Tour v330
VLO
VALERO ENERGY CORP N
$296.74 +0.32%
7/14 10:00

Option Volume

Detail
Current (07/14 10:00am) 999
Calls: 469 (47%)
Puts: 530 (53%)
Prior (07/13) 3,431
Calls: 2,335 (68%)
Puts: 1,096 (32%)
Current vs Prior -70.88%
Calls: -79.91% (Calls)
Puts: -51.64% (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 -83.49%
Calls: -85.84%
Puts: -80.65%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/14 10:00am) $984.9K
Calls: $682.7K (69%)
Puts: $302.1K (31%)
Prior (07/13) $3.81M
Calls: $2.67M (70%)
Puts: $1.15M (30%)
Current vs Prior -74.18%
Calls: -74.39%
Puts: -73.69%
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 -79.91%
Calls: -80.22%
Puts: -79.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14 10:00am) 1.13
Prior (07/13) 0.47
Current vs Prior +140.76%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg +23.54%
Sentiment BEARISH

Open Interest

Detail
Current (07/14 10:00am) 103,608
Calls: 56,883 (55%)
Puts: 46,725 (45%)
Prior (07/13) 99,304
Calls: 54,761 (55%)
Puts: 44,543 (45%)
Current vs Prior +4.33%
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 +8.51%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.08% | 6.07%4.08% | 13.02%
Prior 4.63% | 6.57%4.63% | 13.34%
Current vs Prior -11.96% | -7.72%-11.96% | -2.38%
Prior 7-Day Avg 3.86% | 6.38%5.41% | 13.60%
Current vs 7-Day Avg +5.55% | -5.00%-24.63% | -4.20%
Prior 7-Day Eod 4.63% | 6.57%4.56% | 13.57%
Current vs 7-Day Eod -11.96% | -7.72%-10.66% | -4.04%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 23.63% | 21.33%
Calls: 18.18% | 18.56%
Puts: 29.09% | 24.10%
Prior 13.72% | 11.30%
Calls: 11.38% | 8.99%
Puts: 16.06% | 13.61%
Current vs Prior +72.23% | +88.76%
Prior 7-Day Avg 30.82% | 12.57%
Calls: 30.42% | 11.68%
Puts: 31.22% | 13.46%
Current vs 7-Day Avg -23.33% | +69.63%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($682.7K). Light premium activity with dollar volume down 74% vs prior. Below-average activity with volume down 71% vs prior. Slightly bearish P/C ratio of 1.13.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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
10:00BULLISHBEARISHBEARISH

📈 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 34 of results (avg 7.3%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 2456.4059.00$57.704.5%--0.9644
$240.00Aug 2157.7060.50$59.104.7%--0.9239
$240.00Aug 756.9059.90$58.405.1%20.93--
$240.00Jul 3156.6059.80$58.205.5%--0.9413
$242.50Jul 1753.5056.70$55.105.8%--0.9776
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2123.2025.60$24.409.8%--0.5910

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. 77 found (avg delta 0.79, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$252.50Jul 1743.6046.70$45.156.9%--0.9915
$250.00Jul 1746.3049.30$47.806.3%10.98531
$245.00Jul 1751.0054.20$52.606.1%--0.9810
$240.00Jul 1755.9059.40$57.656.1%50.97274
$242.50Jul 1753.5056.70$55.105.8%--0.9776
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$317.50Jul 1719.1022.40$20.7515.9%--0.9210
$307.50Jul 1710.8013.40$12.1021.5%90.77--
$302.50Jul 177.609.40$8.5021.2%--0.6510
$310.00Aug 2123.2025.60$24.409.8%--0.5910
$300.00Jul 248.4010.70$9.5524.1%590.5419

Most actively traded options today. High liquidity = easy entry/exit. 87 active (total vol 886, top 168)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Jul 240.050.70$0.38171.1%950.04359
$305.00Jul 318.0010.80$9.4029.8%360.4346
$300.00Jul 173.904.80$4.3520.7%330.432.0K
$302.50Jul 173.003.80$3.4023.5%300.3741
$310.00Jul 171.351.85$1.6031.2%160.20122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Jul 242.904.20$3.5536.6%1680.2722
$300.00Jul 3112.0014.80$13.4020.9%600.522
$300.00Jul 248.4010.70$9.5524.1%590.5419
$275.00Jul 170.450.60$0.5328.3%360.07336
$270.00Jul 312.503.90$3.2043.7%310.1775

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 47.3%, max 167.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21123.2%46.0%167.9%5313
$250.00Jul 17Aug 2196.6%44.7%116.0%1645
$260.00Jul 17Aug 2182.4%44.3%86.2%42.4K
$245.00Jul 17Jul 31109.1%61.5%77.2%--39
$265.00Jul 17Aug 1476.3%44.2%72.7%--304
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21123.2%46.0%167.9%51.3K
$245.00Jul 17Aug 28109.1%44.4%145.8%2457
$250.00Jul 17Aug 2896.6%46.5%107.8%--580
$255.00Jul 17Aug 2893.3%45.1%106.9%3394
$260.00Jul 17Aug 2182.4%44.3%86.2%1539

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 99 found (best R:R 20.74, avg 4.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$325.00$330.00Jul 24$0.23$4.77$0.2320.74$325.23
$330.00$340.00Jul 17$0.48$9.52$0.4819.83$330.48
$330.00$340.00Jul 24$0.74$9.26$0.7412.51$330.74
$320.00$325.00Jul 24$0.40$4.60$0.4011.50$320.40
$345.00$350.00Jul 24$0.40$4.60$0.4011.50$345.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$282.50$280.00Jul 17$0.12$2.38$0.1219.83$282.38
$255.00$250.00Aug 7$0.29$4.71$0.2916.24$254.71
$270.00$267.50Jul 17$0.15$2.35$0.1515.67$269.85
$265.00$260.00Jul 31$0.33$4.67$0.3314.15$264.67
$250.00$245.00Jul 31$0.35$4.65$0.3513.29$249.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 136 found (best R:R 32.33, avg 3.04)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$265.00Jul 24$4.85$4.85$0.1532.33$264.85
$240.00$250.00Jul 24$9.65$9.65$0.3527.57$249.65
$240.00$250.00Aug 7$9.65$9.65$0.3527.57$249.65
$245.00$247.50Jul 17$2.40$2.40$0.1024.00$247.40
$265.00$270.00Jul 17$4.75$4.75$0.2519.00$269.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$317.50$307.50Jul 17$8.65$8.65$1.356.41$308.85
$307.50$302.50Jul 17$3.60$3.60$1.402.57$303.90
$310.00$300.00Aug 21$6.05$6.05$3.951.53$303.95
$302.50$295.00Jul 17$4.25$4.25$3.251.31$298.25
$300.00$297.50Jul 31$1.40$1.40$1.101.27$298.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $1.60, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 17Jul 24$0.05123.2%74.9%
$250.00Jul 17Jul 24$0.2596.6%64.0%
$350.00Jul 17Jul 24$0.3565.3%53.0%
$260.00Jul 17Jul 24$0.4582.4%53.7%
$340.00Jul 17Jul 24$0.4859.4%48.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 17Jul 24$0.20123.2%74.9%
$265.00Jul 17Jul 24$0.2776.3%47.7%
$267.50Jul 17Jul 24$0.2872.1%45.0%
$245.00Jul 17Jul 24$0.30109.1%69.4%
$255.00Jul 17Jul 24$0.3593.3%59.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 3.66% of stock, avg 11.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$295.00Jul 17$6.60$4.25$10.85$284.15$305.853.66%
$292.50Jul 17$8.05$3.30$11.35$281.15$303.853.82%
$302.50Jul 17$3.40$8.50$11.90$290.60$314.404.01%
$290.00Jul 17$9.60$2.53$12.13$277.87$302.134.09%
$307.50Jul 17$2.05$12.10$14.15$293.35$321.654.77%
$285.00Jul 17$14.20$1.38$15.58$269.42$300.585.25%
$297.50Jul 24$8.45$8.30$16.75$280.75$314.255.64%
$295.00Jul 24$9.70$7.15$16.85$278.15$311.855.68%
$300.00Jul 24$7.40$9.55$16.95$283.05$316.955.71%
$282.50Jul 17$16.30$1.02$17.32$265.18$299.825.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 124 found (cheapest 1.00% of stock, avg 4.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$285.00Jul 17$1.60$1.38$2.98$282.02$312.98
$307.50$285.00Jul 17$2.05$1.38$3.43$281.57$310.93
$310.00$287.50Jul 17$1.60$2.00$3.60$283.90$313.60
$305.00$285.00Jul 17$2.65$1.38$4.03$280.97$309.03
$307.50$287.50Jul 17$2.05$2.00$4.05$283.45$311.55
$310.00$290.00Jul 17$1.60$2.53$4.13$285.87$314.13
$307.50$290.00Jul 17$2.05$2.53$4.58$285.42$312.08
$305.00$287.50Jul 17$2.65$2.00$4.65$282.85$309.65
$302.50$285.00Jul 17$3.40$1.38$4.78$280.22$307.28
$310.00$292.50Jul 17$1.60$3.30$4.90$287.60$314.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 84 found (best R:R 40.67, avg credit $5.08)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
255/260270/275Aug 7$4.88$0.1240.67$255.12$274.88
268/270275/278Jul 24$2.40$0.1024.00$267.60$277.40
270/272280/282Jul 24$2.37$0.1318.23$270.13$282.37
268/270280/282Jul 24$2.35$0.1515.67$267.65$282.35
270/272278/280Jul 24$2.32$0.1812.89$270.18$279.82
268/270278/280Jul 24$2.30$0.2011.50$267.70$279.80
245/250260/265Jul 31$4.60$0.4011.50$245.40$264.60
272/275280/282Jul 24$2.28$0.2210.36$272.72$282.28
265/270275/280Jul 31$4.52$0.489.42$265.48$279.52
272/275278/280Jul 24$2.23$0.278.26$272.77$279.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 80 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$275.00$280.00Jul 31$0.15$4.8532.33
$260.00$270.00$280.00Aug 21$0.30$9.7032.33
$320.00$325.00$330.00Jul 24$0.17$4.8328.41
$242.50$245.00$247.50Jul 17$0.10$2.4024.00
$255.00$257.50$260.00Jul 17$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Jul 24$0.06$4.9482.33
$295.00$297.50$300.00Jul 31$0.05$2.4549.00
$242.50$245.00$247.50Jul 17$0.10$2.4024.00
$295.00$297.50$300.00Jul 24$0.10$2.4024.00
$240.00$245.00$250.00Jul 31$0.25$4.7519.00

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 $-0.10, 88 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$325.001:2Jul 31-$0.10$14.90
$265.00$285.001:2Aug 14-$7.90$12.10
$340.00$350.001:2Jul 17-$0.01$9.99
$340.00$350.001:2Aug 21-$1.91$8.09
$330.00$340.001:2Aug 21-$2.85$7.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21-$0.47$9.53
$260.00$250.001:2Aug 21-$0.76$9.24
$270.00$260.001:2Aug 21-$1.65$8.35
$302.50$295.001:2Jul 17$0.00$7.50
$280.00$270.001:2Aug 21-$3.15$6.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 5.36%, avg 1.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Aug 28$15.900.501.1%5.36%6.46%--62
$300.00Aug 21$15.000.501.1%5.05%6.15%4681
$300.00Aug 14$13.100.491.1%4.41%5.51%113
$300.00Aug 7$11.700.491.1%3.94%5.04%29
$310.00Aug 21$11.200.414.5%3.77%8.24%--108
$297.50Jul 31$10.900.520.3%3.67%3.93%61
$305.00Aug 14$10.900.442.8%3.67%6.46%--204
$310.00Aug 14$10.000.404.5%3.37%7.84%--24
$300.00Jul 31$9.800.491.1%3.30%4.40%1040
$305.00Aug 7$9.700.432.8%3.27%6.05%--790

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 469
Total Puts 530
Put/Call Ratio 1.13
Net Difference -61

Prior's Put/Call Breakdown

Total Calls 2,335
Total Puts 1,096
Put/Call Ratio 0.47
Net Difference 1,239

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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