Tour v342
VLO
VALERO ENERGY CORP N
$300.60 +2.71%
7/16 13:00

Option Volume

Detail
Current (07/16 1:00pm) 14,433
Calls: 2,934 (20%)
Puts: 11,499 (80%)
Prior (07/15) 5,838
Calls: 4,432 (76%)
Puts: 1,406 (24%)
Current vs Prior +147.23%
Calls: -33.80% (Calls)
Puts: +717.85% (Puts)
Prior 7-Day Total 73,383
Calls: 51,616 (70%)
Puts: 21,767 (30%)
Prior 7-Day Average 10,483
Calls: 7,373 (70%)
Puts: 3,109 (30%)
Current vs Prior 7-Day Avg +37.68%
Calls: -60.21%
Puts: +269.79%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16 1:00pm) $17.21M
Calls: $3.59M (21%)
Puts: $13.62M (79%)
Prior (07/15) $5.43M
Calls: $4.19M (77%)
Puts: $1.24M (23%)
Current vs Prior +216.98%
Calls: -14.29%
Puts: +998.81%
Prior 7-Day Total $85.29M
Calls: $68.54M (80%)
Puts: $16.75M (20%)
Prior 7-Day Average $12.18M
Calls: $9.79M (80%)
Puts: $2.39M (20%)
Current vs Prior 7-Day Avg +41.22%
Calls: -63.33%
Puts: +469.00%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16 1:00pm) 3.92
Prior (07/15) 0.32
Current vs Prior +1135.42%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg +493.66%
Sentiment BEARISH

Open Interest

Detail
Current (07/16 1:00pm) 119,717
Calls: 70,100 (59%)
Puts: 49,617 (41%)
Prior (07/15) 116,763
Calls: 68,648 (59%)
Puts: 48,115 (41%)
Current vs Prior +2.53%
Prior 7-Day Total 704,975
Calls: 394,308 (56%)
Puts: 310,667 (44%)
Prior 7-Day Average 100,710
Calls: 56,329 (56%)
Puts: 44,381 (44%)
Current vs Prior 7-Day Avg +18.87%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.88% | 5.37%2.88% | 13.16%
Prior 3.37% | 5.64%3.37% | 13.26%
Current vs Prior -14.50% | -4.71%-14.50% | -0.76%
Prior 7-Day Avg 4.05% | 6.34%5.14% | 13.54%
Current vs 7-Day Avg -28.89% | -15.27%-43.97% | -2.86%
Prior 7-Day Eod 3.37% | 5.64%3.37% | 13.26%
Current vs 7-Day Eod -14.50% | -4.71%-14.50% | -0.76%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 30.57% | 11.75%
Calls: 14.08% | 11.61%
Puts: 47.06% | 11.90%
Prior 27.44% | 13.37%
Calls: 27.96% | 14.01%
Puts: 26.92% | 12.72%
Current vs Prior +11.41% | -12.12%
Prior 7-Day Avg 19.94% | 12.30%
Calls: 17.26% | 11.27%
Puts: 22.62% | 13.33%
Current vs 7-Day Avg +53.31% | -4.49%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 79% of dollar volume in puts ($13.62M) vs calls ($3.59M). Massive premium surge with dollar volume up 217% vs prior. Unusually high activity with volume up 147% vs prior - elevated interest. Extreme bearish P/C ratio of 3.92 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
13:00BEARISHBEARISHBEARISH
12:00BEARISHBEARISHBEARISH
11:00BEARISHBEARISHBEARISH
10:00BEARISHBEARISHBEARISH

📈 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 53 of results (avg 7.0%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2121.8022.90$22.354.9%140.62524
$320.00Aug 219.309.80$9.555.2%2680.352.5K
$300.00Aug 2116.7017.60$17.155.2%470.52687
$242.50Jul 1756.3059.40$57.855.4%--1.0078
$245.00Jul 1753.8056.80$55.305.4%11.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2122.0022.80$22.403.6%50.5611
$300.00Aug 2116.4017.20$16.804.8%130.4815
$360.00Aug 2160.8063.90$62.355.0%--0.8830
$300.00Aug 1414.8015.70$15.255.9%10.48--
$305.00Aug 1417.5018.60$18.056.1%10.53--

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. 89 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$242.50Jul 1756.3059.40$57.855.4%--1.0078
$245.00Jul 1753.8056.80$55.305.4%11.0010
$247.50Jul 1751.2054.30$52.755.9%--1.0045
$250.00Jul 1748.8051.80$50.306.0%131.00520
$252.50Jul 1746.4049.40$47.906.3%--1.0015
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Jul 1713.5016.20$14.8518.2%40.91--
$360.00Aug 2160.8063.90$62.355.0%--0.8830
$310.00Jul 178.7011.70$10.2029.4%20.85--
$305.00Jul 175.507.20$6.3526.8%40.693
$302.50Jul 173.906.30$5.1047.1%40.603

Most actively traded options today. High liquidity = easy entry/exit. 166 active (total vol 3.2K, top 283)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 247.308.20$7.7511.6%2830.521.6K
$350.00Aug 213.303.80$3.5514.1%2690.16118
$320.00Aug 219.309.80$9.555.2%2680.352.5K
$305.00Jul 245.205.90$5.5512.6%1830.4232
$295.00Jul 176.408.30$7.3525.9%1750.74614
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$297.50Jul 171.602.50$2.0543.9%1040.3661
$300.00Jul 246.707.50$7.1011.3%480.4877
$302.50Jul 247.908.90$8.4011.9%360.533
$267.50Jul 170.000.35$0.18194.4%270.03444
$305.00Jul 249.3010.30$9.8010.2%260.58--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 83.1%, max 277.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$255.00Jul 17Aug 28144.6%45.8%215.7%927
$250.00Jul 17Aug 21147.3%47.2%212.0%15633
$245.00Jul 17Jul 31174.7%56.7%208.2%139
$360.00Jul 17Aug 28121.3%46.8%159.5%238
$265.00Jul 17Aug 14105.6%42.9%146.0%1297
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Jul 17Aug 28174.7%46.3%277.5%3460
$250.00Jul 17Aug 28147.3%44.5%230.8%--587
$255.00Jul 17Aug 28144.6%45.8%215.7%--397
$265.00Jul 17Aug 14105.6%42.9%146.0%31279
$257.50Jul 17Jul 24137.2%56.9%141.1%--36

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 126 found (best R:R 65.67, avg 4.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$340.00Jul 17$0.15$9.85$0.1565.67$330.15
$330.00$340.00Jul 24$0.57$9.43$0.5716.54$330.57
$350.00$360.00Aug 28$0.67$9.33$0.6713.93$350.67
$310.00$312.50Jul 17$0.18$2.32$0.1812.89$310.18
$320.00$325.00Jul 24$0.40$4.60$0.4011.50$320.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$280.00$277.50Jul 24$0.10$2.40$0.1024.00$279.90
$255.00$250.00Aug 7$0.22$4.78$0.2221.73$254.78
$260.00$255.00Jul 31$0.25$4.75$0.2519.00$259.75
$250.00$245.00Aug 7$0.25$4.75$0.2519.00$249.75
$262.50$260.00Jul 17$0.13$2.37$0.1318.23$262.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 166 found (best R:R 49.00, avg 3.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$255.00$260.00Jul 24$4.90$4.90$0.1049.00$259.90
$250.00$255.00Jul 31$4.90$4.90$0.1049.00$254.90
$250.00$252.50Jul 17$2.40$2.40$0.1024.00$252.40
$280.00$282.50Jul 17$2.40$2.40$0.1024.00$282.40
$265.00$270.00Jul 24$4.80$4.80$0.2024.00$269.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$315.00$310.00Jul 17$4.65$4.65$0.3513.29$310.35
$360.00$310.00Aug 21$39.95$39.95$10.053.98$320.05
$310.00$305.00Jul 17$3.85$3.85$1.153.35$306.15
$302.50$300.00Jul 17$1.90$1.90$0.603.17$300.60
$302.50$300.00Jul 31$1.55$1.55$0.951.63$300.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $1.88, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$340.00Jul 17Jul 24$0.2586.8%45.0%
$350.00Jul 17Jul 24$0.27104.4%54.3%
$250.00Jul 17Jul 24$0.30147.3%64.1%
$255.00Jul 17Jul 24$0.30144.6%59.1%
$260.00Jul 17Jul 24$0.30109.0%53.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$245.00Jul 17Jul 24$0.12174.7%71.1%
$255.00Jul 17Jul 24$0.12144.6%59.1%
$257.50Jul 17Jul 24$0.15137.2%56.9%
$262.50Jul 17Jul 24$0.17122.4%51.7%
$250.00Jul 17Jul 24$0.18147.3%64.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 81 found (cheapest 2.25% of stock, avg 10.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$300.00Jul 17$3.55$3.20$6.75$293.25$306.752.25%
$297.50Jul 17$5.25$2.05$7.30$290.20$304.802.43%
$302.50Jul 17$2.38$5.10$7.48$295.02$309.982.49%
$305.00Jul 17$1.73$6.35$8.08$296.92$313.082.69%
$295.00Jul 17$7.35$1.48$8.83$286.17$303.832.94%
$292.50Jul 17$8.65$0.85$9.50$283.00$302.003.16%
$310.00Jul 17$0.68$10.20$10.88$299.12$320.883.62%
$290.00Jul 17$11.00$0.55$11.55$278.45$301.553.84%
$287.50Jul 17$13.70$0.35$14.05$273.45$301.554.67%
$297.50Jul 24$8.90$5.95$14.85$282.65$312.354.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.35% of stock, avg 4.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$290.00Jul 17$0.50$0.55$1.05$288.95$313.55
$310.00$290.00Jul 17$0.68$0.55$1.23$288.77$311.23
$312.50$292.50Jul 17$0.50$0.85$1.35$291.15$313.85
$310.00$292.50Jul 17$0.68$0.85$1.53$290.97$311.53
$307.50$290.00Jul 17$1.27$0.55$1.82$288.18$309.32
$312.50$295.00Jul 17$0.50$1.48$1.98$293.02$314.48
$307.50$292.50Jul 17$1.27$0.85$2.12$290.38$309.62
$310.00$295.00Jul 17$0.68$1.48$2.16$292.84$312.16
$305.00$290.00Jul 17$1.73$0.55$2.28$287.72$307.28
$312.50$297.50Jul 17$0.50$2.05$2.55$294.95$315.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 161 found (best R:R 40.67, avg credit $4.77)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/262270/275Jul 17$4.88$0.1240.67$257.62$274.88
245/250260/265Aug 7$4.80$0.2024.00$245.20$264.80
285/290310/315Aug 14$4.80$0.2024.00$285.20$314.80
250/255260/265Aug 7$4.77$0.2320.74$250.23$264.77
272/275280/282Jul 24$2.38$0.1219.83$272.62$282.38
275/278280/282Jul 24$2.37$0.1318.23$275.13$282.37
260/265270/275Aug 7$4.70$0.3015.67$260.30$274.70
270/275285/290Aug 14$4.70$0.3015.67$270.30$289.70
260/265270/275Jul 31$4.68$0.3214.62$260.32$274.68
255/260265/270Jul 31$4.65$0.3513.29$255.35$269.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$265.00$270.00Jul 17$0.05$4.9599.00
$320.00$325.00$330.00Jul 17$0.07$4.9370.43
$330.00$340.00$350.00Jul 17$0.15$9.8565.67
$247.50$250.00$252.50Jul 17$0.05$2.4549.00
$260.00$265.00$270.00Jul 24$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$260.00$265.00Jul 31$0.08$4.9261.50
$265.00$270.00$275.00Jul 31$0.09$4.9154.56
$290.00$295.00$300.00Aug 7$0.10$4.9049.00
$255.00$260.00$265.00Aug 7$0.17$4.8328.41
$272.50$275.00$277.50Jul 17$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. 109 found (best net $-3.85, 100 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$255.00$285.001:2Aug 28-$3.85$26.15
$340.00$350.001:2Jul 17-$0.03$9.97
$350.00$360.001:2Jul 17-$0.03$9.97
$320.00$330.001:2Aug 7-$1.24$8.76
$350.00$360.001:2Aug 21-$1.29$8.71
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$255.001:2Aug 28-$1.00$14.00
$260.00$250.001:2Aug 21-$1.01$8.99
$270.00$260.001:2Aug 21-$1.45$8.55
$280.00$270.001:2Aug 21-$2.65$7.35
$290.00$280.001:2Aug 21-$4.40$5.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 4.26%, avg 1.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$305.00Aug 14$12.800.471.5%4.26%5.72%4204
$310.00Aug 21$12.500.433.1%4.16%7.29%46445
$310.00Aug 28$12.500.443.1%4.16%7.29%27
$315.00Aug 28$11.700.404.8%3.89%8.68%1--
$305.00Aug 7$11.200.461.5%3.73%5.19%3789
$310.00Aug 14$10.800.423.1%3.59%6.72%230
$320.00Aug 28$10.100.366.5%3.36%9.81%76
$302.50Jul 31$9.900.490.6%3.29%3.93%17--
$320.00Aug 21$9.300.356.5%3.09%9.55%2682.5K
$305.00Jul 31$8.800.451.5%2.93%4.39%--54

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 2,934
Total Puts 11,499
Put/Call Ratio 3.92
Net Difference -8,565

Prior's Put/Call Breakdown

Total Calls 4,432
Total Puts 1,406
Put/Call Ratio 0.32
Net Difference 3,026

Prior 7-Day Put/Call Summary

Total Calls 51,616
Total Puts 21,767
Average Put/Call Ratio 0.66
Ratio Trend Rising

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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