Tour v302
VLO
VALERO ENERGY CORP N
$282.08 +5.96%
7/8 12:00

Option Volume

Detail
Current (07/08 12:00pm) 6,673
Calls: 5,012 (75%)
Puts: 1,661 (25%)
Prior (07/07) 2,080
Calls: 971 (47%)
Puts: 1,109 (53%)
Current vs Prior +220.82%
Calls: +416.17% (Calls)
Puts: +49.77% (Puts)
Prior 7-Day Total 38,613
Calls: 20,332 (53%)
Puts: 18,281 (47%)
Prior 7-Day Average 5,516
Calls: 2,904 (53%)
Puts: 2,611 (47%)
Current vs Prior 7-Day Avg +20.97%
Calls: +72.56%
Puts: -36.40%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08 12:00pm) $6.46M
Calls: $5.57M (86%)
Puts: $887.0K (14%)
Prior (07/07) $1.69M
Calls: $825.0K (49%)
Puts: $865.0K (51%)
Current vs Prior +282.15%
Calls: +575.34%
Puts: +2.54%
Prior 7-Day Total $35.36M
Calls: $25.72M (73%)
Puts: $9.64M (27%)
Prior 7-Day Average $5.05M
Calls: $3.67M (73%)
Puts: $1.38M (27%)
Current vs Prior 7-Day Avg +27.84%
Calls: +51.63%
Puts: -35.61%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08 12:00pm) 0.33
Prior (07/07) 1.14
Current vs Prior -70.98%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -64.35%
Sentiment BULLISH

Open Interest

Detail
Current (07/08 12:00pm) 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 648,242
Calls: 364,355 (56%)
Puts: 283,887 (44%)
Prior 7-Day Average 92,606
Calls: 52,050 (56%)
Puts: 40,555 (44%)
Current vs Prior 7-Day Avg +3.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.74% | 6.13%6.13% | 14.09%
Prior 4.04% | 6.78%6.78% | 13.54%
Current vs Prior -7.38% | -9.54%-9.54% | +4.06%
Prior 7-Day Avg 4.14% | 6.59%6.83% | 13.53%
Current vs 7-Day Avg -9.68% | -7.00%-10.21% | +4.14%
Prior 7-Day Eod 4.04% | 6.78%-- | --
Current vs 7-Day Eod -7.38% | -9.54%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.62% | 9.30%
Calls: 11.97% | 8.60%
Puts: 21.28% | 10.00%
Prior 23.28% | 7.29%
Calls: 18.52% | 8.38%
Puts: 28.04% | 6.19%
Current vs Prior -28.61% | +27.57%
Prior 7-Day Avg 33.98% | 15.50%
Calls: 34.74% | 15.83%
Puts: 33.23% | 15.16%
Current vs 7-Day Avg -51.09% | -39.98%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($5.57M) vs puts ($887.0K). Massive premium surge with dollar volume up 282% vs prior. Unusually high activity with volume up 221% vs prior - elevated interest. Extreme bullish P/C ratio of 0.33 - heavy call buying (5,012 calls vs 1,661 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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
12:00BULLISHBULLISHBULLISH
11:00BULLISHBULLISHBULLISH

📈 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 70 of results (avg 7.3%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2123.4024.00$23.702.5%580.64376
$280.00Aug 2118.0018.60$18.303.3%270.54164
$235.00Jul 3147.6049.20$48.403.3%--0.9112
$240.00Jul 3142.9044.50$43.703.7%--0.9013
$230.00Jul 3151.9054.00$52.954.0%--0.9343
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2115.9016.30$16.102.5%380.463
$270.00Aug 2111.0011.60$11.305.3%220.36561
$310.00Aug 2134.3036.30$35.305.7%--0.7110
$290.00Jul 1712.0012.80$12.406.5%--0.6311
$275.00Aug 710.8011.60$11.207.1%10.41--

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. 73 found (avg delta 0.78, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jul 1036.0038.60$37.307.0%--0.9830
$255.00Jul 1026.0028.60$27.309.5%--0.9842
$230.00Jul 1050.9053.60$52.255.2%--0.9810
$230.00Jul 1751.2054.10$52.655.5%120.98132
$240.00Jul 1041.0043.60$42.306.1%--0.9737
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 109.1010.00$9.559.4%40.741
$310.00Aug 2134.3036.30$35.305.7%--0.7110
$290.00Jul 1712.0012.80$12.406.5%--0.6311
$285.00Jul 105.606.50$6.0514.9%110.58--
$290.00Jul 3116.5018.40$17.4510.9%--0.5713

Most actively traded options today. High liquidity = easy entry/exit. 166 active (total vol 4.9K, top 687)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 178.909.70$9.308.6%6870.561.0K
$295.00Jul 173.203.80$3.5017.1%5510.2835
$285.00Aug 712.9013.90$13.407.5%4270.493
$330.00Aug 213.304.10$3.7021.6%2590.178
$275.00Jul 1712.0013.00$12.508.0%2470.66606
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 103.403.80$3.6011.1%1650.4111
$275.00Jul 101.852.20$2.0317.2%1270.2772
$250.00Jul 170.500.75$0.6339.7%620.06515
$270.00Jul 100.751.00$0.8828.4%550.1454
$250.00Aug 73.204.20$3.7027.0%540.1768

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 55.3%, max 192.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 10Aug 21111.1%44.1%151.7%177
$230.00Jul 10Jul 31133.2%54.7%143.3%--53
$325.00Jul 10Jul 3196.1%46.2%108.1%248
$250.00Jul 10Aug 2183.8%43.5%92.8%5164
$320.00Jul 10Aug 2184.1%44.9%87.3%41193
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 10Aug 21133.2%45.5%192.4%2151
$240.00Jul 10Aug 21111.1%44.1%151.7%32659
$235.00Jul 10Jul 31121.1%54.8%120.9%228
$237.50Jul 10Jul 17117.1%58.8%99.2%--272
$250.00Jul 10Aug 2183.8%43.5%92.8%50262

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 123 found (best R:R 40.67, avg 4.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$305.00Jul 10$0.12$4.88$0.1240.67$300.12
$320.00$330.00Jul 17$0.33$9.67$0.3329.30$320.33
$305.00$310.00Jul 17$0.45$4.55$0.4510.11$305.45
$305.00$315.00Jul 24$0.92$9.08$0.929.87$305.92
$310.00$315.00Jul 17$0.47$4.53$0.479.64$310.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$245.00$240.00Jul 24$0.23$4.77$0.2320.74$244.77
$255.00$252.50Jul 17$0.12$2.38$0.1219.83$254.88
$240.00$235.00Jul 24$0.25$4.75$0.2519.00$239.75
$250.00$245.00Jul 24$0.25$4.75$0.2519.00$249.75
$240.00$235.00Jul 31$0.35$4.65$0.3513.29$239.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 158 found (best R:R 65.67, avg 2.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$240.00Jul 17$9.85$9.85$0.1565.67$239.85
$245.00$250.00Jul 31$4.90$4.90$0.1049.00$249.90
$230.00$240.00Jul 24$9.65$9.65$0.3527.57$239.65
$267.50$270.00Jul 10$2.40$2.40$0.1024.00$269.90
$242.50$245.00Jul 17$2.40$2.40$0.1024.00$244.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$285.00Jul 10$3.50$3.50$1.502.33$286.50
$310.00$280.00Aug 21$19.20$19.20$10.801.78$290.80
$290.00$282.50Jul 17$4.40$4.40$3.101.42$285.60
$285.00$282.50Jul 10$1.35$1.35$1.151.17$283.65
$290.00$280.00Jul 31$5.35$5.35$4.651.15$284.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $1.81, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 10Jul 17$0.3083.8%51.0%
$230.00Jul 10Jul 17$0.40133.2%64.8%
$315.00Jul 10Jul 17$0.4378.3%46.7%
$240.00Jul 10Jul 17$0.50111.1%63.7%
$242.50Jul 10Jul 17$0.55105.1%58.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$235.00Jul 10Jul 17$0.07121.1%61.8%
$247.50Jul 10Jul 17$0.2287.7%49.5%
$242.50Jul 10Jul 17$0.28105.1%58.7%
$240.00Jul 10Jul 17$0.35111.1%63.7%
$250.00Jul 10Jul 17$0.4383.8%51.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 3.30% of stock, avg 10.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$282.50Jul 10$4.60$4.70$9.30$273.20$291.803.30%
$280.00Jul 10$5.85$3.60$9.45$270.55$289.453.35%
$285.00Jul 10$3.45$6.05$9.50$275.50$294.503.37%
$277.50Jul 10$7.60$2.58$10.18$267.32$287.683.61%
$275.00Jul 10$9.30$2.03$11.33$263.67$286.334.02%
$290.00Jul 10$1.83$9.55$11.38$278.62$301.384.03%
$272.50Jul 10$10.95$1.27$12.22$260.28$284.724.33%
$270.00Jul 10$13.05$0.88$13.93$256.07$283.934.94%
$282.50Jul 17$8.05$8.00$16.05$266.45$298.555.69%
$280.00Jul 17$9.30$6.80$16.10$263.90$296.105.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 147 found (cheapest 0.80% of stock, avg 4.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$295.00$272.50Jul 10$0.98$1.27$2.25$270.25$297.25
$292.50$272.50Jul 10$1.40$1.27$2.67$269.83$295.17
$295.00$275.00Jul 10$0.98$2.03$3.01$271.99$298.01
$290.00$272.50Jul 10$1.83$1.27$3.10$269.40$293.10
$292.50$275.00Jul 10$1.40$2.03$3.43$271.57$295.93
$295.00$277.50Jul 10$0.98$2.58$3.56$273.94$298.56
$287.50$272.50Jul 10$2.50$1.27$3.77$268.73$291.27
$290.00$275.00Jul 10$1.83$2.03$3.86$271.14$293.86
$292.50$277.50Jul 10$1.40$2.58$3.98$273.52$296.48
$290.00$277.50Jul 10$1.83$2.58$4.41$273.09$294.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 165 found (best R:R 19.83, avg credit $4.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
258/260265/268Jul 10$2.38$0.1219.83$257.62$267.38
238/240258/260Jul 17$2.35$0.1515.67$237.65$259.85
230/235240/245Jul 31$4.68$0.3214.63$230.32$244.68
230/235250/255Jul 31$4.68$0.3214.63$230.32$254.68
230/232250/252Jul 17$2.33$0.1713.71$230.17$252.33
255/258275/278Jul 24$2.33$0.1713.71$255.17$277.33
240/245250/255Jul 31$4.65$0.3513.29$240.35$254.65
250/252258/260Jul 17$2.32$0.1812.89$250.18$259.82
258/260275/278Jul 24$2.32$0.1812.89$257.68$277.32
250/255260/265Jul 24$4.62$0.3812.16$250.38$264.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$310.00$315.00$320.00Jul 10$0.05$4.9599.00
$315.00$320.00$325.00Jul 10$0.10$4.9049.00
$250.00$255.00$260.00Jul 24$0.10$4.9049.00
$255.00$260.00$265.00Jul 24$0.10$4.9049.00
$292.50$295.00$297.50Jul 10$0.07$2.4334.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$272.50$275.00Jul 17$0.05$2.4549.00
$235.00$240.00$245.00Jul 31$0.10$4.9049.00
$240.00$245.00$250.00Jul 31$0.10$4.9049.00
$260.00$265.00$270.00Aug 7$0.10$4.9049.00
$240.00$245.00$250.00Aug 7$0.15$4.8532.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 106 found (best net $-3.05, 103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$285.001:2Aug 14-$3.05$16.95
$310.00$325.001:2Jul 31-$0.30$14.70
$320.00$330.001:2Jul 17-$0.12$9.88
$305.00$315.001:2Jul 24-$1.06$8.94
$300.00$310.001:2Jul 31-$1.40$8.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$230.001:2Aug 7-$0.71$9.29
$240.00$230.001:2Aug 21-$0.81$9.19
$250.00$240.001:2Aug 21-$1.25$8.75
$260.00$250.001:2Aug 21-$2.30$7.70
$280.00$270.001:2Jul 31-$2.70$7.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 4.82%, avg 1.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Aug 21$13.600.452.8%4.82%7.63%33362
$285.00Aug 14$13.200.491.0%4.68%5.71%4--
$285.00Aug 7$12.900.491.0%4.57%5.61%4273
$285.00Jul 31$11.400.481.0%4.04%5.08%626
$290.00Aug 7$10.700.432.8%3.79%6.60%13
$300.00Aug 21$9.800.376.3%3.47%9.83%37607
$282.50Jul 24$9.700.510.1%3.44%3.59%510
$290.00Jul 31$9.300.422.8%3.30%6.10%24156
$285.00Jul 24$8.700.471.0%3.08%4.12%769
$282.50Jul 17$7.700.510.1%2.73%2.88%6--

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 5,012
Total Puts 1,661
Put/Call Ratio 0.33
Net Difference 3,351

Prior's Put/Call Breakdown

Total Calls 971
Total Puts 1,109
Put/Call Ratio 1.14
Net Difference -138

Prior 7-Day Put/Call Summary

Total Calls 20,332
Total Puts 18,281
Average Put/Call Ratio 0.93
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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