Tour v302
VLO
VALERO ENERGY CORP N
$277.74 +4.33%
7/8 14:00

Option Volume

Detail
Current (07/08 2:00pm) 8,975
Calls: 6,354 (71%)
Puts: 2,621 (29%)
Prior (07/07) 2,907
Calls: 1,504 (52%)
Puts: 1,403 (48%)
Current vs Prior +208.74%
Calls: +322.47% (Calls)
Puts: +86.81% (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 +62.70%
Calls: +118.76%
Puts: +0.36%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08 2:00pm) $8.28M
Calls: $6.49M (78%)
Puts: $1.79M (22%)
Prior (07/07) $2.29M
Calls: $1.25M (54%)
Puts: $1.05M (46%)
Current vs Prior +260.69%
Calls: +419.95%
Puts: +70.78%
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 +63.80%
Calls: +76.58%
Puts: +29.73%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08 2:00pm) 0.41
Prior (07/07) 0.93
Current vs Prior -55.78%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -55.63%
Sentiment BULLISH

Open Interest

Detail
Current (07/08 2:00pm) 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 3.69% | 6.05%6.05% | 14.11%
Prior 4.04% | 6.78%6.78% | 13.54%
Current vs Prior -8.61% | -10.79%-10.79% | +4.23%
Prior 7-Day Avg 4.14% | 6.59%6.83% | 13.53%
Current vs 7-Day Avg -10.87% | -8.27%-11.44% | +4.31%
Prior 7-Day Eod 4.04% | 6.78%-- | --
Current vs 7-Day Eod -8.61% | -10.79%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 25.33% | 12.04%
Calls: 18.18% | 15.00%
Puts: 32.48% | 9.09%
Prior 23.28% | 7.29%
Calls: 18.52% | 8.38%
Puts: 28.04% | 6.19%
Current vs Prior +8.81% | +65.16%
Prior 7-Day Avg 33.98% | 15.50%
Calls: 34.74% | 15.83%
Puts: 33.23% | 15.16%
Current vs 7-Day Avg -25.46% | -22.30%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($6.49M) vs puts ($1.79M). Massive premium surge with dollar volume up 261% vs prior. Dollar volume significantly above 7-day average (64% higher). Unusually high activity with volume up 209% 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 BULLISH
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
14:00BULLISHBULLISHBULLISH
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 45 of results (avg 7.2%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Aug 2149.5051.40$50.453.8%40.904
$270.00Aug 2120.7021.50$21.103.8%660.59376
$260.00Aug 2126.6027.80$27.204.4%630.69188
$230.00Jul 1747.6049.90$48.754.7%160.96132
$230.00Jul 3147.5049.80$48.654.7%--0.9243
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2117.7018.50$18.104.4%480.503
$310.00Aug 2137.3039.10$38.204.7%--0.7410
$270.00Aug 2112.8013.50$13.155.3%310.40561
$275.00Jul 3111.0011.80$11.407.0%10.448
$290.00Aug 2122.9024.90$23.908.4%10.58--

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. 81 found (avg delta 0.76, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jul 1031.2034.00$32.608.6%--0.9830
$230.00Jul 1046.2048.90$47.555.7%--0.9810
$250.00Jul 1026.3029.00$27.659.8%130.9753
$240.00Jul 1036.2039.00$37.607.4%--0.9737
$242.50Jul 1033.7036.40$35.057.7%--0.9772
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Jul 1016.5019.30$17.9015.6%40.92--
$290.00Jul 1012.2014.50$13.3517.2%50.861
$300.00Jul 1722.6025.40$24.0011.7%20.83--
$287.50Jul 1010.1011.80$10.9515.5%50.81--
$310.00Aug 2137.3039.10$38.204.7%--0.7410

Most actively traded options today. High liquidity = easy entry/exit. 191 active (total vol 6.5K, top 727)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 176.607.00$6.805.9%7270.471.0K
$295.00Jul 171.902.80$2.3538.3%5570.2135
$285.00Aug 710.9013.60$12.2522.0%4300.453
$300.00Jul 171.402.30$1.8548.6%3160.171.7K
$330.00Aug 213.003.60$3.3018.2%2630.158
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 104.906.80$5.8532.5%1770.5711
$275.00Jul 102.403.60$3.0040.0%1490.3972
$285.00Jul 3115.6018.50$17.0517.0%1440.567
$282.50Jul 179.8010.80$10.309.7%1050.58--
$250.00Aug 215.606.20$5.9010.2%680.23124

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 52.5%, max 191.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 10Aug 21129.0%44.2%191.8%414
$240.00Jul 10Aug 21104.0%43.9%136.8%177
$320.00Jul 10Aug 2196.9%45.5%113.3%42193
$325.00Jul 10Jul 31105.6%49.6%112.8%248
$315.00Jul 10Jul 2489.6%46.6%92.1%133
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 10Aug 21129.0%44.2%191.8%2151
$225.00Jul 10Aug 7139.4%54.8%154.3%--99
$235.00Jul 10Jul 31126.6%50.4%151.1%228
$240.00Jul 10Aug 21104.0%43.9%136.8%32659
$242.50Jul 10Jul 1797.7%54.1%80.8%2114

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 137 found (best R:R 49.00, avg 5.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$305.00$310.00Jul 31$0.10$4.90$0.1049.00$305.10
$320.00$330.00Jul 17$0.25$9.75$0.2539.00$320.25
$310.00$315.00Jul 17$0.22$4.78$0.2221.73$310.22
$290.00$292.50Jul 10$0.12$2.38$0.1219.83$290.12
$300.00$302.50Jul 17$0.12$2.38$0.1219.83$300.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$235.00Jul 24$0.10$4.90$0.1049.00$239.90
$245.00$240.00Aug 7$0.10$4.90$0.1049.00$244.90
$235.00$230.00Jul 10$0.15$4.85$0.1532.33$234.85
$245.00$240.00Jul 24$0.25$4.75$0.2519.00$244.75
$255.00$252.50Jul 10$0.15$2.35$0.1515.67$254.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 172 found (best R:R 15.67, avg 1.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$257.50$260.00Jul 10$2.35$2.35$0.1515.67$259.85
$230.00$240.00Jul 24$9.40$9.40$0.6015.67$239.40
$235.00$240.00Jul 31$4.70$4.70$0.3015.67$239.70
$250.00$255.00Jul 10$4.65$4.65$0.3513.29$254.65
$252.50$255.00Jul 17$2.30$2.30$0.2011.50$254.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$295.00$290.00Jul 10$4.55$4.55$0.4510.11$290.45
$287.50$285.00Jul 10$2.10$2.10$0.405.25$285.40
$300.00$290.00Jul 17$8.25$8.25$1.754.71$291.75
$285.00$282.50Jul 24$2.00$2.00$0.504.00$283.00
$290.00$282.50Jul 17$5.45$5.45$2.052.66$284.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $1.90, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Jul 10Jul 17$0.4796.9%57.7%
$315.00Jul 10Jul 17$0.5389.6%54.0%
$240.00Jul 10Jul 17$0.60104.0%62.9%
$310.00Jul 10Jul 17$0.7281.6%51.9%
$245.00Jul 10Jul 17$1.0081.6%52.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 10Jul 17$0.20129.0%68.6%
$235.00Jul 10Jul 17$0.30126.6%67.9%
$225.00Jul 10Jul 17$0.37139.4%79.4%
$245.00Jul 10Jul 17$0.3781.6%52.3%
$247.50Jul 10Jul 17$0.4373.3%47.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 78 found (cheapest 3.08% of stock, avg 9.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$277.50Jul 10$4.40$4.15$8.55$268.95$286.053.08%
$275.00Jul 10$5.90$3.00$8.90$266.10$283.903.20%
$280.00Jul 10$3.35$5.85$9.20$270.80$289.203.31%
$272.50Jul 10$7.35$2.05$9.40$263.10$281.903.38%
$282.50Jul 10$2.33$7.35$9.68$272.82$292.183.49%
$270.00Jul 10$9.45$1.40$10.85$259.15$280.853.91%
$285.00Jul 10$2.08$8.85$10.93$274.07$295.933.94%
$267.50Jul 10$10.95$0.93$11.88$255.62$279.384.28%
$287.50Jul 10$1.10$10.95$12.05$275.45$299.554.34%
$290.00Jul 10$0.75$13.35$14.10$275.90$304.105.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 156 found (cheapest 0.60% of stock, avg 4.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$290.00$267.50Jul 10$0.75$0.93$1.68$265.82$291.68
$287.50$267.50Jul 10$1.10$0.93$2.03$265.47$289.53
$290.00$270.00Jul 10$0.75$1.40$2.15$267.85$292.15
$287.50$270.00Jul 10$1.10$1.40$2.50$267.50$290.00
$290.00$272.50Jul 10$0.75$2.05$2.80$269.70$292.80
$285.00$267.50Jul 10$2.08$0.93$3.01$264.49$288.01
$287.50$272.50Jul 10$1.10$2.05$3.15$269.35$290.65
$282.50$267.50Jul 10$2.33$0.93$3.26$264.24$285.76
$285.00$270.00Jul 10$2.08$1.40$3.48$266.52$288.48
$282.50$270.00Jul 10$2.33$1.40$3.73$266.27$286.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 207 found (best R:R 28.41, avg credit $4.05)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/235245/250Jul 31$4.83$0.1728.41$230.17$249.83
235/240245/250Jul 31$4.82$0.1826.78$235.18$249.82
230/235250/255Jul 10$4.80$0.2024.00$230.20$254.80
230/232248/250Jul 17$2.40$0.1024.00$230.10$249.90
235/238248/250Jul 17$2.40$0.1024.00$235.10$249.90
225/230245/250Jul 24$4.75$0.2519.00$225.25$249.75
275/280300/305Aug 7$4.75$0.2519.00$275.25$304.75
230/232250/252Jul 17$2.35$0.1515.67$230.15$252.35
235/238250/252Jul 17$2.35$0.1515.67$235.15$252.35
250/255260/265Jul 31$4.65$0.3513.29$250.35$264.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 108 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$275.00$277.50$280.00Jul 24$0.05$2.4549.00
$302.50$305.00$307.50Jul 17$0.07$2.4334.71
$310.00$315.00$320.00Jul 17$0.14$4.8634.71
$245.00$250.00$255.00Jul 24$0.15$4.8532.33
$230.00$240.00$250.00Aug 21$0.30$9.7032.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Jul 24$0.08$4.9261.50
$232.50$235.00$237.50Jul 17$0.05$2.4549.00
$225.00$230.00$235.00Jul 10$0.13$4.8737.46
$255.00$257.50$260.00Jul 10$0.07$2.4334.71
$235.00$240.00$245.00Jul 24$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. 116 found (best net $-0.17, 111 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$325.001:2Jul 31-$0.17$14.83
$320.00$330.001:2Jul 17-$0.20$9.80
$305.00$315.001:2Jul 24-$0.61$9.39
$320.00$330.001:2Aug 21-$2.05$7.95
$265.00$280.001:2Aug 14-$7.55$7.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$275.00$260.001:2Aug 14-$2.25$12.75
$310.00$290.001:2Aug 21-$9.60$10.40
$240.00$230.001:2Aug 21-$0.60$9.40
$240.00$230.001:2Aug 7-$0.85$9.15
$250.00$240.001:2Aug 21-$1.50$8.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 5.65%, avg 1.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$15.700.500.8%5.65%6.47%88164
$280.00Aug 14$13.600.500.8%4.90%5.71%1--
$280.00Aug 7$13.200.500.8%4.75%5.57%108
$290.00Aug 21$11.600.414.4%4.18%8.59%86362
$280.00Jul 31$11.200.500.8%4.03%4.85%816
$285.00Aug 14$11.000.452.6%3.96%6.57%4--
$285.00Aug 7$10.900.452.6%3.92%6.54%4303
$285.00Jul 31$9.400.432.6%3.38%6.00%1026
$280.00Jul 24$8.800.490.8%3.17%3.98%214
$300.00Aug 21$8.300.338.0%2.99%11.00%49607

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 6,354
Total Puts 2,621
Put/Call Ratio 0.41
Net Difference 3,733

Prior's Put/Call Breakdown

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

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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