Tour v345
VLO
VALERO ENERGY CORP N
$307.23 +2.32%
7/17 15:02

Option Volume

Detail
Current (07/17 3:00pm) 7,286
Calls: 4,805 (66%)
Puts: 2,481 (34%)
Prior (07/16) 15,743
Calls: 3,592 (23%)
Puts: 12,151 (77%)
Current vs Prior -53.72%
Calls: +33.77% (Calls)
Puts: -79.58% (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 -41.82%
Calls: -39.15%
Puts: -46.37%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17 3:00pm) $11.51M
Calls: $9.54M (83%)
Puts: $1.97M (17%)
Prior (07/16) $18.54M
Calls: $4.55M (25%)
Puts: $13.99M (75%)
Current vs Prior -37.90%
Calls: +109.57%
Puts: -85.90%
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 -22.10%
Calls: -9.94%
Puts: -52.88%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17 3:00pm) 0.52
Prior (07/16) 3.38
Current vs Prior -84.74%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -36.90%
Sentiment BULLISH

Open Interest

Detail
Current (07/17 3:00pm) 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 0.95% | 5.03%0.95% | 12.84%
Prior 2.50% | 5.28%2.50% | 13.07%
Current vs Prior -61.82% | -4.74%-61.82% | -1.77%
Prior 7-Day Avg 3.78% | 6.11%4.51% | 13.48%
Current vs 7-Day Avg -74.79% | -17.72%-78.85% | -4.74%
Prior 7-Day Eod 2.50% | 5.28%2.50% | 13.07%
Current vs 7-Day Eod -61.82% | -4.74%-61.82% | -1.77%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 54.17% | 8.41%
Calls: 41.67% | 8.38%
Puts: 66.67% | 8.45%
Prior 35.58% | 9.46%
Calls: 41.27% | 9.27%
Puts: 29.89% | 9.64%
Current vs Prior +52.25% | -11.10%
Prior 7-Day Avg 23.20% | 12.02%
Calls: 21.39% | 11.37%
Puts: 25.02% | 12.65%
Current vs 7-Day Avg +133.48% | -30.01%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($9.54M) vs puts ($1.97M). Below-average activity with volume down 54% vs prior. Bullish P/C ratio of 0.52. P/C ratio dropping 85% - 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 NEUTRAL
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
15:00BULLISHBULLISHBULLISH
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 88 of results (avg 6.7%, best 1.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2158.1059.00$58.551.5%20.92114
$280.00Aug 2133.0033.70$33.352.1%150.76240
$270.00Jul 1736.9037.70$37.302.1%3510.951.1K
$300.00Aug 2120.4021.10$20.753.4%580.58692
$270.00Aug 2140.0041.40$40.703.4%50.84288
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2118.4019.00$18.703.2%680.5120
$300.00Aug 2113.3013.80$13.553.7%260.4153
$360.00Aug 2155.5057.80$56.654.1%--0.8530
$345.00Jul 3139.2041.70$40.456.2%10.892
$305.00Aug 1414.0014.90$14.456.2%10.461

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. 91 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 3155.7058.80$57.255.4%31.0047
$255.00Jul 3150.9054.00$52.455.9%--1.0017
$250.00Jul 1755.5057.80$56.654.1%411.00508
$275.00Jul 1730.3032.50$31.407.0%340.99569
$255.00Jul 1750.3053.00$51.655.2%10.9926
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Jul 172.454.20$3.3352.6%70.94--
$345.00Jul 3139.2041.70$40.456.2%10.892
$360.00Aug 2155.5057.80$56.654.1%--0.8530
$335.00Aug 1433.1035.30$34.206.4%40.74--
$315.00Jul 2411.2012.00$11.606.9%50.65--

Most actively traded options today. High liquidity = easy entry/exit. 191 active (total vol 5.7K, top 422)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Jul 171.802.75$2.2841.7%4220.83105
$310.00Aug 2115.5016.10$15.803.8%3660.49461
$270.00Jul 1736.9037.70$37.302.1%3510.951.1K
$300.00Jul 176.408.00$7.2022.2%2300.942.0K
$265.00Jul 1740.3042.70$41.505.8%2100.97284
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 219.209.90$9.557.3%3670.32372
$305.00Jul 245.706.20$5.958.4%3330.4423
$300.00Jul 317.808.60$8.209.8%1280.3966
$282.50Jul 312.453.10$2.7823.4%1190.1735
$287.50Jul 313.504.20$3.8518.2%1090.239

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 795.3%, max 1537.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Jul 17Aug 21693.9%44.9%1446.7%3561.4K
$280.00Jul 17Aug 21631.8%44.8%1311.2%93935
$265.00Jul 17Aug 14668.4%48.0%1292.4%210296
$250.00Jul 17Aug 21660.8%48.0%1275.4%43622
$282.50Jul 17Jul 24587.0%42.7%1274.1%652
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$257.50Jul 17Jul 241031.7%63.0%1537.9%170
$262.50Jul 17Jul 24942.6%58.2%1520.8%454
$247.50Jul 17Jul 241211.7%75.0%1515.2%--215
$270.00Jul 17Aug 28693.9%43.2%1506.3%2206
$272.50Jul 17Jul 24765.4%47.9%1497.2%541

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 127 found (best R:R 28.41, avg 4.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$317.50$320.00Jul 17$0.12$2.38$0.1219.83$317.62
$332.50$340.00Jul 24$0.42$7.08$0.4216.86$332.92
$345.00$350.00Jul 24$0.34$4.66$0.3413.71$345.34
$330.00$332.50Jul 24$0.18$2.32$0.1812.89$330.18
$340.00$350.00Jul 31$0.73$9.27$0.7312.70$340.73
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$250.00Jul 31$0.17$4.83$0.1728.41$254.83
$255.00$250.00Aug 7$0.17$4.83$0.1728.41$254.83
$260.00$255.00Aug 7$0.22$4.78$0.2221.73$259.78
$265.00$260.00Jul 31$0.23$4.77$0.2320.74$264.77
$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. 167 found (best R:R 32.33, avg 2.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$265.00Jul 31$4.85$4.85$0.1532.33$264.85
$260.00$265.00Jul 24$4.80$4.80$0.2024.00$264.80
$250.00$255.00Jul 31$4.80$4.80$0.2024.00$254.80
$250.00$260.00Aug 21$9.55$9.55$0.4521.22$259.55
$255.00$260.00Jul 31$4.75$4.75$0.2519.00$259.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$310.00Aug 21$37.95$37.95$12.053.15$322.05
$345.00$305.00Jul 31$30.00$30.00$10.003.00$315.00
$335.00$305.00Aug 14$19.75$19.75$10.251.93$315.25
$315.00$305.00Jul 24$5.65$5.65$4.351.30$309.35
$310.00$300.00Aug 21$5.15$5.15$4.851.06$304.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $2.41, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Jul 17Jul 24$0.15621.6%60.0%
$255.00Jul 17Jul 24$0.20684.6%66.0%
$350.00Jul 17Jul 24$0.20429.4%48.6%
$250.00Jul 17Jul 24$0.25660.8%72.0%
$340.00Jul 17Jul 24$0.45343.7%45.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Jul 17Jul 24$0.10621.6%60.0%
$277.50Jul 17Jul 24$0.10448.3%41.1%
$255.00Jul 17Jul 24$0.12684.6%66.0%
$250.00Jul 17Jul 24$0.17660.8%72.0%
$275.00Jul 17Jul 24$0.17377.6%42.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 78 found (cheapest 0.37% of stock, avg 10.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$307.50Jul 17$0.48$0.65$1.13$306.37$308.630.37%
$305.00Jul 17$2.28$0.23$2.51$302.49$307.510.82%
$310.00Jul 17$0.13$3.33$3.46$306.54$313.461.13%
$302.50Jul 17$4.55$0.25$4.80$297.70$307.301.56%
$300.00Jul 17$7.20$0.13$7.33$292.67$307.332.39%
$297.50Jul 17$9.00$0.15$9.15$288.35$306.652.98%
$295.00Jul 17$11.85$0.13$11.98$283.02$306.983.90%
$305.00Jul 24$8.35$5.95$14.30$290.70$319.304.65%
$302.50Jul 24$9.75$4.85$14.60$287.90$317.104.75%
$300.00Jul 24$11.15$3.95$15.10$284.90$315.104.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.12% of stock, avg 4.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$305.00Jul 17$0.13$0.23$0.36$304.64$310.36
$310.00$302.50Jul 17$0.13$0.25$0.38$302.12$310.38
$312.50$305.00Jul 17$0.15$0.23$0.38$304.62$312.88
$315.00$305.00Jul 17$0.15$0.23$0.38$304.62$315.38
$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
$307.50$305.00Jul 17$0.48$0.23$0.71$304.29$308.21
$307.50$302.50Jul 17$0.48$0.25$0.73$301.77$308.23
$310.00$292.50Jul 17$0.13$1.08$1.21$291.29$311.21
$310.00$282.50Jul 17$0.13$1.08$1.21$281.29$311.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 192 found (best R:R 40.67, avg credit $4.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
275/280285/290Jul 31$4.88$0.1240.67$275.12$289.88
290/295305/310Aug 7$4.85$0.1532.33$290.15$309.85
260/265270/275Jul 31$4.83$0.1728.41$260.17$274.83
250/255270/275Jul 31$4.77$0.2320.74$250.23$274.77
265/268270/275Jul 31$4.77$0.2320.74$262.73$274.77
250/255265/270Jul 31$4.72$0.2816.86$250.28$269.72
260/265280/285Jul 31$4.68$0.3214.63$260.32$284.68
270/275285/290Jul 31$4.67$0.3314.15$270.33$289.67
280/282285/290Jul 31$4.65$0.3513.29$277.85$289.65
268/270280/285Jul 31$4.63$0.3712.51$265.37$284.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 99 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$280.00$290.00Aug 21$0.10$9.9099.00
$260.00$262.50$265.00Jul 17$0.05$2.4549.00
$270.00$272.50$275.00Jul 24$0.05$2.4549.00
$302.50$305.00$307.50Jul 24$0.05$2.4549.00
$320.00$330.00$340.00Aug 21$0.25$9.7539.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$275.00$280.00Aug 14$0.08$4.9261.50
$260.00$270.00$280.00Aug 7$0.17$9.8357.82
$287.50$290.00$292.50Jul 31$0.05$2.4549.00
$255.00$260.00$265.00Jul 31$0.13$4.8737.46
$257.50$260.00$262.50Jul 24$0.07$2.4334.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 123 found (best net $-0.20, 101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Jul 17-$0.03$9.97
$340.00$350.001:2Jul 31-$0.29$9.71
$330.00$340.001:2Jul 31-$0.30$9.70
$265.00$285.001:2Aug 14-$11.70$8.30
$350.00$360.001:2Aug 21-$2.00$8.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$255.001:2Aug 28-$0.20$14.80
$265.00$255.001:2Aug 14-$0.08$9.92
$315.00$305.001:2Jul 24-$0.30$9.70
$260.00$250.001:2Aug 21-$0.75$9.25
$280.00$270.001:2Aug 7-$1.05$8.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 5.53%, avg 1.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Aug 28$17.000.500.9%5.53%6.43%17
$310.00Aug 21$15.500.490.9%5.05%5.95%366461
$310.00Aug 14$13.600.490.9%4.43%5.33%2332
$320.00Aug 28$11.600.414.2%3.78%7.93%--12
$315.00Aug 14$11.500.442.5%3.74%6.27%317
$320.00Aug 21$11.500.404.2%3.74%7.90%1512.5K
$307.50Jul 31$10.700.500.1%3.48%3.57%53
$310.00Aug 7$10.200.480.9%3.32%4.22%5304
$310.00Jul 31$9.600.470.9%3.12%4.03%77181
$325.00Aug 28$9.600.375.8%3.12%8.91%33

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 4,805
Total Puts 2,481
Put/Call Ratio 0.52
Net Difference 2,324

Prior's Put/Call Breakdown

Total Calls 3,592
Total Puts 12,151
Put/Call Ratio 3.38
Net Difference -8,559

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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