v135
VLO
VALERO ENERGY CORP N
$258.67 +1.20%
6/12 18:04

Option Volume

Detail
Current (06/12) 3,629
Calls: 2,457 (68%)
Puts: 1,172 (32%)
Prior (06/11) 4,623
Calls: 2,588 (56%)
Puts: 2,035 (44%)
Current vs Prior -21.50%
Calls: -5.06% (Calls)
Puts: -42.41% (Puts)
Prior 7-Day Total 39,379
Calls: 28,444 (72%)
Puts: 10,935 (28%)
Prior 7-Day Average 5,625
Calls: 4,063 (72%)
Puts: 1,562 (28%)
Current vs Prior 7-Day Avg -35.49%
Calls: -39.53%
Puts: -24.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/12) $2.07M
Calls: $1.56M (76%)
Puts: $505.9K (24%)
Prior (06/11) $3.68M
Calls: $2.17M (59%)
Puts: $1.52M (41%)
Current vs Prior -43.84%
Calls: -27.88%
Puts: -66.65%
Prior 7-Day Total $38.24M
Calls: $32.01M (84%)
Puts: $6.23M (16%)
Prior 7-Day Average $5.46M
Calls: $4.57M (84%)
Puts: $890.1K (16%)
Current vs Prior 7-Day Avg -62.13%
Calls: -65.83%
Puts: -43.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/12) 0.48
Prior (06/11) 0.79
Current vs Prior -39.34%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg -8.34%
Sentiment BULLISH

Open Interest

Detail
Current (06/12) 121,490
Calls: 72,896 (60%)
Puts: 48,594 (40%)
Prior (06/11) 120,245
Calls: 72,837 (61%)
Puts: 47,408 (39%)
Current vs Prior +1.04%
Prior 7-Day Total 825,138
Calls: 498,482 (60%)
Puts: 326,656 (40%)
Prior 7-Day Average 117,876
Calls: 71,211 (60%)
Puts: 46,665 (40%)
Current vs Prior 7-Day Avg +3.07%
Sentiment BEARISH

Expected Move

Detail
Expiry (06/12) | Next (06/18)Expiry (06/12) | Next (06/26)Expiry (06/12) | Next (06/26)Expiry (06/18) | Next (07/17)
Current 1.38% | 5.10%1.38% | 7.15%1.38% | 7.15%5.10% | 12.24%
Prior 2.83% | 5.79%-- | ---- | ---- | --
Current vs Prior +80.41% | +23.52%-- | ---- | ---- | --
Prior 7-Day Avg 3.92% | 6.51%-- | ---- | ---- | --
Current vs 7-Day Avg +30.33% | +9.87%-- | ---- | ---- | --
Prior 7-Day Eod 2.83% | 5.79%-- | ---- | ---- | --
Current vs 7-Day Eod +80.41% | +23.52%-- | ---- | ---- | --
Sentiment BEARISH------

Relative Spread

Detail
Expiry | Next
Current 19.74% | 10.81%
Calls: 25.95% | 9.73%
Puts: 13.53% | 11.89%
Prior 50.48% | 20.58%
Calls: 54.82% | 23.88%
Puts: 46.15% | 17.28%
Current vs Prior -60.90% | -47.47%
Prior 7-Day Avg 27.74% | 13.77%
Calls: 28.66% | 15.76%
Puts: 26.82% | 11.77%
Current vs 7-Day Avg -28.85% | -21.48%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($1.56M) vs puts ($505.9K). Extreme bullish P/C ratio of 0.48 - heavy call buying (2,457 calls vs 1,172 puts). P/C ratio dropping 39% - sentiment shifting bullish. Call-heavy open interest (72,896 calls vs 48,594 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 NEUTRAL
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 28 of results (avg 7.3%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jun 1828.5029.40$28.953.1%100.96547
$210.00Jun 1847.3049.40$48.354.3%280.98446
$220.00Jul 1739.7041.60$40.654.7%--0.9087
$210.00Jul 1748.4050.90$49.655.0%20.9290
$220.00Jun 1837.6039.80$38.705.7%90.97649
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 1718.7019.70$19.205.2%40.6153
$290.00Jul 1732.9035.30$34.107.0%--0.7910
$260.00Jul 1712.9013.90$13.407.5%350.49282
$280.00Jul 1725.4027.40$26.407.6%--0.7111
$250.00Jul 178.409.20$8.809.1%260.37195

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. 59 found (avg delta 0.76, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$237.50Jun 1219.6021.90$20.7511.1%--0.9950
$240.00Jun 1217.2019.30$18.2511.5%10.9969
$210.00Jun 1847.3049.40$48.354.3%280.98446
$220.00Jun 1837.6039.80$38.705.7%90.97649
$227.50Jun 1830.0032.70$31.358.6%20.975
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Jun 1213.0015.40$14.2016.9%10.85--
$290.00Jul 1732.9035.30$34.107.0%--0.7910
$270.00Jun 1812.5014.50$13.5014.8%10.77668
$260.00Jun 120.753.40$2.08127.4%200.7659
$267.50Jun 1810.4012.70$11.5519.9%20.7211

Most actively traded options today. High liquidity = easy entry/exit. 131 active (total vol 3.1K, top 237)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jun 181.702.00$1.8516.2%2370.235.1K
$262.50Jun 183.904.40$4.1512.0%1850.41323
$265.00Jun 120.002.20$1.10200.0%1590.24134
$262.50Jun 120.002.30$1.15200.0%1450.29224
$260.00Jun 120.000.75$0.38197.4%1240.30233
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jun 186.207.10$6.6513.5%740.52211
$245.00Jun 181.101.60$1.3537.0%670.17381
$240.00Jul 175.105.60$5.359.3%600.26237
$230.00Jul 172.803.20$3.0013.3%570.16377
$250.00Jun 120.003.90$1.95200.0%540.24108

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 1476.7%, max 4042.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jun 12Jul 171736.5%43.2%3921.2%371.7K
$295.00Jun 12Jul 21602.2%49.0%3172.3%172
$285.00Jun 12Jul 241314.6%42.3%3010.9%3280
$230.00Jun 12Jul 171029.8%41.1%2405.2%--85
$227.50Jun 12Jun 181311.3%56.4%2225.6%47
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Jun 12Jul 171902.1%45.9%4042.6%5281
$220.00Jun 12Jul 171563.0%41.9%3631.7%25418
$225.00Jun 12Jul 241395.2%42.1%3210.1%3237
$215.00Jun 12Jul 21731.8%58.5%2861.8%--81
$232.50Jun 12Jun 181470.9%51.7%2743.4%--107

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 102 found (best R:R 32.33, avg 4.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$280.00$285.00Jun 18$0.25$4.75$0.2519.00$280.25
$272.50$275.00Jun 18$0.15$2.35$0.1515.67$272.65
$277.50$280.00Jun 18$0.15$2.35$0.1515.67$277.65
$290.00$295.00Jun 18$0.30$4.70$0.3015.67$290.30
$285.00$290.00Jul 2$0.38$4.62$0.3812.16$285.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$220.00Jul 2$0.30$9.70$0.3032.33$229.70
$225.00$220.00Jun 26$0.18$4.82$0.1826.78$224.82
$227.50$225.00Jun 18$0.12$2.38$0.1219.83$227.38
$220.00$210.00Jul 17$0.53$9.47$0.5317.87$219.47
$215.00$210.00Jun 26$0.27$4.73$0.2717.52$214.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 129 found (best R:R 49.00, avg 2.07)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$227.50Jun 18$7.35$7.35$0.1549.00$227.35
$252.50$255.00Jun 12$2.37$2.37$0.1318.23$254.87
$235.00$240.00Jun 18$4.65$4.65$0.3513.29$239.65
$227.50$230.00Jun 12$2.30$2.30$0.2011.50$229.80
$210.00$215.00Jun 18$4.60$4.60$0.4011.50$214.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$242.50$240.00Jun 12$2.35$2.35$0.1515.67$240.15
$262.50$260.00Jun 12$2.07$2.07$0.434.81$260.43
$270.00$267.50Jun 18$1.95$1.95$0.553.55$268.05
$290.00$280.00Jul 17$7.70$7.70$2.303.35$282.30
$265.00$262.50Jun 18$1.90$1.90$0.603.17$263.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 34 found (avg debit $1.91, cheapest $0.21)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$305.00Jun 18Jun 26$0.2188.5%60.6%
$272.50Jun 12Jun 18$0.22663.7%42.3%
$215.00Jun 12Jun 18$0.251731.8%89.2%
$235.00Jun 12Jun 18$0.35870.3%48.9%
$230.00Jun 12Jun 18$0.451029.8%52.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jun 12Jun 18$0.47686.3%44.9%
$237.50Jun 12Jun 18$0.52479.6%48.1%
$240.00Jun 12Jun 18$0.68468.9%46.8%
$245.00Jun 12Jun 18$0.82575.5%45.6%
$270.00Jun 18Jun 26$1.8043.2%42.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 0.73% of stock, avg 8.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$257.50Jun 12$1.48$0.40$1.88$255.62$259.380.73%
$260.00Jun 12$0.38$2.08$2.46$257.54$262.460.95%
$255.00Jun 12$3.43$0.20$3.63$251.37$258.631.40%
$262.50Jun 12$1.15$4.15$5.30$257.20$267.802.05%
$252.50Jun 12$5.80$0.57$6.37$246.13$258.872.46%
$250.00Jun 12$8.25$1.95$10.20$239.80$260.203.94%
$255.00Jun 18$7.60$4.00$11.60$243.40$266.604.48%
$257.50Jun 18$6.55$5.05$11.60$245.90$269.104.48%
$260.00Jun 18$5.10$6.65$11.75$248.25$271.754.54%
$262.50Jun 18$4.15$7.90$12.05$250.45$274.554.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 162 found (cheapest 0.30% of stock, avg 3.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$260.00$257.50Jun 12$0.38$0.40$0.78$256.72$260.78
$260.00$252.50Jun 12$0.38$0.57$0.95$251.55$260.95
$270.00$257.50Jun 12$1.08$0.40$1.48$256.02$271.48
$265.00$257.50Jun 12$1.10$0.40$1.50$256.00$266.50
$262.50$257.50Jun 12$1.15$0.40$1.55$255.95$264.05
$270.00$252.50Jun 12$1.08$0.57$1.65$250.85$271.65
$265.00$252.50Jun 12$1.10$0.57$1.67$250.83$266.67
$262.50$252.50Jun 12$1.15$0.57$1.72$250.78$264.22
$260.00$250.00Jun 12$0.38$1.95$2.33$247.67$262.33
$260.00$247.50Jun 12$0.38$2.40$2.78$244.72$262.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 219 found (best R:R 20.74, avg credit $3.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
225/228235/240Jun 18$4.77$0.2320.74$222.73$239.77
238/240242/245Jun 18$2.33$0.1713.71$237.67$244.83
250/255260/265Jul 10$4.65$0.3513.29$250.35$264.65
240/242245/248Jun 18$2.32$0.1812.89$240.18$247.32
235/238242/245Jun 18$2.30$0.2011.50$235.20$244.80
252/255270/272Jun 26$2.30$0.2011.50$252.70$272.30
225/228242/245Jun 18$2.27$0.239.87$225.23$244.77
225/230240/245Jun 26$4.52$0.489.42$225.48$244.52
245/250260/265Jul 10$4.50$0.509.00$245.50$264.50
240/242248/250Jun 18$2.22$0.287.93$240.28$249.72

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 $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$275.00$280.00Jul 2$0.10$4.9049.00
$290.00$300.00$310.00Jul 17$0.22$9.7844.45
$220.00$230.00$240.00Jul 17$0.25$9.7539.00
$250.00$252.50$255.00Jun 12$0.08$2.4230.25
$245.00$247.50$250.00Jun 18$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$245.00$250.00Jul 2$0.05$4.9599.00
$245.00$250.00$255.00Jul 10$0.15$4.8532.33
$215.00$220.00$225.00Jun 18$0.20$4.8024.00
$227.50$230.00$232.50Jun 18$0.10$2.4024.00
$232.50$235.00$237.50Jun 18$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. 117 found (best net $-1.26, 99 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$285.00$305.001:2Jun 26-$1.26$18.74
$270.00$285.001:2Jul 24-$1.60$13.40
$290.00$300.001:2Jul 10-$0.13$9.87
$300.00$310.001:2Jul 17-$0.58$9.42
$290.00$300.001:2Jul 17-$1.31$8.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$220.001:2Jul 17-$0.16$9.84
$220.00$210.001:2Jul 17-$0.52$9.48
$230.00$220.001:2Jul 10-$0.60$9.40
$240.00$230.001:2Jul 17-$0.65$9.35
$230.00$220.001:2Jul 2-$0.78$9.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 5.14%, avg 1.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Jul 24$13.300.520.5%5.14%5.66%417
$260.00Jul 17$12.400.510.5%4.79%5.31%391.7K
$260.00Jul 10$9.900.510.5%3.83%4.34%--27
$260.00Jul 2$8.800.490.5%3.40%3.92%313
$270.00Jul 24$8.600.414.4%3.32%7.70%--105
$270.00Jul 17$8.300.394.4%3.21%7.59%291.4K
$260.00Jun 26$7.500.490.5%2.90%3.41%1883
$265.00Jul 10$7.500.442.5%2.90%5.35%--13
$265.00Jul 2$7.000.422.5%2.71%5.15%318
$265.00Jun 26$5.600.402.5%2.16%4.61%747

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 2,457
Total Puts 1,172
Put/Call Ratio 0.48
Net Difference 1,285

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 28,444
Total Puts 10,935
Average Put/Call Ratio 0.52
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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