Tour v330
VLO
VALERO ENERGY CORP N
$297.00 +0.41%
7/14 13:00

Option Volume

Detail
Current (07/14 1:00pm) 14,768
Calls: 13,257 (90%)
Puts: 1,511 (10%)
Prior (07/13) 6,626
Calls: 4,084 (62%)
Puts: 2,542 (38%)
Current vs Prior +122.88%
Calls: +224.61% (Calls)
Puts: -40.56% (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 +114.14%
Calls: +240.30%
Puts: -49.64%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14 1:00pm) $21.82M
Calls: $21.10M (97%)
Puts: $719.6K (3%)
Prior (07/13) $8.02M
Calls: $6.31M (79%)
Puts: $1.71M (21%)
Current vs Prior +172.05%
Calls: +234.46%
Puts: -57.96%
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 +251.28%
Calls: +353.15%
Puts: -53.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14 1:00pm) 0.11
Prior (07/13) 0.62
Current vs Prior -81.69%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -86.97%
Sentiment BULLISH

Open Interest

Detail
Current (07/14 1:00pm) 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 3.99% | 6.04%3.99% | 13.10%
Prior 4.56% | 6.58%4.56% | 13.57%
Current vs Prior -12.58% | -8.09%-12.58% | -3.51%
Prior 7-Day Avg 4.04% | 6.50%5.74% | 13.66%
Current vs 7-Day Avg -1.32% | -7.08%-30.46% | -4.14%
Prior 7-Day Eod 4.56% | 6.58%4.56% | 13.57%
Current vs 7-Day Eod -12.58% | -8.09%-12.58% | -3.51%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.18% | 12.68%
Calls: 14.17% | 14.58%
Puts: 18.18% | 10.78%
Prior 11.84% | 9.75%
Calls: 8.96% | 11.17%
Puts: 14.71% | 8.33%
Current vs Prior +36.66% | +30.05%
Prior 7-Day Avg 30.53% | 12.53%
Calls: 29.85% | 11.69%
Puts: 31.22% | 13.36%
Current vs 7-Day Avg -47.01% | +1.21%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($21.10M) vs puts ($719.6K). Massive premium surge with dollar volume up 172% vs prior. Dollar volume significantly above 7-day average (251% higher). Unusually high activity with volume up 123% 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
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 60 of results (avg 7.2%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2120.1020.70$20.402.9%190.58412
$300.00Aug 2115.2015.80$15.503.9%210.49681
$320.00Aug 218.308.70$8.504.7%5.0K0.32245
$250.00Aug 2148.3050.70$49.504.8%10.90114
$240.00Jul 1756.0058.90$57.455.0%50.97274
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2124.0025.00$24.504.1%--0.5910
$300.00Aug 2118.1018.90$18.504.3%50.516
$290.00Aug 2113.1013.90$13.505.9%80.41296
$280.00Aug 219.009.60$9.306.5%150.32612
$295.00Jul 3110.2011.00$10.607.5%70.4667

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. 82 found (avg delta 0.78, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 1746.1049.00$47.556.1%10.99531
$240.00Jul 1756.0058.90$57.455.0%50.97274
$242.50Jul 1753.5056.50$55.005.5%--0.9776
$245.00Jul 1750.9054.10$52.506.1%10.9710
$250.00Jul 2446.1049.50$47.807.1%--0.9717
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$317.50Jul 1719.3022.20$20.7514.0%--0.8910
$307.50Jul 1710.8013.40$12.1021.5%90.77--
$305.00Jul 179.6011.10$10.3514.5%20.71--
$310.00Jul 3118.2020.50$19.3511.9%40.65--
$302.50Jul 177.808.90$8.3513.2%20.6510

Most actively traded options today. High liquidity = easy entry/exit. 165 active (total vol 8.3K, top 5.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 218.308.70$8.504.7%5.0K0.32245
$315.00Aug 76.507.30$6.9011.6%3440.322
$310.00Aug 77.809.10$8.4515.4%2860.3716
$300.00Jul 246.807.70$7.2512.4%2060.46108
$300.00Jul 173.704.50$4.1019.5%1020.422.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 211.301.50$1.4014.3%3060.07629
$285.00Jul 243.203.80$3.5017.1%1810.2722
$275.00Jul 170.300.40$0.3528.6%740.06336
$300.00Jul 3112.7013.80$13.258.3%640.532
$300.00Jul 249.3010.30$9.8010.2%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. 50 strikes (avg 41.5%, max 163.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21120.8%45.8%163.8%6313
$245.00Jul 17Jul 31112.3%55.6%101.9%139
$255.00Jul 17Jul 3193.6%47.0%98.9%1052
$250.00Jul 17Aug 2186.8%44.5%95.0%2645
$260.00Jul 17Aug 2180.2%44.5%80.4%112.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21120.8%45.8%163.8%3171.3K
$245.00Jul 17Aug 28112.3%43.8%156.4%6457
$255.00Jul 17Aug 2893.6%42.1%122.3%4394
$250.00Jul 17Aug 2886.8%45.0%93.0%19580
$260.00Jul 17Aug 2180.2%44.5%80.4%17539

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 118 found (best R:R 36.04, avg 4.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$340.00Jul 17$0.27$9.73$0.2736.04$330.27
$345.00$350.00Jul 24$0.32$4.68$0.3214.63$345.32
$330.00$340.00Jul 24$0.70$9.30$0.7013.29$330.70
$312.50$315.00Jul 17$0.19$2.31$0.1912.16$312.69
$325.00$330.00Jul 31$0.40$4.60$0.4011.50$325.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$245.00Jul 31$0.17$4.83$0.1728.41$249.83
$255.00$250.00Aug 28$0.20$4.80$0.2024.00$254.80
$250.00$245.00Aug 7$0.33$4.67$0.3314.15$249.67
$277.50$275.00Jul 17$0.20$2.30$0.2011.50$277.30
$260.00$257.50Jul 24$0.20$2.30$0.2011.50$259.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 163 found (best R:R 32.33, avg 3.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$265.00Jul 17$4.85$4.85$0.1532.33$264.85
$250.00$255.00Jul 24$4.85$4.85$0.1532.33$254.85
$255.00$260.00Jul 24$4.85$4.85$0.1532.33$259.85
$252.50$255.00Jul 17$2.40$2.40$0.1024.00$254.90
$260.00$265.00Jul 24$4.80$4.80$0.2024.00$264.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$317.50$307.50Jul 17$8.65$8.65$1.356.41$308.85
$305.00$302.50Jul 17$2.00$2.00$0.504.00$303.00
$307.50$305.00Jul 17$1.75$1.75$0.752.33$305.75
$310.00$300.00Jul 31$6.10$6.10$3.901.56$303.90
$310.00$300.00Aug 21$6.00$6.00$4.001.50$304.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $1.64, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 17Jul 24$0.2586.8%56.3%
$240.00Jul 17Jul 24$0.30120.8%74.5%
$255.00Jul 17Jul 24$0.3593.6%60.0%
$350.00Jul 17Jul 24$0.3566.9%53.5%
$340.00Jul 17Jul 24$0.5056.3%48.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 17Jul 24$0.2086.8%56.3%
$240.00Jul 17Jul 24$0.25120.8%74.5%
$257.50Jul 17Jul 24$0.3288.6%56.1%
$265.00Jul 17Jul 24$0.3571.7%46.6%
$255.00Jul 17Jul 24$0.3793.6%60.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 3.57% of stock, avg 10.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$295.00Jul 17$6.35$4.25$10.60$284.40$305.603.57%
$297.50Jul 17$5.15$5.50$10.65$286.85$308.153.59%
$292.50Jul 17$7.70$3.23$10.93$281.57$303.433.68%
$300.00Jul 17$4.10$6.90$11.00$289.00$311.003.70%
$302.50Jul 17$3.10$8.35$11.45$291.05$313.953.86%
$290.00Jul 17$9.65$2.42$12.07$277.93$302.074.06%
$305.00Jul 17$2.38$10.35$12.73$292.27$317.734.29%
$287.50Jul 17$11.65$1.85$13.50$274.00$301.004.55%
$307.50Jul 17$1.83$12.10$13.93$293.57$321.434.69%
$285.00Jul 17$13.80$1.35$15.15$269.85$300.155.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 153 found (cheapest 1.07% of stock, avg 4.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$307.50$285.00Jul 17$1.83$1.35$3.18$281.82$310.68
$307.50$287.50Jul 17$1.83$1.85$3.68$283.82$311.18
$305.00$285.00Jul 17$2.38$1.35$3.73$281.27$308.73
$305.00$287.50Jul 17$2.38$1.85$4.23$283.27$309.23
$307.50$290.00Jul 17$1.83$2.42$4.25$285.75$311.75
$302.50$285.00Jul 17$3.10$1.35$4.45$280.55$306.95
$305.00$290.00Jul 17$2.38$2.42$4.80$285.20$309.80
$302.50$287.50Jul 17$3.10$1.85$4.95$282.55$307.45
$307.50$292.50Jul 17$1.83$3.23$5.06$287.44$312.56
$300.00$285.00Jul 17$4.10$1.35$5.45$279.55$305.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 125 found (best R:R 37.46, avg credit $5.00)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
245/250255/260Jul 31$4.87$0.1337.46$245.13$259.87
265/270280/285Aug 7$4.80$0.2024.00$265.20$284.80
245/250265/270Jul 31$4.77$0.2320.74$245.23$269.77
265/270275/280Aug 7$4.75$0.2519.00$265.25$279.75
285/290295/300Aug 14$4.75$0.2519.00$285.25$299.75
245/250260/265Jul 31$4.72$0.2816.86$245.28$264.72
258/260272/275Jul 24$2.35$0.1515.67$257.65$274.85
285/290300/305Aug 14$4.70$0.3015.67$285.30$304.70
255/260270/275Aug 7$4.68$0.3214.63$255.32$274.68
255/260280/285Aug 7$4.63$0.3712.51$255.37$284.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 105 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$265.00$270.00Jul 24$0.05$4.9599.00
$285.00$290.00$295.00Aug 7$0.05$4.9599.00
$295.00$300.00$305.00Aug 14$0.05$4.9599.00
$305.00$310.00$315.00Aug 14$0.05$4.9599.00
$287.50$290.00$292.50Jul 17$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$275.00$280.00Jul 31$0.13$4.8737.46
$285.00$287.50$290.00Jul 17$0.07$2.4334.71
$282.50$285.00$287.50Jul 17$0.08$2.4230.25
$265.00$267.50$270.00Jul 17$0.10$2.4024.00
$285.00$287.50$290.00Jul 24$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. 106 found (best net $-1.90, 100 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 28-$1.90$18.10
$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-$1.75$8.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$280.001:2Aug 7-$0.50$14.50
$250.00$240.001:2Aug 21-$0.47$9.53
$260.00$250.001:2Aug 21-$0.66$9.34
$270.00$260.001:2Aug 21-$1.75$8.25
$285.00$275.001:2Aug 14-$2.80$7.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 5.52%, avg 1.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Aug 28$16.400.501.0%5.52%6.53%--62
$300.00Aug 21$15.200.491.0%5.12%6.13%21681
$300.00Aug 14$12.600.481.0%4.24%5.25%1113
$300.00Aug 7$11.500.481.0%3.87%4.88%189
$310.00Aug 21$11.300.404.4%3.80%8.18%3108
$297.50Jul 31$10.600.510.2%3.57%3.74%61
$305.00Aug 14$10.300.432.7%3.47%6.16%--204
$300.00Jul 31$9.700.471.0%3.27%4.28%1440
$305.00Aug 7$9.600.422.7%3.23%5.93%12790
$320.00Aug 28$8.800.347.7%2.96%10.71%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 13,257
Total Puts 1,511
Put/Call Ratio 0.11
Net Difference 11,746

Prior's Put/Call Breakdown

Total Calls 4,084
Total Puts 2,542
Put/Call Ratio 0.62
Net Difference 1,542

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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