Tour v345
VLO
VALERO ENERGY CORP N
$303.74 +1.16%
7/17 13:00

Option Volume

Detail
Current (07/17 1:00pm) 4,323
Calls: 3,164 (73%)
Puts: 1,159 (27%)
Prior (07/16) 14,433
Calls: 2,934 (20%)
Puts: 11,499 (80%)
Current vs Prior -70.05%
Calls: +7.84% (Calls)
Puts: -89.92% (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 -65.48%
Calls: -59.93%
Puts: -74.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17 1:00pm) $7.34M
Calls: $6.48M (88%)
Puts: $858.3K (12%)
Prior (07/16) $17.21M
Calls: $3.59M (21%)
Puts: $13.62M (79%)
Current vs Prior -57.37%
Calls: +80.41%
Puts: -93.70%
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 -50.37%
Calls: -38.86%
Puts: -79.50%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17 1:00pm) 0.37
Prior (07/16) 3.92
Current vs Prior -90.65%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -55.23%
Sentiment BULLISH

Open Interest

Detail
Current (07/17 1:00pm) 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 1.31% | 4.92%1.31% | 12.81%
Prior 2.50% | 5.28%2.50% | 13.07%
Current vs Prior -47.54% | -6.76%-47.54% | -2.03%
Prior 7-Day Avg 3.78% | 6.11%4.51% | 13.48%
Current vs 7-Day Avg -65.36% | -19.47%-70.95% | -4.99%
Prior 7-Day Eod 2.50% | 5.28%2.50% | 13.07%
Current vs 7-Day Eod -47.54% | -6.76%-47.54% | -2.03%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 76.78% | 12.61%
Calls: 78.00% | 18.42%
Puts: 75.56% | 6.80%
Prior 35.58% | 9.46%
Calls: 41.27% | 9.27%
Puts: 29.89% | 9.64%
Current vs Prior +115.80% | +33.30%
Prior 7-Day Avg 23.20% | 12.02%
Calls: 21.39% | 11.37%
Puts: 25.02% | 12.65%
Current vs 7-Day Avg +230.93% | +4.95%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($6.48M) vs puts ($858.3K). Light premium activity with dollar volume down 57% vs prior. Below-average activity with volume down 70% vs prior. Extreme bullish P/C ratio of 0.37 - heavy call buying (3,164 calls vs 1,159 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
13:00BULLISHBULLISHBULLISH
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 69 of results (avg 6.9%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2137.2038.40$37.803.2%50.82288
$250.00Aug 2154.4056.20$55.303.3%--0.92114
$250.00Jul 2453.0055.20$54.104.1%--1.0017
$245.00Jul 1757.7060.20$58.954.2%--0.9910
$280.00Aug 2129.7031.00$30.354.3%60.74240
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2120.0020.60$20.303.0%550.5420
$360.00Aug 2157.6060.20$58.904.4%--0.8830
$300.00Aug 2114.5015.30$14.905.4%20.4553
$290.00Aug 2110.2010.80$10.505.7%10.35372
$345.00Jul 3141.7044.20$42.955.8%10.902

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. 87 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 2453.0055.20$54.104.1%--1.0017
$255.00Jul 2447.9050.00$48.954.3%--1.0012
$260.00Jul 2442.9045.60$44.256.1%11.0093
$245.00Jul 3157.8060.80$59.305.1%--1.0029
$250.00Jul 3152.6055.90$54.256.1%--1.0047
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 174.807.50$6.1543.9%20.94--
$345.00Jul 3141.7044.20$42.955.8%10.902
$360.00Aug 2157.6060.20$58.904.4%--0.8830
$307.50Jul 172.605.00$3.8063.2%40.859
$335.00Aug 1434.8037.70$36.258.0%40.77--

Most actively traded options today. High liquidity = easy entry/exit. 164 active (total vol 3.4K, top 397)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Jul 170.300.95$0.63103.2%3970.35105
$270.00Jul 1732.5034.60$33.556.3%2570.981.1K
$265.00Jul 1737.6040.30$38.956.9%2100.98284
$320.00Aug 219.8010.60$10.207.8%1430.372.5K
$320.00Aug 147.509.20$8.3520.4%1210.3522
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Jul 247.107.60$7.356.8%2200.5223
$300.00Jul 319.009.90$9.459.5%980.4466
$300.00Jul 170.050.45$0.25160.0%940.14129
$310.00Aug 2120.0020.60$20.303.0%550.5420
$295.00Jul 170.000.15$0.08187.5%350.04207

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 395.9%, max 1009.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 21477.9%46.4%929.1%41622
$245.00Jul 17Jul 31520.7%58.5%790.3%--39
$260.00Jul 17Aug 21357.1%45.7%682.0%22.3K
$265.00Jul 17Aug 14352.1%45.4%676.3%210296
$255.00Jul 17Jul 31396.1%51.7%666.7%143
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Jul 17Aug 28520.7%46.9%1009.9%--463
$250.00Jul 17Aug 28477.9%44.8%966.2%--587
$255.00Jul 17Aug 28396.1%44.6%787.4%--397
$260.00Jul 17Aug 21357.1%45.7%682.0%4557
$265.00Jul 17Aug 14352.1%45.4%676.3%3296

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 118 found (best R:R 82.33, avg 6.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$340.00Jul 17$0.12$9.88$0.1282.33$330.12
$340.00$345.00Jul 24$0.13$4.87$0.1337.46$340.13
$332.50$340.00Jul 24$0.30$7.20$0.3024.00$332.80
$317.50$320.00Jul 17$0.12$2.38$0.1219.83$317.62
$307.50$310.00Jul 17$0.18$2.32$0.1812.89$307.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$245.00Aug 7$0.13$4.87$0.1337.46$249.87
$300.00$297.50Jul 17$0.10$2.40$0.1024.00$299.90
$255.00$250.00Jul 31$0.20$4.80$0.2024.00$254.80
$260.00$255.00Aug 7$0.21$4.79$0.2122.81$259.79
$250.00$245.00Aug 28$0.23$4.77$0.2320.74$249.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 154 found (best R:R 49.00, avg 2.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$275.00Jul 17$4.90$4.90$0.1049.00$274.90
$277.50$280.00Jul 17$2.40$2.40$0.1024.00$279.90
$260.00$265.00Jul 24$4.80$4.80$0.2024.00$264.80
$275.00$277.50Jul 24$2.40$2.40$0.1024.00$277.40
$260.00$265.00Jul 31$4.80$4.80$0.2024.00$264.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$307.50Jul 17$2.35$2.35$0.1515.67$307.65
$307.50$305.00Jul 17$1.95$1.95$0.553.55$305.55
$360.00$310.00Aug 21$38.60$38.60$11.403.39$321.40
$345.00$305.00Jul 31$30.85$30.85$9.153.37$314.15
$315.00$305.00Jul 24$6.70$6.70$3.302.03$308.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $1.97, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Jul 17Jul 24$0.05396.1%62.2%
$250.00Jul 17Jul 24$0.10477.9%68.2%
$345.00Jul 17Jul 24$0.20303.4%50.0%
$350.00Jul 17Jul 24$0.22280.8%52.9%
$260.00Jul 17Jul 24$0.30357.1%56.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$247.50Jul 17Jul 24$0.05499.2%71.2%
$250.00Jul 17Jul 24$0.05477.9%68.2%
$257.50Jul 17Jul 24$0.08414.5%60.3%
$245.00Jul 17Jul 24$0.10520.7%76.9%
$262.50Jul 17Jul 24$0.10372.8%55.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 77 found (cheapest 0.82% of stock, avg 10.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$305.00Jul 17$0.63$1.85$2.48$302.52$307.480.82%
$302.50Jul 17$2.13$0.63$2.76$299.74$305.260.91%
$300.00Jul 17$3.75$0.25$4.00$296.00$304.001.32%
$307.50Jul 17$0.38$3.80$4.18$303.32$311.681.38%
$310.00Jul 17$0.20$6.15$6.35$303.65$316.352.09%
$297.50Jul 17$6.50$0.15$6.65$290.85$304.152.19%
$295.00Jul 17$8.75$0.08$8.83$286.17$303.832.91%
$292.50Jul 17$10.90$0.15$11.05$281.45$303.553.64%
$302.50Jul 24$7.60$6.25$13.85$288.65$316.354.56%
$305.00Jul 24$6.55$7.35$13.90$291.10$318.904.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.10% of stock, avg 4.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$297.50Jul 17$0.15$0.15$0.30$297.20$312.80
$315.00$297.50Jul 17$0.15$0.15$0.30$297.20$315.30
$310.00$297.50Jul 17$0.20$0.15$0.35$297.15$310.35
$312.50$300.00Jul 17$0.15$0.25$0.40$299.60$312.90
$315.00$300.00Jul 17$0.15$0.25$0.40$299.60$315.40
$310.00$300.00Jul 17$0.20$0.25$0.45$299.55$310.45
$307.50$297.50Jul 17$0.38$0.15$0.53$296.97$308.03
$307.50$300.00Jul 17$0.38$0.25$0.63$299.37$308.13
$305.00$297.50Jul 17$0.63$0.15$0.78$296.72$305.78
$312.50$302.50Jul 17$0.15$0.63$0.78$301.72$313.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 173 found (best R:R 19.00, avg credit $4.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265270/275Jul 31$4.75$0.2519.00$260.25$274.75
275/280285/290Aug 14$4.75$0.2519.00$275.25$289.75
250/255270/275Jul 31$4.70$0.3015.67$250.30$274.70
270/275280/285Jul 31$4.67$0.3314.15$270.33$284.67
295/300305/310Aug 14$4.65$0.3513.29$295.35$309.65
265/268270/275Jul 31$4.62$0.3812.16$262.88$274.62
270/272278/280Jul 24$2.28$0.2210.36$270.22$279.78
295/300305/310Aug 7$4.55$0.4510.11$295.45$309.55
270/275285/290Aug 14$4.47$0.538.43$270.53$289.47
250/255280/285Aug 7$4.39$0.617.20$250.61$284.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 93 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$300.00$305.00$310.00Aug 7$0.05$4.9599.00
$250.00$260.00$270.00Aug 21$0.10$9.9099.00
$340.00$345.00$350.00Jul 24$0.08$4.9261.50
$305.00$307.50$310.00Jul 17$0.07$2.4334.71
$285.00$290.00$295.00Jul 31$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Aug 7$0.11$4.8944.45
$267.50$270.00$272.50Jul 24$0.06$2.4440.67
$277.50$280.00$282.50Jul 24$0.06$2.4440.67
$265.00$267.50$270.00Jul 31$0.06$2.4440.67
$255.00$260.00$265.00Jul 31$0.15$4.8532.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 128 found (best net $-2.70, 111 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 28-$2.70$17.30
$350.00$360.001:2Jul 17-$0.03$9.97
$265.00$285.001:2Aug 14-$10.15$9.85
$330.00$340.001:2Jul 31-$0.96$9.04
$350.00$360.001:2Aug 21-$0.99$9.01
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$255.001:2Aug 28-$0.50$14.50
$265.00$255.001:2Aug 14-$0.12$9.88
$260.00$250.001:2Aug 21-$0.52$9.48
$290.00$280.001:2Aug 7-$0.55$9.45
$315.00$305.001:2Jul 24-$0.65$9.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 4.51%, avg 1.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$305.00Aug 14$13.700.500.4%4.51%4.93%5206
$310.00Aug 21$13.500.462.1%4.44%6.51%101461
$305.00Aug 7$12.000.500.4%3.95%4.37%86792
$310.00Aug 14$10.800.452.1%3.56%5.62%332
$320.00Aug 28$10.300.395.3%3.39%8.74%--12
$320.00Aug 21$9.800.375.3%3.23%8.58%1432.5K
$305.00Jul 31$9.700.490.4%3.19%3.61%254
$315.00Aug 14$9.500.403.7%3.13%6.83%317
$310.00Aug 7$9.000.442.1%2.96%5.02%5304
$307.50Jul 31$8.000.451.2%2.63%3.87%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 3,164
Total Puts 1,159
Put/Call Ratio 0.37
Net Difference 2,005

Prior's Put/Call Breakdown

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

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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