v128
VLO
VALERO ENERGY CORP N
$253.78 -1.78%
6/9 18:03

Option Volume

Detail
Current (06/09) 4,003
Calls: 2,269 (57%)
Puts: 1,734 (43%)
Prior (06/08) 3,189
Calls: 2,052 (64%)
Puts: 1,137 (36%)
Current vs Prior +25.53%
Calls: +10.58% (Calls)
Puts: +52.51% (Puts)
Prior 7-Day Total 42,931
Calls: 31,814 (74%)
Puts: 11,117 (26%)
Prior 7-Day Average 6,133
Calls: 4,544 (74%)
Puts: 1,588 (26%)
Current vs Prior 7-Day Avg -34.73%
Calls: -50.08%
Puts: +9.18%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/09) $2.41M
Calls: $1.49M (62%)
Puts: $918.2K (38%)
Prior (06/08) $3.46M
Calls: $2.64M (76%)
Puts: $824.0K (24%)
Current vs Prior -30.44%
Calls: -43.53%
Puts: +11.44%
Prior 7-Day Total $41.47M
Calls: $35.68M (86%)
Puts: $5.79M (14%)
Prior 7-Day Average $5.92M
Calls: $5.10M (86%)
Puts: $827.4K (14%)
Current vs Prior 7-Day Avg -59.37%
Calls: -70.79%
Puts: +10.98%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/09) 0.76
Prior (06/08) 0.55
Current vs Prior +37.92%
Prior 7-Day Average 0.44
Current vs Prior 7-Day Avg +72.73%
Sentiment NEUTRAL

Open Interest

Detail
Current (06/09) 117,138
Calls: 71,020 (61%)
Puts: 46,118 (39%)
Prior (06/08) 116,183
Calls: 70,437 (61%)
Puts: 45,746 (39%)
Current vs Prior +0.82%
Prior 7-Day Total 808,503
Calls: 484,442 (60%)
Puts: 324,061 (40%)
Prior 7-Day Average 115,500
Calls: 69,206 (60%)
Puts: 46,294 (40%)
Current vs Prior 7-Day Avg +1.42%
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 -- | --4.51% | 8.63%4.51% | 8.63%6.78% | 13.32%
Prior 4.86% | 6.91%-- | ---- | ---- | --
Current vs Prior -7.11% | -1.89%-- | ---- | ---- | --
Prior 7-Day Avg 4.41% | 6.81%-- | ---- | ---- | --
Current vs 7-Day Avg +2.26% | -0.42%-- | ---- | ---- | --
Prior 7-Day Eod 4.86% | 6.91%-- | ---- | ---- | --
Current vs 7-Day Eod -7.11% | -1.89%-- | ---- | ---- | --
Sentiment BULLISH------

Relative Spread

Detail
Expiry | Next
Current 20.09% | 12.83%
Calls: 19.13% | 9.20%
Puts: 21.05% | 16.47%
Prior 7.20% | 8.35%
Calls: 9.68% | 5.71%
Puts: 4.72% | 10.99%
Current vs Prior +179.03% | +53.65%
Prior 7-Day Avg 19.47% | 13.57%
Calls: 20.14% | 16.97%
Puts: 18.81% | 10.17%
Current vs 7-Day Avg +3.16% | -5.43%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($1.49M). P/C ratio rising 38% - increased hedging/bearish positioning. Call-heavy open interest (71,020 calls vs 46,118 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 NEUTRAL
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 17 of results (avg 8.0%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 1716.2017.10$16.655.4%290.57278
$260.00Jul 1711.5012.30$11.906.7%240.461.7K
$210.00Jul 1743.9047.20$45.557.2%--0.9088
$210.00Jun 1842.1045.60$43.858.0%10.94450
$250.00Jul 213.2014.30$13.758.0%100.575
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 1716.7017.60$17.155.2%30.54230
$270.00Jul 1722.7024.10$23.406.0%--0.6436
$260.00Jul 214.1015.20$14.657.5%320.561
$250.00Jul 1711.5012.40$11.957.5%440.43133
$280.00Jul 1730.2032.90$31.558.6%--0.7311

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. 49 found (avg delta 0.71, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jun 1221.9025.20$23.5514.0%50.968
$235.00Jun 1217.2020.80$19.0018.9%--0.9411
$220.00Jun 1832.4035.70$34.059.7%50.94662
$210.00Jun 1842.1045.60$43.858.0%10.94450
$237.50Jun 1214.9018.00$16.4518.8%--0.9250
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jun 1215.5018.80$17.1519.2%30.904
$265.00Jun 1211.4014.50$12.9523.9%--0.8110
$270.00Jun 1817.3020.40$18.8516.4%10.78667
$262.50Jun 128.9011.30$10.1023.8%1010.76110
$280.00Jul 1730.2032.90$31.558.6%--0.7311

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 3.4K, top 323)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Jun 183.904.60$4.2516.5%3230.3444
$270.00Jun 182.152.50$2.3315.0%2840.225.2K
$260.00Jun 184.705.60$5.1517.5%2230.392.0K
$260.00Jun 122.102.95$2.5333.6%800.32183
$255.00Jun 123.904.70$4.3018.6%770.4667
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$237.50Jun 181.752.40$2.0831.2%2520.1952
$245.00Jun 183.704.50$4.1019.5%2470.31143
$245.00Jun 121.352.10$1.7343.4%1140.23129
$262.50Jun 128.9011.30$10.1023.8%1010.76110
$242.50Jun 120.951.45$1.2041.7%670.1792

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 35.2%, max 174.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jun 12Jul 17113.8%44.8%154.0%261.7K
$295.00Jun 12Jul 2101.9%46.0%121.7%5022
$210.00Jun 18Jul 1773.9%46.1%60.2%1538
$230.00Jun 12Jul 1762.6%43.6%43.5%665
$290.00Jun 12Jul 2464.1%44.7%43.3%369
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Jun 12Jul 17126.7%46.1%174.7%9280
$215.00Jun 12Jul 2133.7%53.6%149.3%--81
$220.00Jun 12Jul 1798.6%43.5%126.9%28410
$225.00Jun 12Jul 2467.0%44.1%52.1%235
$230.00Jun 12Jul 1762.6%43.6%43.5%15543

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 118 found (best R:R 49.00, avg 5.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$285.00$290.00Jun 18$0.15$4.85$0.1532.33$285.15
$280.00$285.00Jul 10$0.17$4.83$0.1728.41$280.17
$290.00$295.00Jun 18$0.20$4.80$0.2024.00$290.20
$270.00$272.50Jun 12$0.12$2.38$0.1219.83$270.12
$280.00$285.00Jun 18$0.28$4.72$0.2816.86$280.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$225.00Jun 12$0.10$4.90$0.1049.00$229.90
$215.00$210.00Jun 18$0.23$4.77$0.2320.74$214.77
$225.00$220.00Jul 2$0.23$4.77$0.2320.74$224.77
$220.00$215.00Jul 2$0.25$4.75$0.2519.00$219.75
$235.00$232.50Jun 12$0.15$2.35$0.1515.67$234.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 137 found (best R:R 49.00, avg 1.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$210.00$220.00Jun 18$9.80$9.80$0.2049.00$219.80
$220.00$230.00Jun 18$9.50$9.50$0.5019.00$229.50
$230.00$235.00Jun 12$4.55$4.55$0.4510.11$234.55
$230.00$235.00Jun 18$4.45$4.45$0.558.09$234.45
$237.50$240.00Jun 12$2.20$2.20$0.307.33$239.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$265.00$262.50Jun 18$2.30$2.30$0.2011.50$262.70
$270.00$265.00Jun 12$4.20$4.20$0.805.25$265.80
$280.00$270.00Jul 17$8.15$8.15$1.854.41$271.85
$270.00$265.00Jun 18$3.70$3.70$1.302.85$266.30
$262.50$260.00Jun 12$1.80$1.80$0.702.57$260.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $1.95, cheapest $0.35)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Jun 12Jun 18$0.3564.1%50.8%
$285.00Jun 12Jun 18$0.4760.0%48.7%
$280.00Jun 12Jun 18$0.7354.5%47.4%
$277.50Jun 12Jun 18$0.9552.2%47.6%
$230.00Jun 12Jun 18$1.0062.6%49.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Jun 12Jun 18$0.7067.0%55.9%
$230.00Jun 12Jun 18$0.7262.6%49.8%
$232.50Jun 12Jun 18$1.0754.2%49.6%
$205.00Jun 18Jun 26$1.1264.8%70.5%
$235.00Jun 12Jun 18$1.2555.2%48.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 46 found (cheapest 3.92% of stock, avg 8.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$252.50Jun 12$5.75$4.20$9.95$242.55$262.453.92%
$255.00Jun 12$4.30$5.70$10.00$245.00$265.003.94%
$257.50Jun 12$3.30$7.10$10.40$247.10$267.904.10%
$250.00Jun 12$7.50$3.30$10.80$239.20$260.804.26%
$260.00Jun 12$2.53$8.30$10.83$249.17$270.834.27%
$247.50Jun 12$8.70$2.40$11.10$236.40$258.604.37%
$262.50Jun 12$1.68$10.10$11.78$250.72$274.284.64%
$245.00Jun 12$10.40$1.73$12.13$232.87$257.134.78%
$242.50Jun 12$12.05$1.20$13.25$229.25$255.755.22%
$265.00Jun 12$1.23$12.95$14.18$250.82$279.185.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 139 found (cheapest 0.96% of stock, avg 4.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$265.00$242.50Jun 12$1.23$1.20$2.43$240.07$267.43
$262.50$242.50Jun 12$1.68$1.20$2.88$239.62$265.38
$265.00$245.00Jun 12$1.23$1.73$2.96$242.04$267.96
$262.50$245.00Jun 12$1.68$1.73$3.41$241.59$265.91
$265.00$247.50Jun 12$1.23$2.40$3.63$243.87$268.63
$260.00$242.50Jun 12$2.53$1.20$3.73$238.77$263.73
$300.00$210.00Jul 17$2.42$1.65$4.07$205.93$304.07
$262.50$247.50Jun 12$1.68$2.40$4.08$243.42$266.58
$260.00$245.00Jun 12$2.53$1.73$4.26$240.74$264.26
$257.50$242.50Jun 12$3.30$1.20$4.50$238.00$262.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 277 found (best R:R 37.46, avg credit $2.91)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
205/210230/235Jun 18$4.87$0.1337.46$205.13$234.87
210/215220/230Jun 18$9.73$0.2736.04$205.27$229.73
220/225230/235Jun 18$4.83$0.1728.41$220.17$234.83
270/280290/300Jul 17$9.58$0.4222.81$270.42$299.58
235/238240/242Jun 12$2.37$0.1318.23$235.13$242.37
232/235238/240Jun 12$2.35$0.1515.67$232.65$239.85
232/235240/242Jun 12$2.35$0.1515.67$232.65$242.35
248/250252/255Jun 12$2.35$0.1515.67$247.65$254.85
210/215230/235Jun 18$4.68$0.3214.62$210.32$234.68
225/228242/245Jun 18$2.32$0.1812.89$225.18$244.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 77 found (best R:R 99.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$280.00$290.00Jul 24$0.10$9.9099.00
$255.00$260.00$265.00Jul 2$0.10$4.9049.00
$265.00$270.00$275.00Jul 2$0.10$4.9049.00
$260.00$265.00$270.00Jul 24$0.10$4.9049.00
$280.00$285.00$290.00Jun 18$0.13$4.8737.46
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$235.00$237.50$240.00Jun 18$0.10$2.4024.00
$215.00$220.00$225.00Jun 12$0.25$4.7519.00
$242.50$245.00$247.50Jun 12$0.14$2.3616.86
$247.50$250.00$252.50Jun 18$0.15$2.3515.67
$230.00$235.00$240.00Jul 2$0.33$4.6714.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-0.25, 90 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$280.001:2Jul 10-$0.25$14.75
$290.00$300.001:2Jul 17-$0.99$9.01
$280.00$290.001:2Jul 17-$2.00$8.00
$280.00$290.001:2Jul 24-$2.30$7.70
$270.00$280.001:2Jul 17-$3.10$6.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$220.001:2Jul 10-$0.15$9.85
$230.00$220.001:2Jul 17-$0.45$9.55
$220.00$210.001:2Jul 17-$0.65$9.35
$240.00$230.001:2Jul 17-$1.90$8.10
$250.00$240.001:2Jul 17-$3.65$6.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 4.61%, avg 1.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$255.00Jul 10$11.700.500.5%4.61%5.09%15
$260.00Jul 17$11.500.462.5%4.53%6.98%241.7K
$260.00Jul 24$11.300.462.5%4.45%6.90%1116
$255.00Jul 2$10.400.510.5%4.10%4.58%--16
$265.00Jul 24$9.200.414.4%3.63%8.05%21
$255.00Jun 26$8.900.490.5%3.51%3.99%319
$260.00Jul 2$8.600.442.5%3.39%5.84%312
$270.00Jul 17$7.900.366.4%3.11%9.50%621.4K
$270.00Jul 24$7.700.366.4%3.03%9.43%2102
$265.00Jul 10$7.100.384.4%2.80%7.22%12

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 2,269
Total Puts 1,734
Put/Call Ratio 0.76
Net Difference 535

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 31,814
Total Puts 11,117
Average Put/Call Ratio 0.44
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All