Tour v345
VLO
VALERO ENERGY CORP N
$303.84 +1.19%
7/17 11:00

Option Volume

Detail
Current (07/17 11:00am) 1,830
Calls: 1,406 (77%)
Puts: 424 (23%)
Prior (07/16) 12,668
Calls: 1,669 (13%)
Puts: 10,999 (87%)
Current vs Prior -85.55%
Calls: -15.76% (Calls)
Puts: -96.15% (Puts)
Prior 7-Day Total 87,660
Calls: 55,275 (63%)
Puts: 32,385 (37%)
Prior 7-Day Average 12,522
Calls: 7,896 (63%)
Puts: 4,626 (37%)
Current vs Prior 7-Day Avg -85.39%
Calls: -82.19%
Puts: -90.84%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17 11:00am) $3.55M
Calls: $3.20M (90%)
Puts: $340.8K (10%)
Prior (07/16) $15.00M
Calls: $2.09M (14%)
Puts: $12.91M (86%)
Current vs Prior -76.37%
Calls: +53.15%
Puts: -97.36%
Prior 7-Day Total $103.47M
Calls: $74.16M (72%)
Puts: $29.30M (28%)
Prior 7-Day Average $14.78M
Calls: $10.59M (72%)
Puts: $4.19M (28%)
Current vs Prior 7-Day Avg -76.01%
Calls: -69.75%
Puts: -91.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17 11:00am) 0.30
Prior (07/16) 6.59
Current vs Prior -95.42%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -63.14%
Sentiment BULLISH

Open Interest

Detail
Current (07/17 11:00am) 132,837
Calls: 71,406 (54%)
Puts: 61,431 (46%)
Prior (07/16) 119,717
Calls: 70,100 (59%)
Puts: 49,617 (41%)
Current vs Prior +10.96%
Prior 7-Day Total 732,938
Calls: 413,102 (56%)
Puts: 319,836 (44%)
Prior 7-Day Average 104,705
Calls: 59,014 (56%)
Puts: 45,690 (44%)
Current vs Prior 7-Day Avg +26.87%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.66% | 4.99%1.66% | 12.80%
Prior 2.50% | 5.28%2.50% | 13.07%
Current vs Prior -33.72% | -5.54%-33.72% | -2.06%
Prior 7-Day Avg 3.78% | 6.11%4.51% | 13.48%
Current vs 7-Day Avg -56.23% | -18.42%-63.29% | -5.02%
Prior 7-Day Eod 2.50% | 5.28%2.50% | 13.07%
Current vs 7-Day Eod -33.72% | -5.54%-33.72% | -2.06%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 91.39% | 12.50%
Calls: 91.67% | 14.19%
Puts: 91.11% | 10.81%
Prior 35.58% | 9.46%
Calls: 41.27% | 9.27%
Puts: 29.89% | 9.64%
Current vs Prior +156.86% | +32.14%
Prior 7-Day Avg 23.20% | 12.02%
Calls: 21.39% | 11.37%
Puts: 25.02% | 12.65%
Current vs 7-Day Avg +293.90% | +4.03%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($3.20M) vs puts ($340.8K). Light premium activity with dollar volume down 76% vs prior. Below-average activity with volume down 86% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (1,406 calls vs 424 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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
11:00BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH

📈 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 55 of results (avg 6.8%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2137.6038.70$38.152.9%50.82288
$280.00Aug 2130.1031.40$30.754.2%40.74240
$250.00Jul 1753.1055.50$54.304.4%10.94508
$260.00Jul 1743.1045.10$44.104.5%10.932.1K
$250.00Aug 2154.2056.80$55.504.7%--0.93114
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2119.7020.60$20.154.5%--0.5320
$360.00Aug 2156.9060.20$58.555.6%--0.8830
$290.00Aug 2110.0010.60$10.305.8%10.35372
$300.00Aug 1412.8013.70$13.256.8%10.441
$300.00Aug 2114.2015.20$14.706.8%10.4453

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. 83 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jul 3158.1061.50$59.805.7%--1.0029
$275.00Jul 1728.2030.40$29.307.5%101.00569
$255.00Jul 1748.1050.50$49.304.9%--0.9926
$250.00Jul 2453.0056.10$54.555.7%--0.9817
$282.50Jul 1720.7023.40$22.0512.2%30.9832
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 174.307.20$5.7550.4%10.95--
$345.00Jul 3140.7043.80$42.257.3%10.902
$360.00Aug 2156.9060.20$58.555.6%--0.8830
$307.50Jul 172.355.00$3.6872.0%40.819
$315.00Jul 2412.9014.40$13.6511.0%50.72--

Most actively traded options today. High liquidity = easy entry/exit. 124 active (total vol 1.4K, top 210)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 1738.2040.20$39.205.1%2100.93284
$320.00Aug 2110.0010.80$10.407.7%1300.382.5K
$310.00Aug 2113.6014.60$14.107.1%970.46461
$307.50Jul 170.301.05$0.68110.3%960.2570
$290.00Jul 1713.2016.00$14.6019.2%870.97727
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 244.705.30$5.0012.0%300.40118
$295.00Jul 170.050.25$0.15133.3%220.06207
$297.50Jul 170.000.45$0.23195.7%220.09172
$305.00Jul 247.007.80$7.4010.8%140.5123
$302.50Jul 170.602.15$1.38112.3%130.3656

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 384.9%, max 1138.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 21539.3%44.4%1115.8%1622
$260.00Jul 17Aug 21452.7%44.5%916.5%12.3K
$245.00Jul 17Jul 31583.0%61.1%854.8%--39
$265.00Jul 17Aug 14409.8%46.0%791.6%210296
$270.00Jul 17Aug 21353.2%44.2%698.4%161.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Jul 17Aug 28583.0%47.1%1138.8%--463
$250.00Jul 17Aug 28539.3%45.3%1090.4%--587
$260.00Jul 17Aug 21452.7%44.5%916.5%1557
$265.00Jul 17Jul 31409.8%48.0%753.8%--345
$270.00Jul 17Aug 28353.2%42.9%722.8%1206

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 111 found (best R:R 28.41, avg 4.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$345.00Jul 24$0.17$4.83$0.1728.41$340.17
$332.50$340.00Jul 24$0.33$7.17$0.3321.73$332.83
$345.00$350.00Jul 17$0.30$4.70$0.3015.67$345.30
$340.00$350.00Jul 31$0.85$9.15$0.8510.76$340.85
$330.00$340.00Jul 17$0.90$9.10$0.9010.11$330.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$292.50$290.00Jul 17$0.10$2.40$0.1024.00$292.40
$277.50$275.00Jul 17$0.12$2.38$0.1219.83$277.38
$300.00$297.50Jul 17$0.12$2.38$0.1219.83$299.88
$270.00$265.00Jul 31$0.25$4.75$0.2519.00$269.75
$250.00$245.00Aug 28$0.27$4.73$0.2717.52$249.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 147 found (best R:R 49.00, avg 3.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$265.00Jul 17$4.90$4.90$0.1049.00$264.90
$260.00$265.00Jul 31$4.85$4.85$0.1532.33$264.85
$270.00$275.00Jul 31$4.85$4.85$0.1532.33$274.85
$255.00$260.00Jul 31$4.80$4.80$0.2024.00$259.80
$265.00$270.00Jul 31$4.80$4.80$0.2024.00$269.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$307.50Jul 17$2.07$2.07$0.434.81$307.93
$360.00$310.00Aug 21$38.40$38.40$11.603.31$321.60
$345.00$305.00Jul 31$30.60$30.60$9.403.26$314.40
$315.00$305.00Jul 24$6.25$6.25$3.751.67$308.75
$307.50$305.00Jul 17$1.40$1.40$1.101.27$306.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $2.18, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Jul 17Jul 24$0.17256.1%47.4%
$260.00Jul 17Jul 24$0.20452.7%56.2%
$245.00Jul 17Jul 31$0.25583.0%61.1%
$250.00Jul 17Jul 24$0.25539.3%69.3%
$255.00Jul 17Jul 24$0.25313.6%63.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Jul 17Jul 24$0.15313.6%63.3%
$277.50Jul 17Jul 24$0.25198.2%40.8%
$280.00Jul 17Jul 24$0.33181.9%39.0%
$282.50Jul 17Jul 24$0.68154.8%40.4%
$285.00Jul 17Jul 24$1.00144.6%41.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 1.32% of stock, avg 10.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$305.00Jul 17$1.73$2.28$4.01$300.99$309.011.32%
$302.50Jul 17$2.75$1.38$4.13$298.37$306.631.36%
$307.50Jul 17$0.68$3.68$4.36$303.14$311.861.43%
$300.00Jul 17$4.65$0.35$5.00$295.00$305.001.65%
$310.00Jul 17$0.35$5.75$6.10$303.90$316.102.01%
$297.50Jul 17$6.90$0.23$7.13$290.37$304.632.35%
$295.00Jul 17$9.65$0.15$9.80$285.20$304.803.23%
$292.50Jul 17$11.75$0.20$11.95$280.55$304.453.93%
$302.50Jul 24$7.75$6.15$13.90$288.60$316.404.57%
$305.00Jul 24$6.55$7.40$13.95$291.05$318.954.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.17% of stock, avg 3.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$297.50Jul 17$0.30$0.23$0.53$296.97$313.03
$310.00$297.50Jul 17$0.35$0.23$0.58$296.92$310.58
$312.50$300.00Jul 17$0.30$0.35$0.65$299.35$313.15
$310.00$300.00Jul 17$0.35$0.35$0.70$299.30$310.70
$307.50$297.50Jul 17$0.68$0.23$0.91$296.59$308.41
$307.50$300.00Jul 17$0.68$0.35$1.03$298.97$308.53
$330.00$297.50Jul 17$0.93$0.23$1.16$296.34$331.16
$330.00$300.00Jul 17$0.93$0.35$1.28$298.72$331.28
$312.50$272.50Jul 17$0.30$1.08$1.38$271.12$313.88
$312.50$267.50Jul 17$0.30$1.08$1.38$266.12$313.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 125 found (best R:R 22.81, avg credit $5.05)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
270/275285/290Jul 31$4.79$0.2122.81$270.21$289.79
270/272278/280Jul 24$2.35$0.1515.67$270.15$279.85
260/265275/280Jul 31$4.63$0.3712.51$260.37$279.63
265/270275/280Jul 31$4.60$0.4011.50$265.40$279.60
260/265285/290Jul 31$4.58$0.4210.90$260.42$289.58
265/270285/290Jul 31$4.55$0.4510.11$265.45$289.55
295/300305/310Aug 14$4.50$0.509.00$295.50$309.50
250/255275/280Aug 7$4.35$0.656.69$250.65$279.35
270/275295/300Aug 14$4.32$0.686.35$270.68$299.32
250/260270/280Aug 21$8.63$1.376.30$251.37$278.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 92 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$330.00$340.00$350.00Jul 31$0.18$9.8254.56
$297.50$300.00$302.50Jul 24$0.05$2.4549.00
$285.00$290.00$295.00Aug 7$0.10$4.9049.00
$300.00$305.00$310.00Aug 14$0.10$4.9049.00
$312.50$315.00$317.50Jul 24$0.06$2.4440.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$257.50$260.00$262.50Jul 24$0.06$2.4440.67
$280.00$282.50$285.00Jul 17$0.08$2.4230.25
$245.00$247.50$250.00Jul 24$0.08$2.4230.25
$260.00$270.00$280.00Aug 7$0.39$9.6124.64
$300.00$302.50$305.00Jul 24$0.10$2.4024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 125 found (best net $-2.65, 112 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 28-$2.65$17.35
$265.00$285.001:2Aug 14-$9.80$10.20
$350.00$360.001:2Jul 17-$0.03$9.97
$340.00$350.001:2Jul 31-$0.20$9.80
$330.00$340.001:2Jul 31-$0.87$9.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$255.001:2Aug 14-$0.07$14.93
$270.00$255.001:2Aug 28-$0.26$14.74
$270.00$260.001:2Aug 7-$0.12$9.88
$260.00$250.001:2Aug 21-$0.17$9.83
$270.00$260.001:2Aug 21-$0.86$9.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 4.61%, avg 1.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$305.00Aug 14$14.000.510.4%4.61%4.99%--206
$310.00Aug 21$13.600.462.0%4.48%6.50%97461
$310.00Aug 14$11.800.452.0%3.88%5.91%332
$305.00Aug 7$11.600.500.4%3.82%4.20%5792
$320.00Aug 28$11.000.395.3%3.62%8.94%--12
$305.00Jul 31$10.000.490.4%3.29%3.67%154
$320.00Aug 21$10.000.385.3%3.29%8.61%1302.5K
$315.00Aug 14$9.900.403.7%3.26%6.93%--17
$310.00Aug 7$9.300.442.0%3.06%5.09%5304
$307.50Jul 31$8.800.461.2%2.90%4.10%23

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 1,406
Total Puts 424
Put/Call Ratio 0.30
Net Difference 982

Prior's Put/Call Breakdown

Total Calls 1,669
Total Puts 10,999
Put/Call Ratio 6.59
Net Difference -9,330

Prior 7-Day Put/Call Summary

Total Calls 55,275
Total Puts 32,385
Average Put/Call Ratio 0.82
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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