Tour v325
VLO
VALERO ENERGY CORP N
$295.79 +5.38%
7/13 16:00

Option Volume

Detail
Current (07/13 4:00pm) 10,872
Calls: 6,686 (61%)
Puts: 4,186 (39%)
Prior (07/10) 6,585
Calls: 3,552 (54%)
Puts: 3,033 (46%)
Current vs Prior +65.10%
Calls: +88.23% (Calls)
Puts: +38.02% (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 +79.68%
Calls: +101.85%
Puts: +52.85%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13 4:00pm) $13.72M
Calls: $11.15M (81%)
Puts: $2.57M (19%)
Prior (07/10) $4.83M
Calls: $3.46M (72%)
Puts: $1.38M (28%)
Current vs Prior +183.81%
Calls: +222.37%
Puts: +86.87%
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 +179.92%
Calls: +223.07%
Puts: +77.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13 4:00pm) 0.63
Prior (07/10) 0.85
Current vs Prior -26.68%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -31.56%
Sentiment BULLISH

Open Interest

Detail
Current (07/13 4:00pm) 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 4.56% | 6.58%4.56% | 13.57%
Prior 4.63% | 6.57%4.63% | 13.34%
Current vs Prior -1.46% | +0.04%-1.46% | +1.74%
Prior 7-Day Avg 3.86% | 6.38%6.03% | 13.68%
Current vs 7-Day Avg +18.14% | +2.99%-24.33% | -0.81%
Prior 7-Day Eod 4.63% | 6.57%4.63% | 13.34%
Current vs 7-Day Eod -1.46% | +0.04%-1.46% | +1.74%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.84% | 9.75%
Calls: 8.96% | 11.17%
Puts: 14.71% | 8.33%
Prior 13.72% | 11.30%
Calls: 11.38% | 8.99%
Puts: 16.06% | 13.61%
Current vs Prior -13.70% | -13.72%
Prior 7-Day Avg 30.82% | 12.57%
Calls: 30.42% | 11.68%
Puts: 31.22% | 13.46%
Current vs 7-Day Avg -61.59% | -22.46%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($11.15M) vs puts ($2.57M). Massive premium surge with dollar volume up 184% vs prior. Dollar volume significantly above 7-day average (180% higher). Above-average activity with volume up 65% 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
16:00BULLISHBULLISHBULLISH
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 6.7%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2120.1020.80$20.453.4%660.57409
$280.00Aug 2125.7026.70$26.203.8%260.67226
$240.00Aug 2157.1059.60$58.354.3%60.9238
$240.00Jul 2455.9058.40$57.154.4%--0.9744
$240.00Jul 1755.4058.00$56.704.6%80.98278
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2119.3020.10$19.704.1%60.51--
$310.00Aug 2125.0026.20$25.604.7%--0.6010
$290.00Aug 2114.1014.80$14.454.8%480.42290
$295.00Aug 713.6014.50$14.056.4%10.48--
$295.00Jul 3111.4012.20$11.806.8%670.47--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.65, cheapest $0.65)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 170.600.70$0.6515.4%1030.09314

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 85 found (avg delta 0.78, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1755.4058.00$56.704.6%80.98278
$252.50Jul 1743.0045.50$44.255.6%--0.9815
$250.00Jul 1745.5048.00$46.755.3%220.98546
$265.00Jul 1730.5033.20$31.858.5%90.97303
$242.50Jul 1752.8055.50$54.155.0%50.9777
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Jul 3148.5052.20$50.357.3%40.92--
$317.50Jul 1720.3023.20$21.7513.3%100.88--
$335.00Jul 3139.9043.00$41.457.5%20.877
$302.50Jul 179.3010.40$9.8511.2%100.65--
$310.00Aug 2125.0026.20$25.604.7%--0.6010

Most actively traded options today. High liquidity = easy entry/exit. 199 active (total vol 7.9K, top 729)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Aug 710.1010.80$10.456.7%7290.42175
$295.00Jul 176.407.00$6.709.0%6420.54560
$285.00Aug 719.7020.70$20.205.0%4030.64410
$300.00Jul 174.204.80$4.5013.3%2440.411.9K
$290.00Jul 2412.0013.00$12.508.0%2270.63222
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 219.8010.50$10.156.9%5010.33155
$255.00Jul 170.050.75$0.40175.0%2780.04145
$252.50Jul 170.050.40$0.23152.2%1620.02248
$285.00Jul 171.552.75$2.1555.8%1620.2313
$240.00Jul 170.050.50$0.28160.7%1340.02580

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 30.2%, max 116.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21102.6%47.5%116.1%14316
$250.00Jul 17Aug 2184.0%45.9%82.9%26657
$245.00Jul 17Jul 3199.1%56.0%77.1%--39
$260.00Jul 17Aug 2175.1%44.7%68.2%192.4K
$255.00Jul 17Jul 3182.3%49.6%66.0%--52
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21102.6%47.5%116.1%1781.2K
$245.00Jul 17Aug 799.1%52.2%89.8%1463
$250.00Jul 17Aug 2184.0%45.9%82.9%51703
$260.00Jul 17Aug 2175.1%44.7%68.2%98530
$255.00Jul 17Aug 782.3%49.5%66.3%280201

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 125 found (best R:R 49.00, avg 4.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$350.00Jul 17$0.10$4.90$0.1049.00$345.10
$330.00$340.00Jul 17$0.42$9.58$0.4222.81$330.42
$312.50$315.00Jul 17$0.20$2.30$0.2011.50$312.70
$335.00$340.00Jul 24$0.40$4.60$0.4011.50$335.40
$345.00$350.00Jul 24$0.47$4.53$0.479.64$345.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$245.00Jul 31$0.15$4.85$0.1532.33$249.85
$255.00$250.00Jul 31$0.15$4.85$0.1532.33$254.85
$250.00$245.00Jul 24$0.17$4.83$0.1728.41$249.83
$250.00$245.00Aug 7$0.22$4.78$0.2221.73$249.78
$265.00$260.00Aug 7$0.23$4.77$0.2320.74$264.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 173 found (best R:R 32.33, avg 3.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$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
$250.00$255.00Jul 31$4.85$4.85$0.1532.33$254.85
$265.00$270.00Jul 17$4.80$4.80$0.2024.00$269.80
$285.00$287.50Jul 17$2.40$2.40$0.1024.00$287.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$345.00$335.00Jul 31$8.90$8.90$1.108.09$336.10
$317.50$302.50Jul 17$11.90$11.90$3.103.84$305.60
$335.00$300.00Jul 31$27.10$27.10$7.903.43$307.90
$295.00$292.50Jul 31$1.65$1.65$0.851.94$293.35
$302.50$300.00Jul 17$1.60$1.60$0.901.78$300.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $1.59, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Jul 17Jul 24$0.1060.2%44.0%
$250.00Jul 17Jul 24$0.1584.0%60.6%
$252.50Jul 17Jul 24$0.2578.4%59.1%
$340.00Jul 17Jul 24$0.3057.9%44.8%
$240.00Jul 17Jul 24$0.45102.6%67.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$245.00Jul 17Jul 24$0.1099.1%62.5%
$240.00Jul 17Jul 24$0.17102.6%67.5%
$260.00Jul 17Jul 24$0.2075.1%49.1%
$250.00Jul 17Jul 24$0.4084.0%60.6%
$257.50Jul 17Jul 24$0.4078.8%54.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 73 found (cheapest 4.12% of stock, avg 11.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$295.00Jul 17$6.70$5.50$12.20$282.80$307.204.12%
$297.50Jul 17$5.50$6.80$12.30$285.20$309.804.16%
$292.50Jul 17$8.10$4.40$12.50$280.00$305.004.23%
$300.00Jul 17$4.50$8.25$12.75$287.25$312.754.31%
$290.00Jul 17$9.65$3.50$13.15$276.85$303.154.45%
$302.50Jul 17$3.60$9.85$13.45$289.05$315.954.55%
$287.50Jul 17$11.30$2.63$13.93$273.57$301.434.71%
$285.00Jul 17$13.70$2.15$15.85$269.15$300.855.36%
$282.50Jul 17$15.90$1.50$17.40$265.10$299.905.88%
$295.00Jul 24$9.85$8.35$18.20$276.80$313.206.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.49% of stock, avg 4.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$307.50$285.00Jul 17$2.25$2.15$4.40$280.60$311.90
$307.50$287.50Jul 17$2.25$2.63$4.88$282.62$312.38
$305.00$285.00Jul 17$2.85$2.15$5.00$280.00$310.00
$305.00$287.50Jul 17$2.85$2.63$5.48$282.02$310.48
$302.50$285.00Jul 17$3.60$2.15$5.75$279.25$308.25
$307.50$290.00Jul 17$2.25$3.50$5.75$284.25$313.25
$302.50$287.50Jul 17$3.60$2.63$6.23$281.27$308.73
$350.00$260.00Aug 14$2.75$3.53$6.28$253.72$356.28
$305.00$290.00Jul 17$2.85$3.50$6.35$283.65$311.35
$300.00$285.00Jul 17$4.50$2.15$6.65$278.35$306.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 142 found (best R:R 21.73, avg credit $4.25)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/255260/265Aug 7$4.78$0.2221.73$250.22$264.78
245/250265/270Jul 24$4.77$0.2320.74$245.23$269.77
245/250255/260Jul 31$4.70$0.3015.67$245.30$259.70
240/250260/270Aug 21$9.32$0.6813.71$240.68$269.32
255/260270/275Jul 31$4.63$0.3712.51$255.37$274.63
250/255275/280Aug 7$4.63$0.3712.51$250.37$279.63
255/260275/280Aug 7$4.62$0.3812.16$255.38$279.62
285/290295/300Aug 14$4.60$0.4011.50$285.40$299.60
250/255265/270Aug 7$4.58$0.4210.90$250.42$269.58
255/260265/270Aug 7$4.57$0.4310.63$255.43$269.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 96 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Jul 31$0.10$4.9049.00
$265.00$270.00$275.00Aug 7$0.10$4.9049.00
$250.00$260.00$270.00Aug 21$0.20$9.8049.00
$260.00$265.00$270.00Jul 17$0.15$4.8532.33
$300.00$305.00$310.00Jul 31$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$265.00$270.00$275.00Jul 31$0.05$4.9599.00
$265.00$270.00$275.00Aug 7$0.08$4.9261.50
$282.50$285.00$287.50Jul 24$0.05$2.4549.00
$240.00$245.00$250.00Jul 24$0.14$4.8634.71
$265.00$267.50$270.00Jul 17$0.08$2.4230.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 95 found (best net $-0.76, 86 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$350.001:2Aug 21-$2.05$7.95
$330.00$340.001:2Aug 21-$2.90$7.10
$320.00$330.001:2Aug 21-$4.10$5.90
$340.00$345.001:2Jul 17-$0.18$4.82
$325.00$330.001:2Jul 17-$0.60$4.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21-$0.76$9.24
$260.00$250.001:2Aug 21-$1.25$8.75
$280.00$270.001:2Aug 14-$1.70$8.30
$270.00$260.001:2Aug 21-$1.85$8.15
$270.00$260.001:2Aug 14-$2.16$7.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 5.17%, avg 1.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Aug 21$15.300.481.4%5.17%6.60%57667
$300.00Aug 14$13.100.481.4%4.43%5.85%14--
$300.00Aug 7$11.900.471.4%4.02%5.45%28
$297.50Jul 31$11.400.500.6%3.85%4.43%1--
$310.00Aug 21$11.400.404.8%3.85%8.66%4679
$305.00Aug 14$10.800.443.1%3.65%6.76%1203
$300.00Jul 31$10.200.471.4%3.45%4.87%1332
$305.00Aug 7$10.100.423.1%3.41%6.53%729175
$310.00Aug 14$9.000.394.8%3.04%7.85%--24
$310.00Aug 7$8.400.374.8%2.84%7.64%143

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 6,686
Total Puts 4,186
Put/Call Ratio 0.63
Net Difference 2,500

Prior's Put/Call Breakdown

Total Calls 3,552
Total Puts 3,033
Put/Call Ratio 0.85
Net Difference 519

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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