Tour v333
VLO
VALERO ENERGY CORP N
$297.89 +0.71%
7/14 14:05

Option Volume

Detail
Current (07/14 2:00pm) 15,386
Calls: 13,532 (88%)
Puts: 1,854 (12%)
Prior (07/13) 7,581
Calls: 4,731 (62%)
Puts: 2,850 (38%)
Current vs Prior +102.95%
Calls: +186.03% (Calls)
Puts: -34.95% (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 +123.11%
Calls: +247.36%
Puts: -38.21%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14 2:00pm) $22.78M
Calls: $21.90M (96%)
Puts: $880.1K (4%)
Prior (07/13) $9.42M
Calls: $7.67M (81%)
Puts: $1.75M (19%)
Current vs Prior +141.87%
Calls: +185.45%
Puts: -49.60%
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 +266.77%
Calls: +370.37%
Puts: -43.40%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14 2:00pm) 0.14
Prior (07/13) 0.60
Current vs Prior -77.26%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -84.34%
Sentiment BULLISH

Open Interest

Detail
Current (07/14 2:00pm) 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 3.89% | 6.06%3.89% | 13.09%
Prior 4.56% | 6.58%4.56% | 13.57%
Current vs Prior -14.68% | -7.85%-14.68% | -3.55%
Prior 7-Day Avg 4.04% | 6.50%5.74% | 13.66%
Current vs 7-Day Avg -3.69% | -6.84%-32.13% | -4.18%
Prior 7-Day Eod 4.56% | 6.58%4.56% | 13.57%
Current vs 7-Day Eod -14.68% | -7.85%-14.68% | -3.55%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 14.08% | 10.46%
Calls: 17.14% | 9.41%
Puts: 11.02% | 11.52%
Prior 11.84% | 9.75%
Calls: 8.96% | 11.17%
Puts: 14.71% | 8.33%
Current vs Prior +18.92% | +7.28%
Prior 7-Day Avg 30.53% | 12.53%
Calls: 29.85% | 11.69%
Puts: 31.22% | 13.36%
Current vs 7-Day Avg -53.88% | -16.51%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($21.90M) vs puts ($880.1K). Massive premium surge with dollar volume up 142% vs prior. Dollar volume significantly above 7-day average (267% higher). Unusually high activity with volume up 103% 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
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 63 of results (avg 7.1%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2115.7016.20$15.953.1%220.50681
$290.00Aug 2120.5021.30$20.903.8%200.59412
$310.00Aug 2111.5012.00$11.754.3%40.41108
$250.00Aug 2148.3050.70$49.504.8%10.90114
$240.00Aug 2157.4060.30$58.854.9%10.9339
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2123.7024.80$24.254.5%--0.5910
$300.00Aug 2117.6018.60$18.105.5%50.506
$300.00Aug 714.7015.60$15.155.9%10.51--
$290.00Aug 2112.8013.60$13.206.1%190.41296
$280.00Aug 218.809.50$9.157.7%260.31612

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. 84 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1756.0058.90$57.455.0%51.00274
$242.50Jul 1753.5056.50$55.005.5%--1.0076
$245.00Jul 1751.0054.10$52.555.9%11.0010
$247.50Jul 1748.5051.10$49.805.2%--1.0045
$250.00Jul 1746.1048.70$47.405.5%71.00531
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$317.50Jul 1719.3022.20$20.7514.0%--0.8910
$307.50Jul 1710.8013.40$12.1021.5%90.76--
$305.00Jul 179.109.90$9.508.4%20.70--
$310.00Jul 3118.1020.50$19.3012.4%40.65--
$302.50Jul 177.408.30$7.8511.5%20.6410

Most actively traded options today. High liquidity = easy entry/exit. 176 active (total vol 8.6K, top 5.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 218.408.90$8.655.8%5.0K0.33245
$315.00Aug 76.507.50$7.0014.3%3440.332
$310.00Aug 78.309.10$8.709.2%2860.3816
$300.00Jul 246.907.70$7.3011.0%2060.47108
$300.00Jul 173.704.40$4.0517.3%1030.442.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 211.251.45$1.3514.8%3080.07629
$285.00Jul 243.003.50$3.2515.4%1810.2622
$290.00Jul 317.608.40$8.0010.0%990.38187
$285.00Jul 170.951.35$1.1534.8%760.16166
$275.00Jul 170.300.40$0.3528.6%750.05336

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 40.4%, max 167.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21122.6%45.9%167.2%6313
$245.00Jul 17Jul 31114.1%55.9%103.9%139
$255.00Jul 17Jul 3195.2%47.4%101.0%1052
$250.00Jul 17Aug 2188.3%45.3%94.7%8645
$260.00Jul 17Aug 2177.8%44.4%75.0%112.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21122.6%45.9%167.2%3191.3K
$245.00Jul 17Aug 28114.1%44.3%157.6%6457
$255.00Jul 17Aug 2895.2%42.6%123.4%4394
$250.00Jul 17Aug 2888.3%45.7%93.0%19580
$260.00Jul 17Aug 2177.8%44.4%75.0%21539

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 131 found (best R:R 40.67, avg 4.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$325.00$330.00Jul 17$0.18$4.82$0.1826.78$325.18
$345.00$350.00Jul 24$0.32$4.68$0.3214.63$345.32
$312.50$315.00Jul 17$0.17$2.33$0.1713.71$312.67
$330.00$340.00Jul 24$0.70$9.30$0.7013.29$330.70
$330.00$340.00Jul 31$0.82$9.18$0.8211.20$330.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$245.00Jul 31$0.12$4.88$0.1240.67$249.88
$255.00$250.00Jul 24$0.13$4.87$0.1337.46$254.87
$255.00$250.00Aug 28$0.15$4.85$0.1532.33$254.85
$250.00$245.00Jul 24$0.27$4.73$0.2717.52$249.73
$250.00$245.00Aug 7$0.33$4.67$0.3314.15$249.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 170 found (best R:R 65.67, avg 3.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$250.00Jul 24$9.85$9.85$0.1565.67$249.85
$255.00$260.00Jul 24$4.85$4.85$0.1532.33$259.85
$240.00$245.00Jul 31$4.85$4.85$0.1532.33$244.85
$245.00$250.00Jul 31$4.85$4.85$0.1532.33$249.85
$247.50$250.00Jul 17$2.40$2.40$0.1024.00$249.90
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$1.65$1.65$0.851.94$303.35
$297.50$295.00Jul 31$1.65$1.65$0.851.94$295.85
$310.00$300.00Jul 31$6.55$6.55$3.451.90$303.45
$310.00$300.00Aug 21$6.15$6.15$3.851.60$303.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $1.65, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Jul 17Jul 24$0.2559.2%43.8%
$240.00Jul 17Jul 24$0.30122.6%75.0%
$255.00Jul 17Jul 24$0.3095.2%60.0%
$350.00Jul 17Jul 24$0.3566.6%53.3%
$340.00Jul 17Jul 24$0.4860.6%48.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 17Jul 24$0.25122.6%75.0%
$257.50Jul 17Jul 24$0.3290.2%56.5%
$255.00Jul 17Jul 24$0.3595.2%60.0%
$265.00Jul 17Jul 24$0.4369.8%47.1%
$250.00Jul 17Jul 24$0.4788.3%63.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 75 found (cheapest 3.44% of stock, avg 10.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$297.50Jul 17$5.25$5.00$10.25$287.25$307.753.44%
$300.00Jul 17$4.05$6.35$10.40$289.60$310.403.49%
$295.00Jul 17$6.65$3.95$10.60$284.40$305.603.56%
$302.50Jul 17$3.08$7.85$10.93$291.57$313.433.67%
$292.50Jul 17$8.25$3.00$11.25$281.25$303.753.78%
$305.00Jul 17$2.38$9.50$11.88$293.12$316.883.99%
$290.00Jul 17$10.10$2.23$12.33$277.67$302.334.14%
$287.50Jul 17$11.65$1.63$13.28$274.22$300.784.46%
$307.50Jul 17$1.83$12.10$13.93$293.57$321.434.68%
$285.00Jul 17$13.45$1.15$14.60$270.40$299.604.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 148 found (cheapest 1.00% of stock, avg 4.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$287.50Jul 17$1.35$1.63$2.98$284.52$312.98
$307.50$287.50Jul 17$1.83$1.63$3.46$284.04$310.96
$310.00$290.00Jul 17$1.35$2.23$3.58$286.42$313.58
$305.00$287.50Jul 17$2.38$1.63$4.01$283.49$309.01
$307.50$290.00Jul 17$1.83$2.23$4.06$285.94$311.56
$310.00$292.50Jul 17$1.35$3.00$4.35$288.15$314.35
$305.00$290.00Jul 17$2.38$2.23$4.61$285.39$309.61
$302.50$287.50Jul 17$3.08$1.63$4.71$282.79$307.21
$307.50$292.50Jul 17$1.83$3.00$4.83$287.67$312.33
$302.50$290.00Jul 17$3.08$2.23$5.31$284.69$307.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 147 found (best R:R 40.67, avg credit $4.71)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/255260/265Jul 24$4.88$0.1240.67$250.12$264.88
250/255265/270Jul 24$4.88$0.1240.67$250.12$269.88
245/250255/260Jul 31$4.87$0.1337.46$245.13$259.87
265/270280/285Aug 7$4.85$0.1532.33$265.15$284.85
265/268275/278Jul 24$2.40$0.1024.00$265.10$277.40
265/270290/295Aug 7$4.80$0.2024.00$265.20$294.80
275/280290/295Aug 7$4.75$0.2519.00$275.25$294.75
258/260270/272Jul 24$2.35$0.1515.67$257.65$272.35
258/260278/280Jul 24$2.35$0.1515.67$257.65$279.85
250/252265/270Jul 17$4.65$0.3513.29$247.85$269.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 107 found (best R:R 124.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$330.00$340.00$350.00Jul 17$0.08$9.92124.00
$245.00$250.00$255.00Jul 31$0.05$4.9599.00
$255.00$260.00$265.00Jul 24$0.10$4.9049.00
$295.00$297.50$300.00Jul 31$0.05$2.4549.00
$295.00$300.00$305.00Aug 7$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Aug 7$0.06$4.9482.33
$250.00$255.00$260.00Aug 7$0.12$4.8840.67
$265.00$270.00$275.00Jul 31$0.14$4.8634.71
$282.50$285.00$287.50Jul 24$0.08$2.4230.25
$260.00$265.00$270.00Jul 31$0.16$4.8430.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 109 found (best net $-2.15, 103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 28-$2.15$17.85
$265.00$285.001:2Aug 14-$6.90$13.10
$340.00$350.001:2Jul 17-$0.01$9.99
$330.00$340.001:2Jul 31-$0.96$9.04
$340.00$350.001:2Aug 21-$1.70$8.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21-$0.32$9.68
$260.00$250.001:2Aug 21-$0.91$9.09
$270.00$260.001:2Aug 21-$1.60$8.40
$285.00$275.001:2Aug 14-$2.75$7.25
$280.00$270.001:2Aug 21-$3.05$6.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 5.51%, avg 1.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Aug 28$16.400.500.7%5.51%6.21%--62
$300.00Aug 21$15.700.500.7%5.27%5.98%22681
$300.00Aug 14$12.600.490.7%4.23%4.94%1113
$300.00Aug 7$12.200.490.7%4.10%4.80%189
$310.00Aug 21$11.500.414.1%3.86%7.93%4108
$305.00Aug 7$10.300.432.4%3.46%5.84%12790
$305.00Aug 14$10.300.442.4%3.46%5.84%--204
$300.00Jul 31$10.200.480.7%3.42%4.13%1440
$320.00Aug 28$8.800.347.4%2.95%10.38%14
$310.00Aug 14$8.600.394.1%2.89%6.95%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 13,532
Total Puts 1,854
Put/Call Ratio 0.14
Net Difference 11,678

Prior's Put/Call Breakdown

Total Calls 4,731
Total Puts 2,850
Put/Call Ratio 0.60
Net Difference 1,881

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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