Tour v333
VLO
VALERO ENERGY CORP N
$298.82 +1.02%
7/14 15:02

Option Volume

Detail
Current (07/14 3:00pm) 16,298
Calls: 13,850 (85%)
Puts: 2,448 (15%)
Prior (07/13) 8,916
Calls: 5,541 (62%)
Puts: 3,375 (38%)
Current vs Prior +82.79%
Calls: +149.95% (Calls)
Puts: -27.47% (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 +136.33%
Calls: +255.52%
Puts: -18.42%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14 3:00pm) $23.84M
Calls: $22.79M (96%)
Puts: $1.05M (4%)
Prior (07/13) $11.53M
Calls: $9.48M (82%)
Puts: $2.04M (18%)
Current vs Prior +106.88%
Calls: +140.31%
Puts: -48.49%
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 +283.92%
Calls: +389.56%
Puts: -32.38%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14 3:00pm) 0.18
Prior (07/13) 0.61
Current vs Prior -70.98%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -79.80%
Sentiment BULLISH

Open Interest

Detail
Current (07/14 3:00pm) 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 3.87% | 5.99%3.87% | 13.07%
Prior 4.56% | 6.58%4.56% | 13.57%
Current vs Prior -15.31% | -8.90%-15.31% | -3.73%
Prior 7-Day Avg 4.04% | 6.50%5.74% | 13.66%
Current vs 7-Day Avg -4.41% | -7.90%-32.64% | -4.35%
Prior 7-Day Eod 4.56% | 6.58%4.56% | 13.57%
Current vs 7-Day Eod -15.31% | -8.90%-15.31% | -3.73%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 14.71% | 12.32%
Calls: 15.38% | 10.99%
Puts: 14.04% | 13.64%
Prior 11.84% | 9.75%
Calls: 8.96% | 11.17%
Puts: 14.71% | 8.33%
Current vs Prior +24.24% | +26.36%
Prior 7-Day Avg 30.53% | 12.53%
Calls: 29.85% | 11.69%
Puts: 31.22% | 13.36%
Current vs 7-Day Avg -51.82% | -1.66%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($22.79M) vs puts ($1.05M). Massive premium surge with dollar volume up 107% vs prior. Dollar volume significantly above 7-day average (284% higher). Above-average activity with volume up 83% vs prior.

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
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 56 of results (avg 6.9%, best 3.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2121.1021.80$21.453.3%220.60412
$300.00Aug 2116.0016.70$16.354.3%220.51681
$242.50Jul 1754.8057.30$56.054.5%--1.0076
$240.00Jul 1757.3060.00$58.654.6%51.00274
$240.00Aug 2158.5061.30$59.904.7%10.9439
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2117.2018.00$17.604.5%60.496
$310.00Aug 2122.9024.00$23.454.7%10.5810
$290.00Aug 2112.3013.10$12.706.3%190.40296
$300.00Aug 713.8015.00$14.408.3%10.50--
$305.00Jul 178.409.20$8.809.1%20.67--

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. 85 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1757.3060.00$58.654.6%51.00274
$242.50Jul 1754.8057.30$56.054.5%--1.0076
$245.00Jul 1752.3055.00$53.655.0%11.0010
$247.50Jul 1749.9052.50$51.205.1%--1.0045
$250.00Jul 1747.4050.00$48.705.3%71.00531
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$317.50Jul 1718.2021.20$19.7015.2%--0.9010
$307.50Jul 179.6012.60$11.1027.0%90.74--
$305.00Jul 178.409.20$8.809.1%20.67--
$310.00Jul 3117.5020.40$18.9515.3%40.63--
$302.50Jul 176.707.60$7.1512.6%20.6010

Most actively traded options today. High liquidity = easy entry/exit. 182 active (total vol 9.0K, top 5.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 218.609.20$8.906.7%5.0K0.33245
$315.00Aug 76.907.80$7.3512.2%3440.342
$310.00Aug 78.509.40$8.9510.1%2870.3916
$300.00Jul 247.408.20$7.8010.3%2320.49108
$300.00Jul 174.205.00$4.6017.4%1040.472.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 211.101.35$1.2320.3%3080.06629
$285.00Jul 242.403.20$2.8028.6%1830.2322
$290.00Jul 317.308.10$7.7010.4%1020.37187
$295.00Jul 173.203.70$3.4514.5%820.3895
$275.00Jul 170.300.40$0.3528.6%800.05336

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 40.8%, max 176.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21125.2%45.3%176.1%6313
$245.00Jul 17Jul 31116.6%56.8%105.3%139
$255.00Jul 17Jul 3197.8%48.3%102.6%1052
$250.00Jul 17Aug 2190.5%45.2%100.3%8645
$260.00Jul 17Aug 2185.4%44.6%91.4%122.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21125.2%45.3%176.1%3191.3K
$245.00Jul 17Aug 28116.6%44.4%162.5%6457
$255.00Jul 17Aug 2897.8%43.0%127.6%4394
$250.00Jul 17Aug 2890.5%45.8%97.6%19580
$260.00Jul 17Aug 2185.4%44.6%91.4%21539

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 129 found (best R:R 49.00, avg 5.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$320.00$325.00Jul 24$0.10$4.90$0.1049.00$320.10
$325.00$330.00Jul 17$0.18$4.82$0.1826.78$325.18
$317.50$320.00Jul 17$0.13$2.37$0.1318.23$317.63
$330.00$340.00Jul 24$0.55$9.45$0.5517.18$330.55
$345.00$350.00Jul 24$0.32$4.68$0.3214.63$345.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$250.00Jul 24$0.15$4.85$0.1532.33$254.85
$260.00$255.00Aug 7$0.15$4.85$0.1532.33$259.85
$270.00$267.50Jul 17$0.10$2.40$0.1024.00$269.90
$275.00$272.50Jul 24$0.10$2.40$0.1024.00$274.90
$255.00$250.00Aug 28$0.20$4.80$0.2024.00$254.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 173 found (best R:R 49.00, avg 3.18)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$255.00$260.00Jul 24$4.90$4.90$0.1049.00$259.90
$260.00$265.00Jul 24$4.90$4.90$0.1049.00$264.90
$250.00$255.00Jul 24$4.85$4.85$0.1532.33$254.85
$242.50$245.00Jul 17$2.40$2.40$0.1024.00$244.90
$252.50$255.00Jul 17$2.40$2.40$0.1024.00$254.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$307.50$305.00Jul 17$2.30$2.30$0.2011.50$305.20
$317.50$307.50Jul 17$8.60$8.60$1.406.14$308.90
$297.50$295.00Jul 31$1.75$1.75$0.752.33$295.75
$305.00$302.50Jul 17$1.65$1.65$0.851.94$303.35
$287.50$285.00Jul 31$1.60$1.60$0.901.78$285.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $1.62, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 17Jul 24$0.3090.5%64.3%
$350.00Jul 17Jul 24$0.3565.6%52.3%
$240.00Jul 17Jul 24$0.40125.2%68.0%
$255.00Jul 17Jul 24$0.4597.8%61.3%
$340.00Jul 17Jul 24$0.4562.5%47.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Jul 17Jul 24$0.1085.4%49.4%
$262.50Jul 17Jul 24$0.2768.6%46.1%
$257.50Jul 17Jul 24$0.3092.7%57.4%
$255.00Jul 17Jul 24$0.3597.8%61.3%
$250.00Jul 17Jul 24$0.4590.5%64.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 76 found (cheapest 3.45% of stock, avg 10.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$300.00Jul 17$4.60$5.70$10.30$289.70$310.303.45%
$297.50Jul 17$5.85$4.50$10.35$287.15$307.853.46%
$302.50Jul 17$3.50$7.15$10.65$291.85$313.153.56%
$295.00Jul 17$7.30$3.45$10.75$284.25$305.753.60%
$305.00Jul 17$2.70$8.80$11.50$293.50$316.503.85%
$292.50Jul 17$9.00$2.65$11.65$280.85$304.153.90%
$290.00Jul 17$10.75$1.98$12.73$277.27$302.734.26%
$307.50Jul 17$2.03$11.10$13.13$294.37$320.634.39%
$287.50Jul 17$12.45$1.40$13.85$273.65$301.354.63%
$285.00Jul 17$14.60$0.93$15.53$269.47$300.535.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 148 found (cheapest 1.00% of stock, avg 4.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$287.50Jul 17$1.58$1.40$2.98$284.52$312.98
$307.50$287.50Jul 17$2.03$1.40$3.43$284.07$310.93
$310.00$290.00Jul 17$1.58$1.98$3.56$286.44$313.56
$307.50$290.00Jul 17$2.03$1.98$4.01$285.99$311.51
$305.00$287.50Jul 17$2.70$1.40$4.10$283.40$309.10
$310.00$292.50Jul 17$1.58$2.65$4.23$288.27$314.23
$305.00$290.00Jul 17$2.70$1.98$4.68$285.32$309.68
$307.50$292.50Jul 17$2.03$2.65$4.68$287.82$312.18
$302.50$287.50Jul 17$3.50$1.40$4.90$282.60$307.40
$310.00$295.00Jul 17$1.58$3.45$5.03$289.97$315.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 141 found (best R:R 24.00, avg credit $4.71)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/255265/270Jul 24$4.80$0.2024.00$250.20$269.80
255/260265/270Jul 31$4.73$0.2717.52$255.27$269.73
255/260270/275Jul 31$4.73$0.2717.52$255.27$274.73
265/268275/278Jul 24$2.35$0.1515.67$265.15$277.35
285/290295/300Aug 14$4.70$0.3015.67$285.30$299.70
250/255260/265Aug 7$4.67$0.3314.15$250.33$264.67
250/255265/270Aug 7$4.67$0.3314.15$250.33$269.67
265/270275/280Aug 7$4.67$0.3314.15$265.33$279.67
265/270275/280Jul 31$4.65$0.3513.29$265.35$279.65
272/275278/280Jul 24$2.30$0.2011.50$272.70$279.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 107 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$260.00$265.00Jul 31$0.05$4.9599.00
$290.00$292.50$295.00Jul 17$0.05$2.4549.00
$270.00$275.00$280.00Aug 7$0.10$4.9049.00
$280.00$285.00$290.00Aug 7$0.15$4.8532.33
$310.00$312.50$315.00Jul 17$0.09$2.4126.78
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$265.00$270.00$275.00Jul 31$0.07$4.9370.43
$245.00$250.00$255.00Aug 7$0.09$4.9154.56
$262.50$265.00$267.50Jul 24$0.07$2.4334.71
$255.00$260.00$265.00Aug 7$0.15$4.8532.33
$272.50$275.00$277.50Jul 17$0.08$2.4230.25

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 $-2.10, 104 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 28-$2.10$17.90
$265.00$285.001:2Aug 14-$7.40$12.60
$330.00$340.001:2Jul 17-$0.01$9.99
$330.00$340.001:2Jul 31-$0.96$9.04
$340.00$350.001:2Aug 21-$1.55$8.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21-$0.24$9.76
$260.00$250.001:2Aug 21-$0.69$9.31
$270.00$260.001:2Aug 21-$1.70$8.30
$285.00$275.001:2Aug 14-$2.35$7.65
$317.50$307.501:2Jul 17-$2.50$7.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 5.62%, avg 1.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Aug 28$16.800.510.4%5.62%6.02%562
$300.00Aug 21$16.000.510.4%5.35%5.75%22681
$300.00Aug 14$13.000.500.4%4.35%4.75%1113
$300.00Aug 7$12.500.500.4%4.18%4.58%189
$310.00Aug 21$11.800.423.7%3.95%7.69%7108
$300.00Jul 31$10.800.490.4%3.61%4.01%1440
$305.00Aug 14$10.800.452.1%3.61%5.68%1204
$305.00Aug 7$10.300.442.1%3.45%5.52%14790
$310.00Aug 14$8.900.403.7%2.98%6.72%124
$320.00Aug 28$8.800.347.1%2.94%10.03%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 13,850
Total Puts 2,448
Put/Call Ratio 0.18
Net Difference 11,402

Prior's Put/Call Breakdown

Total Calls 5,541
Total Puts 3,375
Put/Call Ratio 0.61
Net Difference 2,166

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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