Tour v323
VLO
VALERO ENERGY CORP N
$292.46 +4.20%
7/13 13:00

Option Volume

Detail
Current (07/13 1:00pm) 6,626
Calls: 4,084 (62%)
Puts: 2,542 (38%)
Prior (07/10) 4,531
Calls: 2,194 (48%)
Puts: 2,337 (52%)
Current vs Prior +46.24%
Calls: +86.14% (Calls)
Puts: +8.77% (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 +9.51%
Calls: +23.30%
Puts: -7.18%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13 1:00pm) $8.02M
Calls: $6.31M (79%)
Puts: $1.71M (21%)
Prior (07/10) $3.46M
Calls: $1.91M (55%)
Puts: $1.55M (45%)
Current vs Prior +132.09%
Calls: +230.58%
Puts: +10.63%
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 +63.61%
Calls: +82.76%
Puts: +18.02%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13 1:00pm) 0.62
Prior (07/10) 1.07
Current vs Prior -41.57%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -31.96%
Sentiment BULLISH

Open Interest

Detail
Current (07/13 1:00pm) 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 4.51% | 6.50%4.51% | 13.37%
Prior 4.63% | 6.57%4.63% | 13.34%
Current vs Prior -2.55% | -1.16%-2.55% | +0.20%
Prior 7-Day Avg 3.86% | 6.38%6.03% | 13.68%
Current vs 7-Day Avg +16.83% | +1.75%-25.17% | -2.31%
Prior 7-Day Eod 4.63% | 6.57%4.63% | 13.34%
Current vs 7-Day Eod -2.55% | -1.16%-2.55% | +0.20%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 15.61% | 11.59%
Calls: 12.08% | 11.43%
Puts: 19.13% | 11.76%
Prior 13.72% | 11.30%
Calls: 11.38% | 8.99%
Puts: 16.06% | 13.61%
Current vs Prior +13.78% | +2.57%
Prior 7-Day Avg 30.82% | 12.57%
Calls: 30.42% | 11.68%
Puts: 31.22% | 13.46%
Current vs 7-Day Avg -49.35% | -7.83%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($6.31M) vs puts ($1.71M). Massive premium surge with dollar volume up 132% vs prior. Dollar volume significantly above 7-day average (64% higher). Bullish P/C ratio of 0.62.

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
13:00BULLISHBULLISHBULLISH
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 68 of results (avg 7.2%, best 2.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2113.3013.90$13.604.4%220.45667
$290.00Aug 2117.7018.50$18.104.4%400.54409
$235.00Jul 3157.3060.00$58.654.6%--0.9312
$290.00Aug 714.8015.50$15.154.6%190.556
$240.00Jul 1751.7054.20$52.954.7%40.99278
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2127.1027.70$27.402.2%--0.6310
$300.00Aug 2120.6021.40$21.003.8%60.55--
$290.00Aug 2115.2015.90$15.554.5%460.46290
$345.00Jul 3151.7054.50$53.105.3%40.92--
$290.00Aug 712.2013.00$12.606.3%20.464

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. 75 found (avg delta 0.78, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1751.7054.20$52.954.7%40.99278
$250.00Jul 1741.7044.60$43.156.7%80.99546
$240.00Jul 2452.0054.90$53.455.4%--0.9844
$257.50Jul 1734.3036.80$35.557.0%10.9840
$252.50Jul 1739.2042.00$40.606.9%--0.9815
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Jul 3151.7054.50$53.105.3%40.92--
$335.00Jul 3142.2045.10$43.656.6%20.887
$310.00Aug 2127.1027.70$27.402.2%--0.6310
$295.00Jul 176.507.50$7.0014.3%10.55--
$300.00Aug 2120.6021.40$21.003.8%60.55--

Most actively traded options today. High liquidity = easy entry/exit. 168 active (total vol 5.2K, top 709)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 78.409.20$8.809.1%7090.38175
$295.00Jul 174.505.00$4.7510.5%5430.45560
$285.00Aug 717.4018.60$18.006.7%4020.60410
$290.00Jul 249.9011.10$10.5011.4%1320.57222
$290.00Jul 177.007.90$7.4512.1%1300.59690
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2110.6011.40$11.007.3%4850.36155
$255.00Jul 170.050.40$0.23152.2%1720.03145
$252.50Jul 170.050.35$0.20150.0%1580.02248
$285.00Jul 172.353.10$2.7327.5%1460.2913
$295.00Jul 249.4010.20$9.808.2%760.53--

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 27.9%, max 104.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Jul 17Jul 3190.6%51.8%74.7%--39
$350.00Jul 17Aug 2178.1%45.2%72.7%498
$240.00Jul 17Aug 2180.1%46.5%72.3%8316
$340.00Jul 17Aug 2177.2%45.7%68.7%8120
$250.00Jul 17Aug 2168.0%45.3%50.1%10657
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$235.00Jul 17Aug 14106.8%52.3%104.1%2199
$245.00Jul 17Aug 790.6%49.9%81.4%1463
$240.00Jul 17Aug 2180.1%46.5%72.3%341.2K
$250.00Jul 17Aug 2168.0%45.3%50.1%28703
$260.00Jul 17Aug 2162.7%43.7%43.4%72530

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 121 found (best R:R 24.00, avg 4.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$312.50Jul 17$0.10$2.40$0.1024.00$310.10
$325.00$340.00Jul 24$0.75$14.25$0.7519.00$325.75
$340.00$345.00Jul 17$0.27$4.73$0.2717.52$340.27
$315.00$317.50Jul 17$0.15$2.35$0.1515.67$315.15
$345.00$350.00Jul 24$0.35$4.65$0.3513.29$345.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$252.50$250.00Jul 17$0.10$2.40$0.1024.00$252.40
$250.00$245.00Jul 24$0.25$4.75$0.2519.00$249.75
$245.00$240.00Jul 31$0.25$4.75$0.2519.00$244.75
$260.00$257.50Jul 17$0.13$2.37$0.1318.23$259.87
$267.50$265.00Jul 17$0.13$2.37$0.1318.23$267.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 160 found (best R:R 65.67, avg 3.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$250.00Jul 24$9.85$9.85$0.1565.67$249.85
$240.00$245.00Jul 31$4.90$4.90$0.1049.00$244.90
$255.00$260.00Jul 24$4.85$4.85$0.1532.33$259.85
$242.50$245.00Jul 17$2.40$2.40$0.1024.00$244.90
$272.50$275.00Jul 17$2.40$2.40$0.1024.00$274.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$345.00$335.00Jul 31$9.45$9.45$0.5517.18$335.55
$335.00$295.00Jul 31$30.35$30.35$9.653.15$304.65
$310.00$300.00Aug 21$6.40$6.40$3.601.78$303.60
$277.50$275.00Jul 31$1.55$1.55$0.951.63$275.95
$295.00$292.50Jul 31$1.45$1.45$1.051.38$293.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $1.82, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$345.00Jul 17Jul 24$0.4266.2%54.1%
$250.00Jul 17Jul 24$0.4568.0%58.0%
$240.00Jul 17Jul 24$0.5080.1%54.8%
$255.00Jul 17Jul 24$0.6568.6%46.4%
$260.00Jul 17Jul 24$0.7562.7%48.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 17Jul 24$0.1080.1%54.8%
$245.00Jul 17Jul 24$0.1290.6%58.5%
$255.00Jul 17Jul 24$0.1768.6%46.4%
$260.00Jul 17Jul 24$0.5562.7%48.1%
$250.00Jul 17Jul 24$0.6068.0%58.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 4.02% of stock, avg 10.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$295.00Jul 17$4.75$7.00$11.75$283.25$306.754.02%
$292.50Jul 17$6.15$5.75$11.90$280.60$304.404.07%
$290.00Jul 17$7.45$4.55$12.00$278.00$302.004.10%
$287.50Jul 17$8.85$3.50$12.35$275.15$299.854.22%
$285.00Jul 17$10.60$2.73$13.33$271.67$298.334.56%
$282.50Jul 17$12.50$2.05$14.55$267.95$297.054.98%
$280.00Jul 17$14.90$1.50$16.40$263.60$296.405.61%
$292.50Jul 24$9.10$8.50$17.60$274.90$310.106.02%
$277.50Jul 17$16.55$1.20$17.75$259.75$295.256.07%
$290.00Jul 24$10.50$7.25$17.75$272.25$307.756.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.33% of stock, avg 4.88%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$305.00$282.50Jul 17$1.83$2.05$3.88$278.62$308.88
$302.50$282.50Jul 17$2.35$2.05$4.40$278.10$306.90
$305.00$285.00Jul 17$1.83$2.73$4.56$280.44$309.56
$300.00$282.50Jul 17$3.05$2.05$5.10$277.40$305.10
$302.50$285.00Jul 17$2.35$2.73$5.08$279.92$307.58
$305.00$287.50Jul 17$1.83$3.50$5.33$282.17$310.33
$300.00$285.00Jul 17$3.05$2.73$5.78$279.22$305.78
$302.50$287.50Jul 17$2.35$3.50$5.85$281.65$308.35
$297.50$282.50Jul 17$3.95$2.05$6.00$276.50$303.50
$305.00$290.00Jul 17$1.83$4.55$6.38$283.62$311.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 155 found (best R:R 49.00, avg credit $4.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
245/250260/265Jul 24$4.90$0.1049.00$245.10$264.90
258/260265/270Jul 17$4.88$0.1240.67$255.12$269.88
250/252265/270Jul 17$4.85$0.1532.33$247.65$269.85
245/250255/260Jul 31$4.83$0.1728.41$245.17$259.83
240/245265/270Jul 24$4.82$0.1826.78$240.18$269.82
245/250265/270Jul 24$4.80$0.2024.00$245.20$269.80
240/245255/260Jul 31$4.80$0.2024.00$240.20$259.80
245/250270/275Aug 7$4.75$0.2519.00$245.25$274.75
250/255260/265Aug 7$4.75$0.2519.00$250.25$264.75
270/272275/278Jul 24$2.37$0.1318.23$270.13$277.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Jul 24$0.10$4.9049.00
$260.00$265.00$270.00Jul 24$0.10$4.9049.00
$240.00$245.00$250.00Jul 31$0.10$4.9049.00
$250.00$255.00$260.00Jul 31$0.10$4.9049.00
$275.00$280.00$285.00Aug 7$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$290.00$292.50$295.00Jul 17$0.05$2.4549.00
$290.00$292.50$295.00Jul 24$0.05$2.4549.00
$285.00$287.50$290.00Jul 31$0.05$2.4549.00
$287.50$290.00$292.50Jul 31$0.05$2.4549.00
$250.00$255.00$260.00Aug 7$0.10$4.9049.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-11.00, 83 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$265.001:2Aug 14-$11.00$14.00
$330.00$340.001:2Jul 17-$0.27$9.73
$320.00$330.001:2Jul 17-$0.36$9.64
$310.00$320.001:2Jul 31-$0.91$9.09
$340.00$350.001:2Aug 21-$1.20$8.80
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-$2.15$7.85
$280.00$270.001:2Aug 21-$3.90$6.10
$290.00$280.001:2Aug 7-$4.00$6.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 4.55%, avg 1.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Aug 21$13.300.452.6%4.55%7.13%22667
$295.00Aug 14$13.000.490.9%4.45%5.31%42
$295.00Aug 7$12.300.490.9%4.21%5.07%32
$292.50Jul 31$10.800.520.0%3.69%3.71%11--
$295.00Jul 31$10.700.490.9%3.66%4.53%1259
$300.00Aug 14$10.400.442.6%3.56%6.13%10--
$300.00Aug 7$10.300.432.6%3.52%6.10%28
$310.00Aug 21$9.700.366.0%3.32%9.31%3079
$292.50Jul 24$8.600.520.0%2.94%2.95%124
$300.00Jul 31$8.500.422.6%2.91%5.48%732

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 4,084
Total Puts 2,542
Put/Call Ratio 0.62
Net Difference 1,542

Prior's Put/Call Breakdown

Total Calls 2,194
Total Puts 2,337
Put/Call Ratio 1.07
Net Difference -143

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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