Tour v323
VLO
VALERO ENERGY CORP N
$291.94 +4.01%
7/13 11:01

Option Volume

Detail
Current (07/13 11:00am) 4,858
Calls: 3,042 (63%)
Puts: 1,816 (37%)
Prior (07/10) 2,083
Calls: 1,179 (57%)
Puts: 904 (43%)
Current vs Prior +133.22%
Calls: +158.02% (Calls)
Puts: +100.88% (Puts)
Prior 7-Day Total 42,356
Calls: 23,186 (55%)
Puts: 19,170 (45%)
Prior 7-Day Average 6,050
Calls: 3,312 (55%)
Puts: 2,738 (45%)
Current vs Prior 7-Day Avg -19.71%
Calls: -8.16%
Puts: -33.69%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13 11:00am) $5.74M
Calls: $4.25M (74%)
Puts: $1.49M (26%)
Prior (07/10) $2.20M
Calls: $1.66M (75%)
Puts: $540.7K (25%)
Current vs Prior +160.27%
Calls: +155.45%
Puts: +175.08%
Prior 7-Day Total $34.31M
Calls: $24.16M (70%)
Puts: $10.15M (30%)
Prior 7-Day Average $4.90M
Calls: $3.45M (70%)
Puts: $1.45M (30%)
Current vs Prior 7-Day Avg +17.00%
Calls: +23.07%
Puts: +2.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13 11:00am) 0.60
Prior (07/10) 0.77
Current vs Prior -22.14%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -34.74%
Sentiment BULLISH

Open Interest

Detail
Current (07/13 11:00am) 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 668,362
Calls: 373,445 (56%)
Puts: 294,917 (44%)
Prior 7-Day Average 95,480
Calls: 53,349 (56%)
Puts: 42,131 (44%)
Current vs Prior 7-Day Avg +4.00%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.74% | 6.53%4.74% | 13.48%
Prior 4.63% | 6.57%4.63% | 13.34%
Current vs Prior +2.43% | -0.73%+2.43% | +1.02%
Prior 7-Day Avg 3.86% | 6.38%6.03% | 13.68%
Current vs 7-Day Avg +22.80% | +2.20%-21.34% | -1.51%
Prior 7-Day Eod 4.63% | 6.57%4.63% | 13.34%
Current vs 7-Day Eod +2.43% | -0.73%+2.43% | +1.02%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 12.04% | 9.93%
Calls: 16.44% | 11.06%
Puts: 7.63% | 8.79%
Prior 13.72% | 11.30%
Calls: 11.38% | 8.99%
Puts: 16.06% | 13.61%
Current vs Prior -12.24% | -12.12%
Prior 7-Day Avg 30.82% | 12.57%
Calls: 30.42% | 11.68%
Puts: 31.22% | 13.46%
Current vs 7-Day Avg -60.94% | -21.03%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($4.25M). Massive premium surge with dollar volume up 160% vs prior. Unusually high activity with volume up 133% vs prior - elevated interest. Bullish P/C ratio of 0.60.

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 BULLISH
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
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 50 of results (avg 7.2%, best 2.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2122.8023.80$23.304.3%70.63226
$235.00Jul 3155.9058.50$57.204.5%--1.0012
$310.00Aug 219.5010.00$9.755.1%50.3679
$240.00Jul 1750.2052.90$51.555.2%40.97278
$240.00Aug 2152.0054.90$53.455.4%40.9138
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2121.2021.80$21.502.8%30.55--
$290.00Aug 2115.7016.20$15.953.1%100.46290
$310.00Aug 2127.4028.80$28.105.0%--0.6410
$290.00Aug 712.6013.50$13.056.9%10.464
$292.50Jul 176.306.80$6.557.6%50.50--

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. 69 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Jul 3155.9058.50$57.204.5%--1.0012
$255.00Jul 1735.3038.00$36.657.4%--0.9727
$240.00Jul 1750.2052.90$51.555.2%40.97278
$247.50Jul 1742.7046.10$44.407.7%--0.9744
$242.50Jul 1747.7050.60$49.155.9%20.9777
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2127.4028.80$28.105.0%--0.6410
$295.00Jul 177.608.80$8.2014.6%10.56--
$300.00Aug 2121.2021.80$21.502.8%30.55--
$295.00Jul 249.9011.20$10.5512.3%760.54--
$295.00Jul 3113.2014.30$13.758.0%610.53--

Most actively traded options today. High liquidity = easy entry/exit. 136 active (total vol 4.0K, top 704)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 77.909.20$8.5515.2%7040.37175
$295.00Jul 174.605.40$5.0016.0%5240.43560
$285.00Aug 717.0018.00$17.505.7%4010.59410
$270.00Jul 1721.1023.50$22.3010.8%1240.921.4K
$285.00Aug 1417.3020.20$18.7515.5%1100.584
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2110.8011.70$11.258.0%4830.37155
$255.00Jul 170.100.30$0.20100.0%1010.03145
$252.50Jul 170.050.55$0.30166.7%840.03248
$295.00Jul 249.9011.20$10.5512.3%760.54--
$285.00Jul 173.003.60$3.3018.2%650.3213

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 31.6%, max 106.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 2197.2%47.2%106.0%8316
$350.00Jul 17Aug 2184.6%44.4%90.7%198
$250.00Jul 17Aug 2179.8%45.7%74.8%5657
$245.00Jul 17Jul 3191.8%53.7%70.9%--39
$340.00Jul 17Aug 2170.7%45.5%55.4%5120
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 2197.2%47.2%106.0%51.2K
$235.00Jul 17Aug 14104.6%51.5%103.0%2199
$245.00Jul 17Aug 791.8%49.3%86.5%1463
$250.00Jul 17Aug 2179.8%45.7%74.8%10703
$255.00Jul 17Aug 765.5%44.6%46.7%101201

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 104 found (best R:R 37.46, avg 4.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$340.00Jul 17$0.28$9.72$0.2834.71$330.28
$315.00$340.00Jul 24$1.62$23.38$1.6214.43$316.62
$307.50$310.00Jul 17$0.17$2.33$0.1713.71$307.67
$345.00$350.00Jul 24$0.35$4.65$0.3513.29$345.35
$317.50$320.00Jul 17$0.25$2.25$0.259.00$317.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$245.00$240.00Jul 31$0.13$4.87$0.1337.46$244.87
$257.50$255.00Jul 24$0.15$2.35$0.1515.67$257.35
$270.00$267.50Jul 17$0.17$2.33$0.1713.71$269.83
$250.00$245.00Jul 31$0.35$4.65$0.3513.29$249.65
$250.00$245.00Jul 24$0.42$4.58$0.4210.90$249.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 143 found (best R:R 49.00, avg 3.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$250.00Jul 24$9.80$9.80$0.2049.00$249.80
$250.00$255.00Jul 24$4.85$4.85$0.1532.33$254.85
$255.00$260.00Jul 24$4.85$4.85$0.1532.33$259.85
$240.00$242.50Jul 17$2.40$2.40$0.1024.00$242.40
$245.00$247.50Jul 17$2.40$2.40$0.1024.00$247.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$292.50$290.00Jul 31$2.25$2.25$0.259.00$290.25
$295.00$292.50Jul 17$1.65$1.65$0.851.94$293.35
$310.00$300.00Aug 21$6.60$6.60$3.401.94$303.40
$295.00$292.50Jul 24$1.45$1.45$1.051.38$293.55
$285.00$280.00Jul 31$2.80$2.80$2.201.27$282.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $1.79, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 17Jul 24$0.4097.2%63.5%
$250.00Jul 17Jul 24$0.6079.8%59.2%
$255.00Jul 17Jul 24$0.6565.5%51.2%
$245.00Jul 17Jul 31$0.7591.8%53.7%
$260.00Jul 17Jul 24$0.7559.7%45.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$235.00Jul 17Jul 24$0.15104.6%68.5%
$240.00Jul 17Jul 24$0.1597.2%63.5%
$260.00Jul 17Jul 24$0.4859.7%45.3%
$250.00Jul 17Jul 24$0.5279.8%59.2%
$255.00Jul 17Jul 24$0.5365.5%51.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 62 found (cheapest 4.33% of stock, avg 10.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$290.00Jul 17$7.30$5.35$12.65$277.35$302.654.33%
$292.50Jul 17$6.10$6.55$12.65$279.85$305.154.33%
$287.50Jul 17$8.60$4.35$12.95$274.55$300.454.44%
$295.00Jul 17$5.00$8.20$13.20$281.80$308.204.52%
$285.00Jul 17$10.60$3.30$13.90$271.10$298.904.76%
$282.50Jul 17$11.85$2.55$14.40$268.10$296.904.93%
$280.00Jul 17$13.60$1.88$15.48$264.52$295.485.30%
$277.50Jul 17$15.55$1.38$16.93$260.57$294.435.80%
$292.50Jul 24$8.55$9.10$17.65$274.85$310.156.05%
$290.00Jul 24$9.95$7.85$17.80$272.20$307.806.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 129 found (cheapest 1.41% of stock, avg 4.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$302.50$280.00Jul 17$2.25$1.88$4.13$275.87$306.63
$302.50$282.50Jul 17$2.25$2.55$4.80$277.70$307.30
$300.00$280.00Jul 17$3.20$1.88$5.08$274.92$305.08
$302.50$285.00Jul 17$2.25$3.30$5.55$279.45$308.05
$300.00$282.50Jul 17$3.20$2.55$5.75$276.75$305.75
$297.50$280.00Jul 17$4.05$1.88$5.93$274.07$303.43
$305.00$272.50Jul 24$4.00$2.17$6.17$266.33$311.17
$302.50$272.50Jul 24$4.30$2.17$6.47$266.03$308.97
$300.00$285.00Jul 17$3.20$3.30$6.50$278.50$306.50
$297.50$282.50Jul 17$4.05$2.55$6.60$275.90$304.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 132 found (best R:R 26.78, avg credit $4.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
245/250265/270Jul 24$4.82$0.1826.78$245.18$269.82
255/258260/265Jul 24$4.80$0.2024.00$252.70$264.80
240/245250/255Jul 31$4.78$0.2221.73$240.22$254.78
245/250255/260Jul 31$4.75$0.2519.00$245.25$259.75
255/260270/275Jul 31$4.70$0.3015.67$255.30$274.70
265/268272/275Jul 24$2.30$0.2011.50$265.20$274.80
260/265275/280Aug 7$4.57$0.4310.63$260.43$279.57
255/258265/270Jul 24$4.55$0.4510.11$252.95$269.55
240/245255/260Jul 31$4.53$0.479.64$240.47$259.53
255/258270/272Jul 24$2.25$0.259.00$255.25$272.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 84 found (best R:R 65.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$280.00$290.00Aug 21$0.15$9.8565.67
$330.00$340.00$350.00Aug 21$0.18$9.8254.56
$260.00$265.00$270.00Jul 17$0.10$4.9049.00
$245.00$250.00$255.00Jul 31$0.10$4.9049.00
$265.00$267.50$270.00Jul 31$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$257.50$260.00$262.50Jul 17$0.06$2.4440.67
$280.00$282.50$285.00Jul 17$0.08$2.4230.25
$265.00$267.50$270.00Jul 17$0.09$2.4126.78
$235.00$240.00$245.00Aug 7$0.18$4.8226.78
$270.00$275.00$280.00Aug 7$0.20$4.8024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 91 found (best net $-9.95, 84 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$265.001:2Aug 14-$9.95$15.05
$340.00$350.001:2Jul 17-$0.30$9.70
$320.00$330.001:2Jul 17-$0.51$9.49
$340.00$350.001:2Aug 21-$0.91$9.09
$310.00$320.001:2Jul 31-$1.06$8.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21-$0.90$9.10
$260.00$250.001:2Aug 21-$1.60$8.40
$270.00$260.001:2Aug 21-$2.30$7.70
$280.00$272.501:2Jul 24-$0.29$7.21
$290.00$280.001:2Aug 7-$4.15$5.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 4.45%, avg 1.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Aug 21$13.000.452.8%4.45%7.21%20667
$295.00Jul 31$10.300.461.1%3.53%4.58%1259
$292.50Jul 31$10.200.490.2%3.49%3.69%11--
$300.00Aug 7$9.800.422.8%3.36%6.12%18
$310.00Aug 21$9.500.366.2%3.25%9.44%579
$300.00Jul 31$8.200.402.8%2.81%5.57%232
$305.00Aug 7$7.900.374.5%2.71%7.18%704175
$305.00Aug 14$7.900.384.5%2.71%7.18%--203
$292.50Jul 24$7.800.500.2%2.67%2.86%14
$295.00Jul 24$7.100.461.1%2.43%3.48%2045

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 3,042
Total Puts 1,816
Put/Call Ratio 0.60
Net Difference 1,226

Prior's Put/Call Breakdown

Total Calls 1,179
Total Puts 904
Put/Call Ratio 0.77
Net Difference 275

Prior 7-Day Put/Call Summary

Total Calls 23,186
Total Puts 19,170
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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