Tour v330
VLO
VALERO ENERGY CORP N
$296.96 +0.40%
7/14 12:00

Option Volume

Detail
Current (07/14 12:00pm) 14,267
Calls: 12,874 (90%)
Puts: 1,393 (10%)
Prior (07/13) 5,797
Calls: 3,598 (62%)
Puts: 2,199 (38%)
Current vs Prior +146.11%
Calls: +257.81% (Calls)
Puts: -36.65% (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 +106.88%
Calls: +230.47%
Puts: -53.58%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14 12:00pm) $21.06M
Calls: $20.43M (97%)
Puts: $632.0K (3%)
Prior (07/13) $6.90M
Calls: $5.25M (76%)
Puts: $1.65M (24%)
Current vs Prior +205.14%
Calls: +288.89%
Puts: -61.67%
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 +239.08%
Calls: +338.75%
Puts: -59.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14 12:00pm) 0.11
Prior (07/13) 0.61
Current vs Prior -82.30%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -87.64%
Sentiment BULLISH

Open Interest

Detail
Current (07/14 12:00pm) 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 3.94% | 6.03%3.94% | 13.02%
Prior 4.56% | 6.58%4.56% | 13.57%
Current vs Prior -13.67% | -8.33%-13.67% | -4.12%
Prior 7-Day Avg 4.04% | 6.50%5.74% | 13.66%
Current vs 7-Day Avg -2.56% | -7.33%-31.33% | -4.74%
Prior 7-Day Eod 4.56% | 6.58%4.56% | 13.57%
Current vs 7-Day Eod -13.67% | -8.33%-13.67% | -4.12%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.36% | 14.52%
Calls: 14.17% | 14.58%
Puts: 20.56% | 14.46%
Prior 11.84% | 9.75%
Calls: 8.96% | 11.17%
Puts: 14.71% | 8.33%
Current vs Prior +46.62% | +48.92%
Prior 7-Day Avg 30.53% | 12.53%
Calls: 29.85% | 11.69%
Puts: 31.22% | 13.36%
Current vs 7-Day Avg -43.14% | +15.90%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($20.43M) vs puts ($632.0K). Massive premium surge with dollar volume up 205% vs prior. Dollar volume significantly above 7-day average (239% higher). Unusually high activity with volume up 146% vs prior - elevated interest.

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
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 54 of results (avg 6.8%, best 3.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2119.9020.60$20.253.5%190.58412
$300.00Aug 2115.0015.70$15.354.6%200.49681
$250.00Jul 1746.2048.50$47.354.9%11.00531
$240.00Jul 1756.1058.90$57.504.9%51.00274
$242.50Jul 1753.6056.30$54.954.9%--1.0076
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2118.1018.70$18.403.3%50.516
$310.00Aug 2124.1024.90$24.503.3%--0.6010
$280.00Aug 219.009.40$9.204.3%150.32612
$290.00Aug 2113.0013.60$13.304.5%80.41296
$270.00Aug 215.906.30$6.106.6%150.23579

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. 80 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1756.1058.90$57.504.9%51.00274
$242.50Jul 1753.6056.30$54.954.9%--1.0076
$245.00Jul 1751.1054.20$52.655.9%11.0010
$250.00Jul 1746.2048.50$47.354.9%11.00531
$260.00Jul 1736.2039.00$37.607.4%71.002.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$317.50Jul 1719.2022.50$20.8515.8%--0.9010
$307.50Jul 1711.1013.90$12.5022.4%90.77--
$305.00Jul 179.7010.90$10.3011.7%20.71--
$302.50Jul 177.908.90$8.4011.9%20.6510
$310.00Aug 2124.1024.90$24.503.3%--0.6010

Most actively traded options today. High liquidity = easy entry/exit. 155 active (total vol 7.9K, top 5.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 218.008.50$8.256.1%5.0K0.32245
$315.00Aug 76.107.00$6.5513.7%3440.312
$310.00Aug 77.608.50$8.0511.2%2860.3616
$300.00Jul 173.604.50$4.0522.2%970.422.0K
$310.00Jul 316.006.80$6.4012.5%970.3430
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 211.251.60$1.4324.5%3010.07629
$285.00Jul 242.853.60$3.2323.2%1810.2622
$275.00Jul 170.300.40$0.3528.6%740.06336
$300.00Jul 3112.2015.00$13.6020.6%600.532
$300.00Jul 248.9010.40$9.6515.5%590.5419

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 43.3%, max 160.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21119.9%45.9%160.9%6313
$250.00Jul 17Aug 2195.8%44.7%114.0%1645
$245.00Jul 17Jul 31112.7%55.1%104.5%139
$255.00Jul 17Jul 3192.8%46.6%99.3%1052
$265.00Jul 17Aug 1475.8%43.2%75.6%6304
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21119.9%45.9%160.9%3121.3K
$245.00Jul 17Aug 28112.7%44.5%153.2%6457
$255.00Jul 17Aug 2892.8%42.0%121.0%4394
$250.00Jul 17Aug 2895.8%45.8%109.2%19580
$265.00Jul 17Aug 775.8%42.4%79.0%8306

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 118 found (best R:R 49.00, avg 5.67)

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$0.22$4.78$0.2221.73$320.22
$315.00$317.50Jul 17$0.12$2.38$0.1219.83$315.12
$327.50$330.00Jul 24$0.12$2.38$0.1219.83$327.62
$345.00$350.00Jul 24$0.27$4.73$0.2717.52$345.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$245.00Aug 7$0.10$4.90$0.1049.00$249.90
$255.00$250.00Aug 7$0.12$4.88$0.1240.67$254.88
$255.00$250.00Jul 24$0.15$4.85$0.1532.33$254.85
$250.00$245.00Jul 31$0.20$4.80$0.2024.00$249.80
$265.00$260.00Jul 17$0.27$4.73$0.2717.52$264.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 162 found (best R:R 65.67, avg 3.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$250.00Jul 24$9.85$9.85$0.1565.67$249.85
$250.00$255.00Jul 24$4.85$4.85$0.1532.33$254.85
$240.00$250.00Aug 7$9.65$9.65$0.3527.57$249.65
$255.00$260.00Jul 24$4.80$4.80$0.2024.00$259.80
$265.00$270.00Jul 24$4.80$4.80$0.2024.00$269.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$307.50$305.00Jul 17$2.20$2.20$0.307.33$305.30
$317.50$307.50Jul 17$8.35$8.35$1.655.06$309.15
$305.00$302.50Jul 17$1.90$1.90$0.603.17$303.10
$297.50$295.00Jul 31$1.70$1.70$0.802.12$295.80
$302.50$300.00Jul 17$1.65$1.65$0.851.94$300.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $1.51, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 17Jul 24$0.20119.9%74.4%
$350.00Jul 17Jul 24$0.3566.6%53.4%
$255.00Jul 17Jul 24$0.4092.8%59.9%
$245.00Jul 17Jul 31$0.45112.7%55.1%
$250.00Jul 17Jul 24$0.5095.8%63.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 17Jul 24$0.25119.9%74.4%
$257.50Jul 17Jul 24$0.3287.8%56.0%
$250.00Jul 17Jul 24$0.3595.8%63.0%
$255.00Jul 17Jul 24$0.3792.8%59.9%
$265.00Jul 17Jul 24$0.4075.8%49.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 69 found (cheapest 3.45% of stock, avg 10.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$297.50Jul 17$4.90$5.35$10.25$287.25$307.753.45%
$295.00Jul 17$6.35$4.15$10.50$284.50$305.503.54%
$300.00Jul 17$4.05$6.75$10.80$289.20$310.803.64%
$292.50Jul 17$7.80$3.18$10.98$281.52$303.483.70%
$302.50Jul 17$3.10$8.40$11.50$291.00$314.003.87%
$290.00Jul 17$9.50$2.33$11.83$278.17$301.833.98%
$305.00Jul 17$2.40$10.30$12.70$292.30$317.704.28%
$287.50Jul 17$11.30$1.83$13.13$274.37$300.634.42%
$307.50Jul 17$1.78$12.50$14.28$293.22$321.784.81%
$285.00Jul 17$13.65$1.42$15.07$269.93$300.075.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 153 found (cheapest 1.08% of stock, avg 4.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$307.50$285.00Jul 17$1.78$1.42$3.20$281.80$310.70
$307.50$287.50Jul 17$1.78$1.83$3.61$283.89$311.11
$305.00$285.00Jul 17$2.40$1.42$3.82$281.18$308.82
$307.50$290.00Jul 17$1.78$2.33$4.11$285.89$311.61
$305.00$287.50Jul 17$2.40$1.83$4.23$283.27$309.23
$302.50$285.00Jul 17$3.10$1.42$4.52$280.48$307.02
$305.00$290.00Jul 17$2.40$2.33$4.73$285.27$309.73
$302.50$287.50Jul 17$3.10$1.83$4.93$282.57$307.43
$307.50$292.50Jul 17$1.78$3.18$4.96$287.54$312.46
$302.50$290.00Jul 17$3.10$2.33$5.43$284.57$307.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 132 found (best R:R 32.33, avg credit $4.73)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
265/270280/285Aug 7$4.85$0.1532.33$265.15$284.85
265/268280/282Jul 24$2.40$0.1024.00$265.10$282.40
265/268272/275Jul 24$2.35$0.1515.67$265.15$274.85
285/290295/300Aug 14$4.70$0.3015.67$285.30$299.70
258/260280/282Jul 24$2.33$0.1713.71$257.67$282.33
255/260275/280Aug 7$4.63$0.3712.51$255.37$279.63
255/260270/275Jul 31$4.60$0.4011.50$255.40$274.60
255/260280/285Aug 7$4.58$0.4210.90$255.42$284.58
258/260272/275Jul 24$2.28$0.2210.36$257.72$274.78
255/260265/270Jul 31$4.55$0.4510.11$255.45$269.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 94 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Jul 24$0.05$4.9599.00
$255.00$260.00$265.00Jul 31$0.10$4.9049.00
$300.00$305.00$310.00Aug 7$0.10$4.9049.00
$325.00$327.50$330.00Jul 24$0.06$2.4440.67
$330.00$340.00$350.00Jul 17$0.27$9.7336.04
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$265.00$270.00$275.00Jul 31$0.07$4.9370.43
$282.50$285.00$287.50Jul 24$0.07$2.4334.71
$275.00$277.50$280.00Jul 17$0.08$2.4230.25
$285.00$287.50$290.00Jul 17$0.09$2.4126.78
$290.00$292.50$295.00Jul 17$0.12$2.3819.83

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 102 found (best net $-2.95, 96 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 28-$2.95$17.05
$265.00$285.001:2Aug 14-$6.75$13.25
$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-$1.65$8.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$280.001:2Aug 7-$0.45$14.55
$250.00$240.001:2Aug 21-$0.48$9.52
$260.00$250.001:2Aug 21-$0.91$9.09
$280.00$270.001:2Aug 7-$1.10$8.90
$270.00$260.001:2Aug 21-$1.60$8.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 5.08%, avg 1.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Aug 28$15.100.491.0%5.08%6.11%--62
$300.00Aug 21$15.000.491.0%5.05%6.07%20681
$300.00Aug 14$12.400.481.0%4.18%5.20%1113
$300.00Aug 7$11.500.471.0%3.87%4.90%169
$310.00Aug 21$11.100.404.4%3.74%8.13%1108
$305.00Aug 14$10.300.432.7%3.47%6.18%--204
$297.50Jul 31$10.100.500.2%3.40%3.58%61
$300.00Jul 31$9.700.471.0%3.27%4.29%1340
$305.00Aug 7$9.600.422.7%3.23%5.94%12790
$320.00Aug 28$9.000.347.8%3.03%10.79%14

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 12,874
Total Puts 1,393
Put/Call Ratio 0.11
Net Difference 11,481

Prior's Put/Call Breakdown

Total Calls 3,598
Total Puts 2,199
Put/Call Ratio 0.61
Net Difference 1,399

Prior 7-Day Put/Call Summary

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