v124
VLO
VALERO ENERGY CORP N
$255.82 -1.17%
6/5 18:03

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

📈 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 26 of results (avg 7.4%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jun 1845.8048.00$46.904.7%20.97450
$210.00Jul 1747.6050.10$48.855.1%40.9392
$220.00Jul 1738.9041.10$40.005.5%30.8687
$220.00Jun 1836.0038.20$37.105.9%140.96674
$215.00Jun 2641.2044.10$42.656.8%10.951
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 1716.6017.40$17.004.7%120.51217
$270.00Jul 1722.6023.70$23.154.8%--0.6031
$250.00Jul 1711.6012.20$11.905.0%90.41118
$260.00Jun 2612.8013.60$13.206.1%40.533
$260.00Jun 1810.7011.50$11.107.2%30.55181

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. 64 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Jun 519.9022.90$21.4014.0%40.9918
$240.00Jun 514.9017.40$16.1515.5%550.9983
$210.00Jun 1845.8048.00$46.904.7%20.97450
$220.00Jun 1836.0038.20$37.105.9%140.96674
$215.00Jun 2641.2044.10$42.656.8%10.951
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$257.50Jun 50.202.40$1.30169.2%511.0015
$260.00Jun 52.905.10$4.0055.0%931.0083
$267.50Jun 59.6012.80$11.2028.6%30.85--
$262.50Jun 54.607.80$6.2051.6%10.791
$270.00Jun 1214.0016.90$15.4518.8%60.781

Most actively traded options today. High liquidity = easy entry/exit. 139 active (total vol 3.3K, top 213)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jun 124.605.90$5.2524.8%2130.43155
$257.50Jun 50.000.35$0.18194.4%2040.24257
$280.00Jul 104.807.30$6.0541.3%2000.294
$270.00Jun 121.902.55$2.2229.3%1870.23217
$250.00Jun 55.207.40$6.3034.9%1160.80268
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 172.353.20$2.7830.6%1190.14277
$230.00Jul 174.505.00$4.7510.5%1140.21264
$255.00Jun 50.050.55$0.30166.7%1060.2589
$260.00Jun 52.905.10$4.0055.0%931.0083
$257.50Jun 50.202.40$1.30169.2%511.0015

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 1213.2%, max 3394.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$305.00Jun 5Jul 101572.0%45.0%3394.8%110
$220.00Jun 5Jul 171498.3%43.6%3337.3%589
$295.00Jun 5Jul 101341.5%44.6%2905.9%422
$290.00Jun 5Jul 171219.5%45.7%2570.5%872.7K
$285.00Jun 5Jul 101092.0%45.2%2315.6%--33
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jun 5Jul 171498.3%43.6%3337.3%119337
$222.50Jun 5Jun 181413.5%46.3%2953.9%2131
$227.50Jun 5Jun 181244.0%48.5%2466.6%2130
$232.50Jun 5Jun 181073.9%44.8%2294.8%3169
$210.00Jun 5Jul 171017.6%43.0%2267.4%--161

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 120 found (best R:R 37.46, avg 4.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$295.00Jun 18$0.13$4.87$0.1337.46$290.13
$290.00$292.50Jun 12$0.10$2.40$0.1024.00$290.10
$295.00$300.00Jun 12$0.23$4.77$0.2320.74$295.23
$285.00$290.00Jun 12$0.25$4.75$0.2519.00$285.25
$285.00$305.00Jun 26$1.28$18.72$1.2814.63$286.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$232.50$230.00Jun 12$0.12$2.38$0.1219.83$232.38
$232.50$230.00Jun 18$0.12$2.38$0.1219.83$232.38
$225.00$220.00Jun 12$0.30$4.70$0.3015.67$224.70
$235.00$232.50Jun 12$0.15$2.35$0.1515.67$234.85
$237.50$235.00Jun 12$0.15$2.35$0.1515.67$237.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 146 found (best R:R 49.00, avg 2.01)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$210.00$220.00Jun 18$9.80$9.80$0.2049.00$219.80
$240.00$242.50Jun 5$2.40$2.40$0.1024.00$242.40
$247.50$250.00Jun 5$2.40$2.40$0.1024.00$249.90
$237.50$240.00Jun 12$2.35$2.35$0.1515.67$239.85
$220.00$230.00Jun 18$9.35$9.35$0.6514.38$229.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$262.50$260.00Jun 5$2.20$2.20$0.307.33$260.30
$270.00$265.00Jun 12$3.60$3.60$1.402.57$266.40
$270.00$267.50Jun 18$1.75$1.75$0.752.33$268.25
$262.50$260.00Jun 18$1.70$1.70$0.802.13$260.80
$262.50$260.00Jun 12$1.65$1.65$0.851.94$260.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $2.56, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$275.00Jun 5Jun 12$0.17816.9%47.7%
$300.00Jun 12Jun 18$0.2360.1%49.2%
$220.00Jun 5Jun 18$0.501498.3%48.1%
$235.00Jun 5Jun 12$0.60486.6%48.4%
$272.50Jun 5Jun 12$0.62742.6%48.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Jun 18Jun 26$0.1871.2%59.2%
$225.00Jun 5Jun 12$0.40693.5%58.2%
$230.00Jun 5Jun 12$0.40681.2%51.4%
$242.50Jun 5Jun 12$0.70726.1%47.0%
$235.00Jun 5Jun 12$0.72486.6%48.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 0.58% of stock, avg 8.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$257.50Jun 5$0.18$1.30$1.48$256.02$258.980.58%
$255.00Jun 5$1.90$0.30$2.20$252.80$257.200.86%
$260.00Jun 5$0.40$4.00$4.40$255.60$264.401.72%
$252.50Jun 5$4.15$0.75$4.90$247.60$257.401.92%
$250.00Jun 5$6.30$0.95$7.25$242.75$257.252.83%
$262.50Jun 5$1.23$6.20$7.43$255.07$269.932.90%
$247.50Jun 5$8.70$1.13$9.83$237.67$257.333.84%
$245.00Jun 5$11.20$0.50$11.70$233.30$256.704.57%
$267.50Jun 5$1.10$11.20$12.30$255.20$279.804.81%
$255.00Jun 12$7.60$6.20$13.80$241.20$268.805.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.19% of stock, avg 3.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$257.50$255.00Jun 5$0.18$0.30$0.48$254.52$257.98
$260.00$255.00Jun 5$0.40$0.30$0.70$254.30$260.70
$257.50$252.50Jun 5$0.18$0.75$0.93$251.57$258.43
$257.50$250.00Jun 5$0.18$0.95$1.13$248.87$258.63
$260.00$252.50Jun 5$0.40$0.75$1.15$251.35$261.15
$257.50$242.50Jun 5$0.18$1.08$1.26$241.24$258.76
$265.00$255.00Jun 5$0.98$0.30$1.28$253.72$266.28
$257.50$247.50Jun 5$0.18$1.13$1.31$246.19$258.81
$260.00$250.00Jun 5$0.40$0.95$1.35$248.65$261.35
$267.50$255.00Jun 5$1.10$0.30$1.40$253.60$268.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 201 found (best R:R 19.83, avg credit $3.15)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
225/228240/242Jun 18$2.38$0.1219.83$225.12$242.38
225/230235/240Jun 26$4.76$0.2419.83$225.24$239.76
245/248255/258Jun 5$2.35$0.1515.67$245.15$257.35
232/235242/245Jun 12$2.35$0.1515.67$232.65$244.85
235/238242/245Jun 12$2.35$0.1515.67$235.15$244.85
245/248252/255Jun 12$2.35$0.1515.67$245.15$254.85
222/225235/238Jun 18$2.35$0.1515.67$222.65$237.35
222/225238/240Jun 18$2.35$0.1515.67$222.65$239.85
232/235238/240Jun 18$2.33$0.1713.71$232.67$239.83
230/232242/245Jun 12$2.32$0.1812.89$230.18$244.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$242.50$245.00$247.50Jun 5$0.05$2.4549.00
$265.00$270.00$275.00Jun 26$0.10$4.9049.00
$267.50$270.00$272.50Jun 12$0.06$2.4440.67
$270.00$272.50$275.00Jun 12$0.07$2.4334.71
$275.00$277.50$280.00Jun 18$0.07$2.4334.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$270.00$280.00Jul 17$0.20$9.8049.00
$210.00$215.00$220.00Jun 18$0.12$4.8840.67
$205.00$210.00$215.00Jun 18$0.17$4.8328.41
$265.00$267.50$270.00Jun 18$0.10$2.4024.00
$242.50$245.00$247.50Jun 12$0.13$2.3718.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 117 found (best net $-0.22, 102 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$285.00$305.001:2Jun 26-$0.22$19.78
$215.00$235.001:2Jun 26-$7.65$12.35
$280.00$290.001:2Jul 2-$0.81$9.19
$295.00$305.001:2Jun 5-$1.08$8.92
$220.00$235.001:2Jun 5-$6.20$8.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$220.001:2Jul 17-$0.81$9.19
$240.00$230.001:2Jul 17-$1.65$8.35
$260.00$250.001:2Jun 26-$3.10$6.90
$220.00$212.501:2Jun 5-$1.08$6.42
$250.00$240.001:2Jul 17-$3.80$6.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 5.28%, avg 1.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Jul 17$13.500.491.6%5.28%6.91%151.7K
$260.00Jul 2$10.400.481.6%4.07%5.70%--12
$270.00Jul 17$9.600.405.5%3.75%9.30%601.4K
$260.00Jun 26$9.200.481.6%3.60%5.23%271
$257.50Jun 18$8.100.500.7%3.17%3.82%733
$265.00Jul 2$7.600.413.6%2.97%6.56%--13
$265.00Jun 26$7.200.413.6%2.81%6.40%1431
$260.00Jun 18$7.100.461.6%2.78%4.41%512.0K
$280.00Jul 17$6.800.319.4%2.66%12.11%22660
$270.00Jul 2$6.700.365.5%2.62%8.16%436

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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