v123
VLO
VALERO ENERGY CORP N
$261.45 +1.24%
6/3 18:04

Option Volume

Detail
Current (06/03) 14,298
Calls: 12,501 (87%)
Puts: 1,797 (13%)
Prior (06/02) 4,617
Calls: 3,349 (73%)
Puts: 1,268 (27%)
Current vs Prior +209.68%
Calls: +273.28% (Calls)
Puts: +41.72% (Puts)
Prior 7-Day Total 83,698
Calls: 65,941 (79%)
Puts: 17,757 (21%)
Prior 7-Day Average 11,956
Calls: 9,420 (79%)
Puts: 2,536 (21%)
Current vs Prior 7-Day Avg +19.58%
Calls: +32.70%
Puts: -29.16%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/03) $12.39M
Calls: $11.50M (93%)
Puts: $897.6K (7%)
Prior (06/02) $3.86M
Calls: $3.22M (83%)
Puts: $639.9K (17%)
Current vs Prior +221.23%
Calls: +257.21%
Puts: +40.28%
Prior 7-Day Total $250.09M
Calls: $236.42M (95%)
Puts: $13.67M (5%)
Prior 7-Day Average $35.73M
Calls: $33.77M (95%)
Puts: $1.95M (5%)
Current vs Prior 7-Day Avg -65.31%
Calls: -65.96%
Puts: -54.02%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/03) 0.14
Prior (06/02) 0.38
Current vs Prior -62.03%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg -66.67%
Sentiment BULLISH

Open Interest

Detail
Current (06/03) 114,185
Calls: 67,993 (60%)
Puts: 46,192 (40%)
Prior (06/02) 113,441
Calls: 67,661 (60%)
Puts: 45,780 (40%)
Current vs Prior +0.66%
Prior 7-Day Total 814,464
Calls: 485,175 (60%)
Puts: 329,289 (40%)
Prior 7-Day Average 116,352
Calls: 69,310 (60%)
Puts: 47,041 (40%)
Current vs Prior 7-Day Avg -1.86%
Sentiment BEARISH

Expected Move

Detail
Expiry (06/05) | Next (06/12)Expiry (06/18) | Next (07/17)
Current 3.37% | 6.08%7.65% | 13.96%
Prior 4.01% | 6.60%-- | --
Current vs Prior -16.01% | -7.88%-- | --
Prior 7-Day Avg 4.24% | 6.50%-- | --
Current vs 7-Day Avg -20.65% | -6.42%-- | --
Prior 7-Day Eod 4.01% | 6.60%-- | --
Current vs 7-Day Eod -16.01% | -7.88%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 25.00% | 7.51%
Calls: 25.00% | 8.48%
Puts: 25.00% | 6.54%
Prior 22.22% | 12.34%
Calls: 23.08% | 14.29%
Puts: 21.36% | 10.40%
Current vs Prior +12.51% | -39.14%
Prior 7-Day Avg 26.81% | 13.67%
Calls: 21.84% | 16.87%
Puts: 31.77% | 10.48%
Current vs 7-Day Avg -6.74% | -45.08%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($11.50M) vs puts ($897.6K). Massive premium surge with dollar volume up 221% vs prior. Unusually high activity with volume up 210% vs prior - elevated interest. Extreme bullish P/C ratio of 0.14 - heavy call buying (12,501 calls vs 1,797 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 51 of results (avg 7.4%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 1716.6017.30$16.954.1%1.9K0.552.2K
$210.00Jul 1753.2055.80$54.504.8%40.9391
$210.00Jun 1851.5054.10$52.804.9%--0.97450
$220.00Jun 1841.7043.90$42.805.1%180.96697
$270.00Jul 1712.1012.80$12.455.6%830.451.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 1719.2019.90$19.553.6%190.5512
$260.00Jul 1713.8014.40$14.104.3%240.45193
$265.00Jun 128.809.30$9.055.5%--0.5610
$300.00Jul 1739.9042.30$41.105.8%30.79--
$260.00Jun 188.208.70$8.455.9%70.45147

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 0.76, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jun 521.0023.60$22.3011.7%20.9890
$237.50Jun 523.5026.10$24.8010.5%--0.9860
$210.00Jun 1851.5054.10$52.804.9%--0.97450
$242.50Jun 518.5021.20$19.8513.6%10.9757
$245.00Jun 516.3018.90$17.6014.8%20.96148
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1739.9042.30$41.105.8%30.79--
$270.00Jun 1211.1012.70$11.9013.4%10.66--
$270.00Jun 1813.0014.60$13.8011.6%200.61667
$265.00Jun 128.809.30$9.055.5%--0.5610
$270.00Jul 1719.2019.90$19.553.6%190.5512

Most actively traded options today. High liquidity = easy entry/exit. 156 active (total vol 10.6K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 174.404.70$4.556.6%2.2K0.212.2K
$290.00Jul 175.406.60$6.0020.0%2.1K0.27525
$260.00Jul 1716.6017.30$16.954.1%1.9K0.552.2K
$275.00Jun 184.304.90$4.6013.0%5790.311.8K
$290.00Jul 23.304.30$3.8026.3%5260.221
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Jun 180.450.70$0.5743.9%1210.05138
$230.00Jun 260.902.25$1.5885.4%1150.1137
$220.00Jul 100.853.00$1.93111.4%1100.10--
$230.00Jun 180.750.95$0.8523.5%570.07814
$260.00Jun 52.353.30$2.8333.6%520.4168

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 50.5%, max 292.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$305.00Jun 5Jun 26138.1%49.3%180.3%--20
$295.00Jun 5Jun 18123.4%46.9%163.1%1175
$235.00Jun 5Jun 18100.9%45.4%121.9%--36
$290.00Jun 5Jul 1779.4%43.1%84.5%2.1K544
$285.00Jun 5Jul 1063.9%43.4%47.4%332
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jun 5Jul 17171.1%43.6%292.6%51222
$210.00Jun 5Jul 17147.2%45.2%225.9%19157
$235.00Jun 5Jul 10100.9%41.6%142.3%3576
$225.00Jun 5Jun 26106.7%44.2%141.6%39123
$227.50Jun 5Jun 18100.1%47.0%113.2%14127

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 119 found (best R:R 40.67, avg 5.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$305.00Jun 18$0.12$4.88$0.1240.67$300.12
$295.00$305.00Jun 5$0.28$9.72$0.2834.71$295.28
$295.00$300.00Jun 12$0.25$4.75$0.2519.00$295.25
$295.00$300.00Jun 18$0.33$4.67$0.3314.15$295.33
$282.50$285.00Jun 5$0.17$2.33$0.1713.71$282.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$220.00$215.00Jun 18$0.17$4.83$0.1728.41$219.83
$235.00$232.50Jun 12$0.12$2.38$0.1219.83$234.88
$230.00$215.00Jul 2$0.72$14.28$0.7219.83$229.28
$227.50$225.00Jun 18$0.13$2.37$0.1318.23$227.37
$250.00$247.50Jun 5$0.15$2.35$0.1515.67$249.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 147 found (best R:R 24.00, avg 1.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$227.50$235.00Jun 12$7.20$7.20$0.3024.00$234.70
$250.00$252.50Jun 5$2.35$2.35$0.1515.67$252.35
$220.00$230.00Jun 18$9.35$9.35$0.6514.38$229.35
$235.00$240.00Jun 12$4.55$4.55$0.4510.11$239.55
$230.00$235.00Jun 18$4.55$4.55$0.4510.11$234.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$270.00Jul 17$21.55$21.55$8.452.55$278.45
$270.00$265.00Jun 18$3.15$3.15$1.851.70$266.85
$270.00$265.00Jun 12$2.85$2.85$2.151.33$267.15
$265.00$262.50Jun 12$1.40$1.40$1.101.27$263.60
$270.00$260.00Jul 17$5.45$5.45$4.551.20$264.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $2.01, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$305.00Jun 5Jun 18$0.08138.1%50.6%
$300.00Jun 12Jun 18$0.6051.2%48.0%
$235.00Jun 5Jun 12$0.75100.9%46.9%
$285.00Jun 5Jun 12$1.0763.9%47.4%
$240.00Jun 5Jun 12$1.1558.4%44.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jun 5Jun 12$0.2788.6%50.1%
$232.50Jun 5Jun 12$0.3084.7%47.9%
$227.50Jun 5Jun 18$0.52100.1%47.0%
$237.50Jun 5Jun 12$0.8569.7%49.6%
$240.00Jun 5Jun 12$0.8558.4%44.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 2.92% of stock, avg 9.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$260.00Jun 5$4.80$2.83$7.63$252.37$267.632.92%
$257.50Jun 5$6.45$1.88$8.33$249.17$265.833.19%
$255.00Jun 5$8.00$1.18$9.18$245.82$264.183.51%
$252.50Jun 5$10.65$0.73$11.38$241.12$263.884.35%
$250.00Jun 5$13.00$0.40$13.40$236.60$263.405.13%
$260.00Jun 12$8.25$6.45$14.70$245.30$274.705.62%
$262.50Jun 12$7.05$7.65$14.70$247.80$277.205.62%
$257.50Jun 12$9.55$5.35$14.90$242.60$272.405.70%
$265.00Jun 12$5.95$9.05$15.00$250.00$280.005.74%
$247.50Jun 5$14.95$0.25$15.20$232.30$262.705.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 159 found (cheapest 0.46% of stock, avg 4.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$272.50$250.00Jun 5$0.80$0.40$1.20$248.80$273.70
$270.00$250.00Jun 5$1.13$0.40$1.53$248.47$271.53
$272.50$252.50Jun 5$0.80$0.73$1.53$250.97$274.03
$270.00$252.50Jun 5$1.13$0.73$1.86$250.64$271.86
$272.50$255.00Jun 5$0.80$1.18$1.98$253.02$274.48
$267.50$250.00Jun 5$1.75$0.40$2.15$247.85$269.65
$270.00$255.00Jun 5$1.13$1.18$2.31$252.69$272.31
$267.50$252.50Jun 5$1.75$0.73$2.48$250.02$269.98
$272.50$257.50Jun 5$0.80$1.88$2.68$254.82$275.18
$267.50$255.00Jun 5$1.75$1.18$2.93$252.07$270.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 223 found (best R:R 24.00, avg credit $3.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
245/248255/258Jun 12$2.40$0.1024.00$245.10$257.40
245/248250/252Jun 18$2.40$0.1024.00$245.10$252.40
235/238255/258Jun 12$2.36$0.1416.86$235.14$257.36
215/220230/235Jun 18$4.72$0.2816.86$215.28$234.72
232/235248/250Jun 5$2.35$0.1515.67$232.65$249.85
230/235240/245Jun 26$4.69$0.3115.13$230.31$244.69
225/228230/235Jun 18$4.68$0.3214.63$222.82$234.68
242/245250/252Jun 12$2.33$0.1713.71$242.67$252.33
235/240250/255Jun 26$4.66$0.3413.71$235.34$254.66
232/235242/245Jun 12$2.32$0.1812.89$232.68$244.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 97 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$290.00$300.00$310.00Jul 17$0.10$9.9099.00
$237.50$240.00$242.50Jun 5$0.05$2.4549.00
$285.00$290.00$295.00Jun 18$0.12$4.8840.67
$265.00$270.00$275.00Jul 2$0.15$4.8532.33
$270.00$272.50$275.00Jun 12$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$245.00$250.00Jul 2$0.05$4.9599.00
$210.00$215.00$220.00Jun 12$0.08$4.9261.50
$225.00$230.00$235.00Jun 26$0.09$4.9154.56
$250.00$252.50$255.00Jun 18$0.05$2.4549.00
$252.50$255.00$257.50Jun 18$0.05$2.4549.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 109 found (best net $-0.16, 102 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$285.00$300.001:2Jul 10-$0.50$14.50
$295.00$305.001:2Jun 5-$0.52$9.48
$300.00$310.001:2Jul 17-$1.85$8.15
$217.50$235.001:2Jun 5-$9.80$7.70
$285.00$292.501:2Jun 12-$0.11$7.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$235.00$220.001:2Jul 10-$0.16$14.84
$230.00$215.001:2Jul 2-$0.73$14.27
$220.00$210.001:2Jul 17-$0.41$9.59
$230.00$220.001:2Jul 17-$0.70$9.30
$240.00$230.001:2Jul 17-$1.35$8.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 4.63%, avg 1.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Jul 17$12.100.453.3%4.63%7.90%831.4K
$265.00Jul 2$11.100.491.4%4.25%5.60%19
$265.00Jun 26$9.800.481.4%3.75%5.11%1827
$262.50Jun 18$9.000.510.4%3.44%3.84%341
$270.00Jul 2$8.900.433.3%3.40%6.67%--36
$275.00Jul 10$8.700.405.2%3.33%8.51%11
$280.00Jul 17$8.600.367.1%3.29%10.38%20629
$265.00Jun 18$7.800.471.4%2.98%4.34%33122
$270.00Jun 26$7.800.413.3%2.98%6.25%528
$262.50Jun 12$6.800.500.4%2.60%3.00%1121

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 12,501
Total Puts 1,797
Put/Call Ratio 0.14
Net Difference 10,704

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 65,941
Total Puts 17,757
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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