Tour v334
VLO
VALERO ENERGY CORP N
$301.43 +1.91%
$299.83 (-0.53%)🌙
as of 07/14 04:01 PM
7/14 16:01

Option Volume

Detail
Current (07/14 4:00pm) 17,420
Calls: 14,573 (84%)
Puts: 2,847 (16%)
Prior (07/13) 10,872
Calls: 6,686 (61%)
Puts: 4,186 (39%)
Current vs Prior +60.23%
Calls: +117.96% (Calls)
Puts: -31.99% (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 +152.60%
Calls: +274.08%
Puts: -5.12%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14 4:00pm) $26.30M
Calls: $25.16M (96%)
Puts: $1.14M (4%)
Prior (07/13) $13.72M
Calls: $11.15M (81%)
Puts: $2.57M (19%)
Current vs Prior +91.69%
Calls: +125.67%
Puts: -55.65%
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 +323.50%
Calls: +440.46%
Puts: -26.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14 4:00pm) 0.20
Prior (07/13) 0.63
Current vs Prior -68.80%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -77.67%
Sentiment BULLISH

Open Interest

Detail
Current (07/14 4:00pm) 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 3.90% | 6.10%3.90% | 13.24%
Prior 4.56% | 6.58%4.56% | 13.57%
Current vs Prior -14.59% | -7.17%-14.59% | -2.48%
Prior 7-Day Avg 4.04% | 6.50%5.74% | 13.66%
Current vs 7-Day Avg -3.59% | -6.15%-32.06% | -3.12%
Prior 7-Day Eod 4.56% | 6.58%4.56% | 13.57%
Current vs 7-Day Eod -14.59% | -7.17%-14.59% | -2.48%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 29.54% | 18.26%
Calls: 23.01% | 10.06%
Puts: 36.07% | 26.46%
Prior 11.84% | 9.75%
Calls: 8.96% | 11.17%
Puts: 14.71% | 8.33%
Current vs Prior +149.49% | +87.28%
Prior 7-Day Avg 30.53% | 12.53%
Calls: 29.85% | 11.69%
Puts: 31.22% | 13.36%
Current vs 7-Day Avg -3.25% | +45.75%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($25.16M) vs puts ($1.14M). Elevated premium activity with dollar volume up 92% vs prior. Dollar volume significantly above 7-day average (324% higher). Above-average activity with volume up 60% 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
16:00BULLISHBULLISHBULLISH
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 39 of results (avg 7.4%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2122.1023.20$22.654.9%250.62412
$242.50Jul 1756.6059.60$58.105.2%--1.0076
$300.00Aug 2116.8017.70$17.255.2%340.53681
$245.00Jul 1754.1057.30$55.705.7%11.0010
$250.00Jul 1749.2052.20$50.705.9%71.00531
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 1758.1061.10$59.605.0%10.99--
$360.00Aug 2160.3063.70$62.005.5%--0.8830
$290.00Aug 2111.5012.30$11.906.7%200.38296
$297.50Jul 246.507.10$6.808.8%110.43--
$260.00Aug 213.203.50$3.359.0%190.14156

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.32, cheapest $0.32)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 170.300.35$0.3215.6%860.05336

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 86 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$242.50Jul 1756.6059.60$58.105.2%--1.0076
$245.00Jul 1754.1057.30$55.705.7%11.0010
$247.50Jul 1751.6054.80$53.206.0%--1.0045
$250.00Jul 1749.2052.20$50.705.9%71.00531
$252.50Jul 1746.6049.80$48.206.6%--1.0015
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Jul 1758.1061.10$59.605.0%10.99--
$317.50Jul 1716.2018.70$17.4514.3%--0.8810
$360.00Aug 2160.3063.70$62.005.5%--0.8830
$307.50Jul 178.6010.80$9.7022.7%90.69--
$305.00Jul 176.908.80$7.8524.2%30.63--

Most actively traded options today. High liquidity = easy entry/exit. 190 active (total vol 9.3K, top 5.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 219.2010.00$9.608.3%5.0K0.35245
$315.00Aug 76.509.60$8.0538.5%3440.362
$310.00Aug 78.5011.50$10.0030.0%2870.4116
$300.00Jul 248.509.40$8.9510.1%2650.52108
$300.00Jul 175.006.30$5.6523.0%1390.532.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Jul 242.202.85$2.5325.7%1910.2122
$295.00Jul 172.353.50$2.9339.2%1530.3395
$300.00Jul 174.305.30$4.8020.8%1040.483
$290.00Jul 316.507.50$7.0014.3%1020.35187
$275.00Jul 170.300.35$0.3215.6%860.05336

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 39.7%, max 165.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Jul 17Jul 31119.7%57.6%107.6%139
$250.00Jul 17Aug 2193.2%45.0%107.0%8645
$255.00Jul 17Jul 3199.5%49.1%102.6%1052
$260.00Jul 17Aug 2184.4%44.4%90.1%142.4K
$360.00Jul 17Aug 2174.6%44.5%67.5%185
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Jul 17Aug 28119.7%45.1%165.4%6457
$255.00Jul 17Aug 2899.5%43.8%127.3%4394
$250.00Jul 17Aug 2893.2%45.2%106.4%19580
$260.00Jul 17Aug 2184.4%44.4%90.1%43539
$360.00Jul 17Aug 2174.6%44.5%67.5%130

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 130 found (best R:R 40.67, avg 5.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$340.00Jul 24$0.35$9.65$0.3527.57$330.35
$330.00$340.00Jul 17$0.40$9.60$0.4024.00$330.40
$312.50$315.00Jul 17$0.13$2.37$0.1318.23$312.63
$345.00$350.00Jul 24$0.32$4.68$0.3214.63$345.32
$317.50$320.00Jul 17$0.20$2.30$0.2011.50$317.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$250.00Jul 24$0.12$4.88$0.1240.67$254.88
$260.00$255.00Aug 7$0.18$4.82$0.1826.78$259.82
$247.50$245.00Jul 17$0.10$2.40$0.1024.00$247.40
$250.00$245.00Aug 7$0.23$4.77$0.2320.74$249.77
$250.00$245.00Jul 24$0.25$4.75$0.2519.00$249.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 174 found (best R:R 120.43, avg 3.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$242.50$245.00Jul 17$2.40$2.40$0.1024.00$244.90
$265.00$270.00Jul 24$4.80$4.80$0.2024.00$269.80
$260.00$265.00Jul 24$4.75$4.75$0.2519.00$264.75
$245.00$250.00Jul 31$4.75$4.75$0.2519.00$249.75
$265.00$270.00Jul 31$4.75$4.75$0.2519.00$269.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$317.50Jul 17$42.15$42.15$0.35120.43$317.85
$360.00$310.00Aug 21$39.35$39.35$10.653.69$320.65
$297.50$295.00Jul 31$1.95$1.95$0.553.55$295.55
$317.50$307.50Jul 17$7.75$7.75$2.253.44$309.75
$307.50$305.00Jul 17$1.85$1.85$0.652.85$305.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $1.71, cheapest $0.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Jul 17Jul 24$0.3564.1%50.8%
$330.00Jul 17Jul 24$0.4365.6%41.7%
$260.00Jul 17Jul 24$0.4584.4%51.2%
$340.00Jul 17Jul 24$0.4857.8%45.8%
$250.00Jul 17Jul 24$0.5093.2%66.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Jul 17Jul 24$0.1884.4%51.2%
$257.50Jul 17Jul 24$0.2795.8%58.8%
$262.50Jul 17Jul 24$0.2778.2%50.0%
$255.00Jul 17Jul 24$0.3599.5%62.7%
$250.00Jul 17Jul 24$0.4593.2%66.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 77 found (cheapest 3.33% of stock, avg 10.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$302.50Jul 17$3.93$6.10$10.03$292.47$312.533.33%
$297.50Jul 17$6.50$3.78$10.28$287.22$307.783.41%
$300.00Jul 17$5.65$4.80$10.45$289.55$310.453.47%
$305.00Jul 17$3.40$7.85$11.25$293.75$316.253.73%
$295.00Jul 17$8.70$2.93$11.63$283.37$306.633.86%
$307.50Jul 17$2.50$9.70$12.20$295.30$319.704.05%
$292.50Jul 17$10.10$2.30$12.40$280.10$304.904.11%
$290.00Jul 17$12.25$1.35$13.60$276.40$303.604.51%
$287.50Jul 17$14.20$1.20$15.40$272.10$302.905.11%
$297.50Jul 24$10.15$6.80$16.95$280.55$314.455.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.86% of stock, avg 4.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$290.00Jul 17$1.23$1.35$2.58$287.42$315.08
$310.00$290.00Jul 17$2.00$1.35$3.35$286.65$313.35
$312.50$292.50Jul 17$1.23$2.30$3.53$288.97$316.03
$307.50$290.00Jul 17$2.50$1.35$3.85$286.15$311.35
$312.50$295.00Jul 17$1.23$2.93$4.16$290.84$316.66
$310.00$292.50Jul 17$2.00$2.30$4.30$288.20$314.30
$305.00$290.00Jul 17$3.40$1.35$4.75$285.25$309.75
$307.50$292.50Jul 17$2.50$2.30$4.80$287.70$312.30
$310.00$295.00Jul 17$2.00$2.93$4.93$290.07$314.93
$312.50$297.50Jul 17$1.23$3.78$5.01$292.49$317.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 169 found (best R:R 37.46, avg credit $4.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/255260/265Jul 24$4.87$0.1337.46$250.13$264.87
245/248255/258Jul 17$2.40$0.1024.00$245.10$257.40
245/250260/265Aug 7$4.73$0.2717.52$245.27$264.73
250/252265/270Jul 17$4.72$0.2816.86$247.78$269.72
265/270280/285Jul 31$4.68$0.3214.62$265.32$284.68
265/270275/280Aug 7$4.68$0.3214.62$265.32$279.68
245/250275/280Jul 31$4.67$0.3314.15$245.33$279.67
260/265275/280Jul 31$4.67$0.3314.15$260.33$279.67
265/268275/278Jul 24$2.32$0.1812.89$265.18$277.32
255/260275/280Jul 31$4.63$0.3712.51$255.37$279.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 95 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
$250.00$260.00$270.00Aug 21$0.25$9.7539.00
$330.00$340.00$350.00Aug 21$0.25$9.7539.00
$315.00$320.00$325.00Jul 31$0.15$4.8532.33
$320.00$325.00$330.00Jul 31$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$260.00$265.00Aug 7$0.12$4.8840.67
$280.00$282.50$285.00Jul 17$0.07$2.4334.71
$282.50$285.00$287.50Jul 17$0.07$2.4334.71
$265.00$270.00$275.00Aug 7$0.14$4.8634.71
$262.50$265.00$267.50Jul 24$0.09$2.4126.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 110 found (best net $-2.35, 105 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 28-$2.35$17.65
$265.00$285.001:2Aug 14-$8.70$11.30
$340.00$350.001:2Jul 17-$0.01$9.99
$350.00$360.001:2Jul 17-$0.03$9.97
$330.00$340.001:2Jul 24-$0.18$9.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$255.001:2Aug 28-$0.25$14.75
$260.00$250.001:2Aug 21-$0.65$9.35
$270.00$260.001:2Aug 21-$1.30$8.70
$317.50$307.501:2Jul 17-$1.95$8.05
$285.00$275.001:2Aug 14-$2.25$7.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 4.15%, avg 1.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Aug 21$12.500.442.8%4.15%6.99%9108
$305.00Aug 14$11.400.471.2%3.78%4.97%1204
$305.00Aug 7$11.300.471.2%3.75%4.93%14790
$310.00Aug 14$9.500.422.8%3.15%5.99%224
$320.00Aug 21$9.200.356.2%3.05%9.21%5.0K245
$320.00Aug 28$9.000.366.2%2.99%9.15%14
$310.00Aug 7$8.500.412.8%2.82%5.66%28716
$305.00Jul 31$8.400.451.2%2.79%3.97%4046
$315.00Aug 14$7.800.374.5%2.59%7.09%216
$310.00Jul 31$7.400.392.8%2.45%5.30%9830

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 14,573
Total Puts 2,847
Put/Call Ratio 0.20
Net Difference 11,726

Prior's Put/Call Breakdown

Total Calls 6,686
Total Puts 4,186
Put/Call Ratio 0.63
Net Difference 2,500

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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