Tour v309
VLO
VALERO ENERGY CORP N
$278.29 -1.05%
7/10 15:00

Option Volume

Detail
Current (07/10 3:00pm) 5,556
Calls: 2,944 (53%)
Puts: 2,612 (47%)
Prior (07/08) 9,466
Calls: 6,629 (70%)
Puts: 2,837 (30%)
Current vs Prior -41.31%
Calls: -55.59% (Calls)
Puts: -7.93% (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 -12.77%
Calls: -15.68%
Puts: -9.25%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10 3:00pm) $4.18M
Calls: $2.71M (65%)
Puts: $1.47M (35%)
Prior (07/08) $9.23M
Calls: $7.31M (79%)
Puts: $1.92M (21%)
Current vs Prior -54.76%
Calls: -62.91%
Puts: -23.73%
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 -30.22%
Calls: -39.45%
Puts: -2.77%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10 3:00pm) 0.89
Prior (07/08) 0.43
Current vs Prior +107.31%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -2.72%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/10 3:00pm) 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 1.39% | 4.64%4.64% | 13.08%
Prior 3.48% | 5.83%5.83% | 14.33%
Current vs Prior -59.96% | -20.53%-20.53% | -8.75%
Prior 7-Day Avg 3.75% | 6.31%6.50% | 13.80%
Current vs 7-Day Avg -62.78% | -26.50%-28.66% | -5.21%
Prior 7-Day Eod 3.48% | 5.83%-- | --
Current vs 7-Day Eod -59.96% | -20.53%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 94.52% | 9.20%
Calls: 137.76% | 6.45%
Puts: 51.28% | 11.94%
Prior 21.01% | 14.68%
Calls: 18.60% | 17.72%
Puts: 23.42% | 11.63%
Current vs Prior +349.88% | -37.33%
Prior 7-Day Avg 33.79% | 13.88%
Calls: 35.30% | 14.43%
Puts: 32.29% | 13.33%
Current vs 7-Day Avg +179.69% | -33.72%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($2.71M). Light premium activity with dollar volume down 55% vs prior. Below-average activity with volume down 41% vs prior. P/C ratio rising 107% - increased hedging/bearish positioning.

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 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
15:00BULLISHBULLISHBULLISH
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 59 of results (avg 7.5%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 1047.3049.20$48.253.9%--1.0010
$280.00Aug 2114.3015.00$14.654.8%440.50222
$240.00Jul 1037.0039.00$38.005.3%--1.0037
$270.00Aug 2119.4020.50$19.955.5%60.60312
$230.00Jul 3147.6050.30$48.955.5%--0.9543
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2121.9022.80$22.354.0%1260.59165
$280.00Aug 2116.1016.80$16.454.3%160.50141
$290.00Aug 719.6020.50$20.054.5%10.623
$290.00Jul 3117.9018.90$18.405.4%1660.6413
$270.00Aug 2111.2011.90$11.556.1%10.40575

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.28, cheapest $0.28)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jul 170.250.30$0.2817.9%1010.03287

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 82 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 1047.3049.20$48.253.9%--1.0010
$240.00Jul 1037.0039.00$38.005.3%--1.0037
$242.50Jul 1034.0036.50$35.257.1%--1.0072
$245.00Jul 1032.0034.20$33.106.6%--1.0030
$250.00Jul 1026.8029.30$28.058.9%21.0044
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$292.50Jul 1013.3015.90$14.6017.8%10.94--
$285.00Jul 106.008.50$7.2534.5%660.914
$282.50Jul 103.506.00$4.7552.6%1860.8825
$280.00Jul 101.503.50$2.5080.0%210.78185
$290.00Jul 1712.8015.20$14.0017.1%50.7711

Most actively traded options today. High liquidity = easy entry/exit. 168 active (total vol 4.8K, top 334)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 100.150.50$0.33106.1%3180.22332
$290.00Jul 171.852.20$2.0317.2%2490.23593
$305.00Aug 144.106.00$5.0537.6%2020.251
$290.00Aug 2110.2010.90$10.556.6%1720.40411
$280.00Jul 174.805.40$5.1011.8%1240.46815
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 100.050.40$0.23152.2%3340.15231
$282.50Jul 103.506.00$4.7552.6%1860.8825
$267.50Jul 171.702.10$1.9021.1%1690.22396
$290.00Jul 3117.9018.90$18.405.4%1660.6413
$265.00Jul 171.251.65$1.4527.6%1560.18225

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 624.8%, max 1611.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$325.00Jul 10Jul 31659.2%48.4%1261.0%262
$230.00Jul 10Jul 31609.4%46.9%1199.8%--53
$245.00Jul 10Jul 31564.4%45.1%1150.4%--59
$250.00Jul 10Aug 21487.7%41.0%1089.3%12157
$240.00Jul 10Aug 21484.6%42.3%1046.3%--75
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$225.00Jul 10Aug 7875.7%51.2%1611.7%--97
$235.00Jul 10Aug 14718.6%48.2%1390.8%1020
$230.00Jul 10Aug 21609.4%43.1%1314.8%23168
$245.00Jul 10Aug 14564.4%41.2%1270.1%1120
$247.50Jul 10Jul 24526.0%40.7%1193.5%235

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 120 found (best R:R 28.41, avg 5.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$280.00$282.50Jul 10$0.10$2.40$0.1024.00$280.10
$320.00$325.00Jul 17$0.20$4.80$0.2024.00$320.20
$310.00$325.00Jul 31$0.67$14.33$0.6721.39$310.67
$300.00$302.50Jul 24$0.12$2.38$0.1219.83$300.12
$300.00$302.50Jul 10$0.15$2.35$0.1515.67$300.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$235.00$230.00Jul 10$0.17$4.83$0.1728.41$234.83
$230.00$225.00Aug 7$0.17$4.83$0.1728.41$229.83
$245.00$235.00Aug 14$0.37$9.63$0.3726.03$244.63
$255.00$252.50Jul 17$0.12$2.38$0.1219.83$254.88
$250.00$245.00Jul 31$0.27$4.73$0.2717.52$249.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 152 found (best R:R 49.00, avg 3.16)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$240.00Jul 24$9.75$9.75$0.2539.00$239.75
$240.00$250.00Jul 24$9.75$9.75$0.2539.00$249.75
$230.00$235.00Jul 31$4.85$4.85$0.1532.33$234.85
$245.00$247.50Jul 17$2.40$2.40$0.1024.00$247.40
$252.50$255.00Jul 17$2.40$2.40$0.1024.00$254.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$292.50$285.00Jul 10$7.35$7.35$0.1549.00$285.15
$282.50$280.00Jul 10$2.25$2.25$0.259.00$280.25
$310.00$290.00Aug 21$15.15$15.15$4.853.12$294.85
$285.00$282.50Jul 17$1.70$1.70$0.802.13$283.30
$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. 53 found (avg debit $1.70, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 10Jul 17$0.10609.4%61.5%
$305.00Jul 10Jul 17$0.23429.3%42.3%
$240.00Jul 10Jul 17$0.30484.6%53.7%
$315.00Jul 17Jul 24$0.5052.2%44.4%
$245.00Jul 10Jul 17$0.55564.4%51.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 10Jul 17$0.07609.4%61.5%
$245.00Jul 10Jul 17$0.08564.4%51.1%
$235.00Jul 10Jul 17$0.10718.6%65.8%
$242.50Jul 10Jul 17$0.13602.8%56.2%
$240.00Jul 10Jul 17$0.15484.6%53.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 73 found (cheapest 0.82% of stock, avg 8.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$277.50Jul 10$1.38$0.90$2.28$275.22$279.780.82%
$280.00Jul 10$0.33$2.50$2.83$277.17$282.831.02%
$275.00Jul 10$2.95$0.23$3.18$271.82$278.181.14%
$282.50Jul 10$0.23$4.75$4.98$277.52$287.481.79%
$272.50Jul 10$5.75$0.08$5.83$266.67$278.332.09%
$285.00Jul 10$0.20$7.25$7.45$277.55$292.452.68%
$270.00Jul 10$8.00$0.05$8.05$261.95$278.052.89%
$267.50Jul 10$10.90$0.20$11.10$256.40$278.603.99%
$277.50Jul 17$6.20$5.45$11.65$265.85$289.154.19%
$280.00Jul 17$5.10$6.70$11.80$268.20$291.804.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 159 found (cheapest 0.10% of stock, avg 3.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$285.00$272.50Jul 10$0.20$0.08$0.28$272.22$285.28
$287.50$272.50Jul 10$0.20$0.08$0.28$272.22$287.78
$292.50$272.50Jul 10$0.20$0.08$0.28$272.22$292.78
$282.50$272.50Jul 10$0.23$0.08$0.31$272.19$282.81
$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
$292.50$267.50Jul 10$0.20$0.20$0.40$267.10$292.90
$280.00$272.50Jul 10$0.33$0.08$0.41$272.09$280.41
$282.50$267.50Jul 10$0.23$0.20$0.43$267.07$282.93
$285.00$275.00Jul 10$0.20$0.23$0.43$274.57$285.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 164 found (best R:R 19.83, avg credit $4.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/232240/242Jul 17$2.38$0.1219.83$230.12$242.38
240/245255/260Jul 24$4.73$0.2717.52$240.27$259.73
240/245250/255Jul 31$4.70$0.3015.67$240.30$254.70
248/250255/260Jul 24$4.64$0.3612.89$245.36$259.64
250/252255/260Jul 24$4.63$0.3712.51$247.87$259.63
255/260265/270Aug 7$4.60$0.4011.50$255.40$269.60
260/265270/275Jul 31$4.55$0.4510.11$260.45$274.55
245/250260/265Aug 14$4.45$0.558.09$245.55$264.45
250/255260/265Jul 31$4.38$0.627.06$250.62$264.38
240/245255/260Jul 31$4.35$0.656.69$240.65$259.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 107 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$305.00$310.00$315.00Aug 14$0.09$4.9154.56
$250.00$252.50$255.00Jul 17$0.05$2.4549.00
$272.50$275.00$277.50Jul 24$0.05$2.4549.00
$287.50$290.00$292.50Jul 24$0.05$2.4549.00
$265.00$270.00$275.00Jul 31$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$230.00$235.00$240.00Jul 24$0.08$4.9261.50
$245.00$250.00$255.00Aug 7$0.10$4.9049.00
$260.00$265.00$270.00Jul 31$0.15$4.8532.33
$247.50$250.00$252.50Jul 17$0.10$2.4024.00
$267.50$270.00$272.50Jul 17$0.10$2.4024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 135 found (best net $-0.20, 119 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$305.00$325.001:2Jul 10-$0.20$19.80
$310.00$325.001:2Jul 31-$0.76$14.24
$305.00$315.001:2Jul 24-$0.16$9.84
$320.00$330.001:2Aug 21-$1.65$8.35
$310.00$320.001:2Aug 21-$2.10$7.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$255.001:2Aug 14-$0.90$14.10
$310.00$290.001:2Aug 21-$7.20$12.80
$240.00$230.001:2Aug 21-$0.48$9.52
$250.00$240.001:2Aug 21-$1.26$8.74
$260.00$250.001:2Aug 21-$2.05$7.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 5.14%, avg 1.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$14.300.500.6%5.14%5.75%44222
$280.00Aug 7$11.600.490.6%4.17%4.78%717
$290.00Aug 21$10.200.404.2%3.67%7.87%172411
$280.00Jul 31$10.100.490.6%3.63%4.24%3126
$285.00Aug 7$9.500.432.4%3.41%5.82%25430
$285.00Jul 31$8.000.422.4%2.87%5.29%623
$290.00Aug 7$7.700.384.2%2.77%6.97%26
$280.00Jul 24$7.300.480.6%2.62%3.24%1415
$300.00Aug 21$7.200.317.8%2.59%10.39%47643
$282.50Jul 24$6.300.431.5%2.26%3.78%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 2,944
Total Puts 2,612
Put/Call Ratio 0.89
Net Difference 332

Prior's Put/Call Breakdown

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

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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