v127
VLO
VALERO ENERGY CORP N
$258.39 +1.00%
6/8 18:03

Option Volume

Detail
Current (06/08) 3,189
Calls: 2,052 (64%)
Puts: 1,137 (36%)
Prior (06/05) 4,046
Calls: 2,925 (72%)
Puts: 1,121 (28%)
Current vs Prior -21.18%
Calls: -29.85% (Calls)
Puts: +1.43% (Puts)
Prior 7-Day Total 45,386
Calls: 33,593 (74%)
Puts: 11,793 (26%)
Prior 7-Day Average 6,483
Calls: 4,799 (74%)
Puts: 1,684 (26%)
Current vs Prior 7-Day Avg -50.82%
Calls: -57.24%
Puts: -32.51%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/08) $3.46M
Calls: $2.64M (76%)
Puts: $824.0K (24%)
Prior (06/05) $3.10M
Calls: $2.59M (84%)
Puts: $505.4K (16%)
Current vs Prior +11.64%
Calls: +1.62%
Puts: +63.05%
Prior 7-Day Total $41.97M
Calls: $35.38M (84%)
Puts: $6.59M (16%)
Prior 7-Day Average $6.00M
Calls: $5.05M (84%)
Puts: $940.9K (16%)
Current vs Prior 7-Day Avg -42.29%
Calls: -47.84%
Puts: -12.43%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/08) 0.55
Prior (06/05) 0.38
Current vs Prior +44.58%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg +28.60%
Sentiment BULLISH

Open Interest

Detail
Current (06/08) 116,183
Calls: 70,437 (61%)
Puts: 45,746 (39%)
Prior (06/05) 120,140
Calls: 72,834 (61%)
Puts: 47,306 (39%)
Current vs Prior -3.29%
Prior 7-Day Total 802,081
Calls: 477,225 (59%)
Puts: 324,856 (41%)
Prior 7-Day Average 114,583
Calls: 68,175 (59%)
Puts: 46,408 (41%)
Current vs Prior 7-Day Avg +1.40%
Sentiment BEARISH

Expected Move

Detail
Expiry (--) | Next (--)Expiry (06/12) | Next (06/26)Expiry (06/12) | Next (06/26)Expiry (06/18) | Next (07/17)
Current -- | --4.86% | 8.42%4.86% | 8.42%6.91% | 13.39%
Prior 5.96% | 7.86%-- | ---- | ---- | --
Current vs Prior -18.52% | -12.08%-- | ---- | ---- | --
Prior 7-Day Avg 4.31% | 6.75%-- | ---- | ---- | --
Current vs 7-Day Avg +12.62% | +2.38%-- | ---- | ---- | --
Prior 7-Day Eod 5.96% | 7.86%-- | ---- | ---- | --
Current vs 7-Day Eod -18.52% | -12.08%-- | ---- | ---- | --
Sentiment BULLISH------

Relative Spread

Detail
Expiry | Next
Current 7.20% | 8.35%
Calls: 9.68% | 5.71%
Puts: 4.72% | 10.99%
Prior 15.10% | 12.86%
Calls: 21.05% | 15.53%
Puts: 9.15% | 10.20%
Current vs Prior -52.32% | -35.07%
Prior 7-Day Avg 21.14% | 13.64%
Calls: 21.51% | 17.58%
Puts: 20.78% | 9.71%
Current vs 7-Day Avg -65.95% | -38.80%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($2.64M) vs puts ($824.0K). Bullish P/C ratio of 0.55. P/C ratio rising 45% - increased hedging/bearish positioning. Call-heavy open interest (70,437 calls vs 45,746 puts) suggests bullish 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 30 of results (avg 7.7%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jul 1748.8051.10$49.954.6%20.9289
$260.00Jun 187.407.80$7.605.3%1420.482.0K
$257.50Jun 188.509.00$8.755.7%80.5340
$220.00Jul 1740.0042.40$41.205.8%50.8886
$210.00Jun 1846.9050.00$48.456.4%51.00450
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jun 126.206.50$6.354.7%340.5322
$270.00Jul 1720.4021.50$20.955.3%50.5931
$260.00Jul 1714.8015.70$15.255.9%180.49225
$280.00Jul 1727.0029.30$28.158.2%--0.6811
$250.00Jul 1710.0010.90$10.458.6%180.39126

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. 46 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jun 1846.9050.00$48.456.4%51.00450
$235.00Jun 1222.1025.00$23.5512.3%--0.9511
$220.00Jun 1837.0039.80$38.407.3%80.94669
$237.50Jun 1219.9021.80$20.859.1%--0.9350
$225.00Jun 1832.5034.90$33.707.1%20.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jun 1814.5016.70$15.6014.1%--0.70667
$280.00Jul 1727.0029.30$28.158.2%--0.6811
$265.00Jun 128.7010.80$9.7521.5%--0.6710
$265.00Jun 1811.3012.60$11.9510.9%10.6117
$262.50Jun 127.208.30$7.7514.2%420.6069

Most actively traded options today. High liquidity = easy entry/exit. 117 active (total vol 2.1K, top 142)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jun 187.407.80$7.605.3%1420.482.0K
$275.00Jun 182.302.90$2.6023.1%1340.231.6K
$270.00Jun 121.201.90$1.5545.2%1320.21210
$257.50Jun 125.906.50$6.209.7%1080.5472
$265.00Jun 122.853.20$3.0311.6%830.3372
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jun 121.001.45$1.2336.6%810.1676
$230.00Jul 173.804.40$4.1014.6%720.19309
$220.00Jul 171.952.75$2.3534.0%610.12287
$230.00Jun 180.650.85$0.7526.7%530.08770
$230.00Jun 120.000.25$0.13192.3%480.02196

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 26.6%, max 142.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Jun 18Jul 1768.5%45.7%50.1%7539
$300.00Jun 12Jul 1768.3%46.1%48.2%61.7K
$295.00Jun 12Jun 1878.0%52.8%47.8%10169
$290.00Jun 12Jul 1762.8%46.0%36.4%392.8K
$240.00Jun 12Jul 1757.2%43.1%32.9%8219
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Jun 12Jul 17110.8%45.7%142.7%45282
$215.00Jun 12Jul 2100.2%54.7%83.1%--81
$220.00Jun 12Jul 1778.6%44.0%78.4%76353
$225.00Jun 12Jul 1070.7%44.3%59.5%136
$227.50Jun 12Jun 1874.1%54.3%36.4%295

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 110 found (best R:R 49.00, avg 6.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$295.00$300.00Jun 18$0.12$4.88$0.1240.67$295.12
$290.00$305.00Jun 26$0.40$14.60$0.4036.50$290.40
$290.00$295.00Jun 18$0.18$4.82$0.1826.78$290.18
$287.50$290.00Jun 12$0.12$2.38$0.1219.83$287.62
$295.00$300.00Jun 12$0.35$4.65$0.3513.29$295.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$215.00$210.00Jun 18$0.10$4.90$0.1049.00$214.90
$225.00$220.00Jun 26$0.12$4.88$0.1240.67$224.88
$220.00$210.00Jun 26$0.25$9.75$0.2539.00$219.75
$232.50$230.00Jun 12$0.15$2.35$0.1515.67$232.35
$245.00$242.50Jun 12$0.15$2.35$0.1515.67$244.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 130 found (best R:R 15.67, avg 1.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$225.00Jun 18$4.70$4.70$0.3015.67$224.70
$225.00$230.00Jun 18$4.70$4.70$0.3015.67$229.70
$237.50$240.00Jun 12$2.25$2.25$0.259.00$239.75
$230.00$235.00Jun 18$4.45$4.45$0.558.09$234.45
$210.00$220.00Jul 17$8.75$8.75$1.257.00$218.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$265.00$262.50Jun 12$2.00$2.00$0.504.00$263.00
$270.00$265.00Jun 18$3.65$3.65$1.352.70$266.35
$280.00$270.00Jul 17$7.20$7.20$2.802.57$272.80
$265.00$262.50Jun 18$1.65$1.65$0.851.94$263.35
$270.00$260.00Jul 17$5.70$5.70$4.301.33$264.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $1.76, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$295.00Jun 12Jun 18$0.1778.0%52.8%
$300.00Jun 12Jun 18$0.4068.3%55.3%
$305.00Jun 18Jun 26$0.5266.8%55.9%
$290.00Jun 12Jun 18$0.5562.8%50.3%
$310.00Jun 18Jul 2$0.9760.7%51.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$215.00Jun 12Jun 18$0.07100.2%64.9%
$220.00Jun 12Jun 18$0.2278.6%56.8%
$227.50Jun 12Jun 18$0.4074.1%54.3%
$225.00Jun 12Jun 18$0.5070.7%56.6%
$230.00Jun 12Jun 18$0.6256.6%50.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 43 found (cheapest 4.33% of stock, avg 9.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$255.00Jun 12$7.05$4.15$11.20$243.80$266.204.33%
$260.00Jun 12$4.90$6.35$11.25$248.75$271.254.35%
$257.50Jun 12$6.20$5.15$11.35$246.15$268.854.39%
$262.50Jun 12$3.95$7.75$11.70$250.80$274.204.53%
$252.50Jun 12$8.70$3.20$11.90$240.60$264.404.61%
$265.00Jun 12$3.03$9.75$12.78$252.22$277.784.95%
$250.00Jun 12$10.45$2.40$12.85$237.15$262.854.97%
$247.50Jun 12$12.30$1.73$14.03$233.47$261.535.43%
$245.00Jun 12$14.25$1.23$15.48$229.52$260.485.99%
$255.00Jun 18$9.70$6.65$16.35$238.65$271.356.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 134 found (cheapest 1.27% of stock, avg 4.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$270.00$247.50Jun 12$1.55$1.73$3.28$244.22$273.28
$270.00$250.00Jun 12$1.55$2.40$3.95$246.05$273.95
$267.50$247.50Jun 12$2.42$1.73$4.15$243.35$271.65
$310.00$220.00Jul 17$2.25$2.35$4.60$215.40$314.60
$265.00$247.50Jun 12$3.03$1.73$4.76$242.74$269.76
$270.00$252.50Jun 12$1.55$3.20$4.75$247.75$274.75
$267.50$250.00Jun 12$2.42$2.40$4.82$245.18$272.32
$285.00$215.00Jul 2$3.70$1.48$5.18$209.82$290.18
$265.00$250.00Jun 12$3.03$2.40$5.43$244.57$270.43
$267.50$252.50Jun 12$2.42$3.20$5.62$246.88$273.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 243 found (best R:R 24.00, avg credit $3.00)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/232238/240Jun 12$2.40$0.1024.00$230.10$239.90
210/215220/225Jun 18$4.80$0.2024.00$210.20$224.80
210/215225/230Jun 18$4.80$0.2024.00$210.20$229.80
235/238242/245Jun 18$2.40$0.1024.00$235.10$244.90
242/245250/252Jun 18$2.40$0.1024.00$242.60$252.40
220/225230/235Jun 18$4.75$0.2519.00$220.25$234.75
240/242250/252Jun 18$2.35$0.1515.67$240.15$252.35
230/232245/248Jun 18$2.33$0.1713.71$230.17$247.33
248/250252/255Jun 12$2.32$0.1812.89$247.68$254.82
232/235242/245Jun 18$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. 83 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$275.00$280.00Jul 2$0.05$4.9599.00
$260.00$270.00$280.00Jul 17$0.10$9.9099.00
$290.00$295.00$300.00Jun 18$0.06$4.9482.33
$255.00$260.00$265.00Jun 26$0.10$4.9049.00
$280.00$285.00$290.00Jun 26$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$235.00$237.50$240.00Jun 12$0.05$2.4549.00
$252.50$255.00$257.50Jun 12$0.05$2.4549.00
$235.00$237.50$240.00Jun 18$0.05$2.4549.00
$255.00$257.50$260.00Jun 18$0.05$2.4549.00
$240.00$245.00$250.00Jul 2$0.10$4.9049.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 87 found (best net $-1.00, 80 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$305.001:2Jun 26-$1.00$14.00
$265.00$280.001:2Jul 10-$1.35$13.65
$300.00$310.001:2Jul 17-$1.10$8.90
$290.00$300.001:2Jul 17-$1.75$8.25
$280.00$290.001:2Jul 17-$2.80$7.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$210.001:2Jun 26-$0.33$9.67
$220.00$210.001:2Jul 17-$0.35$9.65
$230.00$220.001:2Jul 17-$0.60$9.40
$240.00$230.001:2Jul 17-$1.35$8.65
$250.00$240.001:2Jul 17-$3.25$6.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 5.03%, avg 1.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Jul 17$13.000.500.6%5.03%5.65%91.7K
$260.00Jul 10$11.600.500.6%4.49%5.11%1--
$260.00Jul 2$10.600.500.6%4.10%4.73%--12
$270.00Jul 17$10.200.414.5%3.95%8.44%331.4K
$260.00Jun 26$9.600.490.6%3.72%4.34%773
$265.00Jul 10$9.000.442.6%3.48%6.04%2--
$265.00Jul 2$8.300.432.6%3.21%5.77%113
$265.00Jun 26$7.500.422.6%2.90%5.46%240
$260.00Jun 18$7.400.480.6%2.86%3.49%1422.0K
$270.00Jul 2$7.100.384.5%2.75%7.24%138

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 2,052
Total Puts 1,137
Put/Call Ratio 0.55
Net Difference 915

Prior's Put/Call Breakdown

Total Calls 2,925
Total Puts 1,121
Put/Call Ratio 0.38
Net Difference 1,804

Prior 7-Day Put/Call Summary

Total Calls 33,593
Total Puts 11,793
Average Put/Call Ratio 0.43
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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