Tour v345
VLO
VALERO ENERGY CORP N
$306.30 +2.01%
7/17 14:00

Option Volume

Detail
Current (07/17 2:00pm) 5,552
Calls: 3,768 (68%)
Puts: 1,784 (32%)
Prior (07/16) 15,183
Calls: 3,303 (22%)
Puts: 11,880 (78%)
Current vs Prior -63.43%
Calls: +14.08% (Calls)
Puts: -84.98% (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 -55.67%
Calls: -52.28%
Puts: -61.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17 2:00pm) $9.26M
Calls: $7.84M (85%)
Puts: $1.42M (15%)
Prior (07/16) $17.63M
Calls: $4.03M (23%)
Puts: $13.61M (77%)
Current vs Prior -47.48%
Calls: +94.74%
Puts: -89.57%
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 -37.34%
Calls: -25.97%
Puts: -66.10%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17 2:00pm) 0.47
Prior (07/16) 3.60
Current vs Prior -86.84%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -42.13%
Sentiment BULLISH

Open Interest

Detail
Current (07/17 2:00pm) 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 1.27% | 5.00%1.27% | 12.80%
Prior 2.50% | 5.28%2.50% | 13.07%
Current vs Prior -49.03% | -5.37%-49.02% | -2.10%
Prior 7-Day Avg 3.78% | 6.11%4.51% | 13.48%
Current vs 7-Day Avg -66.34% | -18.27%-71.77% | -5.06%
Prior 7-Day Eod 2.50% | 5.28%2.50% | 13.07%
Current vs 7-Day Eod -49.03% | -5.37%-49.02% | -2.10%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 69.73% | 9.16%
Calls: 71.02% | 8.92%
Puts: 68.44% | 9.40%
Prior 35.58% | 9.46%
Calls: 41.27% | 9.27%
Puts: 29.89% | 9.64%
Current vs Prior +95.98% | -3.17%
Prior 7-Day Avg 23.20% | 12.02%
Calls: 21.39% | 11.37%
Puts: 25.02% | 12.65%
Current vs 7-Day Avg +200.54% | -23.77%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($7.84M) vs puts ($1.42M). Below-average activity with volume down 63% vs prior. Extreme bullish P/C ratio of 0.47 - heavy call buying (3,768 calls vs 1,784 puts). P/C ratio dropping 87% - sentiment shifting bullish.

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
14:00BULLISHBULLISHBULLISH
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 86 of results (avg 6.6%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$247.50Jul 1758.2059.80$59.002.7%--0.9345
$262.50Jul 1743.3044.50$43.902.7%10.921
$270.00Aug 2139.6040.80$40.203.0%50.83288
$255.00Jul 1750.7052.30$51.503.1%11.0026
$257.50Jul 1748.2049.80$49.003.3%--0.9239
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2118.7019.30$19.003.2%600.5120
$360.00Aug 2155.5057.60$56.553.7%--0.8530
$345.00Jul 3139.5041.50$40.504.9%10.902
$300.00Aug 2113.4014.10$13.755.1%20.4253
$335.00Aug 1433.5035.50$34.505.8%40.76--

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 1755.7057.70$56.703.5%411.00508
$255.00Jul 1750.7052.30$51.503.1%11.0026
$260.00Jul 1745.7047.70$46.704.3%21.002.1K
$265.00Jul 1740.7042.70$41.704.8%2101.00284
$275.00Jul 1730.7032.40$31.555.4%331.00569
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Jul 3139.5041.50$40.504.9%10.902
$310.00Jul 172.904.90$3.9051.3%70.89--
$360.00Aug 2155.5057.60$56.553.7%--0.8530
$335.00Aug 1433.5035.50$34.505.8%40.76--
$307.50Jul 170.753.20$1.98123.7%40.699

Most actively traded options today. High liquidity = easy entry/exit. 173 active (total vol 4.3K, top 401)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Jul 171.302.55$1.9265.1%4010.63105
$270.00Jul 1735.9037.30$36.603.8%3410.941.1K
$265.00Jul 1740.7042.70$41.704.8%2101.00284
$300.00Jul 175.707.10$6.4021.9%2010.972.0K
$320.00Aug 2111.0011.90$11.457.9%1500.402.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 219.2010.10$9.659.3%3620.33372
$305.00Jul 245.906.50$6.209.7%3210.4623
$300.00Jul 317.909.30$8.6016.3%980.4066
$300.00Jul 170.000.25$0.13192.3%950.07129
$310.00Aug 2118.7019.30$19.003.2%600.5120

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 536.8%, max 1162.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$277.50Jul 17Jul 24481.6%40.9%1077.9%679
$270.00Jul 17Aug 21470.6%45.1%942.4%3461.4K
$280.00Jul 17Aug 21448.6%44.3%912.7%72935
$250.00Jul 17Aug 21475.9%47.6%900.0%41622
$260.00Jul 17Aug 21446.1%45.8%874.5%22.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$267.50Jul 17Jul 31612.4%48.5%1162.0%3459
$257.50Jul 17Jul 24743.2%62.1%1097.3%170
$262.50Jul 17Jul 24677.7%57.2%1084.0%454
$247.50Jul 17Jul 24875.6%74.1%1081.7%--215
$277.50Jul 17Jul 24481.6%40.9%1077.9%488

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 123 found (best R:R 49.00, avg 5.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$350.00Jul 24$0.10$4.90$0.1049.00$345.10
$340.00$345.00Jul 24$0.12$4.88$0.1240.67$340.12
$317.50$320.00Jul 17$0.12$2.38$0.1219.83$317.62
$330.00$332.50Jul 24$0.12$2.38$0.1219.83$330.12
$332.50$340.00Jul 24$0.43$7.07$0.4316.44$332.93
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$250.00Jul 31$0.17$4.83$0.1728.41$254.83
$260.00$255.00Aug 7$0.22$4.78$0.2221.73$259.78
$297.50$295.00Jul 17$0.12$2.38$0.1219.83$297.38
$302.50$300.00Jul 17$0.12$2.38$0.1219.83$302.38
$280.00$277.50Jul 24$0.12$2.38$0.1219.83$279.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 160 found (best R:R 32.33, avg 2.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$255.00$260.00Jul 31$4.85$4.85$0.1532.33$259.85
$275.00$280.00Aug 7$4.80$4.80$0.2024.00$279.80
$265.00$270.00Jul 24$4.75$4.75$0.2519.00$269.75
$250.00$270.00Aug 7$18.95$18.95$1.0518.05$268.95
$265.00$267.50Jul 17$2.35$2.35$0.1515.67$267.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$307.50Jul 17$1.92$1.92$0.583.31$308.08
$360.00$310.00Aug 21$37.55$37.55$12.453.02$322.45
$345.00$305.00Jul 31$29.65$29.65$10.352.86$315.35
$335.00$305.00Aug 14$19.75$19.75$10.251.93$315.25
$315.00$305.00Jul 24$5.70$5.70$4.301.33$309.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $2.35, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$350.00Jul 17Jul 24$0.20323.6%49.2%
$345.00Jul 17Jul 24$0.23347.8%47.8%
$250.00Jul 17Jul 24$0.25475.9%71.1%
$260.00Jul 17Jul 24$0.30446.1%59.1%
$265.00Jul 17Jul 24$0.35441.1%56.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Jul 17Jul 24$0.12492.4%65.1%
$260.00Jul 17Jul 24$0.12446.1%59.1%
$265.00Jul 17Jul 24$0.13441.1%56.1%
$250.00Jul 17Jul 24$0.17475.9%71.1%
$275.00Jul 17Jul 24$0.30268.4%45.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 77 found (cheapest 0.83% of stock, avg 10.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$307.50Jul 17$0.55$1.98$2.53$304.97$310.030.83%
$305.00Jul 17$1.92$0.98$2.90$302.10$307.900.95%
$310.00Jul 17$0.18$3.90$4.08$305.92$314.081.33%
$302.50Jul 17$4.00$0.25$4.25$298.25$306.751.39%
$300.00Jul 17$6.40$0.13$6.53$293.47$306.532.13%
$297.50Jul 17$8.85$0.15$9.00$288.50$306.502.94%
$295.00Jul 17$11.45$0.03$11.48$283.52$306.483.75%
$305.00Jul 24$7.85$6.20$14.05$290.95$319.054.59%
$302.50Jul 24$9.25$5.05$14.30$288.20$316.804.67%
$292.50Jul 17$13.90$0.45$14.35$278.15$306.854.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 0.13% of stock, avg 4.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$302.50Jul 17$0.15$0.25$0.40$302.10$312.90
$315.00$302.50Jul 17$0.15$0.25$0.40$302.10$315.40
$310.00$302.50Jul 17$0.18$0.25$0.43$302.07$310.43
$312.50$292.50Jul 17$0.15$0.45$0.60$291.90$313.10
$315.00$292.50Jul 17$0.15$0.45$0.60$291.90$315.60
$310.00$292.50Jul 17$0.18$0.45$0.63$291.87$310.63
$307.50$302.50Jul 17$0.55$0.25$0.80$301.70$308.30
$307.50$292.50Jul 17$0.55$0.45$1.00$291.50$308.50
$312.50$305.00Jul 17$0.15$0.98$1.13$303.87$313.63
$315.00$305.00Jul 17$0.15$0.98$1.13$303.87$316.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 165 found (best R:R 24.00, avg credit $4.50)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
270/272280/282Jul 24$2.40$0.1024.00$270.10$282.40
280/282285/290Jul 31$4.80$0.2024.00$277.70$289.80
260/265270/275Jul 31$4.75$0.2519.00$260.25$274.75
295/300315/320Aug 14$4.70$0.3015.67$295.30$319.70
250/255265/270Jul 31$4.67$0.3314.15$250.33$269.67
250/255270/275Jul 31$4.67$0.3314.15$250.33$274.67
265/268270/275Jul 31$4.65$0.3513.29$262.85$274.65
295/300305/310Aug 14$4.65$0.3513.29$295.35$309.65
260/265275/280Jul 31$4.60$0.4011.50$260.40$279.60
260/265285/290Jul 31$4.55$0.4510.11$260.45$289.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 49.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$260.00$265.00Jul 24$0.10$4.9049.00
$250.00$255.00$260.00Jul 31$0.10$4.9049.00
$285.00$290.00$295.00Aug 14$0.10$4.9049.00
$290.00$295.00$300.00Aug 14$0.10$4.9049.00
$270.00$275.00$280.00Jul 31$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$270.00$280.00Aug 7$0.22$9.7844.45
$285.00$290.00$295.00Jul 31$0.13$4.8737.46
$287.50$290.00$292.50Jul 24$0.07$2.4334.71
$255.00$260.00$265.00Jul 31$0.15$4.8532.33
$270.00$275.00$280.00Aug 14$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. 122 found (best net $-2.85, 99 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$320.001:2Aug 28-$2.85$17.15
$330.00$345.001:2Aug 7-$0.80$14.20
$350.00$360.001:2Jul 17-$0.03$9.97
$340.00$350.001:2Jul 31-$0.06$9.94
$330.00$340.001:2Jul 31-$0.45$9.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$255.001:2Aug 28-$0.15$14.85
$265.00$255.001:2Aug 14-$0.08$9.92
$315.00$305.001:2Jul 24-$0.50$9.50
$260.00$250.001:2Aug 21-$0.72$9.28
$270.00$260.001:2Aug 21-$0.96$9.04

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 4.86%, avg 1.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Aug 21$14.900.481.2%4.86%6.07%108461
$310.00Aug 14$12.200.471.2%3.98%5.19%332
$315.00Aug 14$11.000.432.8%3.59%6.43%317
$320.00Aug 21$11.000.404.5%3.59%8.06%1502.5K
$320.00Aug 28$10.900.404.5%3.56%8.03%--12
$307.50Jul 31$10.300.490.4%3.36%3.75%23
$310.00Aug 7$9.800.471.2%3.20%4.41%5304
$310.00Jul 31$9.500.461.2%3.10%4.31%36181
$315.00Aug 7$9.100.412.8%2.97%5.81%5408
$330.00Aug 21$8.000.327.7%2.61%10.35%24321

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 3,768
Total Puts 1,784
Put/Call Ratio 0.47
Net Difference 1,984

Prior's Put/Call Breakdown

Total Calls 3,303
Total Puts 11,880
Put/Call Ratio 3.60
Net Difference -8,577

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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