% | 13.49%
Current vs 7-Day Avg -3.21% | -3.31%-8.59% | +2.23%
Prior 7-Day Eod 4.35% | 6.88%-- | --
Current vs 7-Day Eod -12.34% | -10.83%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
β„Ή
Expiry | Next
Current 17.95% | 12.18%
Calls: 16.95% | 13.04%
Puts: 18.95% | 11.32%
Prior 12.75% | 11.47%
Calls: 12.39% | 8.59%
Puts: 13.11% | 14.35%
Current vs Prior +40.78% | +6.19%
Prior 7-Day Avg 36.48% | 18.37%
Calls: 38.02% | 18.71%
Puts: 34.94% | 18.02%
Current vs 7-Day Avg -50.79% | -33.69%
Liquidity Expensive
+
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πŸ€– AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($2.83M) vs puts ($627.0K). Massive premium surge with dollar volume up 168% vs prior. Unusually high activity with volume up 118% vs prior - elevated interest. Bullish P/C ratio of 0.56.

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 BEARISH
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
16:00BULLISHNEUTRALMIXED
15:00BULLISHNEUTRALBULLISH
14:00BULLISHNEUTRALBULLISH
13:00BEARISHBEARISHBEARISH
12:00BEARISHBEARISHBEARISH
11:00BULLISHBULLISHBULLISH
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 44 of results (avg 7.7%, best 3.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2121.3022.20$21.754.1%240.61376
$280.00Aug 2116.3017.00$16.654.2%150.52164
$290.00Aug 2112.1012.70$12.404.8%90.43362
$240.00Aug 2142.0044.30$43.155.3%10.8640
$230.00Jul 1749.0051.70$50.355.4%120.98132
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2111.9012.30$12.103.3%130.39561
$280.00Aug 2116.4017.20$16.804.8%90.483
$310.00Aug 2135.3038.10$36.707.6%--0.7310
$290.00Jul 1713.5014.70$14.108.5%--0.6811
$280.00Aug 713.9015.20$14.558.9%30.496

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. 67 found (avg delta 0.78, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 1028.6030.90$29.757.7%--0.9853
$245.00Jul 1033.6036.40$35.008.0%--0.9830
$230.00Jul 1048.6051.40$50.005.6%--0.9810
$230.00Jul 1749.0051.70$50.355.4%120.98132
$240.00Jul 1038.6041.40$40.007.0%--0.9737
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2135.3038.10$36.707.6%--0.7310
$290.00Jul 1713.5014.70$14.108.5%--0.6811
$285.00Jul 107.108.20$7.6514.4%30.67--
$290.00Jul 3117.0020.20$18.6017.2%--0.6113
$282.50Jul 178.709.80$9.2511.9%500.54--

Most actively traded options today. High liquidity = easy entry/exit. 135 active (total vol 2.4K, top 405)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Aug 711.2012.40$11.8010.2%4050.463
$280.00Jul 177.508.20$7.858.9%860.511.0K
$275.00Jul 3114.7015.80$15.257.2%830.57310
$270.00Jul 3117.1019.20$18.1511.6%800.6457
$280.00Jul 104.105.00$4.5519.8%670.50329
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 102.503.10$2.8021.4%1110.3472
$280.00Jul 104.305.20$4.7518.9%1100.5011
$250.00Jul 170.500.90$0.7057.1%620.07515
$250.00Aug 73.204.30$3.7529.3%520.1868
$255.00Aug 74.105.90$5.0036.0%520.2356

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 58.9%, max 188.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 10Aug 21103.1%43.3%138.1%177
$230.00Jul 10Jul 31127.0%53.5%137.5%--53
$325.00Jul 10Jul 3198.7%43.8%125.3%148
$242.50Jul 10Jul 1798.9%52.8%87.4%--149
$310.00Jul 10Aug 2175.1%43.2%73.8%960
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 10Aug 21127.0%44.0%188.4%2151
$225.00Jul 10Aug 7139.1%52.1%167.0%--99
$240.00Jul 10Aug 21103.1%43.3%138.1%3659
$235.00Jul 10Jul 31115.0%53.2%116.0%228
$242.50Jul 10Jul 1798.9%52.8%87.4%2114

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 117 found (best R:R 54.56, avg 5.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$330.00Jul 17$0.18$9.82$0.1854.56$320.18
$310.00$315.00Jul 17$0.17$4.83$0.1728.41$310.17
$295.00$300.00Jul 10$0.25$4.75$0.2519.00$295.25
$315.00$320.00Jul 17$0.25$4.75$0.2519.00$315.25
$305.00$310.00Jul 17$0.32$4.68$0.3214.62$305.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$245.00$240.00Jul 24$0.13$4.87$0.1337.46$244.87
$230.00$225.00Jul 31$0.23$4.77$0.2320.74$229.77
$245.00$242.50Jul 17$0.13$2.37$0.1318.23$244.87
$252.50$250.00Jul 17$0.13$2.37$0.1318.23$252.37
$265.00$262.50Jul 10$0.15$2.35$0.1515.67$264.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 147 found (best R:R 32.33, avg 2.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$245.00$250.00Jul 24$4.85$4.85$0.1532.33$249.85
$230.00$240.00Jul 24$9.65$9.65$0.3527.57$239.65
$230.00$235.00Jul 31$4.80$4.80$0.2024.00$234.80
$250.00$255.00Jul 10$4.75$4.75$0.2519.00$254.75
$240.00$242.50Jul 17$2.35$2.35$0.1515.67$242.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$280.00Aug 21$19.90$19.90$10.101.97$290.10
$290.00$282.50Jul 17$4.85$4.85$2.651.83$285.15
$285.00$280.00Jul 10$2.90$2.90$2.101.38$282.10
$290.00$280.00Jul 31$5.35$5.35$4.651.15$284.65
$282.50$280.00Jul 17$1.30$1.30$1.201.08$281.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $1.77, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 10Jul 17$0.35127.0%63.2%
$240.00Jul 10Jul 17$0.35103.1%53.8%
$315.00Jul 10Jul 17$0.5383.0%51.3%
$310.00Jul 10Jul 17$0.6775.1%48.5%
$245.00Jul 10Jul 17$0.7583.0%52.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 10Jul 17$0.10103.1%53.8%
$225.00Jul 10Jul 17$0.15139.1%74.2%
$242.50Jul 10Jul 17$0.1598.9%52.8%
$237.50Jul 10Jul 17$0.22109.0%60.4%
$247.50Jul 10Jul 17$0.3574.9%47.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 3.33% of stock, avg 10.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Jul 10$4.55$4.75$9.30$270.70$289.303.33%
$277.50Jul 10$5.90$3.65$9.55$267.95$287.053.42%
$285.00Jul 10$2.55$7.65$10.20$274.80$295.203.65%
$275.00Jul 10$7.45$2.80$10.25$264.75$285.253.67%
$272.50Jul 10$9.20$1.95$11.15$261.35$283.653.99%
$270.00Jul 10$10.65$1.43$12.08$257.92$282.084.32%
$267.50Jul 10$13.35$0.98$14.33$253.17$281.835.13%
$280.00Jul 17$7.85$7.95$15.80$264.20$295.805.65%
$277.50Jul 17$9.20$6.70$15.90$261.60$293.405.69%
$282.50Jul 17$6.65$9.25$15.90$266.60$298.405.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.70% of stock, avg 4.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$292.50$267.50Jul 10$0.98$0.98$1.96$265.54$294.46
$290.00$267.50Jul 10$1.33$0.98$2.31$265.19$292.31
$292.50$270.00Jul 10$0.98$1.43$2.41$267.59$294.91
$290.00$270.00Jul 10$1.33$1.43$2.76$267.24$292.76
$287.50$267.50Jul 10$1.88$0.98$2.86$264.64$290.36
$292.50$272.50Jul 10$0.98$1.95$2.93$269.57$295.43
$290.00$272.50Jul 10$1.33$1.95$3.28$269.22$293.28
$287.50$270.00Jul 10$1.88$1.43$3.31$266.69$290.81
$285.00$267.50Jul 10$2.55$0.98$3.53$263.97$288.53
$292.50$275.00Jul 10$0.98$2.80$3.78$271.22$296.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 167 found (best R:R 40.67, avg credit $4.33)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
225/230235/240Jul 31$4.88$0.1240.67$225.12$239.88
225/230240/245Jul 31$4.83$0.1728.41$225.17$244.83
230/232242/245Jul 17$2.40$0.1024.00$230.10$244.90
230/232250/252Jul 17$2.40$0.1024.00$230.10$252.40
242/245250/252Jul 17$2.38$0.1219.83$242.62$252.38
240/245255/260Jul 31$4.73$0.2717.52$240.27$259.73
230/235255/260Jul 31$4.72$0.2816.86$230.28$259.72
230/232255/258Jul 17$2.35$0.1515.67$230.15$257.35
235/240255/260Jul 31$4.70$0.3015.67$235.30$259.70
230/240250/260Aug 21$9.35$0.6514.38$230.65$259.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 87 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
$275.00$277.50$280.00Jul 17$0.05$2.4549.00
$305.00$310.00$315.00Jul 17$0.15$4.8532.33
$230.00$235.00$240.00Jul 31$0.15$4.8532.33
$265.00$270.00$275.00Jul 31$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$260.00$265.00Jul 17$0.09$4.9154.56
$260.00$262.50$265.00Jul 10$0.05$2.4549.00
$240.00$242.50$245.00Jul 17$0.06$2.4440.67
$250.00$255.00$260.00Jul 31$0.13$4.8737.46
$257.50$260.00$262.50Jul 10$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. 108 found (best net $-0.17, 102 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$330.001:2Jul 17-$0.17$9.83
$315.00$325.001:2Jul 10-$0.21$9.79
$300.00$310.001:2Jul 31-$0.60$9.40
$320.00$330.001:2Aug 21-$1.80$8.20
$310.00$320.001:2Aug 21-$2.40$7.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$230.001:2Aug 21-$0.60$9.40
$240.00$230.001:2Aug 7-$0.76$9.24
$250.00$240.001:2Aug 21-$1.25$8.75
$270.00$260.001:2Aug 7-$2.35$7.65
$260.00$250.001:2Aug 21-$2.45$7.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 5.83%, avg 1.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$16.300.520.2%5.83%6.00%15164
$280.00Aug 7$13.400.510.2%4.79%4.97%58
$280.00Jul 31$12.200.510.2%4.36%4.54%616
$290.00Aug 21$12.100.433.8%4.33%8.08%9362
$285.00Aug 7$11.200.462.0%4.01%5.97%4053
$285.00Jul 31$9.900.452.0%3.54%5.50%226
$280.00Jul 24$9.600.510.2%3.43%3.61%214
$290.00Aug 7$9.200.403.8%3.29%7.04%13
$282.50Jul 24$8.500.471.1%3.04%4.11%210
$300.00Aug 21$8.500.347.3%3.04%10.37%14607

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 2,126
Total Puts 1,189
Put/Call Ratio 0.56
Net Difference 937

Prior's Put/Call Breakdown

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

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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