Tour v346
VLO
VALERO ENERGY CORP N
$309.65 +3.13%
$310.05 (+0.13%)🌙
as of 07/17 06:06 PM
7/17 18:06

Option Volume

Detail
Current (07/17) 9,634
Calls: 6,662 (69%)
Puts: 2,972 (31%)
Prior (07/16) 18,744
Calls: 5,713 (30%)
Puts: 13,031 (70%)
Current vs Prior -48.60%
Calls: +16.61% (Calls)
Puts: -77.19% (Puts)
Prior 7-Day Total 85,579
Calls: 53,420 (62%)
Puts: 32,159 (38%)
Prior 7-Day Average 12,225
Calls: 7,631 (62%)
Puts: 4,594 (38%)
Current vs Prior 7-Day Avg -21.20%
Calls: -12.70%
Puts: -35.31%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $14.84M
Calls: $12.78M (86%)
Puts: $2.06M (14%)
Prior (07/16) $22.02M
Calls: $7.92M (36%)
Puts: $14.09M (64%)
Current vs Prior -32.61%
Calls: +61.28%
Puts: -85.40%
Prior 7-Day Total $102.67M
Calls: $73.32M (71%)
Puts: $29.34M (29%)
Prior 7-Day Average $14.67M
Calls: $10.47M (71%)
Puts: $4.19M (29%)
Current vs Prior 7-Day Avg +1.16%
Calls: +22.00%
Puts: -50.92%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.45
Prior (07/16) 2.28
Current vs Prior -80.44%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg -42.51%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 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 626,708
Calls: 366,248 (58%)
Puts: 260,460 (42%)
Prior 7-Day Average 89,529
Calls: 52,321 (58%)
Puts: 37,208 (42%)
Current vs Prior 7-Day Avg +48.37%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.20% | 4.96%1.20% | 12.87%
Prior 2.50% | 5.28%2.50% | 13.07%
Current vs Prior +98.46% | +48.97%-52.03% | -1.55%
Prior 7-Day Avg 3.58% | 5.90%4.30% | 13.49%
Current vs 7-Day Avg +38.55% | +33.23%-72.14% | -4.59%
Prior 7-Day Eod 2.50% | 5.28%2.50% | 13.07%
Current vs 7-Day Eod +98.46% | +48.97%-52.03% | -1.55%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.21% | 7.00%
Calls: 9.64% | 6.40%
Puts: 12.77% | 7.59%
Prior 35.58% | 9.46%
Calls: 41.27% | 9.27%
Puts: 29.89% | 9.64%
Current vs Prior -68.49% | -26.00%
Prior 7-Day Avg 22.88% | 13.07%
Calls: 21.40% | 12.71%
Puts: 24.36% | 13.43%
Current vs 7-Day Avg -51.00% | -46.45%
Liquidity Pricy
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($12.78M) vs puts ($2.06M). Below-average activity with volume down 49% vs prior. Extreme bullish P/C ratio of 0.45 - heavy call buying (6,662 calls vs 2,972 puts). P/C ratio dropping 80% - 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

📈 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 81 of results (avg 6.9%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2121.9022.70$22.303.6%720.61692
$300.00Aug 1420.2021.00$20.603.9%100.6122
$265.00Jul 1743.5045.30$44.404.1%2110.93284
$250.00Aug 2159.1061.70$60.404.3%20.93114
$250.00Jul 2458.0060.60$59.304.4%--0.9817
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 2117.2017.90$17.554.0%730.4820
$300.00Aug 2112.4013.00$12.704.7%280.3953
$360.00Aug 2153.2056.10$54.655.3%--0.8430
$305.00Aug 1413.1014.10$13.607.4%10.441
$345.00Jul 3136.6039.50$38.057.6%10.862

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. 97 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 1757.7060.50$59.104.7%411.00508
$255.00Jul 1752.6055.50$54.055.4%11.0026
$275.00Jul 1732.6035.80$34.209.4%351.00569
$277.50Jul 1730.1033.30$31.7010.1%121.0015
$285.00Jul 1722.7025.40$24.0511.2%181.00484
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$345.00Jul 3136.6039.50$38.057.6%10.862
$360.00Aug 2153.2056.10$54.655.3%--0.8430
$310.00Jul 170.152.60$1.38177.5%120.77--
$335.00Aug 1431.0033.70$32.358.3%40.73--
$315.00Jul 249.4010.40$9.9010.1%100.60--

Most actively traded options today. High liquidity = easy entry/exit. 214 active (total vol 7.8K, top 461)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 2412.5013.30$12.906.2%4610.721.5K
$305.00Jul 174.005.20$4.6026.1%4341.00105
$310.00Aug 2116.7017.60$17.155.2%4100.52461
$315.00Jul 244.605.20$4.9012.2%4060.40724
$270.00Jul 1737.6040.40$39.007.2%3610.941.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Jul 244.605.20$4.9012.2%4330.3823
$290.00Aug 218.509.30$8.909.0%3710.30372
$300.00Jul 316.907.70$7.3011.0%1290.3666
$282.50Jul 312.002.90$2.4536.7%1190.1635
$287.50Jul 312.403.80$3.1045.2%1090.209

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 55 strikes (avg 1432.5%, max 3301.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 211589.8%48.2%3199.9%43622
$265.00Jul 17Aug 281425.7%46.4%2969.8%212292
$260.00Jul 17Aug 211365.5%46.3%2847.0%72.3K
$270.00Jul 17Aug 211242.8%45.4%2638.7%3671.4K
$255.00Jul 17Aug 281084.5%45.8%2265.9%227
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 281589.8%46.7%3301.3%--587
$265.00Jul 17Aug 281425.7%46.4%2969.8%40292
$260.00Jul 17Aug 281365.5%47.4%2780.2%2382
$270.00Jul 17Aug 281242.8%43.8%2735.3%3206
$267.50Jul 17Jul 311357.4%48.0%2726.0%27459

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 134 found (best R:R 37.46, avg 5.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$350.00Aug 7$0.15$4.85$0.1532.33$345.15
$340.00$350.00Jul 31$0.32$9.68$0.3230.25$340.32
$310.00$312.50Jul 17$0.10$2.40$0.1024.00$310.10
$340.00$345.00Jul 24$0.20$4.80$0.2024.00$340.20
$335.00$340.00Jul 24$0.32$4.68$0.3214.63$335.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$260.00$255.00Aug 7$0.13$4.87$0.1337.46$259.87
$277.50$275.00Jul 17$0.12$2.38$0.1219.83$277.38
$265.00$260.00Jul 31$0.25$4.75$0.2519.00$264.75
$262.50$260.00Jul 24$0.13$2.37$0.1318.23$262.37
$270.00$267.50Jul 24$0.13$2.37$0.1318.23$269.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 179 found (best R:R 24.00, avg 2.13)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$252.50Jul 17$2.40$2.40$0.1024.00$252.40
$270.00$275.00Jul 17$4.80$4.80$0.2024.00$274.80
$265.00$270.00Jul 31$4.75$4.75$0.2519.00$269.75
$250.00$270.00Aug 7$18.90$18.90$1.1017.18$268.90
$280.00$282.50Jul 24$2.35$2.35$0.1515.67$282.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$310.00Aug 21$37.10$37.10$12.902.88$322.90
$345.00$305.00Jul 31$28.65$28.65$11.352.52$316.35
$335.00$305.00Aug 14$18.75$18.75$11.251.67$316.25
$315.00$307.50Jul 24$4.00$4.00$3.501.14$311.00
$310.00$300.00Aug 21$4.85$4.85$5.150.94$305.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $2.44, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Jul 17Jul 24$0.101365.5%63.1%
$280.00Jul 17Jul 24$0.10842.8%44.5%
$275.00Jul 17Jul 24$0.15608.3%43.3%
$250.00Jul 17Jul 24$0.201589.8%75.1%
$255.00Jul 17Jul 24$0.251084.5%73.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$275.00Jul 17Jul 24$0.12608.3%43.3%
$255.00Jul 17Jul 24$0.221084.5%73.6%
$292.50Jul 17Jul 24$0.25665.5%40.5%
$285.00Jul 17Jul 24$0.45508.1%41.1%
$295.00Jul 17Jul 24$0.84592.8%41.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 85 found (cheapest 0.53% of stock, avg 11.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$310.00Jul 17$0.25$1.38$1.63$308.37$311.630.53%
$307.50Jul 17$2.33$0.83$3.16$304.34$310.661.02%
$305.00Jul 17$4.60$0.20$4.80$300.20$309.801.55%
$302.50Jul 17$6.60$0.25$6.85$295.65$309.352.21%
$300.00Jul 17$9.95$0.20$10.15$289.85$310.153.28%
$297.50Jul 17$11.85$0.53$12.38$285.12$309.884.00%
$307.50Jul 24$8.30$5.90$14.20$293.30$321.704.59%
$305.00Jul 24$9.70$4.90$14.60$290.40$319.604.72%
$315.00Jul 24$4.90$9.90$14.80$300.20$329.804.78%
$302.50Jul 24$11.15$3.95$15.10$287.40$317.604.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.11% of stock, avg 4.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$305.00Jul 17$0.15$0.20$0.35$304.65$312.85
$310.00$305.00Jul 17$0.25$0.20$0.45$304.55$310.45
$315.00$305.00Jul 17$0.25$0.20$0.45$304.55$315.45
$312.50$307.50Jul 17$0.15$0.83$0.98$306.52$313.48
$310.00$307.50Jul 17$0.25$0.83$1.08$306.42$311.08
$315.00$307.50Jul 17$0.25$0.83$1.08$306.42$316.08
$317.50$305.00Jul 17$1.05$0.20$1.25$303.75$318.75
$312.50$295.00Jul 17$0.15$1.08$1.23$293.77$313.73
$312.50$292.50Jul 17$0.15$1.08$1.23$291.27$313.73
$312.50$287.50Jul 17$0.15$1.08$1.23$286.27$313.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 199 found (best R:R 49.00, avg credit $4.47)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
300/305315/320Aug 14$4.90$0.1049.00$300.10$319.90
260/265270/275Jul 31$4.85$0.1532.33$260.15$274.85
268/270275/280Jul 31$4.80$0.2024.00$265.20$279.80
260/262275/278Jul 24$2.38$0.1219.83$260.12$277.38
268/270275/278Jul 24$2.38$0.1219.83$267.62$277.38
260/265275/280Jul 31$4.70$0.3015.67$260.30$279.70
268/270295/298Jul 31$2.35$0.1515.67$267.65$297.35
290/295305/310Aug 28$4.70$0.3015.67$290.30$309.70
285/290300/305Aug 7$4.65$0.3513.29$285.35$304.65
290/295305/310Aug 7$4.65$0.3513.29$290.35$309.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 119 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Jul 24$0.05$4.9599.00
$270.00$275.00$280.00Aug 7$0.05$4.9599.00
$350.00$360.00$370.00Aug 21$0.13$9.8775.92
$290.00$300.00$310.00Aug 21$0.15$9.8565.67
$252.50$255.00$257.50Jul 17$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Jul 31$0.07$4.9370.43
$302.50$305.00$307.50Jul 24$0.05$2.4549.00
$255.00$260.00$265.00Jul 31$0.15$4.8532.33
$290.00$295.00$300.00Aug 14$0.15$4.8532.33
$270.00$275.00$280.00Jul 31$0.28$4.7216.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 124 found (best net $-1.55, 105 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Jul 17-$0.03$9.97
$360.00$370.001:2Jul 17-$0.03$9.97
$360.00$370.001:2Aug 21-$1.11$8.89
$340.00$350.001:2Jul 31-$1.31$8.69
$350.00$360.001:2Aug 21-$2.10$7.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$275.001:2Aug 28-$1.55$13.45
$270.00$260.001:2Aug 7-$0.01$9.99
$260.00$250.001:2Aug 21-$0.66$9.34
$270.00$260.001:2Aug 21-$0.90$9.10
$280.00$270.001:2Aug 21-$1.45$8.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 5.81%, avg 1.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Aug 28$18.000.520.1%5.81%5.93%17
$310.00Aug 21$16.700.520.1%5.39%5.51%410461
$310.00Aug 14$15.000.510.1%4.84%4.96%3232
$315.00Aug 14$12.800.461.7%4.13%5.86%317
$320.00Aug 21$12.500.433.3%4.04%7.38%1902.5K
$320.00Aug 28$12.400.433.3%4.00%7.35%--12
$310.00Aug 7$11.500.500.1%3.71%3.83%5304
$310.00Jul 31$10.800.510.1%3.49%3.60%93181
$325.00Aug 28$10.600.395.0%3.42%8.38%33
$315.00Aug 7$10.400.451.7%3.36%5.09%5408

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 6,662
Total Puts 2,972
Put/Call Ratio 0.45
Net Difference 3,690

Prior's Put/Call Breakdown

Total Calls 5,713
Total Puts 13,031
Put/Call Ratio 2.28
Net Difference -7,318

Prior 7-Day Put/Call Summary

Total Calls 53,420
Total Puts 32,159
Average Put/Call Ratio 0.78
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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