Tour v345
VLO
VALERO ENERGY CORP N
$303.13 +0.96%
7/17 12:00

Option Volume

Detail
Current (07/17 12:00pm) 2,737
Calls: 2,062 (75%)
Puts: 675 (25%)
Prior (07/16) 13,627
Calls: 2,419 (18%)
Puts: 11,208 (82%)
Current vs Prior -79.91%
Calls: -14.76% (Calls)
Puts: -93.98% (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 -78.14%
Calls: -73.89%
Puts: -85.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17 12:00pm) $4.54M
Calls: $4.06M (89%)
Puts: $477.0K (11%)
Prior (07/16) $16.16M
Calls: $2.94M (18%)
Puts: $13.22M (82%)
Current vs Prior -71.90%
Calls: +38.05%
Puts: -96.39%
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 -69.28%
Calls: -61.64%
Puts: -88.61%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17 12:00pm) 0.33
Prior (07/16) 4.63
Current vs Prior -92.93%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -59.98%
Sentiment BULLISH

Open Interest

Detail
Current (07/17 12:00pm) 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 1.55% | 4.93%1.55% | 12.85%
Prior 2.50% | 5.28%2.50% | 13.07%
Current vs Prior -37.93% | -6.57%-37.93% | -1.70%
Prior 7-Day Avg 3.78% | 6.11%4.51% | 13.48%
Current vs 7-Day Avg -59.01% | -19.31%-65.62% | -4.68%
Prior 7-Day Eod 2.50% | 5.28%2.50% | 13.07%
Current vs 7-Day Eod -37.93% | -6.57%-37.93% | -1.70%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 87.45% | 10.07%
Calls: 74.91% | 11.11%
Puts: 100.00% | 9.03%
Prior 35.58% | 9.46%
Calls: 41.27% | 9.27%
Puts: 29.89% | 9.64%
Current vs Prior +145.78% | +6.45%
Prior 7-Day Avg 23.20% | 12.02%
Calls: 21.39% | 11.37%
Puts: 25.02% | 12.65%
Current vs 7-Day Avg +276.92% | -16.19%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($4.06M) vs puts ($477.0K). Light premium activity with dollar volume down 72% vs prior. Below-average activity with volume down 80% vs prior. Extreme bullish P/C ratio of 0.33 - heavy call buying (2,062 calls vs 675 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
12:00BULLISHBULLISHBULLISH
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 58 of results (avg 7.2%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2129.4030.60$30.004.0%50.74240
$300.00Aug 2117.8018.60$18.204.4%450.55692
$250.00Jul 2452.2054.70$53.454.7%--1.0017
$257.50Jul 1744.6046.80$45.704.8%--0.9439
$270.00Aug 2136.3038.10$37.204.8%50.82288
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2120.3021.20$20.754.3%--0.5420
$300.00Aug 2114.8015.60$15.205.3%10.4553
$360.00Aug 2157.9061.40$59.655.9%--0.8830
$290.00Aug 2110.4011.10$10.756.5%10.36372
$345.00Jul 3141.6044.50$43.056.7%10.912

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.28, cheapest $0.28)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Jul 240.250.30$0.2817.9%40.04460
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 85 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 2452.2054.70$53.454.7%--1.0017
$255.00Jul 2446.8050.10$48.456.8%--1.0012
$260.00Jul 2441.7044.80$43.257.2%11.0093
$270.00Jul 2432.0035.50$33.7510.4%31.00121
$250.00Jul 3151.8055.40$53.606.7%--1.0047
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 175.208.50$6.8548.2%21.00--
$345.00Jul 3141.6044.50$43.056.7%10.912
$307.50Jul 173.705.60$4.6540.9%40.899
$360.00Aug 2157.9061.40$59.655.9%--0.8830
$335.00Aug 1435.0038.00$36.508.2%40.78--

Most actively traded options today. High liquidity = easy entry/exit. 144 active (total vol 2.2K, top 385)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Jul 170.051.25$0.65184.6%3850.34105
$265.00Jul 1737.1040.00$38.557.5%2100.98284
$320.00Aug 219.7010.40$10.057.0%1360.372.5K
$310.00Aug 2113.3014.10$13.705.8%1010.46461
$307.50Jul 170.050.85$0.45177.8%980.1970
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 170.050.60$0.33166.7%940.16129
$300.00Jul 244.905.60$5.2513.3%300.42118
$300.00Jul 319.2010.30$9.7511.3%300.4466
$295.00Jul 170.050.20$0.13115.4%260.05207
$302.50Jul 170.251.75$1.00150.0%250.3856

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 407.6%, max 1275.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 21594.1%46.0%1191.4%41622
$245.00Jul 17Jul 31642.9%62.8%923.4%--39
$270.00Jul 17Aug 21325.1%44.1%637.3%201.4K
$260.00Jul 17Aug 21310.6%44.8%593.2%22.3K
$265.00Jul 17Aug 14306.0%44.9%581.4%210296
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Jul 17Aug 28642.9%46.7%1275.7%--463
$250.00Jul 17Aug 28594.1%45.5%1205.5%--587
$247.50Jul 17Jul 24618.5%70.4%778.6%--215
$262.50Jul 17Jul 24473.8%54.4%770.7%454
$257.50Jul 17Jul 24521.7%60.5%762.1%170

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 118 found (best R:R 37.46, avg 5.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$350.00Jul 24$0.18$4.82$0.1826.78$345.18
$317.50$320.00Jul 17$0.12$2.38$0.1219.83$317.62
$325.00$327.50Jul 24$0.15$2.35$0.1515.67$325.15
$332.50$340.00Jul 24$0.45$7.05$0.4515.67$332.95
$340.00$350.00Jul 31$0.77$9.23$0.7711.99$340.77
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$245.00Aug 7$0.13$4.87$0.1337.46$249.87
$260.00$255.00Aug 7$0.13$4.87$0.1337.46$259.87
$287.50$285.00Jul 24$0.10$2.40$0.1024.00$287.40
$272.50$270.00Jul 24$0.12$2.38$0.1219.83$272.38
$255.00$250.00Aug 7$0.27$4.73$0.2717.52$254.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 156 found (best R:R 49.00, avg 2.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$255.00$260.00Jul 31$4.90$4.90$0.1049.00$259.90
$267.50$270.00Jul 17$2.40$2.40$0.1024.00$269.90
$280.00$282.50Jul 17$2.40$2.40$0.1024.00$282.40
$250.00$255.00Jul 31$4.70$4.70$0.3015.67$254.70
$265.00$270.00Jul 31$4.70$4.70$0.3015.67$269.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$307.50Jul 17$2.20$2.20$0.307.33$307.80
$307.50$305.00Jul 17$2.17$2.17$0.336.58$305.33
$360.00$310.00Aug 21$38.90$38.90$11.103.50$321.10
$345.00$305.00Jul 31$30.65$30.65$9.353.28$314.35
$305.00$302.50Jul 31$1.90$1.90$0.603.17$303.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $2.29, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Jul 17Jul 24$0.07246.9%46.5%
$270.00Jul 17Jul 24$0.10325.1%44.5%
$345.00Jul 17Jul 24$0.18266.8%49.8%
$340.00Jul 17Jul 24$0.25201.9%45.2%
$277.50Jul 17Jul 24$0.30236.2%40.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Jul 17Jul 24$0.12344.7%61.3%
$260.00Jul 17Jul 24$0.12310.6%55.4%
$265.00Jul 17Jul 24$0.13306.0%52.2%
$277.50Jul 17Jul 24$0.18236.2%40.3%
$280.00Jul 17Jul 24$0.32216.8%39.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 76 found (cheapest 1.03% of stock, avg 10.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$305.00Jul 17$0.65$2.48$3.13$301.87$308.131.03%
$302.50Jul 17$2.22$1.00$3.22$299.28$305.721.06%
$300.00Jul 17$3.55$0.33$3.88$296.12$303.881.28%
$307.50Jul 17$0.45$4.65$5.10$302.40$312.601.68%
$297.50Jul 17$5.95$0.13$6.08$291.42$303.582.01%
$310.00Jul 17$0.25$6.85$7.10$302.90$317.102.34%
$295.00Jul 17$8.15$0.13$8.28$286.72$303.282.73%
$292.50Jul 17$10.40$0.15$10.55$281.95$303.053.48%
$290.00Jul 17$13.20$0.05$13.25$276.75$303.254.37%
$300.00Jul 24$8.35$5.25$13.60$286.40$313.604.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.17% of stock, avg 4.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$300.00Jul 17$0.18$0.33$0.51$299.49$313.01
$310.00$300.00Jul 17$0.25$0.33$0.58$299.42$310.58
$307.50$300.00Jul 17$0.45$0.33$0.78$299.22$308.28
$305.00$300.00Jul 17$0.65$0.33$0.98$299.02$305.98
$312.50$302.50Jul 17$0.18$1.00$1.18$301.32$313.68
$310.00$302.50Jul 17$0.25$1.00$1.25$301.25$311.25
$312.50$272.50Jul 17$0.18$1.08$1.26$271.24$313.76
$312.50$267.50Jul 17$0.18$1.08$1.26$266.24$313.76
$312.50$262.50Jul 17$0.18$1.08$1.26$261.24$313.76
$310.00$272.50Jul 17$0.25$1.08$1.33$271.17$311.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 160 found (best R:R 28.41, avg credit $4.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265270/275Jul 31$4.83$0.1728.41$260.17$274.83
275/280285/290Aug 14$4.80$0.2024.00$275.20$289.80
270/272275/278Jul 24$2.37$0.1318.23$270.13$277.37
265/270275/280Jul 31$4.70$0.3015.67$265.30$279.70
260/265275/280Jul 31$4.68$0.3214.63$260.32$279.68
278/280282/285Jul 24$2.34$0.1614.62$277.66$284.84
275/280285/290Jul 31$4.65$0.3513.29$275.35$289.65
270/272282/285Jul 24$2.32$0.1812.89$270.18$284.82
250/255280/285Aug 7$4.62$0.3812.16$250.38$284.62
250/255270/275Aug 7$4.57$0.4310.63$250.43$274.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 96 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$350.00$360.00Aug 21$0.13$9.8775.92
$292.50$295.00$297.50Jul 17$0.05$2.4549.00
$270.00$272.50$275.00Jul 24$0.05$2.4549.00
$295.00$297.50$300.00Jul 24$0.05$2.4549.00
$305.00$307.50$310.00Jul 24$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Jul 31$0.05$4.9599.00
$262.50$265.00$267.50Jul 24$0.07$2.4334.71
$245.00$250.00$255.00Aug 7$0.14$4.8634.71
$290.00$292.50$295.00Jul 24$0.08$2.4230.25
$275.00$277.50$280.00Jul 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. 127 found (best net $-3.50, 104 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 28-$3.50$16.50
$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-$0.11$9.89
$330.00$340.001:2Jul 31-$0.47$9.53
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$255.001:2Aug 28-$0.71$14.29
$265.00$255.001:2Aug 14-$0.06$9.94
$260.00$250.001:2Aug 21-$0.60$9.40
$290.00$280.001:2Aug 7-$0.75$9.25
$280.00$270.001:2Aug 7-$0.81$9.19

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 4.45%, avg 1.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$305.00Aug 14$13.500.490.6%4.45%5.07%2206
$310.00Aug 21$13.300.462.3%4.39%6.65%101461
$305.00Aug 7$11.500.490.6%3.79%4.41%5792
$310.00Aug 14$11.300.442.3%3.73%5.99%332
$320.00Aug 28$10.300.385.6%3.40%8.96%--12
$320.00Aug 21$9.700.375.6%3.20%8.77%1362.5K
$305.00Jul 31$9.500.490.6%3.13%3.75%254
$310.00Aug 7$9.400.432.3%3.10%5.37%5304
$315.00Aug 14$9.400.393.9%3.10%7.02%--17
$307.50Jul 31$8.000.451.4%2.64%4.08%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 2,062
Total Puts 675
Put/Call Ratio 0.33
Net Difference 1,387

Prior's Put/Call Breakdown

Total Calls 2,419
Total Puts 11,208
Put/Call Ratio 4.63
Net Difference -8,789

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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