v124
VLO
VALERO ENERGY CORP N
$255.82
-1.17%
Option Volume
Detail
Current (06/05)
4,046
Calls:
2,925
(72%)
Puts:
1,121
(28%)
Prior (06/04)
5,065
Calls:
3,234
(64%)
Puts:
1,831
(36%)
Current vs Prior
-20.12%
Calls:
-9.55%
(Calls)
Puts:
-38.78%
(Puts)
Prior 7-Day Total
57,836
Calls:
44,725
(77%)
Puts:
13,111
(23%)
Prior 7-Day Average
8,262
Calls:
6,389
(77%)
Puts:
1,873
(23%)
Current vs Prior 7-Day Avg
-51.03%
Calls:
-54.22%
Puts:
-40.15%
Sentiment
BULLISH
Dollar Volume
Detail
Current (06/05)
$3.10M
Calls:
$2.59M
(84%)
Puts:
$505.4K
(16%)
Prior (06/04)
$10.48M
Calls:
$9.78M
(93%)
Puts:
$702.9K
(7%)
Current vs Prior
-70.42%
Calls:
-73.46%
Puts:
-28.11%
Prior 7-Day Total
$47.21M
Calls:
$40.21M
(85%)
Puts:
$7.00M
(15%)
Prior 7-Day Average
$6.74M
Calls:
$5.74M
(85%)
Puts:
$1.00M
(15%)
Current vs Prior 7-Day Avg
-54.04%
Calls:
-54.83%
Puts:
-49.49%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (06/05)
0.38
Prior (06/04)
0.57
Current vs Prior
-32.31%
Prior 7-Day Average
0.40
Current vs Prior 7-Day Avg
-4.42%
Sentiment
BULLISH
Open Interest
Detail
Current (06/05)
120,140
Calls:
72,834
(61%)
Puts:
47,306
(39%)
Prior (06/04)
118,646
Calls:
71,717
(60%)
Puts:
46,929
(40%)
Current vs Prior
+1.26%
Prior 7-Day Total
804,914
Calls:
477,553
(59%)
Puts:
327,361
(41%)
Prior 7-Day Average
114,987
Calls:
68,221
(59%)
Puts:
46,765
(41%)
Current vs Prior 7-Day Avg
+4.48%
Sentiment
BEARISH
Expected Move
Detail
Expiry (06/05) | Next (06/12)Expiry (06/05) | Next (06/12)Expiry (06/05) | Next (06/12)Expiry (06/18) | Next (07/17)
Current
1.25% | 5.96%1.25% | 5.96%1.25% | 5.96%7.86% | 14.03%
Prior
2.57% | 5.89%-- | ---- | ---- | --
Current vs Prior
+132.04% | +33.36%-- | ---- | ---- | --
Prior 7-Day Avg
4.17% | 6.59%-- | ---- | ---- | --
Current vs 7-Day Avg
+42.96% | +19.15%-- | ---- | ---- | --
Prior 7-Day Eod
2.57% | 5.89%-- | ---- | ---- | --
Current vs 7-Day Eod
+132.04% | +33.36%-- | ---- | ---- | --
Sentiment
BEARISH------
Relative Spread
Detail
Expiry | Next
Current
15.10% | 12.86%
Calls:
21.05% | 15.53%
Puts:
9.15% | 10.20%
Prior
39.16% | 18.78%
Calls:
35.71% | 25.32%
Puts:
42.62% | 12.24%
Current vs Prior
-61.44% | -31.52%
Prior 7-Day Avg
20.52% | 13.23%
Calls:
19.82% | 17.31%
Puts:
21.21% | 9.15%
Current vs 7-Day Avg
-26.40% | -2.80%
Liquidity
Expensive
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AI Insights
Strong bullish conviction with 84% of dollar volume in calls ($2.59M) vs puts ($505.4K). Light premium activity with dollar volume down 70% vs prior. Extreme bullish P/C ratio of 0.38 - heavy call buying (2,925 calls vs 1,121 puts). P/C ratio dropping 32% - sentiment shifting bullish.
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
2,925
Total Puts
1,121
Put/Call Ratio
0.38
Net Difference
1,804
Prior's Put/Call Breakdown
Total Calls
3,234
Total Puts
1,831
Put/Call Ratio
0.57
Net Difference
1,403
Prior 7-Day Put/Call Summary
Total Calls
44,725
Total Puts
13,111
Average Put/Call Ratio
0.40
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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