v127
VLO
VALERO ENERGY CORP N
$258.85 -0.99%
6/4 18:03

Option Volume

Detail
Current (06/04) 5,065
Calls: 3,234 (64%)
Puts: 1,831 (36%)
Prior (06/03) 14,298
Calls: 12,501 (87%)
Puts: 1,797 (13%)
Current vs Prior -64.58%
Calls: -74.13% (Calls)
Puts: +1.89% (Puts)
Prior 7-Day Total 63,745
Calls: 47,543 (75%)
Puts: 16,202 (25%)
Prior 7-Day Average 9,106
Calls: 6,791 (75%)
Puts: 2,314 (25%)
Current vs Prior 7-Day Avg -44.38%
Calls: -52.38%
Puts: -20.89%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/04) $10.48M
Calls: $9.78M (93%)
Puts: $702.9K (7%)
Prior (06/03) $12.39M
Calls: $11.50M (93%)
Puts: $897.6K (7%)
Current vs Prior -15.45%
Calls: -14.96%
Puts: -21.69%
Prior 7-Day Total $51.72M
Calls: $40.66M (79%)
Puts: $11.06M (21%)
Prior 7-Day Average $7.39M
Calls: $5.81M (79%)
Puts: $1.58M (21%)
Current vs Prior 7-Day Avg +41.84%
Calls: +68.30%
Puts: -55.50%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/04) 0.57
Prior (06/03) 0.14
Current vs Prior +293.86%
Prior 7-Day Average 0.44
Current vs Prior 7-Day Avg +29.80%
Sentiment BULLISH

Open Interest

Detail
Current (06/04) 118,646
Calls: 71,717 (60%)
Puts: 46,929 (40%)
Prior (06/03) 114,185
Calls: 67,993 (60%)
Puts: 46,192 (40%)
Current vs Prior +3.91%
Prior 7-Day Total 805,277
Calls: 476,569 (59%)
Puts: 328,708 (41%)
Prior 7-Day Average 115,039
Calls: 68,081 (59%)
Puts: 46,958 (41%)
Current vs Prior 7-Day Avg +3.13%
Sentiment BEARISH

Expected Move

Detail
Expiry (--) | Next (--)Expiry (06/05) | Next (06/12)Expiry (06/05) | Next (06/12)Expiry (06/18) | Next (07/17)
Current -- | --2.57% | 5.89%2.57% | 5.89%7.55% | 13.87%
Prior 3.37% | 6.08%-- | ---- | ---- | --
Current vs Prior -23.67% | -3.12%-- | ---- | ---- | --
Prior 7-Day Avg 4.19% | 6.52%-- | ---- | ---- | --
Current vs 7-Day Avg -38.66% | -9.60%-- | ---- | ---- | --
Prior 7-Day Eod 3.37% | 6.08%-- | ---- | ---- | --
Current vs 7-Day Eod -23.67% | -3.12%-- | ---- | ---- | --
Sentiment BULLISH------

Relative Spread

Detail
Expiry | Next
Current 39.16% | 18.78%
Calls: 35.71% | 25.32%
Puts: 42.62% | 12.24%
Prior 25.00% | 7.51%
Calls: 25.00% | 8.48%
Puts: 25.00% | 6.54%
Current vs Prior +56.64% | +150.07%
Prior 7-Day Avg 24.98% | 12.10%
Calls: 20.33% | 15.24%
Puts: 29.63% | 8.96%
Current vs 7-Day Avg +56.77% | +55.24%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($9.78M) vs puts ($702.9K). Below-average activity with volume down 65% vs prior. Bullish P/C ratio of 0.57. P/C ratio rising 294% - increased hedging/bearish positioning.

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 22 of results (avg 7.2%, best 2.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jun 1848.6050.80$49.704.4%--0.97450
$210.00Jul 1750.3052.60$51.454.5%--0.9392
$220.00Jul 1741.4044.00$42.706.1%10.8887
$220.00Jun 1838.5041.10$39.806.5%210.96681
$230.00Jul 1733.2035.60$34.407.0%--0.8157
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 1720.8021.40$21.102.8%--0.5831
$260.00Jul 1714.9015.50$15.203.9%90.48212
$262.50Jun 1810.4011.10$10.756.5%110.5422
$280.00Jul 1726.4028.20$27.306.6%130.67--
$260.00Jun 2610.9011.70$11.307.1%30.49--

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. 60 found (avg delta 0.75, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jun 517.8020.30$19.0513.1%60.9989
$232.50Jun 525.4028.30$26.8510.8%20.98--
$235.00Jun 522.7025.90$24.3013.2%10.9819
$210.00Jun 1848.6050.80$49.704.4%--0.97450
$220.00Jun 1838.5041.10$39.806.5%210.96681
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jun 55.307.70$6.5036.9%160.84--
$262.50Jun 53.705.50$4.6039.1%10.70--
$280.00Jul 1726.4028.20$27.306.6%130.67--
$270.00Jun 1814.2016.30$15.2513.8%--0.66667
$265.00Jun 129.5011.00$10.2514.6%--0.6210

Most actively traded options today. High liquidity = easy entry/exit. 145 active (total vol 3.0K, top 361)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 22.703.50$3.1025.8%1970.19329
$270.00Jun 184.605.20$4.9012.2%1150.345.1K
$260.00Jul 1714.5015.80$15.158.6%820.521.7K
$270.00Jul 1710.4011.60$11.0010.9%820.421.4K
$267.50Jun 123.004.60$3.8042.1%780.33--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jun 180.300.55$0.4358.1%3610.04904
$230.00Jun 180.801.00$0.9022.2%2620.08806
$220.00Jul 172.102.70$2.4025.0%1320.12173
$257.50Jun 187.808.50$8.158.6%1250.4539
$255.00Jun 50.501.15$0.8378.3%610.2346

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 99.2%, max 548.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$305.00Jun 5Jun 26224.9%50.6%344.3%--20
$295.00Jun 5Jul 10189.9%43.4%337.6%319
$290.00Jun 5Jul 17148.5%43.5%241.2%672.6K
$285.00Jun 5Jul 10136.9%40.1%241.0%--33
$235.00Jun 5Jun 18100.7%44.6%125.9%236
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Jun 5Jul 17286.7%44.2%548.5%18161
$220.00Jun 5Jul 17235.8%43.0%448.0%132233
$222.50Jun 5Jun 18223.2%52.3%327.0%2131
$225.00Jun 5Jul 10148.4%41.4%258.2%496
$230.00Jun 5Jul 17110.3%41.7%164.3%28357

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 120 found (best R:R 40.67, avg 5.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$285.00$290.00Jun 5$0.13$4.87$0.1337.46$285.13
$295.00$300.00Jun 12$0.13$4.87$0.1337.46$295.13
$280.00$290.00Jun 12$0.33$9.67$0.3329.30$280.33
$295.00$300.00Jun 18$0.23$4.77$0.2320.74$295.23
$295.00$310.00Jul 2$0.80$14.20$0.8017.75$295.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$220.00$212.50Jun 5$0.18$7.32$0.1840.67$219.82
$237.50$235.00Jun 5$0.10$2.40$0.1024.00$237.40
$230.00$215.00Jul 2$0.72$14.28$0.7219.83$229.28
$250.00$247.50Jun 5$0.13$2.37$0.1318.23$249.87
$225.00$220.00Jun 26$0.35$4.65$0.3513.29$224.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 143 found (best R:R 149.00, avg 2.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$217.50$232.50Jun 5$14.90$14.90$0.10149.00$232.40
$220.00$230.00Jun 18$9.45$9.45$0.5517.18$229.45
$227.50$235.00Jun 12$7.00$7.00$0.5014.00$234.50
$235.00$240.00Jun 12$4.65$4.65$0.3513.29$239.65
$240.00$242.50Jun 5$2.30$2.30$0.2011.50$242.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$265.00$262.50Jun 5$1.90$1.90$0.603.17$263.10
$265.00$262.50Jun 18$1.60$1.60$0.901.78$263.40
$262.50$260.00Jun 5$1.55$1.55$0.951.63$260.95
$280.00$270.00Jul 17$6.20$6.20$3.801.63$273.80
$265.00$262.50Jun 12$1.50$1.50$1.001.50$263.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $2.33, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Jun 5Jun 12$0.05148.5%52.1%
$300.00Jun 12Jun 18$0.1757.7%46.5%
$235.00Jun 5Jun 12$0.60100.7%43.5%
$280.00Jun 5Jun 12$0.7590.2%44.1%
$310.00Jun 18Jul 2$0.9555.8%48.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jun 5Jun 12$0.25110.3%47.7%
$232.50Jun 5Jun 12$0.25109.9%45.5%
$235.00Jun 5Jun 12$0.32100.7%43.5%
$237.50Jun 5Jun 12$0.62101.7%46.7%
$227.50Jun 5Jun 18$0.73124.1%47.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 2.01% of stock, avg 8.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$257.50Jun 5$3.60$1.60$5.20$252.30$262.702.01%
$260.00Jun 5$2.33$3.05$5.38$254.62$265.382.08%
$255.00Jun 5$5.05$0.83$5.88$249.12$260.882.27%
$262.50Jun 5$1.30$4.60$5.90$256.60$268.402.28%
$265.00Jun 5$0.65$6.50$7.15$257.85$272.152.76%
$252.50Jun 5$7.00$0.57$7.57$244.93$260.072.92%
$250.00Jun 5$9.40$0.28$9.68$240.32$259.683.74%
$247.50Jun 5$11.70$0.15$11.85$235.65$259.354.58%
$260.00Jun 12$6.50$7.35$13.85$246.15$273.855.35%
$257.50Jun 12$7.90$6.10$14.00$243.50$271.505.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 159 found (cheapest 0.32% of stock, avg 3.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$267.50$250.00Jun 5$0.55$0.28$0.83$249.17$268.33
$265.00$250.00Jun 5$0.65$0.28$0.93$249.07$265.93
$267.50$252.50Jun 5$0.55$0.57$1.12$251.38$268.62
$265.00$252.50Jun 5$0.65$0.57$1.22$251.28$266.22
$267.50$255.00Jun 5$0.55$0.83$1.38$253.62$268.88
$295.00$250.00Jun 5$1.08$0.28$1.36$248.64$296.36
$265.00$255.00Jun 5$0.65$0.83$1.48$253.52$266.48
$262.50$250.00Jun 5$1.30$0.28$1.58$248.42$264.08
$267.50$222.50Jun 5$0.55$1.08$1.63$220.87$269.13
$295.00$252.50Jun 5$1.08$0.57$1.65$250.85$296.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 212 found (best R:R 24.00, avg credit $3.30)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
235/238248/250Jun 5$2.40$0.1024.00$235.10$249.90
235/238245/248Jun 12$2.40$0.1024.00$235.10$247.40
248/250252/255Jun 12$2.38$0.1219.83$247.62$254.88
235/240245/250Jun 26$4.73$0.2717.52$235.27$249.73
252/255258/260Jun 12$2.35$0.1515.67$252.65$259.85
230/232240/242Jun 18$2.35$0.1515.67$230.15$242.35
220/222230/235Jun 18$4.65$0.3513.29$217.85$234.65
230/232235/240Jun 18$4.65$0.3513.29$227.85$239.65
220/222235/240Jun 18$4.55$0.4510.11$217.95$239.55
250/252255/258Jun 12$2.27$0.239.87$250.23$257.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 101 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$260.00$265.00Jun 26$0.05$4.9599.00
$280.00$285.00$290.00Jun 18$0.09$4.9154.56
$230.00$235.00$240.00Jun 18$0.10$4.9049.00
$242.50$245.00$247.50Jun 18$0.05$2.4549.00
$262.50$265.00$267.50Jun 18$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$257.50$260.00Jun 12$0.05$2.4549.00
$210.00$215.00$220.00Jun 18$0.10$4.9049.00
$222.50$225.00$227.50Jun 18$0.06$2.4440.67
$227.50$230.00$232.50Jun 5$0.07$2.4334.71
$237.50$240.00$242.50Jun 18$0.07$2.4334.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 112 found (best net $-0.62, 107 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$305.001:2Jun 26-$0.62$14.38
$295.00$310.001:2Jul 2-$0.80$14.20
$280.00$290.001:2Jun 12-$0.32$9.68
$295.00$305.001:2Jun 5-$1.08$8.92
$300.00$310.001:2Jul 17-$1.29$8.71
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$215.001:2Jul 2-$0.73$14.27
$220.00$210.001:2Jul 17-$0.30$9.70
$230.00$220.001:2Jul 17-$0.80$9.20
$240.00$230.001:2Jul 17-$1.50$8.50
$220.00$210.001:2Jun 26-$1.95$8.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 5.60%, avg 1.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Jul 17$14.500.520.4%5.60%6.05%821.7K
$260.00Jul 2$11.500.520.4%4.44%4.89%810
$270.00Jul 17$10.400.424.3%4.02%8.33%821.4K
$260.00Jun 26$10.100.510.4%3.90%4.35%1381
$265.00Jul 2$9.100.462.4%3.52%5.89%310
$270.00Jul 10$8.800.424.3%3.40%7.71%13
$265.00Jun 26$8.300.442.4%3.21%5.58%1131
$260.00Jun 18$7.900.510.4%3.05%3.50%562.0K
$280.00Jul 17$7.300.338.2%2.82%10.99%39644
$270.00Jul 2$7.000.404.3%2.70%7.01%--36

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 3,234
Total Puts 1,831
Put/Call Ratio 0.57
Net Difference 1,403

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 47,543
Total Puts 16,202
Average Put/Call Ratio 0.44
Ratio Trend Rising

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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