v116
VLO
VALERO ENERGY CORP N
$244.82 -0.01%
5/29 18:03

Option Volume

Detail
Current (05/29) 4,023
Calls: 2,507 (62%)
Puts: 1,516 (38%)
Prior (05/26) 5,644
Calls: 3,831 (68%)
Puts: 1,813 (32%)
Current vs Prior -28.72%
Calls: -34.56% (Calls)
Puts: -16.38% (Puts)
Prior 7-Day Total 98,688
Calls: 77,526 (79%)
Puts: 21,162 (21%)
Prior 7-Day Average 14,098
Calls: 11,075 (79%)
Puts: 3,023 (21%)
Current vs Prior 7-Day Avg -71.46%
Calls: -77.36%
Puts: -49.85%
Sentiment BULLISH

Dollar Volume

Detail
Current (05/29) $2.58M
Calls: $1.69M (65%)
Puts: $894.5K (35%)
Prior (05/26) $3.96M
Calls: $2.34M (59%)
Puts: $1.62M (41%)
Current vs Prior -34.83%
Calls: -27.99%
Puts: -44.74%
Prior 7-Day Total $267.92M
Calls: $252.12M (94%)
Puts: $15.80M (6%)
Prior 7-Day Average $38.27M
Calls: $36.02M (94%)
Puts: $2.26M (6%)
Current vs Prior 7-Day Avg -93.25%
Calls: -95.31%
Puts: -60.37%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (05/29) 0.60
Prior (05/26) 0.47
Current vs Prior +27.78%
Prior 7-Day Average 0.39
Current vs Prior 7-Day Avg +54.40%
Sentiment BULLISH

Open Interest

Detail
Current (05/29) 115,530
Calls: 68,112 (59%)
Puts: 47,418 (41%)
Prior (05/26) 109,761
Calls: 63,220 (58%)
Puts: 46,541 (42%)
Current vs Prior +5.26%
Prior 7-Day Total 839,778
Calls: 506,981 (60%)
Puts: 332,797 (40%)
Prior 7-Day Average 119,968
Calls: 72,425 (60%)
Puts: 47,542 (40%)
Current vs Prior 7-Day Avg -3.70%
Sentiment BEARISH

Expected Move

Detail
Expiry (05/29) | Next (06/05)Expiry (06/18) | Next (07/17)
Current 1.25% | 5.37%8.37% | 14.05%
Prior 4.16% | 6.50%-- | --
Current vs Prior +29.04% | +12.44%-- | --
Prior 7-Day Avg 3.90% | 6.17%-- | --
Current vs 7-Day Avg +37.87% | +18.59%-- | --
Prior 7-Day Eod 4.16% | 6.50%-- | --
Current vs 7-Day Eod +29.04% | +12.44%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 16.03% | 20.72%
Calls: 15.38% | 28.27%
Puts: 16.67% | 13.17%
Prior 18.89% | 8.89%
Calls: 19.23% | 10.00%
Puts: 18.56% | 7.79%
Current vs Prior -15.14% | +133.07%
Prior 7-Day Avg 31.88% | 12.43%
Calls: 26.12% | 13.24%
Puts: 37.64% | 11.62%
Current vs 7-Day Avg -49.72% | +66.73%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($1.69M). Bullish P/C ratio of 0.60.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 4 of results (avg 8.1%, best 6.8%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jun 1844.2047.30$45.756.8%--0.9674
$250.00Jun 125.906.40$6.158.1%20.4243
$240.00Jun 2613.6014.80$14.208.5%--0.5938
$210.00Jun 1834.5037.70$36.108.9%50.94466
PUTS (0)
No puts meet the criteria

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. 46 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jun 1844.2047.30$45.756.8%--0.9674
$210.00Jun 1834.5037.70$36.108.9%50.94466
$220.00Jun 1825.6028.70$27.1511.4%--0.88703
$242.50May 291.004.10$2.55121.6%110.8382
$235.00May 298.4011.60$10.0032.0%30.8230
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00May 293.306.50$4.9065.3%111.0065
$257.50May 2910.8014.00$12.4025.8%--0.9010
$252.50May 295.809.00$7.4043.2%10.8418
$260.00Jun 514.6017.20$15.9016.4%--0.8312
$270.00Jun 1825.3028.50$26.9011.9%--0.82667

Most actively traded options today. High liquidity = easy entry/exit. 125 active (total vol 3.2K, top 296)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$252.50Jun 52.453.50$2.9835.2%2960.3252
$247.50May 290.000.80$0.40200.0%2450.22378
$250.00Jun 53.604.50$4.0522.2%1290.39279
$240.00May 293.606.50$5.0557.4%1280.76134
$250.00May 290.000.05$0.03166.7%1030.03452
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$222.50Jun 50.100.80$0.45155.6%1210.0623
$242.50May 290.000.45$0.23195.7%1020.1752
$232.50May 290.002.15$1.08199.1%820.15250
$245.00Jun 188.6010.40$9.5018.9%710.4791
$245.00May 290.050.95$0.50180.0%690.53195

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 1434.2%, max 3903.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$285.00May 29Jun 181441.6%43.3%3227.2%--57
$280.00May 29Jul 101316.4%43.5%2928.7%225
$275.00May 29Jul 21185.7%41.2%2778.3%394
$272.50May 29Jun 51118.1%49.7%2149.1%172
$265.00May 29Jul 2904.1%41.4%2084.3%6142
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$205.00May 29Jul 21696.3%42.4%3903.8%147
$210.00May 29Jul 101516.6%41.2%3585.1%161
$200.00May 29Jun 181877.3%52.8%3455.4%11628
$215.00May 29Jun 261337.6%39.6%3281.7%1262
$220.00May 29Jun 26964.7%39.0%2371.0%190

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 112 found (best R:R 65.67, avg 5.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$285.00$290.00Jun 18$0.13$4.87$0.1337.46$285.13
$252.50$255.00May 29$0.12$2.38$0.1219.83$252.62
$272.50$275.00Jun 5$0.12$2.38$0.1219.83$272.62
$270.00$280.00Jun 12$0.53$9.47$0.5317.87$270.53
$265.00$270.00Jun 12$0.27$4.73$0.2717.52$265.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$210.00$200.00Jun 12$0.15$9.85$0.1565.67$209.85
$210.00$205.00Jun 18$0.15$4.85$0.1532.33$209.85
$210.00$205.00Jun 26$0.15$4.85$0.1532.33$209.85
$225.00$222.50Jun 5$0.12$2.38$0.1219.83$224.88
$230.00$227.50Jun 5$0.16$2.34$0.1614.62$229.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 130 found (best R:R 27.57, avg 1.17)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$200.00$210.00Jun 18$9.65$9.65$0.3527.57$209.65
$210.00$220.00Jun 18$8.95$8.95$1.058.52$218.95
$242.50$245.00May 29$2.10$2.10$0.405.25$244.60
$235.00$237.50Jun 5$2.00$2.00$0.504.00$237.00
$220.00$230.00Jun 18$7.75$7.75$2.253.44$227.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$257.50Jun 18$2.20$2.20$0.307.33$257.80
$250.00$247.50Jun 5$2.15$2.15$0.356.14$247.85
$260.00$255.00Jun 12$4.10$4.10$0.904.56$255.90
$262.50$260.00Jun 18$1.95$1.95$0.553.55$260.55
$247.50$245.00May 29$1.92$1.92$0.583.31$245.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $2.57, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$267.50May 29Jun 5$0.12809.7%46.9%
$270.00May 29Jun 5$0.12873.6%50.5%
$290.00Jun 5Jun 18$0.1374.8%45.4%
$260.00May 29Jun 5$1.22345.2%43.4%
$257.50May 29Jun 5$1.25527.0%44.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$232.50May 29Jun 5$0.25699.3%41.2%
$225.00May 29Jun 5$0.54475.1%45.0%
$235.00May 29Jun 5$0.87602.8%42.1%
$237.50May 29Jun 5$1.47502.7%41.3%
$260.00Jun 5Jun 12$1.8543.4%40.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 0.39% of stock, avg 7.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$245.00May 29$0.45$0.50$0.95$244.05$245.950.39%
$242.50May 29$2.55$0.23$2.78$239.72$245.281.14%
$247.50May 29$0.40$2.42$2.82$244.68$250.321.15%
$250.00May 29$0.03$4.90$4.93$245.07$254.932.01%
$240.00May 29$5.05$1.08$6.13$233.87$246.132.50%
$252.50May 29$0.65$7.40$8.05$244.45$260.553.29%
$237.50May 29$7.55$1.08$8.63$228.87$246.133.53%
$235.00May 29$10.00$1.08$11.08$223.92$246.084.53%
$247.50Jun 5$4.75$6.85$11.60$235.90$259.104.74%
$242.50Jun 5$7.15$4.55$11.70$230.80$254.204.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 137 found (cheapest 0.26% of stock, avg 3.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$247.50$242.50May 29$0.40$0.23$0.63$241.87$248.13
$245.00$242.50May 29$0.45$0.23$0.68$241.82$245.68
$252.50$242.50May 29$0.65$0.23$0.88$241.62$253.38
$262.50$242.50May 29$1.08$0.23$1.31$241.19$263.81
$265.00$242.50May 29$1.08$0.23$1.31$241.19$266.31
$247.50$240.00May 29$0.40$1.08$1.48$238.52$248.98
$247.50$237.50May 29$0.40$1.08$1.48$236.02$248.98
$247.50$235.00May 29$0.40$1.08$1.48$233.52$248.98
$247.50$232.50May 29$0.40$1.08$1.48$231.02$248.98
$245.00$240.00May 29$0.45$1.08$1.53$238.47$246.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 306 found (best R:R 24.00, avg credit $2.05)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/232235/238Jun 5$2.40$0.1024.00$230.10$237.40
240/242248/250Jun 12$2.40$0.1024.00$240.10$249.90
245/248258/260May 29$2.39$0.1121.73$245.11$259.89
238/240245/248Jun 5$2.35$0.1515.67$237.65$247.35
235/238240/242Jun 12$2.35$0.1515.67$235.15$242.35
235/240245/250Jun 26$4.60$0.4011.50$235.40$249.60
230/235255/260Jun 26$4.52$0.489.42$230.48$259.52
240/242245/248Jun 5$2.25$0.259.00$240.25$247.25
238/240245/248Jun 12$2.25$0.259.00$237.75$247.25
238/240258/260Jun 12$2.25$0.259.00$237.75$259.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 69 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$265.00$267.50$270.00Jun 18$0.07$2.4334.71
$245.00$250.00$255.00Jul 2$0.15$4.8532.33
$260.00$262.50$265.00Jun 5$0.08$2.4230.25
$270.00$272.50$275.00Jun 5$0.08$2.4230.25
$252.50$255.00$257.50May 29$0.09$2.4126.78
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$235.00$237.50$240.00Jun 12$0.05$2.4549.00
$210.00$215.00$220.00Jun 18$0.12$4.8840.67
$200.00$205.00$210.00Jun 18$0.15$4.8532.33
$222.50$225.00$227.50Jun 5$0.08$2.4230.25
$230.00$232.50$235.00Jun 12$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. 103 found (best net $-0.25, 93 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$280.001:2Jun 12-$0.32$9.68
$275.00$285.001:2Jun 5-$0.43$9.57
$270.00$280.001:2Jul 10-$2.40$7.60
$280.00$285.001:2Jun 18-$0.41$4.59
$285.00$290.001:2Jun 18-$0.57$4.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$200.001:2Jun 12-$0.25$9.75
$210.00$200.001:2Jun 5-$0.28$9.72
$220.00$215.001:2Jun 12-$0.16$4.84
$215.00$210.001:2Jun 18-$0.32$4.68
$210.00$205.001:2Jun 18-$0.40$4.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 4.49%, avg 1.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$245.00Jun 26$11.000.520.1%4.49%4.57%7039
$245.00Jul 2$11.000.520.1%4.49%4.57%--10
$245.00Jun 18$9.700.530.1%3.96%4.04%561
$250.00Jul 2$8.700.462.1%3.55%5.67%11
$245.00Jun 12$8.200.520.1%3.35%3.42%1032
$250.00Jun 26$8.200.452.1%3.35%5.47%--26
$247.50Jun 18$7.700.491.1%3.15%4.24%126
$250.00Jun 18$7.500.452.1%3.06%5.18%11907
$247.50Jun 12$7.000.471.1%2.86%3.95%119
$255.00Jun 26$6.900.404.2%2.82%6.98%--18

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 2,507
Total Puts 1,516
Put/Call Ratio 0.60
Net Difference 991

Prior's Put/Call Breakdown

Total Calls 3,831
Total Puts 1,813
Put/Call Ratio 0.47
Net Difference 2,018

Prior 7-Day Put/Call Summary

Total Calls 77,526
Total Puts 21,162
Average Put/Call Ratio 0.39
Ratio Trend Rising

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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