v123
VLO
VALERO ENERGY CORP N
$261.45
+1.24%
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
Add Card
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
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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