Tour v325
VLO
VALERO ENERGY CORP N
$295.56 +5.30%
7/13 15:01

Option Volume

Detail
Current (07/13 3:00pm) 8,916
Calls: 5,541 (62%)
Puts: 3,375 (38%)
Prior (07/10) 5,556
Calls: 2,944 (53%)
Puts: 2,612 (47%)
Current vs Prior +60.48%
Calls: +88.21% (Calls)
Puts: +29.21% (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 +47.35%
Calls: +67.29%
Puts: +23.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13 3:00pm) $11.53M
Calls: $9.48M (82%)
Puts: $2.04M (18%)
Prior (07/10) $4.18M
Calls: $2.71M (65%)
Puts: $1.47M (35%)
Current vs Prior +175.90%
Calls: +249.66%
Puts: +39.32%
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 +135.14%
Calls: +174.81%
Puts: +40.74%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13 3:00pm) 0.61
Prior (07/10) 0.89
Current vs Prior -31.35%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -33.42%
Sentiment BULLISH

Open Interest

Detail
Current (07/13 3:00pm) 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 4.57% | 6.50%4.57% | 13.43%
Prior 4.63% | 6.57%4.63% | 13.34%
Current vs Prior -1.38% | -1.17%-1.38% | +0.67%
Prior 7-Day Avg 3.86% | 6.38%6.03% | 13.68%
Current vs 7-Day Avg +18.24% | +1.74%-24.27% | -1.85%
Prior 7-Day Eod 4.63% | 6.57%4.63% | 13.34%
Current vs 7-Day Eod -1.38% | -1.17%-1.38% | +0.67%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 14.96% | 10.35%
Calls: 17.32% | 8.70%
Puts: 12.59% | 12.00%
Prior 13.72% | 11.30%
Calls: 11.38% | 8.99%
Puts: 16.06% | 13.61%
Current vs Prior +9.04% | -8.41%
Prior 7-Day Avg 30.82% | 12.57%
Calls: 30.42% | 11.68%
Puts: 31.22% | 13.46%
Current vs 7-Day Avg -51.46% | -17.69%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($9.48M) vs puts ($2.04M). Massive premium surge with dollar volume up 176% vs prior. Dollar volume significantly above 7-day average (135% higher). Above-average activity with volume up 60% 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
15:00BULLISHBULLISHBULLISH
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 73 of results (avg 7.0%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 1745.0046.60$45.803.5%211.00546
$240.00Jul 1753.8056.20$55.004.4%81.00278
$290.00Aug 2119.5020.40$19.954.5%630.57409
$242.50Jul 1751.3053.70$52.504.6%51.0077
$240.00Aug 2155.2058.00$56.604.9%50.9238
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2119.4020.10$19.753.5%60.52--
$310.00Aug 2125.5026.50$26.003.8%--0.6010
$290.00Aug 2114.2014.90$14.554.8%460.43290
$295.00Aug 713.8014.70$14.256.3%10.48--
$292.50Jul 174.604.90$4.756.3%440.41--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.73, cheapest $0.73)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 170.700.75$0.736.8%770.10314

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 80 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1753.8056.20$55.004.4%81.00278
$242.50Jul 1751.3053.70$52.504.6%51.0077
$245.00Jul 1748.8051.40$50.105.2%--1.0010
$247.50Jul 1746.3048.90$47.605.5%11.0044
$250.00Jul 1745.0046.60$45.803.5%211.00546
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Jul 3149.1052.70$50.907.1%40.92--
$335.00Jul 3139.7043.50$41.609.1%20.877
$310.00Aug 2125.5026.50$26.003.8%--0.6010
$300.00Jul 2411.0012.00$11.508.7%20.57--
$300.00Jul 3114.2016.30$15.2513.8%20.54--

Most actively traded options today. High liquidity = easy entry/exit. 185 active (total vol 6.7K, top 718)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 79.6010.50$10.059.0%7180.41175
$295.00Jul 175.806.90$6.3517.3%5960.52560
$285.00Aug 719.0020.30$19.656.6%4020.63410
$290.00Jul 2411.7012.40$12.055.8%2200.61222
$290.00Jul 3114.8015.90$15.357.2%1850.59153
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 219.8010.60$10.207.8%5010.34155
$255.00Jul 170.050.35$0.20150.0%1730.02145
$252.50Jul 170.050.35$0.20150.0%1580.02248
$285.00Jul 172.002.40$2.2018.2%1480.2413
$295.00Jul 175.206.20$5.7017.5%900.48--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 28.8%, max 109.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 2198.1%46.8%109.8%13316
$350.00Jul 17Aug 2184.9%47.0%80.9%598
$245.00Jul 17Jul 3195.4%53.3%78.8%--39
$250.00Jul 17Aug 2174.4%45.7%63.0%24657
$260.00Jul 17Aug 2166.2%44.4%49.0%192.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 2198.1%46.8%109.8%731.2K
$245.00Jul 17Aug 795.4%51.8%84.2%1463
$250.00Jul 17Aug 2174.4%45.7%63.0%49703
$260.00Jul 17Aug 2166.2%44.4%49.0%86530
$255.00Jul 17Aug 771.8%50.5%42.2%175201

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 123 found (best R:R 37.46, avg 5.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$340.00Jul 17$0.37$9.63$0.3726.03$330.37
$340.00$345.00Jul 24$0.25$4.75$0.2519.00$340.25
$345.00$350.00Jul 24$0.35$4.65$0.3513.29$345.35
$312.50$315.00Jul 17$0.18$2.32$0.1812.89$312.68
$317.50$320.00Jul 24$0.20$2.30$0.2011.50$317.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$245.00$240.00Jul 24$0.13$4.87$0.1337.46$244.87
$260.00$257.50Jul 17$0.10$2.40$0.1024.00$259.90
$267.50$265.00Jul 17$0.10$2.40$0.1024.00$267.40
$250.00$245.00Jul 31$0.20$4.80$0.2024.00$249.80
$250.00$245.00Aug 7$0.20$4.80$0.2024.00$249.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 168 found (best R:R 49.00, avg 3.05)

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
$242.50$245.00Jul 17$2.40$2.40$0.1024.00$244.90
$265.00$270.00Jul 17$4.80$4.80$0.2024.00$269.80
$240.00$245.00Jul 31$4.80$4.80$0.2024.00$244.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$345.00$335.00Jul 31$9.30$9.30$0.7013.29$335.70
$335.00$300.00Jul 31$26.35$26.35$8.653.05$308.65
$292.50$290.00Jul 31$1.75$1.75$0.752.33$290.75
$300.00$295.00Jul 31$3.15$3.15$1.851.70$296.85
$310.00$300.00Aug 21$6.25$6.25$3.751.67$303.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $1.68, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Jul 17Jul 24$0.1366.8%42.7%
$345.00Jul 17Jul 24$0.4263.5%52.1%
$240.00Jul 17Jul 24$0.4598.1%60.1%
$265.00Jul 17Jul 24$0.5054.3%48.2%
$252.50Jul 17Jul 24$0.5575.8%57.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Jul 17Jul 24$0.1371.8%46.9%
$260.00Jul 17Jul 24$0.4066.2%48.0%
$250.00Jul 17Jul 24$0.5574.4%60.1%
$257.50Jul 17Jul 24$0.6864.7%53.7%
$267.50Jul 17Jul 24$0.8954.7%45.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 4.08% of stock, avg 11.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$295.00Jul 17$6.35$5.70$12.05$282.95$307.054.08%
$292.50Jul 17$7.75$4.75$12.50$280.00$305.004.23%
$290.00Jul 17$9.05$3.70$12.75$277.25$302.754.31%
$287.50Jul 17$10.95$2.90$13.85$273.65$301.354.69%
$285.00Jul 17$12.15$2.20$14.35$270.65$299.354.86%
$282.50Jul 17$14.15$1.63$15.78$266.72$298.285.34%
$280.00Jul 17$16.50$1.27$17.77$262.23$297.776.01%
$295.00Jul 24$9.20$8.70$17.90$277.10$312.906.06%
$292.50Jul 24$10.50$7.55$18.05$274.45$310.556.11%
$290.00Jul 24$12.05$6.20$18.25$271.75$308.256.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 1.45% of stock, avg 4.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$307.50$285.00Jul 17$2.10$2.20$4.30$280.70$311.80
$305.00$285.00Jul 17$2.45$2.20$4.65$280.35$309.65
$307.50$287.50Jul 17$2.10$2.90$5.00$282.50$312.50
$305.00$287.50Jul 17$2.45$2.90$5.35$282.15$310.35
$302.50$285.00Jul 17$3.23$2.20$5.43$279.57$307.93
$307.50$290.00Jul 17$2.10$3.70$5.80$284.20$313.30
$302.50$287.50Jul 17$3.23$2.90$6.13$281.37$308.63
$305.00$290.00Jul 17$2.45$3.70$6.15$283.85$311.15
$300.00$285.00Jul 17$4.05$2.20$6.25$278.75$306.25
$307.50$292.50Jul 17$2.10$4.75$6.85$285.65$314.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 156 found (best R:R 40.67, avg credit $4.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/245255/260Jul 24$4.88$0.1240.67$240.12$259.88
245/250255/260Jul 31$4.85$0.1532.33$245.15$259.85
255/258278/280Jul 24$2.40$0.1024.00$255.10$279.90
245/250265/270Jul 24$4.75$0.2519.00$245.25$269.75
250/255260/265Jul 31$4.75$0.2519.00$250.25$264.75
255/258275/278Jul 24$2.35$0.1515.67$255.15$277.35
265/270275/280Aug 7$4.70$0.3015.67$265.30$279.70
270/280285/295Aug 14$9.35$0.6514.38$270.65$294.35
240/245265/270Jul 24$4.58$0.4210.90$240.42$269.58
240/242260/265Jul 17$4.57$0.4310.63$237.93$264.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 91 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$290.00$300.00Aug 21$0.05$9.95199.00
$302.50$305.00$307.50Jul 24$0.05$2.4549.00
$285.00$290.00$295.00Aug 7$0.10$4.9049.00
$320.00$325.00$330.00Jul 24$0.11$4.8944.45
$295.00$300.00$305.00Aug 14$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$262.50$265.00$267.50Jul 17$0.07$2.4334.71
$240.00$245.00$250.00Aug 7$0.14$4.8634.71
$265.00$270.00$275.00Aug 7$0.15$4.8532.33
$240.00$245.00$250.00Jul 24$0.17$4.8328.41
$285.00$287.50$290.00Jul 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. 93 found (best net $-0.51, 87 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$320.001:2Jul 31-$0.51$9.49
$340.00$350.001:2Aug 21-$2.06$7.94
$330.00$340.001:2Aug 21-$2.60$7.40
$320.00$330.001:2Aug 21-$3.75$6.25
$325.00$330.001:2Jul 24-$0.16$4.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21-$0.63$9.37
$270.00$260.001:2Aug 14-$0.91$9.09
$260.00$250.001:2Aug 21-$1.26$8.74
$280.00$270.001:2Aug 14-$1.90$8.10
$270.00$260.001:2Aug 21-$1.90$8.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 4.97%, avg 1.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Aug 21$14.700.481.5%4.97%6.48%44667
$300.00Aug 14$12.000.471.5%4.06%5.56%10--
$300.00Aug 7$11.600.461.5%3.92%5.43%28
$310.00Aug 21$10.900.394.9%3.69%8.57%4179
$305.00Aug 14$10.100.423.2%3.42%6.61%1203
$300.00Jul 31$9.800.461.5%3.32%4.82%932
$305.00Aug 7$9.600.413.2%3.25%6.44%718175
$305.00Jul 31$7.900.403.2%2.67%5.87%443
$310.00Aug 7$7.900.364.9%2.67%7.56%143
$320.00Aug 21$7.900.318.3%2.67%10.94%28243

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 5,541
Total Puts 3,375
Put/Call Ratio 0.61
Net Difference 2,166

Prior's Put/Call Breakdown

Total Calls 2,944
Total Puts 2,612
Put/Call Ratio 0.89
Net Difference 332

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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