Tour v323
VLO
VALERO ENERGY CORP N
$291.37 +3.80%
7/13 12:00

Option Volume

Detail
Current (07/13 12:00pm) 5,797
Calls: 3,598 (62%)
Puts: 2,199 (38%)
Prior (07/10) 2,951
Calls: 1,898 (64%)
Puts: 1,053 (36%)
Current vs Prior +96.44%
Calls: +89.57% (Calls)
Puts: +108.83% (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 -4.20%
Calls: +8.63%
Puts: -19.70%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13 12:00pm) $6.90M
Calls: $5.25M (76%)
Puts: $1.65M (24%)
Prior (07/10) $2.65M
Calls: $1.88M (71%)
Puts: $766.4K (29%)
Current vs Prior +160.68%
Calls: +179.24%
Puts: +115.13%
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 +40.80%
Calls: +52.19%
Puts: +13.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13 12:00pm) 0.61
Prior (07/10) 0.55
Current vs Prior +10.16%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -33.19%
Sentiment BULLISH

Open Interest

Detail
Current (07/13 12:00pm) 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 4.38% | 6.42%4.38% | 13.38%
Prior 4.63% | 6.57%4.63% | 13.34%
Current vs Prior -5.52% | -2.36%-5.52% | +0.32%
Prior 7-Day Avg 3.86% | 6.38%6.03% | 13.68%
Current vs 7-Day Avg +13.27% | +0.52%-27.45% | -2.19%
Prior 7-Day Eod 4.63% | 6.57%4.63% | 13.34%
Current vs 7-Day Eod -5.52% | -2.36%-5.52% | +0.32%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.82% | 12.80%
Calls: 9.23% | 14.74%
Puts: 14.40% | 10.87%
Prior 13.72% | 11.30%
Calls: 11.38% | 8.99%
Puts: 16.06% | 13.61%
Current vs Prior -13.85% | +13.27%
Prior 7-Day Avg 30.82% | 12.57%
Calls: 30.42% | 11.68%
Puts: 31.22% | 13.46%
Current vs 7-Day Avg -61.65% | +1.80%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($5.25M) vs puts ($1.65M). Massive premium surge with dollar volume up 161% vs prior. Above-average activity with volume up 96% vs prior. Bullish P/C ratio of 0.61.

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 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
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 58 of results (avg 7.0%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1750.1052.10$51.103.9%40.99278
$290.00Aug 2117.0017.70$17.354.0%250.53409
$250.00Jul 1740.2042.00$41.104.4%30.98546
$300.00Aug 2112.6013.20$12.904.7%210.44667
$280.00Aug 2122.3023.40$22.854.8%80.63226
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2115.8016.20$16.002.5%340.47290
$300.00Aug 2121.3022.00$21.653.2%30.56--
$310.00Aug 2127.6028.60$28.103.6%--0.6410
$290.00Aug 712.8013.60$13.206.1%20.474
$280.00Aug 2111.0011.70$11.356.2%4850.37155

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. 71 found (avg delta 0.78, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1750.1052.10$51.103.9%40.99278
$250.00Jul 1740.2042.00$41.104.4%30.98546
$257.50Jul 1732.7035.60$34.158.5%10.9840
$255.00Jul 1735.2038.10$36.657.9%--0.9727
$242.50Jul 1747.6050.10$48.855.1%20.9777
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2127.6028.60$28.103.6%--0.6410
$295.00Jul 177.208.30$7.7514.2%10.59--
$300.00Aug 2121.3022.00$21.653.2%30.56--
$295.00Jul 2410.0011.10$10.5510.4%760.55--
$295.00Jul 3113.3014.40$13.857.9%610.54--

Most actively traded options today. High liquidity = easy entry/exit. 151 active (total vol 4.5K, top 704)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 77.808.90$8.3513.2%7040.37175
$295.00Jul 173.904.50$4.2014.3%5380.42560
$285.00Aug 716.4017.70$17.057.6%4020.59410
$270.00Jul 1721.2022.40$21.805.5%1270.921.4K
$290.00Jul 176.206.80$6.509.2%1190.55690
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2111.0011.70$11.356.2%4850.37155
$252.50Jul 170.050.70$0.38171.1%1570.04248
$255.00Jul 170.150.25$0.2050.0%1520.03145
$285.00Jul 172.753.40$3.0821.1%1430.3213
$295.00Jul 2410.0011.10$10.5510.4%760.55--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 27.8%, max 102.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 2183.8%46.1%81.8%8316
$340.00Jul 17Aug 2177.5%45.7%69.6%8120
$245.00Jul 17Jul 3188.4%53.9%64.0%--39
$250.00Jul 17Aug 2170.2%45.0%56.0%5657
$330.00Jul 17Aug 2168.5%45.1%51.8%4329
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$235.00Jul 17Aug 14104.6%51.6%102.8%2199
$240.00Jul 17Aug 2183.8%46.1%81.8%71.2K
$245.00Jul 17Aug 788.4%48.8%81.0%1463
$250.00Jul 17Aug 2170.2%45.0%56.0%11703
$255.00Jul 17Aug 765.3%47.6%37.2%154201

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 114 found (best R:R 28.41, avg 4.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$325.00$340.00Jul 24$0.72$14.28$0.7219.83$325.72
$312.50$315.00Jul 17$0.13$2.37$0.1318.23$312.63
$340.00$345.00Jul 17$0.30$4.70$0.3015.67$340.30
$307.50$310.00Jul 17$0.18$2.32$0.1812.89$307.68
$315.00$325.00Jul 24$0.83$9.17$0.8311.05$315.83
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$250.00Jul 31$0.17$4.83$0.1728.41$254.83
$272.50$270.00Jul 17$0.16$2.34$0.1614.62$272.34
$250.00$245.00Jul 31$0.33$4.67$0.3314.15$249.67
$245.00$240.00Jul 31$0.35$4.65$0.3513.29$244.65
$260.00$255.00Aug 7$0.37$4.63$0.3712.51$259.63

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 2.92)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$250.00Jul 24$9.90$9.90$0.1099.00$249.90
$235.00$240.00Jul 31$4.85$4.85$0.1532.33$239.85
$245.00$250.00Jul 31$4.80$4.80$0.2024.00$249.80
$250.00$255.00Jul 24$4.75$4.75$0.2519.00$254.75
$242.50$245.00Jul 17$2.35$2.35$0.1515.67$244.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$292.50$290.00Jul 31$2.05$2.05$0.454.56$290.45
$310.00$300.00Aug 21$6.45$6.45$3.551.82$303.55
$295.00$292.50Jul 17$1.50$1.50$1.001.50$293.50
$300.00$290.00Aug 21$5.65$5.65$4.351.30$294.35
$292.50$290.00Jul 24$1.40$1.40$1.101.27$291.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $1.81, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Jul 17Jul 24$0.4759.4%55.3%
$255.00Jul 17Jul 24$0.5565.3%46.6%
$260.00Jul 17Jul 24$0.5558.4%45.9%
$240.00Jul 17Jul 24$0.7583.8%63.4%
$250.00Jul 17Jul 24$0.8570.2%58.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$245.00Jul 17Jul 24$0.1088.4%56.6%
$235.00Jul 17Jul 24$0.13104.6%67.7%
$255.00Jul 17Jul 24$0.2865.3%46.6%
$240.00Jul 17Jul 24$0.3583.8%63.4%
$260.00Jul 17Jul 24$0.5458.4%45.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 3.96% of stock, avg 10.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$290.00Jul 17$6.50$5.05$11.55$278.45$301.553.96%
$292.50Jul 17$5.45$6.25$11.70$280.80$304.204.02%
$295.00Jul 17$4.20$7.75$11.95$283.05$306.954.10%
$287.50Jul 17$8.10$3.95$12.05$275.45$299.554.14%
$285.00Jul 17$9.55$3.08$12.63$272.37$297.634.33%
$282.50Jul 17$11.50$2.38$13.88$268.62$296.384.76%
$280.00Jul 17$13.35$1.78$15.13$264.87$295.135.19%
$277.50Jul 17$15.05$1.35$16.40$261.10$293.905.63%
$290.00Jul 24$9.50$7.80$17.30$272.70$307.305.94%
$292.50Jul 24$8.40$9.20$17.60$274.90$310.106.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.29% of stock, avg 4.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$302.50$280.00Jul 17$1.98$1.78$3.76$276.24$306.26
$300.00$280.00Jul 17$2.58$1.78$4.36$275.64$304.36
$302.50$282.50Jul 17$1.98$2.38$4.36$278.14$306.86
$300.00$282.50Jul 17$2.58$2.38$4.96$277.54$304.96
$297.50$280.00Jul 17$3.30$1.78$5.08$274.92$302.58
$302.50$285.00Jul 17$1.98$3.08$5.06$279.94$307.56
$300.00$285.00Jul 17$2.58$3.08$5.66$279.34$305.66
$297.50$282.50Jul 17$3.30$2.38$5.68$276.82$303.18
$302.50$287.50Jul 17$1.98$3.95$5.93$281.57$308.43
$295.00$280.00Jul 17$4.20$1.78$5.98$274.02$300.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 148 found (best R:R 32.33, avg credit $4.26)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
245/250265/270Jul 24$4.85$0.1532.33$245.15$269.85
255/258265/270Jul 24$4.85$0.1532.33$252.65$269.85
240/245250/255Jul 31$4.85$0.1532.33$240.15$254.85
250/255260/265Aug 7$4.80$0.2024.00$250.20$264.80
260/265275/280Aug 7$4.75$0.2519.00$260.25$279.75
240/242245/248Jul 17$2.37$0.1318.23$240.13$247.37
255/258270/272Jul 24$2.35$0.1515.67$255.15$272.35
265/268280/282Jul 24$2.30$0.2011.50$265.20$282.30
275/280285/290Aug 7$4.60$0.4011.50$275.40$289.60
255/258275/278Jul 24$2.25$0.259.00$255.25$277.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 86 found (best R:R 34.71, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$295.00$300.00$305.00Jul 31$0.15$4.8532.33
$305.00$310.00$315.00Aug 14$0.15$4.8532.33
$302.50$305.00$307.50Jul 17$0.08$2.4230.25
$260.00$265.00$270.00Jul 24$0.20$4.8024.00
$295.00$297.50$300.00Jul 24$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$242.50$245.00$247.50Jul 17$0.07$2.4334.71
$267.50$270.00$272.50Jul 17$0.07$2.4334.71
$255.00$260.00$265.00Jul 31$0.16$4.8430.25
$235.00$240.00$245.00Aug 7$0.18$4.8226.78
$280.00$282.50$285.00Jul 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. 92 found (best net $-9.45, 85 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$265.001:2Aug 14-$9.45$15.55
$285.00$300.001:2Aug 14-$3.50$11.50
$315.00$325.001:2Jul 24-$0.12$9.88
$330.00$340.001:2Jul 17-$0.23$9.77
$320.00$330.001:2Jul 17-$0.41$9.59
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21-$0.73$9.27
$260.00$250.001:2Aug 21-$1.46$8.54
$270.00$260.001:2Aug 21-$2.35$7.65
$280.00$270.001:2Aug 21-$3.95$6.05
$290.00$280.001:2Aug 7-$4.30$5.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 4.32%, avg 1.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Aug 21$12.600.443.0%4.32%7.29%21667
$295.00Aug 7$11.200.471.2%3.84%5.09%12
$292.50Jul 31$10.200.490.4%3.50%3.89%11--
$295.00Jul 31$9.700.461.2%3.33%4.57%1259
$300.00Aug 14$9.600.423.0%3.29%6.26%10--
$310.00Aug 21$9.100.356.4%3.12%9.52%579
$300.00Aug 7$9.000.423.0%3.09%6.05%28
$292.50Jul 24$7.900.490.4%2.71%3.10%14
$300.00Jul 31$7.900.403.0%2.71%5.67%332
$305.00Aug 7$7.800.374.7%2.68%7.35%704175

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 3,598
Total Puts 2,199
Put/Call Ratio 0.61
Net Difference 1,399

Prior's Put/Call Breakdown

Total Calls 1,898
Total Puts 1,053
Put/Call Ratio 0.55
Net Difference 845

Prior 7-Day Put/Call Summary

Total Calls 23,186
Total Puts 19,170
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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