v121
VLO
VALERO ENERGY CORP N
$258.26 +2.27%
6/2 18:03

Option Volume

Detail
Current (06/02) 4,617
Calls: 3,349 (73%)
Puts: 1,268 (27%)
Prior (06/01) 7,693
Calls: 5,246 (68%)
Puts: 2,447 (32%)
Current vs Prior -39.98%
Calls: -36.16% (Calls)
Puts: -48.18% (Puts)
Prior 7-Day Total 92,383
Calls: 72,498 (78%)
Puts: 19,885 (22%)
Prior 7-Day Average 13,197
Calls: 10,356 (78%)
Puts: 2,840 (22%)
Current vs Prior 7-Day Avg -65.02%
Calls: -67.66%
Puts: -55.36%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/02) $3.86M
Calls: $3.22M (83%)
Puts: $639.9K (17%)
Prior (06/01) $5.59M
Calls: $4.27M (76%)
Puts: $1.33M (24%)
Current vs Prior -31.02%
Calls: -24.56%
Puts: -51.80%
Prior 7-Day Total $260.27M
Calls: $245.68M (94%)
Puts: $14.60M (6%)
Prior 7-Day Average $37.18M
Calls: $35.10M (94%)
Puts: $2.09M (6%)
Current vs Prior 7-Day Avg -89.62%
Calls: -90.83%
Puts: -69.31%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/02) 0.38
Prior (06/01) 0.47
Current vs Prior -18.83%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg -11.14%
Sentiment BULLISH

Open Interest

Detail
Current (06/02) 113,441
Calls: 67,661 (60%)
Puts: 45,780 (40%)
Prior (06/01) 110,378
Calls: 65,688 (60%)
Puts: 44,690 (40%)
Current vs Prior +2.78%
Prior 7-Day Total 820,962
Calls: 491,394 (60%)
Puts: 329,568 (40%)
Prior 7-Day Average 117,280
Calls: 70,199 (60%)
Puts: 47,081 (40%)
Current vs Prior 7-Day Avg -3.27%
Sentiment BEARISH

Expected Move

Detail
Expiry (06/05) | Next (06/12)Expiry (06/18) | Next (07/17)
Current 4.01% | 6.60%8.05% | 13.90%
Prior 4.75% | 6.99%-- | --
Current vs Prior -15.67% | -5.55%-- | --
Prior 7-Day Avg 4.27% | 6.45%-- | --
Current vs 7-Day Avg -6.22% | +2.35%-- | --
Prior 7-Day Eod 4.75% | 6.99%-- | --
Current vs 7-Day Eod -15.67% | -5.55%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 22.22% | 12.34%
Calls: 23.08% | 14.29%
Puts: 21.36% | 10.40%
Prior 11.61% | 14.41%
Calls: 11.11% | 21.18%
Puts: 12.12% | 7.65%
Current vs Prior +91.39% | -14.37%
Prior 7-Day Avg 26.70% | 13.93%
Calls: 21.50% | 17.03%
Puts: 31.89% | 10.84%
Current vs 7-Day Avg -16.77% | -11.42%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($3.22M) vs puts ($639.9K). Extreme bullish P/C ratio of 0.38 - heavy call buying (3,349 calls vs 1,268 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 7.6%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 1719.9020.80$20.354.4%170.62277
$210.00Jul 1750.1052.50$51.304.7%120.9299
$210.00Jun 1848.3050.70$49.504.8%140.96464
$260.00Jul 1714.8015.60$15.205.3%360.522.2K
$220.00Jul 1741.2043.60$42.405.7%10.8887
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 1720.9022.00$21.455.1%--0.5812
$260.00Jul 1715.1016.00$15.555.8%580.48136
$260.00Jun 1810.0010.60$10.305.8%270.51121
$255.00Jun 187.608.10$7.856.4%30.4287
$257.50Jun 188.709.30$9.006.7%260.4614

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. 58 found (avg delta 0.72, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Jun 522.6025.50$24.0512.1%20.9720
$237.50Jun 520.2023.00$21.6013.0%--0.9760
$210.00Jun 1848.3050.70$49.504.8%140.96464
$240.00Jun 517.8020.40$19.1013.6%60.9590
$220.00Jun 1838.6041.00$39.806.0%30.94698
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Jun 1215.1017.40$16.2514.2%50.75--
$280.00Jul 1726.7029.20$27.958.9%100.6710
$275.00Jul 220.9023.10$22.0010.0%10.67--
$270.00Jun 1814.9017.00$15.9513.2%--0.66667
$265.00Jun 1211.1012.60$11.8512.7%100.61--

Most actively traded options today. High liquidity = easy entry/exit. 155 active (total vol 3.9K, top 455)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jun 183.704.20$3.9512.7%4550.281.9K
$270.00Jun 51.051.30$1.1821.2%3650.18269
$260.00Jun 53.504.70$4.1029.3%3620.47443
$275.00Jun 122.002.60$2.3026.1%2430.2111
$260.00Jun 188.909.60$9.257.6%2290.502.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 1715.1016.00$15.555.8%580.48136
$260.00Jun 54.605.70$5.1521.4%560.5416
$220.00Jul 172.152.90$2.5329.6%540.12118
$240.00Jun 50.200.30$0.2540.0%520.05105
$210.00Jul 171.351.70$1.5322.9%500.08127

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 32.9%, max 162.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$305.00Jun 5Jun 26128.1%49.2%160.7%--20
$290.00Jun 5Jul 1798.0%43.5%125.0%85541
$295.00Jun 5Jun 1877.8%49.0%58.7%11165
$285.00Jun 5Jul 1063.0%42.8%47.5%132
$235.00Jun 5Jun 2660.6%42.2%43.4%421
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Jun 5Jul 17116.3%44.4%162.1%50137
$220.00Jun 5Jul 17100.5%42.5%136.3%58179
$225.00Jun 5Jul 1080.8%42.9%88.4%683
$230.00Jun 5Jul 1768.2%42.2%61.8%67309
$227.50Jun 5Jun 1871.4%45.3%57.8%9127

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 121 found (best R:R 99.00, avg 5.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$295.00Jun 18$0.12$4.88$0.1240.67$290.12
$275.00$280.00Jun 5$0.22$4.78$0.2221.73$275.22
$282.50$285.00Jun 5$0.12$2.38$0.1219.83$282.62
$290.00$305.00Jun 26$0.90$14.10$0.9015.67$290.90
$272.50$275.00Jun 5$0.18$2.32$0.1812.89$272.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$220.00$210.00Jun 26$0.10$9.90$0.1099.00$219.90
$225.00$220.00Jun 18$0.13$4.87$0.1337.46$224.87
$227.50$225.00Jun 18$0.10$2.40$0.1024.00$227.40
$230.00$225.00Jun 12$0.27$4.73$0.2717.52$229.73
$245.00$242.50Jun 5$0.14$2.36$0.1416.86$244.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 145 found (best R:R 32.33, avg 1.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$210.00$220.00Jun 18$9.70$9.70$0.3032.33$219.70
$220.00$230.00Jun 18$9.30$9.30$0.7013.29$229.30
$240.00$242.50Jun 5$2.25$2.25$0.259.00$242.25
$210.00$220.00Jul 17$8.90$8.90$1.108.09$218.90
$235.00$240.00Jun 12$4.35$4.35$0.656.69$239.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$270.00Jul 17$6.50$6.50$3.501.86$273.50
$265.00$260.00Jun 12$3.20$3.20$1.801.78$261.80
$270.00$265.00Jun 18$2.95$2.95$2.051.44$267.05
$270.00$260.00Jul 17$5.90$5.90$4.101.44$264.10
$272.50$265.00Jun 12$4.40$4.40$3.101.42$268.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $2.00, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Jun 5Jun 18$0.3598.0%45.6%
$295.00Jun 5Jun 12$0.4077.8%52.0%
$230.00Jun 18Jun 26$0.9546.7%44.3%
$235.00Jun 5Jun 12$1.0060.6%45.5%
$280.00Jun 5Jun 12$1.0457.3%45.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Jun 5Jun 12$0.1280.8%47.8%
$215.00Jun 12Jun 18$0.1870.3%58.6%
$230.00Jun 5Jun 12$0.4268.2%47.5%
$232.50Jun 5Jun 12$0.5564.5%46.6%
$235.00Jun 5Jun 12$0.7060.6%45.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 3.48% of stock, avg 9.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$257.50Jun 5$5.20$3.80$9.00$248.50$266.503.48%
$260.00Jun 5$4.10$5.15$9.25$250.75$269.253.58%
$255.00Jun 5$6.40$2.93$9.33$245.67$264.333.61%
$252.50Jun 5$8.30$1.95$10.25$242.25$262.753.97%
$250.00Jun 5$10.35$1.27$11.62$238.38$261.624.50%
$247.50Jun 5$12.30$0.93$13.23$234.27$260.735.12%
$245.00Jun 5$14.45$0.57$15.02$229.98$260.025.82%
$257.50Jun 12$8.40$7.20$15.60$241.90$273.106.04%
$255.00Jun 12$9.80$6.05$15.85$239.15$270.856.14%
$260.00Jun 12$7.25$8.65$15.90$244.10$275.906.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.82% of stock, avg 4.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$270.00$247.50Jun 5$1.18$0.93$2.11$245.39$272.11
$270.00$250.00Jun 5$1.18$1.27$2.45$247.55$272.45
$267.50$247.50Jun 5$1.60$0.93$2.53$244.97$270.03
$267.50$250.00Jun 5$1.60$1.27$2.87$247.13$270.37
$270.00$252.50Jun 5$1.18$1.95$3.13$249.37$273.13
$265.00$247.50Jun 5$2.23$0.93$3.16$244.34$268.16
$265.00$250.00Jun 5$2.23$1.27$3.50$246.50$268.50
$267.50$252.50Jun 5$1.60$1.95$3.55$248.95$271.05
$262.50$247.50Jun 5$2.88$0.93$3.81$243.69$266.31
$270.00$255.00Jun 5$1.18$2.93$4.11$250.89$274.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 232 found (best R:R 27.57, avg credit $3.01)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
210/215220/230Jun 18$9.65$0.3527.57$205.35$229.65
238/240242/245Jun 12$2.40$0.1024.00$237.60$244.90
242/245250/252Jun 12$2.40$0.1024.00$242.60$252.40
230/232235/240Jun 18$4.75$0.2519.00$227.75$239.75
240/242245/248Jun 18$2.37$0.1318.23$240.13$247.37
240/242250/252Jun 18$2.37$0.1318.23$240.13$252.37
248/250255/258Jun 12$2.35$0.1515.67$247.65$257.35
250/252255/258Jun 12$2.35$0.1515.67$250.15$257.35
230/232245/248Jun 18$2.35$0.1515.67$230.15$247.35
230/232250/252Jun 18$2.35$0.1515.67$230.15$252.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$235.00$240.00$245.00Jun 26$0.05$4.9599.00
$257.50$260.00$262.50Jun 12$0.05$2.4549.00
$262.50$265.00$267.50Jun 18$0.05$2.4549.00
$270.00$275.00$280.00Jun 26$0.10$4.9049.00
$255.00$257.50$260.00Jun 5$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$247.50$250.00$252.50Jun 18$0.05$2.4549.00
$252.50$255.00$257.50Jun 18$0.05$2.4549.00
$225.00$227.50$230.00Jun 5$0.07$2.4334.71
$235.00$237.50$240.00Jun 5$0.09$2.4126.78
$210.00$215.00$220.00Jun 12$0.20$4.8024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 97 found (best net $-0.65, 91 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$305.001:2Jun 26-$0.65$14.35
$285.00$300.001:2Jul 10-$0.70$14.30
$290.00$300.001:2Jul 17-$1.65$8.35
$295.00$305.001:2Jun 5-$1.97$8.03
$280.00$290.001:2Jul 17-$3.05$6.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$210.001:2Jul 17-$0.53$9.47
$230.00$220.001:2Jul 17-$0.66$9.34
$220.00$210.001:2Jun 26-$1.33$8.67
$240.00$230.001:2Jul 17-$1.70$8.30
$220.00$212.501:2Jun 5-$0.26$7.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 5.73%, avg 1.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Jul 17$14.800.520.7%5.73%6.40%362.2K
$260.00Jul 2$11.800.510.7%4.57%5.24%28
$260.00Jun 26$10.700.500.7%4.14%4.82%3052
$270.00Jul 17$10.600.424.5%4.10%8.65%691.4K
$265.00Jul 2$9.400.452.6%3.64%6.25%36
$260.00Jun 18$8.900.500.7%3.45%4.12%2292.0K
$265.00Jun 26$8.500.442.6%3.29%5.90%1117
$262.50Jun 18$7.900.461.6%3.06%4.70%141
$270.00Jul 2$7.800.394.5%3.02%7.57%--36
$280.00Jul 17$7.500.338.4%2.90%11.32%1628

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 3,349
Total Puts 1,268
Put/Call Ratio 0.38
Net Difference 2,081

Prior's Put/Call Breakdown

Total Calls 5,246
Total Puts 2,447
Put/Call Ratio 0.47
Net Difference 2,799

Prior 7-Day Put/Call Summary

Total Calls 72,498
Total Puts 19,885
Average Put/Call Ratio 0.43
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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