v116
VLO
VALERO ENERGY CORP N
$252.52 +3.15%
6/1 18:03

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
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🤖 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

📈 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 37 of results (avg 7.3%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jun 129.309.70$9.504.2%200.5845
$247.50Jun 1210.7011.20$10.954.6%60.6318
$210.00Jun 1842.7044.70$43.704.6%10.96464
$252.50Jun 189.8010.30$10.055.0%960.5234
$255.00Jun 188.709.20$8.955.6%2880.4873
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jun 269.5010.10$9.806.1%10.4421
$255.00Jun 1810.5011.20$10.856.5%760.5214
$260.00Jun 1813.1014.00$13.556.6%40.59117
$250.00Jun 187.908.50$8.207.3%230.44567
$252.50Jun 189.109.80$9.457.4%930.4865

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. 44 found (avg delta 0.68, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jun 1842.7044.70$43.704.6%10.96464
$220.00Jun 1832.8035.10$33.956.8%80.92703
$235.00Jun 517.6019.50$18.5510.2%--0.9120
$237.50Jun 515.3017.10$16.2011.1%--0.8860
$225.00Jun 2629.4031.60$30.507.2%10.863
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jun 516.8018.80$17.8011.2%20.88--
$270.00Jun 1819.7021.30$20.507.8%90.73667
$260.00Jun 58.6010.30$9.4518.0%60.7012
$262.50Jun 1814.2016.10$15.1512.5%--0.6312
$260.00Jun 1211.0012.70$11.8514.3%--0.6211

Most actively traded options today. High liquidity = easy entry/exit. 132 active (total vol 5.8K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Jun 51.702.20$1.9525.6%1.1K0.2425
$260.00Jun 52.302.85$2.5821.3%4440.30205
$257.50Jun 53.103.60$3.3514.9%3270.37391
$255.00Jun 188.709.20$8.955.6%2880.4873
$290.00Jun 181.001.40$1.2033.3%2180.101.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Jun 50.400.75$0.5761.4%3300.09303
$230.00Jun 50.200.95$0.57131.6%960.07110
$220.00Jun 180.901.10$1.0020.0%960.08842
$252.50Jun 189.109.80$9.457.4%930.4865
$240.00Jun 50.851.45$1.1552.2%820.1671

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 41 strikes (avg 25.3%, max 79.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jun 5Jun 1884.7%49.7%70.5%191.1K
$285.00Jun 5Jul 1067.9%43.8%54.7%1121
$290.00Jun 5Jun 1869.4%48.2%44.1%2181.1K
$280.00Jun 5Jun 2661.6%43.4%42.1%151223
$275.00Jun 5Jul 1056.0%42.7%31.1%714
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Jun 5Jun 2690.3%50.5%79.0%1145
$230.00Jun 5Jul 1063.8%41.3%54.6%97110
$220.00Jun 5Jun 2663.3%41.8%51.3%67103
$222.50Jun 5Jun 1273.9%50.9%45.1%21139
$225.00Jun 5Jul 254.2%42.5%27.7%2388

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 111 found (best R:R 65.67, avg 5.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$285.00$290.00Jun 5$0.13$4.87$0.1337.46$285.13
$290.00$295.00Jun 12$0.17$4.83$0.1728.41$290.17
$280.00$285.00Jun 12$0.22$4.78$0.2221.73$280.22
$285.00$290.00Jun 12$0.23$4.77$0.2320.74$285.23
$285.00$290.00Jun 18$0.43$4.57$0.4310.63$285.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$220.00$210.00Jun 26$0.15$9.85$0.1565.67$219.85
$220.00$215.00Jun 12$0.17$4.83$0.1728.41$219.83
$220.00$215.00Jun 18$0.17$4.83$0.1728.41$219.83
$215.00$210.00Jun 18$0.28$4.72$0.2816.86$214.72
$212.50$210.00Jun 5$0.15$2.35$0.1515.67$212.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 130 found (best R:R 39.00, avg 1.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$210.00$220.00Jun 18$9.75$9.75$0.2539.00$219.75
$235.00$237.50Jun 5$2.35$2.35$0.1515.67$237.35
$220.00$230.00Jun 18$8.45$8.45$1.555.45$228.45
$235.00$237.50Jun 18$2.10$2.10$0.405.25$237.10
$240.00$242.50Jun 5$2.05$2.05$0.454.56$242.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$260.00Jun 5$8.35$8.35$1.655.06$261.65
$270.00$262.50Jun 18$5.35$5.35$2.152.49$264.65
$255.00$252.50Jun 12$1.75$1.75$0.752.33$253.25
$262.50$260.00Jun 18$1.60$1.60$0.901.78$260.90
$260.00$257.50Jun 18$1.55$1.55$0.951.63$258.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $1.75, cheapest $0.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$295.00Jun 12Jun 18$0.2552.4%46.6%
$290.00Jun 5Jun 12$0.4569.4%51.0%
$300.00Jun 5Jun 18$0.4584.7%49.7%
$285.00Jun 5Jun 12$0.5567.9%49.3%
$280.00Jun 5Jun 12$0.7261.6%46.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$210.00Jun 5Jun 12$0.1890.3%61.3%
$222.50Jun 5Jun 12$0.2773.9%50.9%
$220.00Jun 5Jun 12$0.4563.3%52.4%
$215.00Jun 12Jun 18$0.4554.8%51.4%
$225.00Jun 5Jun 12$0.5354.2%47.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 41 found (cheapest 4.22% of stock, avg 7.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$250.00Jun 5$6.70$3.95$10.65$239.35$260.654.22%
$252.50Jun 5$5.40$5.35$10.75$241.75$263.254.26%
$255.00Jun 5$4.30$6.60$10.90$244.10$265.904.32%
$247.50Jun 5$8.00$3.08$11.08$236.42$258.584.39%
$245.00Jun 5$9.70$2.13$11.83$233.17$256.834.68%
$260.00Jun 5$2.58$9.45$12.03$247.97$272.034.76%
$242.50Jun 5$11.60$1.55$13.15$229.35$255.655.21%
$240.00Jun 5$13.65$1.15$14.80$225.20$254.805.86%
$252.50Jun 12$8.50$7.40$15.90$236.60$268.406.30%
$250.00Jun 12$9.50$6.70$16.20$233.80$266.206.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 119 found (cheapest 1.23% of stock, avg 4.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$265.00$242.50Jun 5$1.55$1.55$3.10$239.40$268.10
$262.50$242.50Jun 5$1.95$1.55$3.50$239.00$266.00
$265.00$245.00Jun 5$1.55$2.13$3.68$241.32$268.68
$262.50$245.00Jun 5$1.95$2.13$4.08$240.92$266.58
$260.00$242.50Jun 5$2.58$1.55$4.13$238.37$264.13
$265.00$247.50Jun 5$1.55$3.08$4.63$242.87$269.63
$260.00$245.00Jun 5$2.58$2.13$4.71$240.29$264.71
$257.50$242.50Jun 5$3.35$1.55$4.90$237.60$262.40
$262.50$247.50Jun 5$1.95$3.08$5.03$242.47$267.53
$257.50$245.00Jun 5$3.35$2.13$5.48$239.52$262.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 268 found (best R:R 24.00, avg credit $2.27)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
242/245248/250Jun 12$2.40$0.1024.00$242.60$249.90
242/245252/255Jun 12$2.40$0.1024.00$242.60$254.90
230/235240/245Jun 26$4.77$0.2320.74$230.23$244.77
235/238242/245Jun 18$2.38$0.1219.83$235.12$244.88
228/230240/242Jun 5$2.37$0.1318.23$227.63$242.37
235/238245/248Jun 12$2.37$0.1318.23$235.13$247.37
245/248252/255Jun 12$2.35$0.1515.67$245.15$254.85
248/250255/258Jun 12$2.35$0.1515.67$247.65$257.35
228/230235/238Jun 18$2.35$0.1515.67$227.65$237.35
220/222240/242Jun 5$2.33$0.1713.71$220.17$242.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$285.00$290.00$295.00Jun 12$0.06$4.9482.33
$262.50$265.00$267.50Jun 18$0.05$2.4549.00
$275.00$280.00$285.00Jun 18$0.11$4.8944.45
$280.00$285.00$290.00Jun 18$0.14$4.8634.71
$245.00$250.00$255.00Jun 26$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$235.00$237.50$240.00Jun 5$0.06$2.4440.67
$220.00$225.00$230.00Jun 26$0.12$4.8840.67
$215.00$220.00$225.00Jun 18$0.13$4.8737.46
$237.50$240.00$242.50Jun 5$0.08$2.4230.25
$230.00$232.50$235.00Jun 18$0.08$2.4230.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 85 found (best net $-2.00, 82 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$255.00$270.001:2Jul 10-$2.00$13.00
$290.00$300.001:2Jun 5-$0.26$9.74
$285.00$295.001:2Jul 10-$0.34$9.66
$275.00$285.001:2Jul 10-$2.60$7.40
$225.00$240.001:2Jun 26-$7.90$7.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$210.001:2Jun 26-$0.95$9.05
$270.00$260.001:2Jun 5-$1.10$8.90
$245.00$235.001:2Jul 2-$1.65$8.35
$220.00$212.501:2Jun 5-$0.60$6.90
$220.00$215.001:2Jun 12-$0.21$4.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 4.95%, avg 1.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$255.00Jul 10$12.500.521.0%4.95%5.93%5--
$255.00Jul 2$11.000.511.0%4.36%5.34%513
$255.00Jun 26$10.300.491.0%4.08%5.06%--18
$260.00Jul 2$8.900.453.0%3.52%6.49%26
$255.00Jun 18$8.700.481.0%3.45%4.43%28873
$260.00Jun 26$8.200.433.0%3.25%6.21%452
$257.50Jun 18$7.600.452.0%3.01%4.98%1019
$255.00Jun 12$6.800.481.0%2.69%3.67%2938
$260.00Jun 18$6.700.413.0%2.65%5.62%432.0K
$270.00Jul 10$6.600.356.9%2.61%9.54%12

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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