v133
VLO
VALERO ENERGY CORP N
$257.99 +1.66%
6/10 18:03

Option Volume

Detail
Current (06/10) 4,155
Calls: 2,875 (69%)
Puts: 1,280 (31%)
Prior (06/09) 4,003
Calls: 2,269 (57%)
Puts: 1,734 (43%)
Current vs Prior +3.80%
Calls: +26.71% (Calls)
Puts: -26.18% (Puts)
Prior 7-Day Total 42,911
Calls: 31,576 (74%)
Puts: 11,335 (26%)
Prior 7-Day Average 6,130
Calls: 4,510 (74%)
Puts: 1,619 (26%)
Current vs Prior 7-Day Avg -32.22%
Calls: -36.26%
Puts: -20.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/10) $2.72M
Calls: $1.85M (68%)
Puts: $865.2K (32%)
Prior (06/09) $2.41M
Calls: $1.49M (62%)
Puts: $918.2K (38%)
Current vs Prior +13.01%
Calls: +24.60%
Puts: -5.77%
Prior 7-Day Total $41.29M
Calls: $35.48M (86%)
Puts: $5.82M (14%)
Prior 7-Day Average $5.90M
Calls: $5.07M (86%)
Puts: $830.8K (14%)
Current vs Prior 7-Day Avg -53.89%
Calls: -63.40%
Puts: +4.15%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/10) 0.45
Prior (06/09) 0.76
Current vs Prior -41.74%
Prior 7-Day Average 0.47
Current vs Prior 7-Day Avg -4.30%
Sentiment BULLISH

Open Interest

Detail
Current (06/10) 118,601
Calls: 71,644 (60%)
Puts: 46,957 (40%)
Prior (06/09) 117,138
Calls: 71,020 (61%)
Puts: 46,118 (39%)
Current vs Prior +1.25%
Prior 7-Day Total 810,111
Calls: 487,350 (60%)
Puts: 322,761 (40%)
Prior 7-Day Average 115,730
Calls: 69,621 (60%)
Puts: 46,108 (40%)
Current vs Prior 7-Day Avg +2.48%
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 -- | --3.31% | 7.79%3.31% | 7.79%6.26% | 13.31%
Prior 4.51% | 6.78%-- | ---- | ---- | --
Current vs Prior -26.55% | -7.64%-- | ---- | ---- | --
Prior 7-Day Avg 4.29% | 6.73%-- | ---- | ---- | --
Current vs 7-Day Avg -22.73% | -6.98%-- | ---- | ---- | --
Prior 7-Day Eod 4.51% | 6.78%-- | ---- | ---- | --
Current vs 7-Day Eod -26.55% | -7.64%-- | ---- | ---- | --
Sentiment BULLISH------

Relative Spread

Detail
Expiry | Next
Current 37.17% | 15.46%
Calls: 35.26% | 22.22%
Puts: 39.08% | 8.70%
Prior 20.09% | 12.83%
Calls: 19.13% | 9.20%
Puts: 21.05% | 16.47%
Current vs Prior +85.02% | +20.50%
Prior 7-Day Avg 20.05% | 12.44%
Calls: 20.68% | 14.24%
Puts: 19.43% | 10.64%
Current vs 7-Day Avg +85.35% | +24.28%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($1.85M). Extreme bullish P/C ratio of 0.45 - heavy call buying (2,875 calls vs 1,280 puts). P/C ratio dropping 42% - sentiment shifting bullish. Call-heavy open interest (71,644 calls vs 46,957 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 NEUTRAL
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 34 of results (avg 7.2%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 1012.0012.60$12.304.9%260.501
$210.00Jun 1847.6050.50$49.055.9%20.97449
$265.00Jul 109.7010.30$10.006.0%90.443
$210.00Jul 1748.9052.20$50.556.5%30.9388
$260.00Jul 2414.5015.50$15.006.7%60.5217
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 1720.3021.00$20.653.4%150.6036
$260.00Jun 2610.0010.40$10.203.9%70.524
$260.00Jul 1714.5015.10$14.804.1%460.49230
$255.00Jun 267.608.00$7.805.1%10.432
$257.50Jun 268.709.20$8.955.6%10.47--

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. 62 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jun 1227.0030.20$28.6011.2%50.998
$235.00Jun 1222.2025.20$23.7012.7%--0.9911
$237.50Jun 1219.8022.70$21.2513.6%--0.9850
$210.00Jun 1847.6050.50$49.055.9%20.97449
$240.00Jun 1217.2020.40$18.8017.0%--0.9769
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$282.50Jun 1222.5026.10$24.3014.8%11.00--
$290.00Jul 1733.4036.30$34.858.3%100.77--
$265.00Jun 126.409.00$7.7033.8%80.7410
$275.00Jun 2618.2021.20$19.7015.2%10.74--
$270.00Jun 1812.8015.50$14.1519.1%--0.73668

Most actively traded options today. High liquidity = easy entry/exit. 146 active (total vol 3.5K, top 422)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$267.50Jun 120.651.00$0.8342.2%4220.17109
$270.00Jul 178.5010.20$9.3518.2%2840.401.4K
$280.00Jun 181.001.30$1.1526.1%2310.13737
$262.50Jun 121.852.35$2.1023.8%1690.35113
$260.00Jun 122.553.30$2.9325.6%1170.45178
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jun 180.301.00$0.65107.7%730.07748
$245.00Jun 181.652.60$2.1344.6%670.21328
$262.50Jun 189.1010.30$9.7012.4%590.5834
$250.00Jun 120.501.05$0.7870.5%540.1674
$237.50Jun 180.601.45$1.0283.3%500.11278

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 43.5%, max 291.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jun 12Jul 17145.7%45.2%222.0%531.7K
$295.00Jun 12Jul 290.2%48.1%87.4%--72
$305.00Jun 18Jun 2678.9%46.1%71.1%1532
$210.00Jun 18Jul 1776.3%45.8%66.6%5537
$230.00Jun 12Jul 1771.2%43.0%65.7%2466
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Jun 12Jul 17179.3%45.8%291.1%4280
$220.00Jun 12Jul 17153.9%43.8%251.2%11420
$215.00Jun 12Jul 2150.3%56.0%168.3%--81
$225.00Jun 12Jul 299.3%48.1%106.5%639
$230.00Jun 12Jul 1771.2%43.0%65.7%45548

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 119 found (best R:R 40.67, avg 5.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$285.00$290.00Jun 18$0.15$4.85$0.1532.33$285.15
$295.00$305.00Jun 26$0.40$9.60$0.4024.00$295.40
$275.00$277.50Jun 12$0.12$2.38$0.1219.83$275.12
$267.50$270.00Jun 12$0.13$2.37$0.1318.23$267.63
$272.50$275.00Jun 12$0.13$2.37$0.1318.23$272.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$225.00$220.00Jun 26$0.12$4.88$0.1240.67$224.88
$220.00$215.00Jun 26$0.15$4.85$0.1532.33$219.85
$235.00$230.00Jun 26$0.17$4.83$0.1728.41$234.83
$215.00$210.00Jun 26$0.20$4.80$0.2024.00$214.80
$245.00$242.50Jun 12$0.12$2.38$0.1219.83$244.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 148 found (best R:R 65.67, avg 2.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$210.00$220.00Jun 18$9.85$9.85$0.1565.67$219.85
$220.00$230.00Jun 18$9.70$9.70$0.3032.33$229.70
$230.00$235.00Jun 18$4.80$4.80$0.2024.00$234.80
$240.00$242.50Jun 12$2.35$2.35$0.1515.67$242.35
$242.50$245.00Jun 12$2.35$2.35$0.1515.67$244.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$282.50$265.00Jun 12$16.60$16.60$0.9018.44$265.90
$290.00$280.00Jul 17$7.75$7.75$2.253.44$282.25
$275.00$272.50Jun 26$1.90$1.90$0.603.17$273.10
$270.00$267.50Jun 18$1.85$1.85$0.652.85$268.15
$240.00$237.50Jun 26$1.85$1.85$0.652.85$238.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $2.07, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$295.00Jun 12Jun 18$0.0590.2%46.5%
$290.00Jun 12Jun 18$0.4568.5%49.5%
$285.00Jun 12Jun 18$0.6059.4%46.3%
$230.00Jun 12Jun 18$0.9071.2%55.1%
$235.00Jun 12Jun 18$1.0059.6%48.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Jun 12Jun 18$0.2599.3%57.5%
$230.00Jun 12Jun 18$0.6071.2%55.1%
$215.00Jun 12Jun 18$0.67150.3%89.9%
$235.00Jun 12Jun 18$0.6859.6%48.4%
$232.50Jun 12Jun 18$0.7065.5%52.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 2.78% of stock, avg 8.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$257.50Jun 12$4.20$2.98$7.18$250.32$264.682.78%
$260.00Jun 12$2.93$4.35$7.28$252.72$267.282.82%
$262.50Jun 12$2.10$6.05$8.15$254.35$270.653.16%
$255.00Jun 12$6.10$2.08$8.18$246.82$263.183.17%
$252.50Jun 12$7.80$1.38$9.18$243.32$261.683.56%
$265.00Jun 12$1.73$7.70$9.43$255.57$274.433.66%
$250.00Jun 12$9.80$0.78$10.58$239.42$260.584.10%
$247.50Jun 12$11.80$0.55$12.35$235.15$259.854.79%
$245.00Jun 12$14.10$0.30$14.40$230.60$259.405.58%
$260.00Jun 18$6.35$8.05$14.40$245.60$274.405.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 138 found (cheapest 0.48% of stock, avg 3.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$270.00$247.50Jun 12$0.70$0.55$1.25$246.25$271.25
$267.50$247.50Jun 12$0.83$0.55$1.38$246.12$268.88
$270.00$250.00Jun 12$0.70$0.78$1.48$248.52$271.48
$267.50$250.00Jun 12$0.83$0.78$1.61$248.39$269.11
$270.00$252.50Jun 12$0.70$1.38$2.08$250.42$272.08
$267.50$252.50Jun 12$0.83$1.38$2.21$250.29$269.71
$265.00$247.50Jun 12$1.73$0.55$2.28$245.22$267.28
$265.00$250.00Jun 12$1.73$0.78$2.51$247.49$267.51
$262.50$247.50Jun 12$2.10$0.55$2.65$244.85$265.15
$270.00$255.00Jun 12$0.70$2.08$2.78$252.22$272.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 214 found (best R:R 18.23, avg credit $3.32)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
248/250252/255Jun 18$2.37$0.1318.23$247.63$254.87
238/240265/268Jun 26$2.35$0.1515.67$237.65$267.35
225/228235/240Jun 18$4.55$0.4510.11$222.95$239.55
245/248250/252Jun 12$2.25$0.259.00$245.25$252.25
225/228245/248Jun 18$2.25$0.259.00$225.25$247.25
245/248250/252Jun 18$2.25$0.259.00$245.25$252.25
248/250260/262Jun 26$2.25$0.259.00$247.75$262.25
240/242245/248Jun 18$2.21$0.297.62$240.29$247.21
242/245248/250Jun 18$2.20$0.307.33$242.80$249.70
235/238245/248Jun 18$2.19$0.317.06$235.31$247.19

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$285.00$290.00Jun 12$0.05$4.9599.00
$210.00$220.00$230.00Jun 18$0.15$9.8565.67
$242.50$245.00$247.50Jun 12$0.05$2.4549.00
$280.00$285.00$290.00Jul 2$0.10$4.9049.00
$275.00$277.50$280.00Jun 18$0.07$2.4334.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$237.50$240.00$242.50Jun 18$0.06$2.4440.67
$240.00$242.50$245.00Jun 12$0.07$2.4334.71
$235.00$240.00$245.00Jul 2$0.18$4.8226.78
$220.00$222.50$225.00Jun 12$0.10$2.4024.00
$250.00$252.50$255.00Jun 12$0.10$2.4024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 106 found (best net $-0.70, 95 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$280.001:2Jul 10-$0.70$14.30
$295.00$305.001:2Jun 26-$0.05$9.95
$290.00$300.001:2Jul 17-$1.55$8.45
$280.00$290.001:2Jul 17-$2.30$7.70
$270.00$280.001:2Jul 17-$4.25$5.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$220.001:2Jul 10-$0.10$9.90
$220.00$210.001:2Jul 17-$0.32$9.68
$230.00$220.001:2Jul 17-$0.46$9.54
$240.00$230.001:2Jul 17-$1.00$9.00
$250.00$240.001:2Jul 17-$2.75$7.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 5.62%, avg 1.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Jul 24$14.500.520.8%5.62%6.40%617
$260.00Jul 17$13.300.510.8%5.16%5.93%301.7K
$265.00Jul 24$12.300.472.7%4.77%7.48%23
$260.00Jul 10$12.000.500.8%4.65%5.43%261
$260.00Jul 2$10.400.500.8%4.03%4.81%313
$270.00Jul 24$10.300.424.7%3.99%8.65%1104
$265.00Jul 10$9.700.442.7%3.76%6.48%93
$270.00Jul 17$8.500.404.7%3.29%7.95%2841.4K
$265.00Jul 2$8.200.442.7%3.18%5.90%316
$260.00Jun 26$7.500.480.8%2.91%3.69%676

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 2,875
Total Puts 1,280
Put/Call Ratio 0.45
Net Difference 1,595

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 31,576
Total Puts 11,335
Average Put/Call Ratio 0.47
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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