Tour v342
VLO
VALERO ENERGY CORP N
$301.30 +2.95%
7/16 14:00

Option Volume

Detail
Current (07/16 2:00pm) 15,183
Calls: 3,303 (22%)
Puts: 11,880 (78%)
Prior (07/15) 6,726
Calls: 4,916 (73%)
Puts: 1,810 (27%)
Current vs Prior +125.74%
Calls: -32.81% (Calls)
Puts: +556.35% (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 +44.83%
Calls: -55.21%
Puts: +282.05%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16 2:00pm) $17.63M
Calls: $4.03M (23%)
Puts: $13.61M (77%)
Prior (07/15) $6.12M
Calls: $4.75M (78%)
Puts: $1.37M (22%)
Current vs Prior +188.20%
Calls: -15.25%
Puts: +895.83%
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 +44.73%
Calls: -58.87%
Puts: +468.62%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16 2:00pm) 3.60
Prior (07/15) 0.37
Current vs Prior +876.88%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg +444.81%
Sentiment BEARISH

Open Interest

Detail
Current (07/16 2:00pm) 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 2.69% | 5.44%2.69% | 13.23%
Prior 3.37% | 5.64%3.37% | 13.26%
Current vs Prior -20.12% | -3.46%-20.12% | -0.24%
Prior 7-Day Avg 4.05% | 6.34%5.14% | 13.54%
Current vs 7-Day Avg -33.56% | -14.16%-47.66% | -2.35%
Prior 7-Day Eod 3.37% | 5.64%3.37% | 13.26%
Current vs 7-Day Eod -20.12% | -3.46%-20.12% | -0.24%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 38.69% | 12.20%
Calls: 26.32% | 9.76%
Puts: 51.06% | 14.63%
Prior 27.44% | 13.37%
Calls: 27.96% | 14.01%
Puts: 26.92% | 12.72%
Current vs Prior +41.00% | -8.75%
Prior 7-Day Avg 19.94% | 12.30%
Calls: 17.26% | 11.27%
Puts: 22.62% | 13.33%
Current vs 7-Day Avg +94.03% | -0.84%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 77% of dollar volume in puts ($13.61M) vs calls ($4.03M). Massive premium surge with dollar volume up 188% vs prior. Unusually high activity with volume up 126% vs prior - elevated interest. Extreme bearish P/C ratio of 3.60 - 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
14:00BEARISHBEARISHBEARISH
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 57 of results (avg 7.1%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2122.5023.30$22.903.5%140.62524
$242.50Jul 1757.4059.70$58.553.9%--1.0078
$247.50Jul 1752.4054.70$53.554.3%--1.0045
$250.00Jul 1749.9052.20$51.054.5%131.00520
$310.00Aug 2112.9013.50$13.204.5%470.44445
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2116.1016.90$16.504.8%170.4715
$310.00Aug 2121.7022.80$22.254.9%60.5611
$360.00Aug 2160.1063.40$61.755.3%--0.8730
$290.00Aug 2111.5012.30$11.906.7%170.38356
$270.00Aug 215.005.50$5.259.5%100.20587

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 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$242.50Jul 1757.4059.70$58.553.9%--1.0078
$245.00Jul 1754.4057.20$55.805.0%11.0010
$247.50Jul 1752.4054.70$53.554.3%--1.0045
$250.00Jul 1749.9052.20$51.054.5%131.00520
$252.50Jul 1747.0049.70$48.355.6%--1.0015
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$315.00Jul 1712.7016.00$14.3523.0%40.92--
$360.00Aug 2160.1063.40$61.755.3%--0.8730
$310.00Jul 178.6011.30$9.9527.1%20.86--
$305.00Jul 175.007.20$6.1036.1%40.693
$302.50Jul 173.105.50$4.3055.8%40.593

Most actively traded options today. High liquidity = easy entry/exit. 171 active (total vol 3.6K, top 289)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 247.808.60$8.209.8%2890.531.6K
$320.00Aug 219.4010.00$9.706.2%2780.352.5K
$350.00Aug 213.203.90$3.5519.7%2690.16118
$310.00Jul 170.350.75$0.5572.7%2480.13172
$305.00Jul 245.506.30$5.9013.6%1830.4332
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$297.50Jul 171.252.50$1.8866.5%1040.3461
$300.00Jul 246.207.40$6.8017.6%580.4777
$267.50Jul 170.000.35$0.18194.4%360.03444
$302.50Jul 247.608.80$8.2014.6%360.523
$265.00Jul 170.000.20$0.10200.0%300.01278

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 81.1%, max 237.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$255.00Jul 17Aug 28148.0%44.6%232.1%927
$250.00Jul 17Aug 21150.7%47.2%219.0%15633
$360.00Jul 17Aug 28123.1%46.4%165.4%238
$260.00Jul 17Aug 21117.5%45.9%156.1%312.3K
$252.50Jul 17Jul 24155.6%61.9%151.4%119
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 28150.7%44.7%237.4%--587
$255.00Jul 17Aug 28148.0%44.6%232.1%--397
$245.00Jul 17Aug 28140.4%46.4%202.5%3460
$260.00Jul 17Aug 21117.5%45.9%156.1%35558
$257.50Jul 17Jul 24140.4%56.8%147.0%--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 5.74)

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$0.45$9.55$0.4521.22$330.45
$315.00$317.50Jul 17$0.13$2.37$0.1318.23$315.13
$320.00$325.00Jul 24$0.28$4.72$0.2816.86$320.28
$312.50$315.00Jul 17$0.15$2.35$0.1515.67$312.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$245.00Jul 24$0.10$4.90$0.1049.00$249.90
$255.00$250.00Jul 31$0.13$4.87$0.1337.46$254.87
$260.00$255.00Jul 31$0.22$4.78$0.2221.73$259.78
$250.00$245.00Aug 7$0.22$4.78$0.2221.73$249.78
$277.50$275.00Jul 17$0.12$2.38$0.1219.83$277.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 168 found (best R:R 49.00, avg 2.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$265.00Jul 17$4.90$4.90$0.1049.00$264.90
$255.00$260.00Jul 24$4.90$4.90$0.1049.00$259.90
$250.00$255.00Jul 31$4.85$4.85$0.1532.33$254.85
$245.00$250.00Jul 31$4.75$4.75$0.2519.00$249.75
$250.00$260.00Aug 7$9.45$9.45$0.5517.18$259.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$315.00$310.00Jul 17$4.40$4.40$0.607.33$310.60
$360.00$310.00Aug 21$39.50$39.50$10.503.76$320.50
$310.00$305.00Jul 17$3.85$3.85$1.153.35$306.15
$305.00$302.50Jul 17$1.80$1.80$0.702.57$303.20
$305.00$300.00Aug 14$3.35$3.35$1.652.03$301.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $1.97, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Jul 17Jul 24$0.20108.2%45.6%
$350.00Jul 17Jul 24$0.27105.8%53.8%
$340.00Jul 17Jul 24$0.3287.9%46.5%
$270.00Jul 17Jul 24$0.3594.2%45.6%
$250.00Jul 17Jul 24$0.50150.7%64.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Jul 17Jul 24$0.12148.0%59.8%
$257.50Jul 17Jul 24$0.12140.4%56.8%
$265.00Jul 17Jul 24$0.13108.2%45.6%
$245.00Jul 17Jul 24$0.15140.4%66.0%
$262.50Jul 17Jul 24$0.17125.4%52.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 81 found (cheapest 2.21% of stock, avg 10.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$300.00Jul 17$3.80$2.85$6.65$293.35$306.652.21%
$302.50Jul 17$2.40$4.30$6.70$295.80$309.202.22%
$297.50Jul 17$5.10$1.88$6.98$290.52$304.482.32%
$305.00Jul 17$1.63$6.10$7.73$297.27$312.732.57%
$295.00Jul 17$7.15$1.18$8.33$286.67$303.332.76%
$292.50Jul 17$9.15$0.83$9.98$282.52$302.483.31%
$310.00Jul 17$0.55$9.95$10.50$299.50$320.503.48%
$290.00Jul 17$11.35$0.50$11.85$278.15$301.853.93%
$287.50Jul 17$13.80$0.33$14.13$273.37$301.634.69%
$315.00Jul 17$0.33$14.35$14.68$300.32$329.684.87%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.33% of stock, avg 4.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$290.00Jul 17$0.48$0.50$0.98$289.02$313.48
$310.00$290.00Jul 17$0.55$0.50$1.05$288.95$311.05
$312.50$292.50Jul 17$0.48$0.83$1.31$291.19$313.81
$310.00$292.50Jul 17$0.55$0.83$1.38$291.12$311.38
$307.50$290.00Jul 17$1.02$0.50$1.52$288.48$309.02
$312.50$295.00Jul 17$0.48$1.18$1.66$293.34$314.16
$310.00$295.00Jul 17$0.55$1.18$1.73$293.27$311.73
$307.50$292.50Jul 17$1.02$0.83$1.85$290.65$309.35
$305.00$290.00Jul 17$1.63$0.50$2.13$287.87$307.13
$307.50$295.00Jul 17$1.02$1.18$2.20$292.80$309.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 176 found (best R:R 37.46, avg credit $4.69)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
270/275280/285Jul 31$4.87$0.1337.46$270.13$284.87
260/265270/275Aug 7$4.85$0.1532.33$260.15$274.85
245/248270/275Jul 17$4.80$0.2024.00$242.70$274.80
255/260265/270Aug 7$4.78$0.2221.73$255.22$269.78
255/260265/270Jul 31$4.77$0.2320.74$255.23$269.77
265/268272/275Jul 24$2.37$0.1318.23$265.13$274.87
250/255265/270Jul 31$4.68$0.3214.63$250.32$269.68
250/255265/270Aug 7$4.67$0.3314.15$250.33$269.67
265/270285/290Aug 14$4.67$0.3314.15$265.33$289.67
260/265270/275Jul 31$4.63$0.3712.51$260.37$274.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 102 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$320.00$325.00$330.00Jul 17$0.05$4.9599.00
$310.00$315.00$320.00Aug 28$0.05$4.9599.00
$330.00$340.00$350.00Jul 17$0.15$9.8565.67
$280.00$282.50$285.00Jul 24$0.05$2.4549.00
$320.00$325.00$330.00Jul 31$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$285.00$290.00Aug 14$0.05$4.9599.00
$255.00$260.00$265.00Jul 31$0.06$4.9482.33
$245.00$250.00$255.00Jul 31$0.08$4.9261.50
$250.00$255.00$260.00Jul 31$0.09$4.9154.56
$285.00$287.50$290.00Jul 31$0.05$2.4549.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 108 found (best net $-5.30, 98 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$255.00$285.001:2Aug 28-$5.30$24.70
$340.00$350.001:2Jul 17-$0.03$9.97
$350.00$360.001:2Jul 17-$0.03$9.97
$350.00$360.001:2Aug 21-$1.55$8.45
$320.00$330.001:2Aug 7-$1.56$8.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$255.001:2Aug 28-$0.01$14.99
$260.00$250.001:2Aug 21-$0.90$9.10
$270.00$260.001:2Aug 21-$1.55$8.45
$280.00$270.001:2Aug 21-$2.40$7.60
$290.00$280.001:2Aug 21-$4.30$5.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 4.28%, avg 1.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Aug 21$12.900.442.9%4.28%7.17%47445
$310.00Aug 28$12.900.452.9%4.28%7.17%27
$305.00Aug 14$12.200.481.2%4.05%5.28%4204
$315.00Aug 28$11.500.414.5%3.82%8.36%1--
$305.00Aug 7$11.300.471.2%3.75%4.98%4789
$310.00Aug 14$11.000.432.9%3.65%6.54%230
$320.00Aug 28$9.900.366.2%3.29%9.49%76
$302.50Jul 31$9.400.490.4%3.12%3.52%17--
$320.00Aug 21$9.400.356.2%3.12%9.33%2782.5K
$305.00Jul 31$8.600.461.2%2.85%4.08%--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 3,303
Total Puts 11,880
Put/Call Ratio 3.60
Net Difference -8,577

Prior's Put/Call Breakdown

Total Calls 4,916
Total Puts 1,810
Put/Call Ratio 0.37
Net Difference 3,106

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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