v116
VLO
VALERO ENERGY CORP N
$252.52
+3.15%
Option Volume
Detail
Current (06/01)
7,693
Calls:
5,246
(68%)
Puts:
2,447
(32%)
Prior (05/29)
4,023
Calls:
2,507
(62%)
Puts:
1,516
(38%)
Current vs Prior
+91.23%
Calls:
+109.25%
(Calls)
Puts:
+61.41%
(Puts)
Prior 7-Day Total
99,212
Calls:
77,575
(78%)
Puts:
21,637
(22%)
Prior 7-Day Average
14,173
Calls:
11,082
(78%)
Puts:
3,091
(22%)
Current vs Prior 7-Day Avg
-45.72%
Calls:
-52.66%
Puts:
-20.83%
Sentiment
BULLISH
Dollar Volume
Detail
Current (06/01)
$5.59M
Calls:
$4.27M
(76%)
Puts:
$1.33M
(24%)
Prior (05/29)
$2.58M
Calls:
$1.69M
(65%)
Puts:
$894.5K
(35%)
Current vs Prior
+116.58%
Calls:
+152.71%
Puts:
+48.41%
Prior 7-Day Total
$266.23M
Calls:
$250.51M
(94%)
Puts:
$15.72M
(6%)
Prior 7-Day Average
$38.03M
Calls:
$35.79M
(94%)
Puts:
$2.25M
(6%)
Current vs Prior 7-Day Avg
-85.29%
Calls:
-88.08%
Puts:
-40.88%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (06/01)
0.47
Prior (05/29)
0.60
Current vs Prior
-22.86%
Prior 7-Day Average
0.42
Current vs Prior 7-Day Avg
+11.73%
Sentiment
BULLISH
Open Interest
Detail
Current (06/01)
110,378
Calls:
65,688
(60%)
Puts:
44,690
(40%)
Prior (05/29)
115,530
Calls:
68,112
(59%)
Puts:
47,418
(41%)
Current vs Prior
-4.46%
Prior 7-Day Total
823,020
Calls:
494,478
(60%)
Puts:
328,542
(40%)
Prior 7-Day Average
117,574
Calls:
70,639
(60%)
Puts:
46,934
(40%)
Current vs Prior 7-Day Avg
-6.12%
Sentiment
BEARISH
Expected Move
Detail
Expiry (06/05) | Next (06/12)Expiry (06/18) | Next (07/17)
Current
4.75% | 6.99%8.28% | 13.82%
Prior
5.37% | 7.31%-- | --
Current vs Prior
-11.53% | -4.40%-- | --
Prior 7-Day Avg
4.29% | 6.41%-- | --
Current vs 7-Day Avg
+10.90% | +8.99%-- | --
Prior 7-Day Eod
5.37% | 7.31%-- | --
Current vs 7-Day Eod
-11.53% | -4.40%-- | --
Sentiment
BULLISH--
Relative Spread
Detail
Expiry | Next
Current
11.61% | 14.41%
Calls:
11.11% | 21.18%
Puts:
12.12% | 7.65%
Prior
16.03% | 20.72%
Calls:
15.38% | 28.27%
Puts:
16.67% | 13.17%
Current vs Prior
-27.57% | -30.45%
Prior 7-Day Avg
27.78% | 13.82%
Calls:
22.69% | 15.60%
Puts:
32.87% | 12.04%
Current vs 7-Day Avg
-58.21% | +4.29%
Liquidity
Expensive
Add Card
AI Insights
Strong bullish conviction with 76% of dollar volume in calls ($4.27M) vs puts ($1.33M). Massive premium surge with dollar volume up 117% vs prior. Above-average activity with volume up 91% vs prior. Extreme bullish P/C ratio of 0.47 - heavy call buying (5,246 calls vs 2,447 puts).
Smart Money
BULLISH
Retail Flow
BULLISH
Overall
BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
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
BULLISH
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
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
5,246
Total Puts
2,447
Put/Call Ratio
0.47
Net Difference
2,799
Prior's Put/Call Breakdown
Total Calls
2,507
Total Puts
1,516
Put/Call Ratio
0.60
Net Difference
991
Prior 7-Day Put/Call Summary
Total Calls
77,575
Total Puts
21,637
Average Put/Call Ratio
0.42
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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