Tour v330
VLO
VALERO ENERGY CORP N
$295.99 +0.07%
7/14 11:00

Option Volume

Detail
Current (07/14 11:00am) 2,235
Calls: 1,348 (60%)
Puts: 887 (40%)
Prior (07/13) 4,858
Calls: 3,042 (63%)
Puts: 1,816 (37%)
Current vs Prior -53.99%
Calls: -55.69% (Calls)
Puts: -51.16% (Puts)
Prior 7-Day Total 48,274
Calls: 27,270 (56%)
Puts: 21,004 (44%)
Prior 7-Day Average 6,896
Calls: 3,895 (56%)
Puts: 3,000 (44%)
Current vs Prior 7-Day Avg -67.59%
Calls: -65.40%
Puts: -70.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14 11:00am) $2.27M
Calls: $1.84M (81%)
Puts: $424.4K (19%)
Prior (07/13) $5.74M
Calls: $4.25M (74%)
Puts: $1.49M (26%)
Current vs Prior -60.45%
Calls: -56.59%
Puts: -71.47%
Prior 7-Day Total $43.48M
Calls: $32.59M (75%)
Puts: $10.88M (25%)
Prior 7-Day Average $6.21M
Calls: $4.66M (75%)
Puts: $1.55M (25%)
Current vs Prior 7-Day Avg -63.48%
Calls: -60.39%
Puts: -72.71%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14 11:00am) 0.66
Prior (07/13) 0.60
Current vs Prior +10.22%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -24.81%
Sentiment BULLISH

Open Interest

Detail
Current (07/14 11:00am) 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 674,962
Calls: 375,870 (56%)
Puts: 299,092 (44%)
Prior 7-Day Average 96,423
Calls: 53,695 (56%)
Puts: 42,727 (44%)
Current vs Prior 7-Day Avg +7.45%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.00% | 5.96%4.00% | 13.02%
Prior 4.56% | 6.58%4.56% | 13.57%
Current vs Prior -12.28% | -9.32%-12.28% | -4.05%
Prior 7-Day Avg 4.04% | 6.50%5.74% | 13.66%
Current vs 7-Day Avg -0.99% | -8.32%-30.23% | -4.67%
Prior 7-Day Eod 4.56% | 6.58%4.56% | 13.57%
Current vs 7-Day Eod -12.28% | -9.32%-12.28% | -4.05%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.73% | 17.54%
Calls: 18.80% | 14.86%
Puts: 16.67% | 20.22%
Prior 11.84% | 9.75%
Calls: 8.96% | 11.17%
Puts: 14.71% | 8.33%
Current vs Prior +49.75% | +79.90%
Prior 7-Day Avg 30.53% | 12.53%
Calls: 29.85% | 11.69%
Puts: 31.22% | 13.36%
Current vs 7-Day Avg -41.93% | +40.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($1.84M) vs puts ($424.4K). Light premium activity with dollar volume down 60% vs prior. Below-average activity with volume down 54% vs prior. Bullish P/C ratio of 0.66.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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
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 42 of results (avg 7.4%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2119.1020.00$19.554.6%170.57412
$240.00Aug 2156.0058.70$57.354.7%10.9339
$300.00Aug 2114.5015.20$14.854.7%70.48681
$240.00Aug 755.2058.20$56.705.3%20.92--
$240.00Jul 3155.4058.50$56.955.4%--0.9313
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2113.3014.10$13.705.8%50.42296
$310.00Aug 2124.3026.00$25.156.8%--0.6110
$300.00Aug 2118.3019.70$19.007.4%40.526
$295.00Aug 712.7013.70$13.207.6%20.471
$280.00Aug 219.109.90$9.508.4%110.33612

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. 78 found (avg delta 0.78, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 1734.4037.60$36.008.9%40.982.2K
$240.00Jul 1754.3057.50$55.905.7%50.97274
$250.00Jul 1744.6047.40$46.006.1%10.97531
$242.50Jul 1751.9055.00$53.455.8%--0.9776
$245.00Jul 1749.3052.60$50.956.5%--0.9710
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$317.50Jul 1720.7023.90$22.3014.3%--0.9010
$307.50Jul 1711.9014.80$13.3521.7%90.79--
$305.00Jul 179.7012.90$11.3028.3%20.74--
$302.50Jul 178.609.80$9.2013.0%20.6810
$310.00Aug 2124.3026.00$25.156.8%--0.6110

Most actively traded options today. High liquidity = easy entry/exit. 139 active (total vol 1.9K, top 286)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 77.408.80$8.1017.3%2860.3616
$310.00Jul 315.606.70$6.1517.9%970.3430
$350.00Jul 240.050.70$0.38171.1%950.04359
$300.00Jul 173.104.10$3.6027.8%750.392.0K
$305.00Jul 317.109.30$8.2026.8%360.4046
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Jul 243.103.90$3.5022.9%1700.2822
$300.00Jul 3112.5015.60$14.0522.1%600.542
$300.00Jul 249.5011.20$10.3516.4%590.5619
$275.00Jul 170.350.50$0.4334.9%530.07336
$265.00Jul 240.451.25$0.8594.1%400.0846

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 41.8%, max 159.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21117.6%45.3%159.5%6313
$250.00Jul 17Aug 2195.2%44.3%114.8%1645
$245.00Jul 17Jul 31110.5%60.2%83.5%--39
$255.00Jul 17Jul 3190.6%54.5%66.4%1052
$260.00Jul 17Aug 2168.9%43.6%58.1%62.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21117.6%45.3%159.5%181.3K
$245.00Jul 17Aug 28110.5%43.4%154.3%6457
$255.00Jul 17Aug 2890.6%42.6%112.9%3394
$250.00Jul 17Aug 2895.2%45.7%108.4%9580
$257.50Jul 17Jul 2487.8%54.9%59.8%--36

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 114 found (best R:R 36.04, avg 4.92)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$340.00Jul 17$0.27$9.73$0.2736.04$330.27
$320.00$325.00Jul 24$0.20$4.80$0.2024.00$320.20
$327.50$330.00Jul 24$0.10$2.40$0.1024.00$327.60
$315.00$317.50Jul 17$0.12$2.38$0.1219.83$315.12
$345.00$350.00Jul 24$0.27$4.73$0.2717.52$345.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$260.00Jul 17$0.15$4.85$0.1532.33$264.85
$255.00$250.00Aug 28$0.18$4.82$0.1826.78$254.82
$277.50$275.00Jul 17$0.10$2.40$0.1024.00$277.40
$280.00$275.00Jul 24$0.32$4.68$0.3214.62$279.68
$267.50$265.00Jul 17$0.18$2.32$0.1812.89$267.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 152 found (best R:R 65.67, avg 3.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$250.00Jul 24$9.85$9.85$0.1565.67$249.85
$270.00$275.00Jul 17$4.90$4.90$0.1049.00$274.90
$250.00$255.00Jul 24$4.90$4.90$0.1049.00$254.90
$255.00$260.00Jul 31$4.85$4.85$0.1532.33$259.85
$265.00$270.00Jul 17$4.80$4.80$0.2024.00$269.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$317.50$307.50Jul 17$8.95$8.95$1.058.52$308.55
$305.00$302.50Jul 17$2.10$2.10$0.405.25$302.90
$307.50$305.00Jul 17$2.05$2.05$0.454.56$305.45
$302.50$297.50Jul 17$3.20$3.20$1.801.78$299.30
$300.00$297.50Jul 31$1.60$1.60$0.901.78$298.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $1.53, cheapest $0.22)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Jul 17Jul 24$0.3567.3%54.5%
$240.00Jul 17Jul 24$0.50117.6%73.0%
$340.00Jul 17Jul 24$0.5056.7%49.9%
$250.00Jul 17Jul 24$0.5595.2%62.1%
$260.00Jul 17Jul 24$0.6568.9%52.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$245.00Jul 17Jul 24$0.22110.5%67.6%
$240.00Jul 17Jul 24$0.25117.6%73.0%
$257.50Jul 17Jul 24$0.3087.8%54.9%
$250.00Jul 17Jul 24$0.3595.2%62.1%
$255.00Jul 17Jul 24$0.3590.6%58.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 3.58% of stock, avg 10.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$295.00Jul 17$5.85$4.75$10.60$284.40$305.603.58%
$297.50Jul 17$4.65$6.00$10.65$286.85$308.153.60%
$292.50Jul 17$7.30$3.70$11.00$281.50$303.503.72%
$290.00Jul 17$8.90$2.83$11.73$278.27$301.733.96%
$302.50Jul 17$2.75$9.20$11.95$290.55$314.454.04%
$287.50Jul 17$10.55$2.10$12.65$274.85$300.154.27%
$305.00Jul 17$2.08$11.30$13.38$291.62$318.384.52%
$285.00Jul 17$12.60$1.48$14.08$270.92$299.084.76%
$307.50Jul 17$1.58$13.35$14.93$292.57$322.435.04%
$282.50Jul 17$14.50$1.10$15.60$266.90$298.105.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 149 found (cheapest 1.03% of stock, avg 4.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$307.50$285.00Jul 17$1.58$1.48$3.06$281.94$310.56
$305.00$285.00Jul 17$2.08$1.48$3.56$281.44$308.56
$307.50$287.50Jul 17$1.58$2.10$3.68$283.82$311.18
$305.00$287.50Jul 17$2.08$2.10$4.18$283.32$309.18
$302.50$285.00Jul 17$2.75$1.48$4.23$280.77$306.73
$307.50$290.00Jul 17$1.58$2.83$4.41$285.59$311.91
$302.50$287.50Jul 17$2.75$2.10$4.85$282.65$307.35
$305.00$290.00Jul 17$2.08$2.83$4.91$285.09$309.91
$300.00$285.00Jul 17$3.60$1.48$5.08$279.92$305.08
$307.50$292.50Jul 17$1.58$3.70$5.28$287.22$312.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 106 found (best R:R 19.83, avg credit $5.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
265/268278/280Jul 24$2.38$0.1219.83$265.12$279.88
270/275280/285Jul 31$4.67$0.3314.15$270.33$284.67
250/255270/275Jul 31$4.58$0.4210.90$250.42$274.58
265/270275/280Aug 7$4.57$0.4310.63$265.43$279.57
265/268280/282Jul 24$2.28$0.2210.36$265.22$282.28
255/260270/275Aug 7$4.50$0.509.00$255.50$274.50
240/250260/270Aug 21$8.94$1.068.43$241.06$268.94
260/265270/275Aug 7$4.45$0.558.09$260.55$274.45
285/290295/300Aug 14$4.40$0.607.33$285.60$299.40
260/265270/275Jul 31$4.35$0.656.69$260.65$274.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$287.50$290.00$292.50Jul 17$0.05$2.4549.00
$330.00$340.00$350.00Jul 17$0.27$9.7336.04
$260.00$265.00$270.00Jul 17$0.15$4.8532.33
$245.00$250.00$255.00Jul 31$0.15$4.8532.33
$325.00$327.50$330.00Jul 24$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Jul 24$0.07$4.9370.43
$270.00$275.00$280.00Jul 31$0.13$4.8737.46
$237.50$240.00$242.50Jul 17$0.07$2.4334.71
$280.00$282.50$285.00Jul 17$0.08$2.4230.25
$250.00$255.00$260.00Aug 7$0.17$4.8328.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 104 found (best net $-0.70, 99 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$325.001:2Jul 31-$0.85$14.15
$265.00$285.001:2Aug 14-$6.80$13.20
$340.00$350.001:2Jul 17-$0.03$9.97
$330.00$340.001:2Jul 31-$0.70$9.30
$340.00$350.001:2Aug 21-$1.89$8.11
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$280.001:2Aug 7-$0.70$14.30
$250.00$240.001:2Aug 21-$0.44$9.56
$260.00$250.001:2Aug 21-$0.84$9.16
$280.00$270.001:2Aug 7-$1.65$8.35
$270.00$260.001:2Aug 21-$1.70$8.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 5.07%, avg 1.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Aug 28$15.000.491.4%5.07%6.42%--62
$300.00Aug 21$14.500.481.4%4.90%6.25%7681
$300.00Aug 14$11.600.471.4%3.92%5.27%113
$300.00Aug 7$11.100.471.4%3.75%5.10%69
$310.00Aug 21$10.400.394.7%3.51%8.25%--108
$305.00Aug 14$9.900.423.0%3.34%6.39%--204
$297.50Jul 31$9.400.490.5%3.18%3.69%61
$300.00Jul 31$9.100.461.4%3.07%4.43%1240
$305.00Aug 7$9.100.413.0%3.07%6.12%11790
$310.00Aug 14$8.000.374.7%2.70%7.44%124

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 1,348
Total Puts 887
Put/Call Ratio 0.66
Net Difference 461

Prior's Put/Call Breakdown

Total Calls 3,042
Total Puts 1,816
Put/Call Ratio 0.60
Net Difference 1,226

Prior 7-Day Put/Call Summary

Total Calls 27,270
Total Puts 21,004
Average Put/Call Ratio 0.88
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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