Tour v302
VLO
VALERO ENERGY CORP N
$278.70 +4.69%
7/8 13:00

Option Volume

Detail
Current (07/08 1:00pm) 8,117
Calls: 5,930 (73%)
Puts: 2,187 (27%)
Prior (07/07) 2,487
Calls: 1,177 (47%)
Puts: 1,310 (53%)
Current vs Prior +226.38%
Calls: +403.82% (Calls)
Puts: +66.95% (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 +47.15%
Calls: +104.16%
Puts: -16.26%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08 1:00pm) $7.85M
Calls: $6.29M (80%)
Puts: $1.56M (20%)
Prior (07/07) $2.02M
Calls: $949.4K (47%)
Puts: $1.07M (53%)
Current vs Prior +288.93%
Calls: +562.41%
Puts: +46.21%
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 +55.45%
Calls: +71.17%
Puts: +13.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08 1:00pm) 0.37
Prior (07/07) 1.11
Current vs Prior -66.86%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -60.33%
Sentiment BULLISH

Open Interest

Detail
Current (07/08 1:00pm) 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 3.59% | 6.23%6.23% | 14.14%
Prior 4.04% | 6.78%6.78% | 13.54%
Current vs Prior -11.14% | -8.18%-8.18% | +4.40%
Prior 7-Day Avg 4.14% | 6.59%6.83% | 13.53%
Current vs 7-Day Avg -13.35% | -5.60%-8.86% | +4.48%
Prior 7-Day Eod 4.04% | 6.78%-- | --
Current vs 7-Day Eod -11.14% | -8.18%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 22.00% | 9.84%
Calls: 22.22% | 7.91%
Puts: 21.78% | 11.76%
Prior 23.28% | 7.29%
Calls: 18.52% | 8.38%
Puts: 28.04% | 6.19%
Current vs Prior -5.50% | +34.98%
Prior 7-Day Avg 33.98% | 15.50%
Calls: 34.74% | 15.83%
Puts: 33.23% | 15.16%
Current vs 7-Day Avg -35.26% | -36.50%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($6.29M) vs puts ($1.56M). Massive premium surge with dollar volume up 289% vs prior. Dollar volume significantly above 7-day average (55% higher). Unusually high activity with volume up 226% vs prior - elevated interest.

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
13:00BULLISHBULLISHBULLISH
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 46 of results (avg 7.4%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2121.2022.10$21.654.2%630.60376
$280.00Aug 2116.3017.00$16.654.2%810.51164
$230.00Aug 2150.4053.10$51.755.2%40.904
$230.00Jul 1047.9050.50$49.205.3%--0.9710
$230.00Jul 1748.2051.00$49.605.6%160.97132
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2117.2018.30$17.756.2%380.493
$270.00Aug 2112.5013.30$12.906.2%270.40561
$310.00Aug 2136.4038.80$37.606.4%--0.7310
$290.00Aug 2122.6024.60$23.608.5%10.57--
$260.00Aug 218.509.30$8.909.0%150.30144

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. 82 found (avg delta 0.76, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jul 1032.9035.80$34.358.4%--0.9830
$250.00Jul 1028.0030.80$29.409.5%120.9753
$230.00Jul 1748.2051.00$49.605.6%160.97132
$230.00Jul 1047.9050.50$49.205.3%--0.9710
$240.00Jul 1037.8040.70$39.257.4%--0.9637
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Jul 1014.8018.20$16.5020.6%40.89--
$290.00Jul 1010.9013.40$12.1520.6%40.831
$300.00Jul 1721.3024.50$22.9014.0%20.82--
$287.50Jul 108.9011.50$10.2025.5%50.77--
$310.00Aug 2136.4038.80$37.606.4%--0.7310

Most actively traded options today. High liquidity = easy entry/exit. 186 active (total vol 5.9K, top 697)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 177.208.00$7.6010.5%6970.501.0K
$295.00Jul 172.503.10$2.8021.4%5550.2435
$285.00Aug 711.5014.10$12.8020.3%4280.463
$300.00Jul 171.702.35$2.0332.0%3060.181.7K
$330.00Aug 213.203.70$3.4514.5%2620.168
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 104.505.60$5.0521.8%1760.5411
$285.00Jul 3115.3017.10$16.2011.1%1440.567
$275.00Jul 102.253.20$2.7334.8%1380.3672
$282.50Jul 178.9010.40$9.6515.5%1050.56--
$250.00Jul 170.551.50$1.0293.1%670.09515

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 53.9%, max 218.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 10Aug 21142.2%44.7%218.1%414
$240.00Jul 10Aug 21111.4%44.2%151.9%177
$325.00Jul 10Jul 31112.1%49.3%127.5%248
$320.00Jul 10Aug 2192.2%45.9%101.0%42193
$310.00Jul 10Aug 2189.6%45.8%95.6%3560
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 10Aug 21142.2%44.7%218.1%2151
$225.00Jul 10Aug 7155.7%54.8%184.0%--99
$240.00Jul 10Aug 21111.4%44.2%151.9%32659
$235.00Jul 10Jul 31128.9%52.9%143.5%228
$242.50Jul 10Jul 17112.7%64.6%74.5%2114

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 130 found (best R:R 49.00, avg 5.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$330.00Jul 17$0.33$9.67$0.3329.30$320.33
$305.00$315.00Jul 24$0.47$9.53$0.4720.28$305.47
$315.00$320.00Jul 10$0.28$4.72$0.2816.86$315.28
$295.00$297.50Jul 10$0.18$2.32$0.1812.89$295.18
$300.00$302.50Jul 17$0.18$2.32$0.1812.89$300.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$225.00Jul 24$0.10$4.90$0.1049.00$229.90
$230.00$225.00Jul 31$0.13$4.87$0.1337.46$229.87
$240.00$235.00Jul 24$0.25$4.75$0.2519.00$239.75
$262.50$260.00Jul 10$0.13$2.37$0.1318.23$262.37
$230.00$225.00Aug 7$0.27$4.73$0.2717.52$229.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 175 found (best R:R 65.67, avg 2.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$240.00Jul 17$9.85$9.85$0.1565.67$239.85
$235.00$240.00Jul 31$4.85$4.85$0.1532.33$239.85
$230.00$240.00Jul 24$9.65$9.65$0.3527.57$239.65
$240.00$242.50Jul 17$2.40$2.40$0.1024.00$242.40
$242.50$245.00Jul 17$2.40$2.40$0.1024.00$244.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$295.00$290.00Jul 10$4.35$4.35$0.656.69$290.65
$290.00$287.50Jul 10$1.95$1.95$0.553.55$288.05
$300.00$290.00Jul 17$7.70$7.70$2.303.35$292.30
$290.00$282.50Jul 17$5.55$5.55$1.952.85$284.45
$285.00$282.50Jul 10$1.80$1.80$0.702.57$283.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $1.96, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 10Jul 17$0.40142.2%67.5%
$242.50Jul 10Jul 17$0.45112.7%64.6%
$240.00Jul 10Jul 17$0.50111.4%59.3%
$320.00Jul 10Jul 17$0.5892.2%57.3%
$245.00Jul 10Jul 17$0.6082.6%60.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 10Jul 17$0.20111.4%59.3%
$225.00Jul 10Jul 17$0.30155.7%83.8%
$235.00Jul 10Jul 17$0.40128.9%71.8%
$237.50Jul 10Jul 17$0.50119.4%69.2%
$242.50Jul 10Jul 17$0.52112.7%64.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 76 found (cheapest 3.12% of stock, avg 10.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$277.50Jul 10$4.95$3.75$8.70$268.80$286.203.12%
$280.00Jul 10$3.85$5.05$8.90$271.10$288.903.19%
$275.00Jul 10$6.60$2.73$9.33$265.67$284.333.35%
$282.50Jul 10$2.90$6.60$9.50$273.00$292.003.41%
$272.50Jul 10$8.15$1.93$10.08$262.42$282.583.62%
$285.00Jul 10$2.28$8.40$10.68$274.32$295.683.83%
$287.50Jul 10$1.43$10.20$11.63$275.87$299.134.17%
$270.00Jul 10$10.80$1.33$12.13$257.87$282.134.35%
$290.00Jul 10$1.00$12.15$13.15$276.85$303.154.72%
$267.50Jul 10$12.90$0.98$13.88$253.62$281.384.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 148 found (cheapest 0.71% of stock, avg 4.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$290.00$267.50Jul 10$1.00$0.98$1.98$265.52$291.98
$290.00$270.00Jul 10$1.00$1.33$2.33$267.67$292.33
$287.50$267.50Jul 10$1.43$0.98$2.41$265.09$289.91
$287.50$270.00Jul 10$1.43$1.33$2.76$267.24$290.26
$290.00$272.50Jul 10$1.00$1.93$2.93$269.57$292.93
$285.00$267.50Jul 10$2.28$0.98$3.26$264.24$288.26
$287.50$272.50Jul 10$1.43$1.93$3.36$269.14$290.86
$285.00$270.00Jul 10$2.28$1.33$3.61$266.39$288.61
$290.00$275.00Jul 10$1.00$2.73$3.73$271.27$293.73
$282.50$267.50Jul 10$2.90$0.98$3.88$263.62$286.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 184 found (best R:R 32.33, avg credit $4.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/235245/250Jul 31$4.85$0.1532.33$230.15$249.85
240/242255/258Jul 10$2.40$0.1024.00$240.10$257.40
240/242258/260Jul 10$2.40$0.1024.00$240.10$259.90
255/260265/270Aug 7$4.75$0.2519.00$255.25$269.75
235/240245/250Jul 24$4.70$0.3015.67$235.30$249.70
232/235260/265Jul 17$4.68$0.3214.62$230.32$264.68
225/230240/245Jul 24$4.65$0.3513.29$225.35$244.65
255/260265/270Jul 31$4.65$0.3513.29$255.35$269.65
240/245250/255Jul 24$4.63$0.3712.51$240.37$254.63
245/250255/260Jul 24$4.62$0.3812.16$245.38$259.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 98 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$260.00$265.00Jul 31$0.05$4.9599.00
$282.50$285.00$287.50Jul 17$0.05$2.4549.00
$240.00$245.00$250.00Jul 24$0.10$4.9049.00
$245.00$250.00$255.00Jul 24$0.10$4.9049.00
$292.50$295.00$297.50Jul 17$0.07$2.4334.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$265.00$270.00Jul 31$0.15$4.8532.33
$270.00$275.00$280.00Aug 7$0.15$4.8532.33
$245.00$247.50$250.00Jul 10$0.08$2.4230.25
$250.00$252.50$255.00Jul 10$0.08$2.4230.25
$255.00$257.50$260.00Jul 10$0.08$2.4230.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 113 found (best net $-0.17, 110 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$325.001:2Jul 31-$0.17$14.83
$320.00$330.001:2Jul 17-$0.12$9.88
$305.00$315.001:2Jul 24-$1.46$8.54
$320.00$330.001:2Aug 21-$2.05$7.95
$265.00$280.001:2Aug 14-$7.45$7.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$275.00$260.001:2Aug 14-$1.80$13.20
$310.00$290.001:2Aug 21-$9.60$10.40
$240.00$230.001:2Aug 7-$0.65$9.35
$240.00$230.001:2Aug 21-$0.65$9.35
$250.00$240.001:2Aug 21-$1.45$8.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 5.85%, avg 1.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$16.300.510.5%5.85%6.32%81164
$280.00Aug 14$14.100.510.5%5.06%5.53%1--
$280.00Aug 7$13.100.510.5%4.70%5.17%78
$290.00Aug 21$12.100.424.0%4.34%8.40%59362
$285.00Aug 14$11.900.462.3%4.27%6.53%4--
$285.00Aug 7$11.500.462.3%4.13%6.39%4283
$280.00Jul 31$11.400.500.5%4.09%4.56%816
$285.00Jul 31$9.800.442.3%3.52%5.78%1026
$280.00Jul 24$9.400.500.5%3.37%3.84%214
$290.00Aug 7$9.400.414.0%3.37%7.43%13

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 5,930
Total Puts 2,187
Put/Call Ratio 0.37
Net Difference 3,743

Prior's Put/Call Breakdown

Total Calls 1,177
Total Puts 1,310
Put/Call Ratio 1.11
Net Difference -133

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
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