v135
VLO
VALERO ENERGY CORP N
$255.60 -0.93%
6/11 18:08

Option Volume

Detail
Current (06/11) 4,623
Calls: 2,588 (56%)
Puts: 2,035 (44%)
Prior (06/10) 4,155
Calls: 2,875 (69%)
Puts: 1,280 (31%)
Current vs Prior +11.26%
Calls: -9.98% (Calls)
Puts: +58.98% (Puts)
Prior 7-Day Total 39,373
Calls: 29,205 (74%)
Puts: 10,168 (26%)
Prior 7-Day Average 5,624
Calls: 4,172 (74%)
Puts: 1,452 (26%)
Current vs Prior 7-Day Avg -17.81%
Calls: -37.97%
Puts: +40.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/11) $3.68M
Calls: $2.17M (59%)
Puts: $1.52M (41%)
Prior (06/10) $2.72M
Calls: $1.85M (68%)
Puts: $865.2K (32%)
Current vs Prior +35.44%
Calls: +16.83%
Puts: +75.34%
Prior 7-Day Total $38.42M
Calls: $33.07M (86%)
Puts: $5.35M (14%)
Prior 7-Day Average $5.49M
Calls: $4.72M (86%)
Puts: $764.8K (14%)
Current vs Prior 7-Day Avg -32.87%
Calls: -54.12%
Puts: +98.38%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/11) 0.79
Prior (06/10) 0.45
Current vs Prior +76.62%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg +70.13%
Sentiment NEUTRAL

Open Interest

Detail
Current (06/11) 120,245
Calls: 72,837 (61%)
Puts: 47,408 (39%)
Prior (06/10) 118,601
Calls: 71,644 (60%)
Puts: 46,957 (40%)
Current vs Prior +1.39%
Prior 7-Day Total 818,334
Calls: 493,306 (60%)
Puts: 325,028 (40%)
Prior 7-Day Average 116,904
Calls: 70,472 (60%)
Puts: 46,432 (40%)
Current vs Prior 7-Day Avg +2.86%
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 -- | --2.83% | 7.71%2.83% | 7.71%5.79% | 12.64%
Prior 3.31% | 6.26%-- | ---- | ---- | --
Current vs Prior -14.65% | -7.50%-- | ---- | ---- | --
Prior 7-Day Avg 4.08% | 6.63%-- | ---- | ---- | --
Current vs 7-Day Avg -30.74% | -12.60%-- | ---- | ---- | --
Prior 7-Day Eod 3.31% | 6.26%-- | ---- | ---- | --
Current vs 7-Day Eod -14.65% | -7.50%-- | ---- | ---- | --
Sentiment BULLISH------

Relative Spread

Detail
Expiry | Next
Current 50.48% | 20.58%
Calls: 54.82% | 23.88%
Puts: 46.15% | 17.28%
Prior 37.17% | 15.46%
Calls: 35.26% | 22.22%
Puts: 39.08% | 8.70%
Current vs Prior +35.81% | +33.12%
Prior 7-Day Avg 23.71% | 12.59%
Calls: 24.13% | 14.39%
Puts: 23.28% | 10.79%
Current vs 7-Day Avg +112.94% | +63.46%
Liquidity Expensive
+
Add Card

🤖 AI Insights

P/C ratio rising 77% - increased hedging/bearish positioning. Call-heavy open interest (72,837 calls vs 47,408 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current NEUTRAL
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 24 of results (avg 7.6%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jun 1843.9046.40$45.155.5%21.00447
$250.00Jul 1716.3017.30$16.806.0%260.59285
$210.00Jul 1745.5048.40$46.956.2%--0.9390
$255.00Jun 269.209.80$9.506.3%20.5322
$250.00Jul 1014.9015.90$15.406.5%10.597
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 1721.3022.20$21.754.1%70.6448
$260.00Jun 2611.1011.70$11.405.3%--0.5611
$260.00Jul 1715.0016.00$15.506.5%350.53257
$255.00Jun 268.309.00$8.658.1%20.473
$280.00Jul 1728.1030.70$29.408.8%--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. 61 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jun 1214.2016.00$15.1011.9%11.0069
$210.00Jun 1843.9046.40$45.155.5%21.00447
$220.00Jun 1834.0036.80$35.407.9%101.00659
$235.00Jun 1218.6021.10$19.8512.6%--0.9711
$242.50Jun 1211.2013.70$12.4520.1%--0.9625
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jun 129.0011.80$10.4026.9%100.9114
$262.50Jun 127.209.40$8.3026.5%110.8573
$290.00Jul 1735.8039.20$37.509.1%--0.8110
$270.00Jun 1815.9017.90$16.9011.8%10.79668
$267.50Jun 1813.9016.10$15.0014.7%10.7510

Most actively traded options today. High liquidity = easy entry/exit. 137 active (total vol 3.1K, top 263)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 177.308.50$7.9015.2%2630.361.6K
$270.00Jun 181.852.20$2.0317.2%2160.215.2K
$267.50Jun 120.050.45$0.25160.0%1880.07280
$260.00Jun 184.405.20$4.8016.7%1400.402.0K
$240.00Jun 1815.3017.70$16.5014.5%1310.841.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jun 181.252.00$1.6346.0%1310.17552
$260.00Jul 1013.4015.00$14.2011.3%1250.54--
$230.00Jul 244.006.00$5.0040.0%1100.22--
$245.00Jun 181.853.40$2.6358.9%700.26365
$240.00Jul 176.207.10$6.6513.5%620.30203

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 107.8%, max 412.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jun 12Jul 17226.5%44.2%412.2%141.7K
$295.00Jun 12Jul 24209.0%45.6%358.3%222
$290.00Jun 12Jul 24190.8%44.1%332.6%11372
$285.00Jun 12Jul 10172.9%41.1%320.9%--115
$230.00Jun 12Jul 24142.0%42.4%234.8%613
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$215.00Jun 12Jul 2244.1%50.1%387.4%--81
$210.00Jun 12Jul 17181.2%44.0%312.1%2280
$225.00Jun 12Jul 10158.4%42.0%276.8%137
$220.00Jun 12Jul 24154.1%43.1%257.7%177
$230.00Jun 12Jul 24142.0%42.4%234.8%110180

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 116 found (best R:R 65.67, avg 5.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$295.00$305.00Jun 26$0.15$9.85$0.1565.67$295.15
$285.00$290.00Jul 2$0.10$4.90$0.1049.00$285.10
$295.00$300.00Jun 18$0.13$4.87$0.1337.46$295.13
$290.00$295.00Jul 2$0.25$4.75$0.2519.00$290.25
$272.50$275.00Jun 18$0.13$2.37$0.1318.23$272.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$225.00$220.00Jun 18$0.15$4.85$0.1532.33$224.85
$215.00$210.00Jun 26$0.25$4.75$0.2519.00$214.75
$225.00$220.00Jun 12$0.28$4.72$0.2816.86$224.72
$215.00$210.00Jun 18$0.30$4.70$0.3015.67$214.70
$247.50$245.00Jun 12$0.20$2.30$0.2011.50$247.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 144 found (best R:R 65.67, avg 2.07)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$230.00Jun 18$9.85$9.85$0.1565.67$229.85
$210.00$220.00Jun 18$9.75$9.75$0.2539.00$219.75
$237.50$240.00Jun 12$2.30$2.30$0.2011.50$239.80
$235.00$240.00Jun 18$4.55$4.55$0.4510.11$239.55
$230.00$235.00Jun 18$4.50$4.50$0.509.00$234.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$262.50$260.00Jun 26$2.25$2.25$0.259.00$260.25
$265.00$262.50Jun 12$2.10$2.10$0.405.25$262.90
$290.00$280.00Jul 17$8.10$8.10$1.904.26$281.90
$262.50$260.00Jun 12$2.00$2.00$0.504.00$260.50
$265.00$262.50Jun 18$1.95$1.95$0.553.55$263.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $2.18, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$305.00Jun 18Jun 26$0.3078.6%57.5%
$230.00Jun 12Jun 18$0.35142.0%51.5%
$280.00Jun 12Jun 18$0.4298.8%47.5%
$277.50Jun 12Jun 18$0.65105.4%50.6%
$275.00Jun 12Jun 18$1.0787.5%50.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$210.00Jun 12Jun 18$0.07181.2%70.7%
$220.00Jun 12Jun 18$0.15154.1%61.9%
$205.00Jun 18Jun 26$0.4381.1%67.0%
$237.50Jun 12Jun 18$0.57112.6%48.9%
$235.00Jun 12Jun 18$0.62103.9%49.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 2.11% of stock, avg 8.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$255.00Jun 12$2.68$2.72$5.40$249.60$260.402.11%
$252.50Jun 12$3.80$1.65$5.45$247.05$257.952.13%
$257.50Jun 12$1.63$4.55$6.18$251.32$263.682.42%
$250.00Jun 12$5.80$1.13$6.93$243.07$256.932.71%
$260.00Jun 12$1.13$6.30$7.43$252.57$267.432.91%
$247.50Jun 12$7.70$0.63$8.33$239.17$255.833.26%
$262.50Jun 12$0.52$8.30$8.82$253.68$271.323.45%
$245.00Jun 12$10.25$0.43$10.68$234.32$255.684.18%
$265.00Jun 12$0.28$10.40$10.68$254.32$275.684.18%
$242.50Jun 12$12.45$0.38$12.83$229.67$255.335.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.37% of stock, avg 3.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$262.50$245.00Jun 12$0.52$0.43$0.95$244.05$263.45
$262.50$247.50Jun 12$0.52$0.63$1.15$246.35$263.65
$290.00$245.00Jun 12$1.08$0.43$1.51$243.49$291.51
$285.00$245.00Jun 12$1.10$0.43$1.53$243.47$286.53
$260.00$245.00Jun 12$1.13$0.43$1.56$243.44$261.56
$262.50$250.00Jun 12$0.52$1.13$1.65$248.35$264.15
$290.00$247.50Jun 12$1.08$0.63$1.71$245.79$291.71
$285.00$247.50Jun 12$1.10$0.63$1.73$245.77$286.73
$260.00$247.50Jun 12$1.13$0.63$1.76$245.74$261.76
$257.50$245.00Jun 12$1.63$0.43$2.06$242.94$259.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 255 found (best R:R 32.33, avg credit $3.41)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
210/215235/240Jun 18$4.85$0.1532.33$210.15$239.85
210/215230/235Jun 18$4.80$0.2024.00$210.20$234.80
235/238250/252Jun 12$2.37$0.1318.23$235.13$252.37
220/225235/240Jun 18$4.70$0.3015.67$220.30$239.70
245/248255/258Jun 26$2.35$0.1515.67$245.15$257.35
245/248265/268Jun 26$2.35$0.1515.67$245.15$267.35
220/225230/235Jun 18$4.65$0.3513.29$220.35$234.65
242/245250/252Jun 18$2.31$0.1912.16$242.69$252.31
235/238248/250Jun 12$2.27$0.239.87$235.23$249.77
238/240242/245Jun 18$2.26$0.249.42$237.74$244.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$265.00$270.00Jul 24$0.05$4.9599.00
$285.00$290.00$295.00Jun 26$0.10$4.9049.00
$240.00$250.00$260.00Jul 17$0.20$9.8049.00
$275.00$280.00$285.00Jul 2$0.13$4.8737.46
$252.50$255.00$257.50Jun 12$0.07$2.4334.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$225.00$230.00$235.00Jun 26$0.15$4.8532.33
$260.00$262.50$265.00Jun 12$0.10$2.4024.00
$247.50$250.00$252.50Jun 18$0.10$2.4024.00
$270.00$280.00$290.00Jul 17$0.45$9.5521.22
$230.00$235.00$240.00Jul 2$0.25$4.7519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 115 found (best net $-4.30, 102 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$250.001:2Jul 24-$4.30$15.70
$295.00$305.001:2Jun 26-$0.75$9.25
$290.00$300.001:2Jul 17-$1.16$8.84
$280.00$290.001:2Jul 17-$1.60$8.40
$270.00$280.001:2Jul 17-$2.50$7.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$250.001:2Jul 24-$3.50$11.50
$220.00$210.001:2Jul 17-$0.15$9.85
$230.00$220.001:2Jul 17-$0.35$9.65
$230.00$220.001:2Jul 24-$0.90$9.10
$255.00$245.001:2Jul 2-$1.20$8.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 4.42%, avg 1.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Jul 24$11.300.471.7%4.42%6.14%217
$260.00Jul 17$10.600.471.7%4.15%5.87%431.7K
$265.00Jul 24$9.600.423.7%3.76%7.43%54
$260.00Jul 10$8.700.461.7%3.40%5.13%--27
$260.00Jul 2$8.400.451.7%3.29%5.01%215
$257.50Jun 26$8.000.480.7%3.13%3.87%11
$270.00Jul 24$7.700.385.6%3.01%8.65%--105
$270.00Jul 17$7.300.365.6%2.86%8.49%2631.6K
$260.00Jun 26$7.000.441.7%2.74%4.46%381
$265.00Jul 10$6.900.403.7%2.70%6.38%311

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 2,588
Total Puts 2,035
Put/Call Ratio 0.79
Net Difference 553

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 29,205
Total Puts 10,168
Average Put/Call Ratio 0.46
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