Tour v323
VLO
VALERO ENERGY CORP N
$294.90 +5.06%
7/13 14:01

Option Volume

Detail
Current (07/13 2:00pm) 7,581
Calls: 4,731 (62%)
Puts: 2,850 (38%)
Prior (07/10) 4,904
Calls: 2,489 (51%)
Puts: 2,415 (49%)
Current vs Prior +54.59%
Calls: +90.08% (Calls)
Puts: +18.01% (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 +25.29%
Calls: +42.83%
Puts: +4.07%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13 2:00pm) $9.42M
Calls: $7.67M (81%)
Puts: $1.75M (19%)
Prior (07/10) $3.91M
Calls: $2.45M (63%)
Puts: $1.46M (37%)
Current vs Prior +140.80%
Calls: +213.40%
Puts: +19.34%
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 +92.14%
Calls: +122.28%
Puts: +20.40%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13 2:00pm) 0.60
Prior (07/10) 0.97
Current vs Prior -37.91%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -34.15%
Sentiment BULLISH

Open Interest

Detail
Current (07/13 2:00pm) 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 4.61% | 6.51%4.61% | 13.43%
Prior 4.63% | 6.57%4.63% | 13.34%
Current vs Prior -0.43% | -0.95%-0.43% | +0.65%
Prior 7-Day Avg 3.86% | 6.38%6.03% | 13.68%
Current vs 7-Day Avg +19.38% | +1.97%-23.54% | -1.87%
Prior 7-Day Eod 4.63% | 6.57%4.63% | 13.34%
Current vs 7-Day Eod -0.43% | -0.95%-0.43% | +0.65%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.48% | 11.60%
Calls: 14.97% | 9.71%
Puts: 8.00% | 13.48%
Prior 13.72% | 11.30%
Calls: 11.38% | 8.99%
Puts: 16.06% | 13.61%
Current vs Prior -16.33% | +2.65%
Prior 7-Day Avg 30.82% | 12.57%
Calls: 30.42% | 11.68%
Puts: 31.22% | 13.46%
Current vs 7-Day Avg -62.75% | -7.75%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($7.67M) vs puts ($1.75M). Massive premium surge with dollar volume up 141% vs prior. Dollar volume significantly above 7-day average (92% higher). Above-average activity with volume up 55% vs prior.

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
14:00BULLISHBULLISHBULLISH
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 59 of results (avg 7.0%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2119.2020.00$19.604.1%600.56409
$240.00Jul 1753.7056.10$54.904.4%71.00278
$242.50Jul 1751.2053.60$52.404.6%41.0077
$290.00Aug 716.1016.90$16.504.8%220.576
$250.00Aug 2146.0048.50$47.255.3%30.88111
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2125.6026.50$26.053.5%--0.6110
$290.00Aug 2114.3015.00$14.654.8%460.43290
$300.00Aug 2119.5020.50$20.005.0%60.52--
$290.00Aug 711.4012.20$11.806.8%20.434
$280.00Aug 219.9010.60$10.256.8%4960.34155

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.75, cheapest $0.75)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 170.700.80$0.7513.3%670.10314

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 77 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1753.7056.10$54.904.4%71.00278
$242.50Jul 1751.2053.60$52.404.6%41.0077
$245.00Jul 1748.2051.00$49.605.6%--1.0010
$250.00Jul 1743.6046.10$44.855.6%201.00546
$252.50Jul 1740.8043.30$42.055.9%--1.0015
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Jul 3149.5053.10$51.307.0%40.92--
$335.00Jul 3140.2043.80$42.008.6%20.877
$310.00Aug 2125.6026.50$26.053.5%--0.6110
$300.00Aug 2119.5020.50$20.005.0%60.52--

Most actively traded options today. High liquidity = easy entry/exit. 175 active (total vol 5.9K, top 711)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 79.3010.10$9.708.2%7110.40175
$295.00Jul 175.906.60$6.2511.2%5540.51560
$285.00Aug 718.7019.90$19.306.2%4020.63410
$300.00Jul 173.604.20$3.9015.4%1670.381.9K
$290.00Jul 178.409.30$8.8510.2%1450.64690
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 219.9010.60$10.256.8%4960.34155
$255.00Jul 170.050.15$0.10100.0%1720.01145
$252.50Jul 170.050.35$0.20150.0%1580.02248
$285.00Jul 172.002.55$2.2824.1%1470.2513
$295.00Jul 248.309.50$8.9013.5%810.49--

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 28.7%, max 95.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 2191.1%46.5%95.8%12316
$245.00Jul 17Jul 3194.0%52.9%77.7%--39
$350.00Jul 17Aug 2180.5%45.6%76.6%598
$250.00Jul 17Aug 2175.2%45.1%66.7%23657
$330.00Jul 17Aug 2167.5%45.6%48.0%9329
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 2191.1%46.5%95.8%471.2K
$245.00Jul 17Aug 794.0%51.3%83.0%1463
$250.00Jul 17Aug 2175.2%45.1%66.7%44703
$260.00Jul 17Aug 2159.6%44.3%34.5%86530
$255.00Jul 17Aug 763.5%50.0%27.0%174201

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 121 found (best R:R 26.03, avg 5.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$340.00Jul 17$0.37$9.63$0.3726.03$330.37
$325.00$335.00Jul 24$0.42$9.58$0.4222.81$325.42
$320.00$322.50Jul 17$0.13$2.37$0.1318.23$320.13
$345.00$350.00Jul 24$0.35$4.65$0.3513.29$345.35
$320.00$325.00Jul 24$0.40$4.60$0.4011.50$320.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$257.50$255.00Jul 17$0.10$2.40$0.1024.00$257.40
$245.00$240.00Jul 24$0.20$4.80$0.2024.00$244.80
$250.00$245.00Aug 7$0.20$4.80$0.2024.00$249.80
$250.00$245.00Jul 31$0.22$4.78$0.2221.73$249.78
$275.00$272.50Jul 17$0.12$2.38$0.1219.83$274.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 159 found (best R:R 49.00, avg 2.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$245.00$250.00Jul 31$4.90$4.90$0.1049.00$249.90
$260.00$265.00Jul 24$4.85$4.85$0.1532.33$264.85
$240.00$245.00Jul 31$4.85$4.85$0.1532.33$244.85
$265.00$270.00Jul 17$4.80$4.80$0.2024.00$269.80
$270.00$272.50Jul 17$2.40$2.40$0.1024.00$272.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$345.00$335.00Jul 31$9.30$9.30$0.7013.29$335.70
$335.00$295.00Jul 31$29.80$29.80$10.202.92$305.20
$292.50$290.00Jul 31$1.70$1.70$0.802.12$290.80
$287.50$285.00Jul 31$1.55$1.55$0.951.63$285.95
$310.00$300.00Aug 21$6.05$6.05$3.951.53$303.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $1.71, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Jul 17Jul 24$0.0566.3%42.1%
$250.00Jul 17Jul 24$0.3075.2%60.0%
$240.00Jul 17Jul 24$0.3591.1%56.5%
$345.00Jul 17Jul 24$0.4264.0%52.4%
$255.00Jul 17Jul 24$0.7563.5%46.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Jul 17Jul 24$0.2363.5%46.4%
$250.00Jul 17Jul 24$0.5575.2%60.0%
$257.50Jul 17Jul 24$0.6066.5%52.8%
$260.00Jul 17Jul 24$0.6559.6%49.8%
$265.00Jul 17Jul 24$0.8555.6%47.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 4.12% of stock, avg 11.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$292.50Jul 17$7.35$4.80$12.15$280.35$304.654.12%
$295.00Jul 17$6.25$6.25$12.50$282.50$307.504.24%
$290.00Jul 17$8.85$3.85$12.70$277.30$302.704.31%
$287.50Jul 17$10.45$2.95$13.40$274.10$300.904.54%
$285.00Jul 17$12.15$2.28$14.43$270.57$299.434.89%
$282.50Jul 17$13.70$1.65$15.35$267.15$297.855.21%
$280.00Jul 17$15.80$1.30$17.10$262.90$297.105.80%
$295.00Jul 24$8.95$8.90$17.85$277.15$312.856.05%
$292.50Jul 24$10.30$7.75$18.05$274.45$310.556.12%
$290.00Jul 24$11.80$6.55$18.35$271.65$308.356.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 1.43% of stock, avg 4.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$307.50$285.00Jul 17$1.95$2.28$4.23$280.77$311.73
$305.00$285.00Jul 17$2.50$2.28$4.78$280.22$309.78
$307.50$287.50Jul 17$1.95$2.95$4.90$282.60$312.40
$305.00$287.50Jul 17$2.50$2.95$5.45$282.05$310.45
$302.50$285.00Jul 17$3.23$2.28$5.51$279.49$308.01
$307.50$290.00Jul 17$1.95$3.85$5.80$284.20$313.30
$340.00$265.00Aug 7$2.53$3.35$5.88$259.12$345.88
$300.00$285.00Jul 17$3.90$2.28$6.18$278.82$306.18
$302.50$287.50Jul 17$3.23$2.95$6.18$281.32$308.68
$305.00$290.00Jul 17$2.50$3.85$6.35$283.65$311.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 153 found (best R:R 40.67, avg credit $4.12)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/255270/275Jul 31$4.88$0.1240.67$250.12$274.88
255/260270/275Jul 31$4.88$0.1240.67$255.12$274.88
268/270272/275Jul 24$2.40$0.1024.00$267.60$274.90
245/250265/270Jul 24$4.77$0.2320.74$245.23$269.77
255/258278/280Jul 24$2.37$0.1318.23$255.13$279.87
260/265270/275Jul 31$4.74$0.2618.23$260.26$274.74
240/245265/270Jul 24$4.65$0.3513.29$240.35$269.65
270/280285/295Aug 14$9.30$0.7013.29$270.70$294.30
270/272278/280Jul 24$2.30$0.2011.50$270.20$279.80
245/250270/275Jul 31$4.57$0.4310.63$245.43$274.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 89 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$290.00$300.00Aug 21$0.10$9.9099.00
$260.00$265.00$270.00Jul 17$0.10$4.9049.00
$310.00$312.50$315.00Jul 17$0.07$2.4334.71
$330.00$340.00$350.00Aug 21$0.33$9.6729.30
$270.00$272.50$275.00Jul 17$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$282.50$285.00$287.50Jul 24$0.05$2.4549.00
$265.00$267.50$270.00Jul 17$0.06$2.4440.67
$240.00$245.00$250.00Jul 24$0.12$4.8840.67
$267.50$270.00$272.50Jul 17$0.07$2.4334.71
$240.00$245.00$250.00Aug 7$0.14$4.8634.71

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 $-12.35, 83 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$265.001:2Aug 14-$12.35$12.65
$325.00$335.001:2Jul 24-$0.36$9.64
$310.00$320.001:2Jul 31-$0.45$9.55
$340.00$350.001:2Aug 21-$1.51$8.49
$330.00$340.001:2Aug 21-$2.50$7.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21-$0.68$9.32
$270.00$260.001:2Aug 14-$0.86$9.14
$260.00$250.001:2Aug 21-$1.11$8.89
$280.00$270.001:2Aug 14-$1.95$8.05
$270.00$260.001:2Aug 21-$1.95$8.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 4.88%, avg 1.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Aug 21$14.400.471.7%4.88%6.61%34667
$295.00Aug 7$13.500.510.0%4.58%4.61%42
$295.00Aug 14$13.400.510.0%4.54%4.58%42
$300.00Aug 14$12.000.461.7%4.07%5.80%10--
$295.00Jul 31$11.800.510.0%4.00%4.04%2359
$300.00Aug 7$11.300.461.7%3.83%5.56%28
$310.00Aug 21$10.700.395.1%3.63%8.75%3879
$305.00Aug 14$10.100.413.4%3.42%6.85%1203
$300.00Jul 31$9.500.451.7%3.22%4.95%932
$305.00Aug 7$9.300.403.4%3.15%6.58%711175

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 4,731
Total Puts 2,850
Put/Call Ratio 0.60
Net Difference 1,881

Prior's Put/Call Breakdown

Total Calls 2,489
Total Puts 2,415
Put/Call Ratio 0.97
Net Difference 74

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All