Tour v323
VLO
VALERO ENERGY CORP N
$290.14 +3.37%
7/13 10:00

Option Volume

Detail
Current (07/13 10:00am) 3,431
Calls: 2,335 (68%)
Puts: 1,096 (32%)
Prior (07/10) 600
Calls: 298 (50%)
Puts: 302 (50%)
Current vs Prior +471.83%
Calls: +683.56% (Calls)
Puts: +262.91% (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 -46.13%
Calls: -33.12%
Puts: -61.92%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13 10:00am) $3.81M
Calls: $2.67M (70%)
Puts: $1.15M (30%)
Prior (07/10) $540.9K
Calls: $460.4K (85%)
Puts: $80.5K (15%)
Current vs Prior +605.20%
Calls: +479.02%
Puts: +1327.20%
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 -36.29%
Calls: -40.49%
Puts: -23.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13 10:00am) 0.47
Prior (07/10) 1.01
Current vs Prior -53.68%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -48.53%
Sentiment BULLISH

Open Interest

Detail
Current (07/13 10:00am) 99,304
Calls: 54,761 (55%)
Puts: 44,543 (45%)
Prior (07/10) 103,038
Calls: 57,045 (55%)
Puts: 45,993 (45%)
Current vs Prior -3.62%
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 +6.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.64% | 6.63%4.64% | 13.73%
Prior 3.48% | 5.83%5.83% | 14.33%
Current vs Prior +33.13% | +13.75%-20.52% | -4.19%
Prior 7-Day Avg 3.75% | 6.31%5.48% | 13.40%
Current vs 7-Day Avg +23.75% | +5.20%-15.47% | +2.53%
Prior 7-Day Eod 3.48% | 5.83%4.63% | 13.34%
Current vs 7-Day Eod +33.13% | +13.75%+0.09% | +2.94%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 39.22% | 24.54%
Calls: 32.06% | 20.20%
Puts: 46.38% | 28.88%
Prior 21.01% | 14.68%
Calls: 18.60% | 17.72%
Puts: 23.42% | 11.63%
Current vs Prior +86.67% | +67.17%
Prior 7-Day Avg 33.79% | 13.88%
Calls: 35.30% | 14.43%
Puts: 32.29% | 13.33%
Current vs 7-Day Avg +16.06% | +76.80%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($2.67M). Massive premium surge with dollar volume up 605% vs prior. Unusually high activity with volume up 472% vs prior - elevated interest. Extreme bullish P/C ratio of 0.47 - heavy call buying (2,335 calls vs 1,096 puts).

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
16:00BULLISHBULLISHBULLISH
15:00BULLISHBULLISHBULLISH
14:00BULLISHNEUTRALBULLISH
13:00BULLISHNEUTRALMIXED
12:00BULLISHBULLISHBULLISH
11:00BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH

📈 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 26 of results (avg 7.8%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 1739.8041.90$40.855.1%10.97546
$240.00Aug 2151.4054.40$52.905.7%--0.9038
$240.00Jul 1749.6052.60$51.105.9%--0.98278
$235.00Jul 3154.9058.30$56.606.0%--0.9512
$250.00Aug 2142.4045.10$43.756.2%--0.86111
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2127.0029.30$28.158.2%--0.6410
$290.00Aug 2116.1017.60$16.858.9%40.47290

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. 65 found (avg delta 0.78, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Jul 1734.9038.00$36.458.5%--0.9827
$240.00Jul 1749.6052.60$51.105.9%--0.98278
$242.50Jul 1746.6050.40$48.507.8%20.9877
$245.00Jul 1744.8047.70$46.256.3%--0.9710
$247.50Jul 1742.3045.30$43.806.8%--0.9744
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2127.0029.30$28.158.2%--0.6410
$295.00Jul 176.7010.00$8.3539.5%10.59--
$295.00Jul 249.2012.20$10.7028.0%150.55--
$292.50Jul 175.308.50$6.9046.4%40.52--

Most actively traded options today. High liquidity = easy entry/exit. 97 active (total vol 2.9K, top 700)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 76.6010.10$8.3541.9%7000.37175
$295.00Jul 173.405.40$4.4045.5%5100.42560
$285.00Aug 715.6018.80$17.2018.6%4010.59410
$290.00Jul 248.9010.90$9.9020.2%780.56222
$300.00Jul 172.103.30$2.7044.4%620.291.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2110.8012.50$11.6514.6%4800.37155
$285.00Jul 172.505.00$3.7566.7%520.3413
$270.00Jul 241.352.55$1.9561.5%470.1587
$277.50Jul 170.952.75$1.8597.3%250.1969
$282.50Jul 172.004.00$3.0066.7%250.2856

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 40 strikes (avg 31.8%, max 103.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 2195.9%47.1%103.7%--316
$250.00Jul 17Aug 2179.7%44.2%80.5%1657
$245.00Jul 17Jul 3186.1%54.5%58.0%--39
$340.00Jul 17Aug 2171.1%45.2%57.5%4120
$330.00Jul 17Aug 2167.3%44.9%49.8%2329
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 2195.9%47.1%103.7%51.2K
$235.00Jul 17Aug 14101.8%51.4%98.0%2199
$250.00Jul 17Aug 2179.7%44.2%80.5%5703
$245.00Jul 17Aug 786.1%50.0%72.0%--463
$260.00Jul 17Aug 2162.5%43.1%45.1%17530

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 92 found (best R:R 44.45, avg 5.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$340.00Jul 17$0.22$9.78$0.2244.45$330.22
$320.00$330.00Jul 17$0.23$9.77$0.2342.48$320.23
$315.00$317.50Jul 17$0.13$2.37$0.1318.23$315.13
$315.00$340.00Jul 24$1.52$23.48$1.5215.45$316.52
$295.00$297.50Jul 17$0.25$2.25$0.259.00$295.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$250.00Jul 31$0.13$4.87$0.1337.46$254.87
$260.00$255.00Jul 24$0.19$4.81$0.1925.32$259.81
$245.00$240.00Jul 31$0.20$4.80$0.2024.00$244.80
$257.50$255.00Jul 17$0.12$2.38$0.1219.83$257.38
$250.00$245.00Jul 24$0.25$4.75$0.2519.00$249.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 123 found (best R:R 49.00, avg 2.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$245.00Jul 31$4.90$4.90$0.1049.00$244.90
$240.00$250.00Jul 24$9.70$9.70$0.3032.33$249.70
$250.00$255.00Jul 24$4.75$4.75$0.2519.00$254.75
$250.00$252.50Jul 17$2.35$2.35$0.1515.67$252.35
$257.50$260.00Jul 17$2.35$2.35$0.1515.67$259.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$295.00$290.00Jul 24$3.05$3.05$1.951.56$291.95
$295.00$292.50Jul 17$1.45$1.45$1.051.38$293.55
$310.00$290.00Aug 21$11.30$11.30$8.701.30$298.70
$292.50$290.00Jul 17$1.35$1.35$1.151.17$291.15
$290.00$280.00Aug 21$5.20$5.20$4.801.08$284.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $1.95, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Jul 17Jul 24$0.1563.0%53.5%
$245.00Jul 17Jul 31$0.4086.1%54.5%
$340.00Jul 17Jul 24$0.4571.1%52.9%
$250.00Jul 17Jul 24$0.5079.7%57.0%
$260.00Jul 17Jul 24$0.6062.5%49.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 17Jul 24$0.1595.9%63.8%
$235.00Jul 17Jul 24$0.17101.8%68.8%
$245.00Jul 17Jul 24$0.1786.1%58.8%
$250.00Jul 17Jul 24$0.4079.7%57.0%
$255.00Jul 17Jul 24$0.6563.0%53.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 4.17% of stock, avg 10.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$290.00Jul 17$6.55$5.55$12.10$277.90$302.104.17%
$292.50Jul 17$5.80$6.90$12.70$279.80$305.204.38%
$295.00Jul 17$4.40$8.35$12.75$282.25$307.754.39%
$287.50Jul 17$8.55$4.90$13.45$274.05$300.954.64%
$285.00Jul 17$10.10$3.75$13.85$271.15$298.854.77%
$282.50Jul 17$11.75$3.00$14.75$267.75$297.255.08%
$280.00Jul 17$13.55$2.35$15.90$264.10$295.905.48%
$277.50Jul 17$15.10$1.85$16.95$260.55$294.455.84%
$290.00Jul 24$9.90$7.65$17.55$272.45$307.556.05%
$295.00Jul 24$7.35$10.70$18.05$276.95$313.056.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 116 found (cheapest 1.64% of stock, avg 4.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$302.50$280.00Jul 17$2.40$2.35$4.75$275.25$307.25
$300.00$280.00Jul 17$2.70$2.35$5.05$274.95$305.05
$302.50$282.50Jul 17$2.40$3.00$5.40$277.10$307.90
$300.00$282.50Jul 17$2.70$3.00$5.70$276.80$305.70
$325.00$265.00Jul 31$2.45$3.23$5.68$259.32$330.68
$302.50$285.00Jul 17$2.40$3.75$6.15$278.85$308.65
$300.00$285.00Jul 17$2.70$3.75$6.45$278.55$306.45
$305.00$272.50Jul 24$3.80$2.63$6.43$266.07$311.43
$340.00$250.00Aug 21$3.38$3.08$6.46$243.54$346.46
$297.50$280.00Jul 17$4.15$2.35$6.50$273.50$304.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 102 found (best R:R 20.74, avg credit $4.71)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
255/258265/270Jul 17$4.77$0.2320.74$252.73$269.77
245/250255/260Jul 31$4.75$0.2519.00$245.25$259.75
240/245250/255Jul 31$4.70$0.3015.67$240.30$254.70
245/250260/265Jul 31$4.70$0.3015.67$245.30$264.70
245/250260/265Jul 24$4.60$0.4011.50$245.40$264.60
255/260270/275Jul 31$4.57$0.4310.63$255.43$274.57
245/250265/270Jul 24$4.55$0.4510.11$245.45$269.55
260/265270/275Jul 31$4.53$0.479.64$260.47$274.53
240/245255/260Jul 31$4.50$0.509.00$240.50$259.50
255/260265/270Jul 24$4.49$0.518.80$255.51$269.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 69 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$305.00$310.00$315.00Aug 14$0.05$4.9599.00
$315.00$317.50$320.00Jul 17$0.06$2.4440.67
$235.00$240.00$245.00Jul 31$0.15$4.8532.33
$282.50$285.00$287.50Jul 17$0.10$2.4024.00
$297.50$300.00$302.50Jul 24$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$235.00$237.50$240.00Jul 17$0.05$2.4549.00
$262.50$265.00$267.50Jul 17$0.05$2.4549.00
$250.00$255.00$260.00Jul 24$0.11$4.8944.45
$240.00$242.50$245.00Jul 17$0.06$2.4440.67
$260.00$262.50$265.00Jul 17$0.07$2.4334.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 78 found (best net $-5.55, 72 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$305.001:2Aug 7-$2.25$12.75
$320.00$330.001:2Jul 17-$0.17$9.83
$330.00$340.001:2Aug 21-$1.96$8.04
$320.00$330.001:2Aug 21-$2.60$7.40
$305.00$312.501:2Jul 24-$1.20$6.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$290.001:2Aug 21-$5.55$14.45
$250.00$240.001:2Aug 21-$1.22$8.78
$260.00$250.001:2Aug 21-$1.31$8.69
$280.00$270.001:2Jul 31-$1.39$8.61
$270.00$260.001:2Aug 21-$1.85$8.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 4.17%, avg 1.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Aug 21$12.100.443.4%4.17%7.57%3667
$292.50Jul 31$10.700.510.8%3.69%4.50%11--
$295.00Jul 31$9.300.481.7%3.21%4.88%259
$310.00Aug 21$9.100.366.8%3.14%9.98%379
$305.00Aug 14$7.900.385.1%2.72%7.84%--203
$292.50Jul 24$7.700.510.8%2.65%3.47%14
$300.00Jul 31$7.400.413.4%2.55%5.95%232
$305.00Aug 7$6.600.375.1%2.27%7.40%700175
$295.00Jul 24$6.500.471.7%2.24%3.92%1745
$310.00Aug 14$6.300.346.8%2.17%9.02%--24

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 2,335
Total Puts 1,096
Put/Call Ratio 0.47
Net Difference 1,239

Prior's Put/Call Breakdown

Total Calls 298
Total Puts 302
Put/Call Ratio 1.01
Net Difference -4

Prior 7-Day Put/Call Summary

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