Tour v302
VLO
VALERO ENERGY CORP N
$279.79 +5.10%
7/8 15:00

Option Volume

Detail
Current (07/08 3:00pm) 9,466
Calls: 6,629 (70%)
Puts: 2,837 (30%)
Prior (07/07) 3,250
Calls: 1,644 (51%)
Puts: 1,606 (49%)
Current vs Prior +191.26%
Calls: +303.22% (Calls)
Puts: +76.65% (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 +71.61%
Calls: +128.23%
Puts: +8.63%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08 3:00pm) $9.23M
Calls: $7.31M (79%)
Puts: $1.92M (21%)
Prior (07/07) $2.56M
Calls: $1.52M (59%)
Puts: $1.04M (41%)
Current vs Prior +259.99%
Calls: +380.91%
Puts: +83.93%
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 +82.78%
Calls: +99.03%
Puts: +39.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08 3:00pm) 0.43
Prior (07/07) 0.98
Current vs Prior -56.19%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -53.96%
Sentiment BULLISH

Open Interest

Detail
Current (07/08 3:00pm) 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 3.47% | 5.95%5.95% | 14.15%
Prior 4.04% | 6.78%6.78% | 13.54%
Current vs Prior -14.14% | -12.23%-12.23% | +4.52%
Prior 7-Day Avg 4.14% | 6.59%6.83% | 13.53%
Current vs 7-Day Avg -16.28% | -9.76%-12.88% | +4.60%
Prior 7-Day Eod 4.04% | 6.78%-- | --
Current vs 7-Day Eod -14.14% | -12.23%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 14.38% | 8.85%
Calls: 14.81% | 11.24%
Puts: 13.95% | 6.45%
Prior 23.28% | 7.29%
Calls: 18.52% | 8.38%
Puts: 28.04% | 6.19%
Current vs Prior -38.23% | +21.40%
Prior 7-Day Avg 33.98% | 15.50%
Calls: 34.74% | 15.83%
Puts: 33.23% | 15.16%
Current vs 7-Day Avg -57.68% | -42.89%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($7.31M) vs puts ($1.92M). Massive premium surge with dollar volume up 260% vs prior. Dollar volume significantly above 7-day average (83% higher). Unusually high activity with volume up 191% 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
15:00BULLISHBULLISHBULLISH
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 61 of results (avg 7.0%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2121.9022.60$22.253.1%670.61376
$280.00Aug 2116.8017.40$17.103.5%890.52164
$240.00Jul 1038.8040.60$39.704.5%--0.9737
$230.00Jul 3149.3051.70$50.504.8%--0.9643
$280.00Jul 2410.2010.70$10.454.8%20.5214
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2136.4037.80$37.103.8%--0.7210
$270.00Aug 2112.2012.70$12.454.0%310.39561
$280.00Aug 2117.0017.70$17.354.0%480.483
$282.50Jul 2411.2011.80$11.505.2%210.52--
$280.00Jul 249.9010.50$10.205.9%20.48--

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. 83 found (avg delta 0.76, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jul 1033.0035.70$34.357.9%--0.9830
$230.00Jul 1048.0050.60$49.305.3%--0.9810
$250.00Jul 1028.0030.70$29.359.2%130.9853
$255.00Jul 1023.1026.40$24.7513.3%70.9842
$240.00Jul 1038.8040.60$39.704.5%--0.9737
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Jul 1014.8017.60$16.2017.3%40.90--
$300.00Jul 1721.2023.90$22.5512.0%20.82--
$290.00Jul 1010.5012.30$11.4015.8%80.821
$287.50Jul 108.5011.10$9.8026.5%50.76--
$310.00Aug 2136.4037.80$37.103.8%--0.7210

Most actively traded options today. High liquidity = easy entry/exit. 196 active (total vol 6.8K, top 731)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 177.408.20$7.8010.3%7310.511.0K
$295.00Jul 172.252.95$2.6026.9%5570.2335
$285.00Aug 712.0013.30$12.6510.3%4300.463
$300.00Jul 171.652.10$1.8823.9%3220.181.7K
$330.00Aug 213.303.80$3.5514.1%2690.168
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 104.004.60$4.3014.0%1770.5011
$275.00Jul 101.952.50$2.2324.7%1490.3272
$285.00Jul 3115.5018.00$16.7514.9%1440.557
$282.50Jul 178.809.40$9.106.6%1050.54--
$277.50Jul 102.903.40$3.1515.9%710.41--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 51.9%, max 192.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 10Aug 21132.2%45.2%192.6%414
$240.00Jul 10Aug 21109.3%44.9%143.1%177
$325.00Jul 10Jul 31102.4%48.6%110.9%248
$320.00Jul 10Aug 2193.6%45.2%107.2%42193
$315.00Jul 10Jul 2486.1%44.9%91.5%133
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 10Aug 21132.2%45.2%192.6%2151
$225.00Jul 10Aug 7144.8%54.0%168.5%--99
$240.00Jul 10Aug 21109.3%44.9%143.1%32659
$235.00Jul 10Jul 31121.8%52.2%133.2%228
$237.50Jul 10Jul 17115.5%63.0%83.3%5272

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 140 found (best R:R 49.00, avg 4.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$315.00Jul 17$0.20$4.80$0.2024.00$310.20
$315.00$320.00Jul 17$0.23$4.77$0.2320.74$315.23
$305.00$307.50Jul 10$0.12$2.38$0.1219.83$305.12
$300.00$302.50Jul 17$0.15$2.35$0.1515.67$300.15
$292.50$295.00Jul 10$0.17$2.33$0.1713.71$292.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$235.00Jul 24$0.10$4.90$0.1049.00$239.90
$240.00$235.00Jul 31$0.22$4.78$0.2221.73$239.78
$245.00$240.00Jul 24$0.25$4.75$0.2519.00$244.75
$250.00$245.00Jul 31$0.28$4.72$0.2816.86$249.72
$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. 175 found (best R:R 39.00, avg 2.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$240.00Jul 24$9.75$9.75$0.2539.00$239.75
$245.00$250.00Jul 24$4.85$4.85$0.1532.33$249.85
$230.00$240.00Jul 10$9.60$9.60$0.4024.00$239.60
$242.50$245.00Jul 10$2.40$2.40$0.1024.00$244.90
$245.00$247.50Jul 17$2.40$2.40$0.1024.00$247.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$295.00$290.00Jul 10$4.80$4.80$0.2024.00$290.20
$300.00$290.00Jul 17$8.65$8.65$1.356.41$291.35
$310.00$290.00Aug 21$13.95$13.95$6.052.31$296.05
$285.00$282.50Jul 10$1.65$1.65$0.851.94$283.35
$280.00$275.00Jul 31$3.25$3.25$1.751.86$276.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $1.83, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$325.00Jul 10Jul 17$0.27102.4%56.3%
$320.00Jul 10Jul 17$0.3293.6%52.7%
$240.00Jul 10Jul 17$0.40109.3%62.0%
$315.00Jul 10Jul 17$0.5386.1%51.6%
$310.00Jul 10Jul 17$0.6879.2%49.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Jul 10Jul 17$0.15144.8%75.0%
$230.00Jul 10Jul 17$0.22132.2%70.9%
$247.50Jul 10Jul 17$0.2775.0%45.9%
$237.50Jul 10Jul 17$0.28115.5%63.0%
$242.50Jul 10Jul 17$0.30103.1%57.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 80 found (cheapest 3.04% of stock, avg 9.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Jul 10$4.20$4.30$8.50$271.50$288.503.04%
$277.50Jul 10$5.40$3.15$8.55$268.95$286.053.06%
$282.50Jul 10$2.97$5.65$8.62$273.88$291.123.08%
$275.00Jul 10$7.05$2.23$9.28$265.72$284.283.32%
$285.00Jul 10$2.03$7.30$9.33$275.67$294.333.33%
$272.50Jul 10$8.70$1.53$10.23$262.27$282.733.66%
$287.50Jul 10$1.40$9.80$11.20$276.30$298.704.00%
$270.00Jul 10$11.15$1.00$12.15$257.85$282.154.34%
$290.00Jul 10$1.00$11.40$12.40$277.60$302.404.43%
$267.50Jul 10$12.85$0.70$13.55$253.95$281.054.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 156 found (cheapest 0.61% of stock, avg 4.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$292.50$270.00Jul 10$0.70$1.00$1.70$268.30$294.20
$290.00$270.00Jul 10$1.00$1.00$2.00$268.00$292.00
$292.50$272.50Jul 10$0.70$1.53$2.23$270.27$294.73
$287.50$270.00Jul 10$1.40$1.00$2.40$267.60$289.90
$290.00$272.50Jul 10$1.00$1.53$2.53$269.97$292.53
$287.50$272.50Jul 10$1.40$1.53$2.93$269.57$290.43
$292.50$275.00Jul 10$0.70$2.23$2.93$272.07$295.43
$285.00$270.00Jul 10$2.03$1.00$3.03$266.97$288.03
$290.00$275.00Jul 10$1.00$2.23$3.23$271.77$293.23
$285.00$272.50Jul 10$2.03$1.53$3.56$268.94$288.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 190 found (best R:R 49.00, avg credit $4.28)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/235250/255Jul 31$4.90$0.1049.00$230.10$254.90
230/235260/265Jul 31$4.80$0.2024.00$230.20$264.80
225/230240/245Jul 24$4.77$0.2320.74$225.23$244.77
240/245250/255Aug 7$4.75$0.2519.00$240.25$254.75
270/275285/290Aug 7$4.75$0.2519.00$270.25$289.75
250/255260/265Jul 24$4.70$0.3015.67$250.30$264.70
270/275280/285Aug 7$4.70$0.3015.67$270.30$284.70
248/250260/265Jul 17$4.68$0.3214.62$245.32$264.68
235/240245/250Jul 31$4.67$0.3314.15$235.33$249.67
240/245250/255Jul 31$4.65$0.3513.29$240.35$254.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 102 found (best R:R 49.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$230.00$240.00$250.00Aug 21$0.25$9.7539.00
$297.50$300.00$302.50Jul 17$0.07$2.4334.71
$302.50$305.00$307.50Jul 17$0.07$2.4334.71
$270.00$275.00$280.00Jul 31$0.15$4.8532.33
$290.00$295.00$300.00Jul 31$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$245.00$250.00Aug 7$0.10$4.9049.00
$245.00$250.00$255.00Jul 24$0.13$4.8737.46
$242.50$245.00$247.50Jul 10$0.07$2.4334.71
$235.00$240.00$245.00Jul 24$0.15$4.8532.33
$265.00$270.00$275.00Jul 31$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. 115 found (best net $-0.55, 112 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$285.00$305.001:2Aug 14-$0.55$19.45
$310.00$325.001:2Jul 31-$0.13$14.87
$305.00$315.001:2Jul 24-$0.42$9.58
$320.00$330.001:2Aug 21-$2.25$7.75
$265.00$280.001:2Aug 14-$7.80$7.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$275.00$260.001:2Aug 14-$1.90$13.10
$310.00$290.001:2Aug 21-$9.20$10.80
$240.00$230.001:2Aug 21-$0.61$9.39
$240.00$230.001:2Aug 7-$0.70$9.30
$250.00$240.001:2Aug 21-$1.70$8.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 6.00%, avg 1.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$16.800.520.1%6.00%6.08%89164
$280.00Aug 7$14.200.520.1%5.08%5.15%108
$280.00Aug 14$14.000.510.1%5.00%5.08%1--
$280.00Jul 31$12.800.510.1%4.57%4.65%816
$290.00Aug 21$12.600.433.6%4.50%8.15%107362
$285.00Aug 7$12.000.461.9%4.29%6.15%4303
$285.00Aug 14$11.800.471.9%4.22%6.08%4--
$285.00Jul 31$10.500.451.9%3.75%5.61%1126
$280.00Jul 24$10.200.520.1%3.65%3.72%214
$300.00Aug 21$9.300.357.2%3.32%10.55%51607

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 6,629
Total Puts 2,837
Put/Call Ratio 0.43
Net Difference 3,792

Prior's Put/Call Breakdown

Total Calls 1,644
Total Puts 1,606
Put/Call Ratio 0.98
Net Difference 38

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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