Tour v309
VLO
VALERO ENERGY CORP N
$277.57 -1.31%
7/10 14:00

Option Volume

Detail
Current (07/10 2:00pm) 4,904
Calls: 2,489 (51%)
Puts: 2,415 (49%)
Prior (07/08) 8,975
Calls: 6,354 (71%)
Puts: 2,621 (29%)
Current vs Prior -45.36%
Calls: -60.83% (Calls)
Puts: -7.86% (Puts)
Prior 7-Day Total 44,587
Calls: 24,439 (55%)
Puts: 20,148 (45%)
Prior 7-Day Average 6,369
Calls: 3,491 (55%)
Puts: 2,878 (45%)
Current vs Prior 7-Day Avg -23.01%
Calls: -28.71%
Puts: -16.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10 2:00pm) $3.91M
Calls: $2.45M (63%)
Puts: $1.46M (37%)
Prior (07/08) $8.28M
Calls: $6.49M (78%)
Puts: $1.79M (22%)
Current vs Prior -52.74%
Calls: -62.27%
Puts: -18.12%
Prior 7-Day Total $41.91M
Calls: $31.36M (75%)
Puts: $10.55M (25%)
Prior 7-Day Average $5.99M
Calls: $4.48M (75%)
Puts: $1.51M (25%)
Current vs Prior 7-Day Avg -34.67%
Calls: -45.36%
Puts: -2.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10 2:00pm) 0.97
Prior (07/08) 0.41
Current vs Prior +135.22%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg +6.39%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/10 2:00pm) 103,038
Calls: 57,045 (55%)
Puts: 45,993 (45%)
Prior (07/08) 96,244
Calls: 53,209 (55%)
Puts: 43,035 (45%)
Current vs Prior +7.06%
Prior 7-Day Total 654,395
Calls: 366,552 (56%)
Puts: 287,843 (44%)
Prior 7-Day Average 93,485
Calls: 52,364 (56%)
Puts: 41,120 (44%)
Current vs Prior 7-Day Avg +10.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.56% | 4.77%4.77% | 12.90%
Prior 3.48% | 5.83%5.83% | 14.33%
Current vs Prior -55.30% | -18.16%-18.16% | -10.03%
Prior 7-Day Avg 3.75% | 6.31%6.50% | 13.80%
Current vs 7-Day Avg -58.45% | -24.31%-26.54% | -6.53%
Prior 7-Day Eod 3.48% | 5.83%-- | --
Current vs 7-Day Eod -55.30% | -18.16%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 88.21% | 11.21%
Calls: 133.80% | 9.84%
Puts: 42.62% | 12.59%
Prior 21.01% | 14.68%
Calls: 18.60% | 17.72%
Puts: 23.42% | 11.63%
Current vs Prior +319.85% | -23.64%
Prior 7-Day Avg 33.79% | 13.88%
Calls: 35.30% | 14.43%
Puts: 32.29% | 13.33%
Current vs 7-Day Avg +161.02% | -19.24%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($2.45M). Light premium activity with dollar volume down 53% vs prior. Below-average activity with volume down 45% vs prior. P/C ratio rising 135% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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
14:00BULLISHNEUTRALBULLISH
13:00BULLISHNEUTRALMIXED
12:00BULLISHBULLISHBULLISH
11:00BULLISHBULLISHBULLISH
10:00BULLISHNEUTRALMIXED

📈 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 55 of results (avg 7.4%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2114.1014.80$14.454.8%430.49222
$230.00Jul 2446.5049.00$47.755.2%--0.9442
$230.00Jul 3146.9049.50$48.205.4%--0.9443
$230.00Jul 1045.8048.40$47.105.5%--1.0010
$230.00Jul 1746.1048.80$47.455.7%51.00111
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2122.4023.20$22.803.5%1260.60165
$280.00Aug 2116.5017.20$16.854.2%110.50141
$290.00Aug 720.1021.10$20.604.9%10.633
$280.00Jul 3112.2012.90$12.555.6%200.5225
$285.00Jul 3115.1016.00$15.555.8%--0.58156

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 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 1045.8048.40$47.105.5%--1.0010
$240.00Jul 1035.8038.60$37.207.5%--1.0037
$242.50Jul 1033.2036.00$34.608.1%--1.0072
$245.00Jul 1030.8033.60$32.208.7%--1.0030
$265.00Jul 1010.9013.50$12.2021.3%91.00115
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$292.50Jul 1014.3016.60$15.4514.9%10.95--
$285.00Jul 106.708.70$7.7026.0%660.924
$282.50Jul 104.506.60$5.5537.8%1860.8825
$290.00Jul 1713.4015.80$14.6016.4%50.7811
$310.00Aug 2136.8039.20$38.006.3%--0.7610

Most actively traded options today. High liquidity = easy entry/exit. 160 active (total vol 4.2K, top 317)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 100.250.80$0.53103.8%2660.24332
$290.00Jul 171.502.10$1.8033.3%2370.22593
$305.00Aug 144.006.00$5.0040.0%2020.251
$290.00Aug 2110.0010.80$10.407.7%1710.40411
$270.00Jul 107.008.30$7.6517.0%1011.00144
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 100.150.90$0.53141.5%3170.25231
$282.50Jul 104.506.60$5.5537.8%1860.8825
$290.00Jul 3118.2019.30$18.755.9%1660.6513
$267.50Jul 171.952.35$2.1518.6%1590.24396
$275.00Jul 174.505.00$4.7510.5%1480.42242

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 439.6%, max 1167.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$325.00Jul 10Jul 31495.2%48.9%912.7%262
$230.00Jul 10Jul 31448.6%46.4%866.7%--53
$245.00Jul 10Jul 31414.0%44.6%829.1%--59
$250.00Jul 10Aug 21356.9%41.3%765.1%12157
$240.00Jul 10Aug 21355.8%42.8%731.8%--75
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$225.00Jul 10Aug 7645.6%50.9%1167.8%--97
$235.00Jul 10Aug 14528.8%47.8%1006.6%1020
$230.00Jul 10Aug 21448.6%42.9%946.8%23168
$247.50Jul 10Jul 24385.4%40.1%861.6%235
$245.00Jul 10Aug 14414.0%43.6%849.5%1120

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 116 found (best R:R 28.41, avg 5.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$305.00Jul 17$0.17$4.83$0.1728.41$300.17
$305.00$310.00Jul 17$0.18$4.82$0.1826.78$305.18
$305.00$310.00Jul 31$0.23$4.77$0.2320.74$305.23
$300.00$302.50Jul 10$0.15$2.35$0.1515.67$300.15
$305.00$315.00Jul 24$0.70$9.30$0.7013.29$305.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$235.00$230.00Jul 10$0.17$4.83$0.1728.41$234.83
$247.50$245.00Jul 17$0.10$2.40$0.1024.00$247.40
$230.00$225.00Aug 7$0.20$4.80$0.2024.00$229.80
$250.00$245.00Jul 31$0.27$4.73$0.2717.52$249.73
$232.50$230.00Jul 17$0.15$2.35$0.1515.67$232.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 151 found (best R:R 99.00, avg 3.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$240.00Jul 10$9.90$9.90$0.1099.00$239.90
$230.00$240.00Jul 17$9.80$9.80$0.2049.00$239.80
$240.00$250.00Jul 24$9.70$9.70$0.3032.33$249.70
$230.00$240.00Jul 24$9.65$9.65$0.3527.57$239.65
$242.50$245.00Jul 10$2.40$2.40$0.1024.00$244.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$285.00$282.50Jul 10$2.15$2.15$0.356.14$282.85
$310.00$290.00Aug 21$15.20$15.20$4.803.17$294.80
$285.00$282.50Jul 17$1.75$1.75$0.752.33$283.25
$280.00$277.50Jul 10$1.70$1.70$0.802.12$278.30
$287.50$285.00Jul 17$1.70$1.70$0.802.12$285.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $1.75, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$305.00Jul 10Jul 17$0.23324.7%42.9%
$230.00Jul 10Jul 17$0.35448.6%64.5%
$300.00Jul 10Jul 17$0.42271.1%40.1%
$240.00Jul 10Jul 17$0.45355.8%53.0%
$315.00Jul 17Jul 24$0.5352.0%44.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Jul 10Jul 17$0.10645.6%79.1%
$235.00Jul 10Jul 17$0.10528.8%65.0%
$245.00Jul 10Jul 17$0.10414.0%51.1%
$230.00Jul 10Jul 17$0.12448.6%64.5%
$240.00Jul 10Jul 17$0.15355.8%53.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 0.94% of stock, avg 8.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$277.50Jul 10$1.27$1.35$2.62$274.88$280.120.94%
$275.00Jul 10$2.68$0.53$3.21$271.79$278.211.16%
$280.00Jul 10$0.53$3.05$3.58$276.42$283.581.29%
$272.50Jul 10$4.70$0.13$4.83$267.67$277.331.74%
$282.50Jul 10$0.25$5.55$5.80$276.70$288.302.09%
$270.00Jul 10$7.65$0.05$7.70$262.30$277.702.77%
$285.00Jul 10$0.20$7.70$7.90$277.10$292.902.85%
$267.50Jul 10$10.20$0.20$10.40$257.10$277.903.75%
$277.50Jul 17$6.10$5.85$11.95$265.55$289.454.31%
$280.00Jul 17$4.90$7.15$12.05$267.95$292.054.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.12% of stock, avg 3.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$285.00$272.50Jul 10$0.20$0.13$0.33$272.17$285.33
$287.50$272.50Jul 10$0.20$0.13$0.33$272.17$287.83
$282.50$272.50Jul 10$0.25$0.13$0.38$272.12$282.88
$285.00$267.50Jul 10$0.20$0.20$0.40$267.10$285.40
$287.50$267.50Jul 10$0.20$0.20$0.40$267.10$287.90
$282.50$267.50Jul 10$0.25$0.20$0.45$267.05$282.95
$280.00$272.50Jul 10$0.53$0.13$0.66$271.84$280.66
$280.00$267.50Jul 10$0.53$0.20$0.73$266.77$280.73
$285.00$275.00Jul 10$0.20$0.53$0.73$274.27$285.73
$287.50$275.00Jul 10$0.20$0.53$0.73$274.27$288.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 169 found (best R:R 24.00, avg credit $4.23)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/232242/245Jul 17$2.40$0.1024.00$230.10$244.90
240/245255/260Jul 24$4.78$0.2221.73$240.22$259.78
260/265270/275Jul 31$4.75$0.2519.00$260.25$274.75
240/245255/260Jul 31$4.65$0.3513.29$240.35$259.65
240/242258/260Jul 17$2.32$0.1812.89$240.18$259.82
248/250255/260Jul 24$4.64$0.3612.89$245.36$259.64
230/232258/260Jul 17$2.30$0.2011.50$230.20$259.80
250/255260/265Jul 24$4.56$0.4410.36$250.44$264.56
240/242250/252Jul 17$2.27$0.239.87$240.23$252.27
230/232250/252Jul 17$2.25$0.259.00$230.25$252.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 103 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$290.00$295.00$300.00Aug 7$0.05$4.9599.00
$295.00$300.00$305.00Jul 31$0.08$4.9261.50
$285.00$290.00$295.00Jul 31$0.10$4.9049.00
$275.00$280.00$285.00Aug 7$0.15$4.8532.33
$300.00$305.00$310.00Aug 7$0.18$4.8226.78
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$230.00$235.00$240.00Jul 24$0.08$4.9261.50
$272.50$275.00$277.50Jul 17$0.05$2.4549.00
$230.00$240.00$250.00Aug 21$0.34$9.6628.41
$280.00$285.00$290.00Jul 31$0.20$4.8024.00
$250.00$255.00$260.00Aug 7$0.23$4.7720.74

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 132 found (best net $-0.20, 116 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$305.00$325.001:2Jul 10-$0.20$19.80
$310.00$325.001:2Jul 31-$0.21$14.79
$320.00$330.001:2Jul 17-$0.17$9.83
$305.00$315.001:2Jul 24-$0.18$9.82
$320.00$330.001:2Aug 21-$1.80$8.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$245.00$230.001:2Aug 7-$0.16$14.84
$270.00$255.001:2Aug 14-$1.00$14.00
$310.00$290.001:2Aug 21-$7.60$12.40
$240.00$230.001:2Aug 21-$0.32$9.68
$250.00$240.001:2Aug 21-$1.46$8.54

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 5.08%, avg 1.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$14.100.490.9%5.08%5.96%43222
$280.00Aug 7$11.500.480.9%4.14%5.02%717
$290.00Aug 21$10.000.404.5%3.60%8.08%171411
$280.00Jul 31$9.900.480.9%3.57%4.44%3126
$285.00Aug 7$9.300.422.7%3.35%6.03%23430
$285.00Jul 31$7.800.412.7%2.81%5.49%623
$290.00Aug 7$7.500.374.5%2.70%7.18%26
$280.00Jul 24$7.300.470.9%2.63%3.51%1415
$300.00Aug 21$7.100.318.1%2.56%10.64%43643
$282.50Jul 24$6.200.421.8%2.23%4.01%420

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 2,489
Total Puts 2,415
Put/Call Ratio 0.97
Net Difference 74

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 24,439
Total Puts 20,148
Average Put/Call Ratio 0.91
Ratio Trend Rising

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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