v141
VLO
VALERO ENERGY CORP N
$247.16 -4.45%
6/15 18:04

Option Volume

Detail
Current (06/15) 6,562
Calls: 3,916 (60%)
Puts: 2,646 (40%)
Prior (06/12) 3,629
Calls: 2,457 (68%)
Puts: 1,172 (32%)
Current vs Prior +80.82%
Calls: +59.38% (Calls)
Puts: +125.77% (Puts)
Prior 7-Day Total 28,710
Calls: 18,400 (64%)
Puts: 10,310 (36%)
Prior 7-Day Average 4,101
Calls: 2,628 (64%)
Puts: 1,472 (36%)
Current vs Prior 7-Day Avg +59.99%
Calls: +48.98%
Puts: +79.65%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/15) $4.80M
Calls: $3.14M (65%)
Puts: $1.66M (35%)
Prior (06/12) $2.07M
Calls: $1.56M (76%)
Puts: $505.9K (24%)
Current vs Prior +131.98%
Calls: +100.67%
Puts: +228.71%
Prior 7-Day Total $27.92M
Calls: $22.08M (79%)
Puts: $5.84M (21%)
Prior 7-Day Average $3.99M
Calls: $3.15M (79%)
Puts: $834.1K (21%)
Current vs Prior 7-Day Avg +20.33%
Calls: -0.57%
Puts: +99.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/15) 0.68
Prior (06/12) 0.48
Current vs Prior +41.65%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg +18.96%
Sentiment BULLISH

Open Interest

Detail
Current (06/15) 117,766
Calls: 70,747 (60%)
Puts: 47,019 (40%)
Prior (06/12) 121,490
Calls: 72,896 (60%)
Puts: 48,594 (40%)
Current vs Prior -3.07%
Prior 7-Day Total 832,443
Calls: 503,385 (60%)
Puts: 329,058 (40%)
Prior 7-Day Average 118,920
Calls: 71,912 (60%)
Puts: 47,008 (40%)
Current vs Prior 7-Day Avg -0.97%
Sentiment BEARISH

Expected Move

Detail
Expiry (--) | Next (--)Expiry (06/26) | Next (07/10)Expiry (06/26) | Next (07/10)Expiry (06/18) | Next (07/17)
Current -- | --6.41% | 9.45%6.41% | 9.45%4.09% | 11.67%
Prior 5.10% | 7.15%-- | ---- | ---- | --
Current vs Prior -19.92% | -10.33%-- | ---- | ---- | --
Prior 7-Day Avg 4.16% | 6.66%-- | ---- | ---- | --
Current vs 7-Day Avg -1.85% | -3.74%-- | ---- | ---- | --
Prior 7-Day Eod 5.10% | 7.15%-- | ---- | ---- | --
Current vs 7-Day Eod -19.92% | -10.33%-- | ---- | ---- | --
Sentiment BULLISH------

Relative Spread

Detail
Expiry | Next
Current 31.53% | 8.10%
Calls: 32.48% | 9.30%
Puts: 30.59% | 6.90%
Prior 19.74% | 10.81%
Calls: 25.95% | 9.73%
Puts: 13.53% | 11.89%
Current vs Prior +59.73% | -25.07%
Prior 7-Day Avg 26.99% | 14.24%
Calls: 28.80% | 15.94%
Puts: 25.19% | 12.54%
Current vs 7-Day Avg +16.81% | -43.11%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($3.14M). Massive premium surge with dollar volume up 132% vs prior. Above-average activity with volume up 81% vs prior. Bullish P/C ratio of 0.68.

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 31 of results (avg 7.0%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jun 1846.8048.40$47.603.4%--0.9976
$240.00Jul 1715.7016.40$16.054.4%800.62161
$210.00Jun 1836.5038.30$37.404.8%481.00419
$210.00Jul 1738.0040.20$39.105.6%50.9388
$220.00Jun 1826.7028.40$27.556.2%520.99644
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 1718.6019.30$18.953.7%190.64305
$290.00Jul 1742.5044.30$43.404.1%--0.8810
$250.00Jul 1712.5013.10$12.804.7%490.51217
$255.00Jul 1014.2014.90$14.554.8%200.6065
$240.00Jul 177.808.20$8.005.0%1480.38262

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. 54 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jun 1836.5038.30$37.404.8%481.00419
$200.00Jun 1846.8048.40$47.603.4%--0.9976
$220.00Jun 1826.7028.40$27.556.2%520.99644
$230.00Jun 1816.9018.60$17.759.6%450.95544
$210.00Jul 1738.0040.20$39.105.6%50.9388
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jun 1821.8023.70$22.758.4%10.98668
$267.50Jun 1819.4021.30$20.359.3%--0.9613
$265.00Jun 1817.0019.00$18.0011.1%20.9430
$262.50Jun 1814.7016.70$15.7012.7%90.9063
$290.00Jul 1742.5044.30$43.404.1%--0.8810

Most actively traded options today. High liquidity = easy entry/exit. 142 active (total vol 4.5K, top 445)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Jun 180.301.20$0.75120.0%4450.13425
$260.00Jun 180.801.35$1.0850.9%2610.172.0K
$270.00Jun 180.050.50$0.28160.7%2540.055.1K
$250.00Jun 183.004.10$3.5531.0%1910.43865
$275.00Jul 242.805.80$4.3069.8%1650.24--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Jul 241.053.70$2.38111.3%1650.13--
$240.00Jul 177.808.20$8.005.0%1480.38262
$220.00Jul 171.752.55$2.1537.2%810.14337
$240.00Jun 263.704.10$3.9010.3%780.3222
$230.00Jul 174.304.80$4.5511.0%740.25373

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 45.8%, max 166.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$295.00Jun 18Jul 2132.5%50.8%160.9%1230
$290.00Jun 18Jul 2487.6%42.0%108.7%301.2K
$285.00Jun 18Jul 2479.5%41.2%93.2%2382
$210.00Jun 18Jul 1772.4%40.0%81.2%53507
$275.00Jun 18Jul 2468.9%41.0%67.8%2661.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$205.00Jun 18Jul 24119.9%44.9%166.9%313
$200.00Jun 18Jul 24104.0%44.3%134.6%1444
$210.00Jun 18Jul 2472.4%36.4%99.1%71720
$215.00Jun 18Jul 2478.0%41.3%88.9%16576
$220.00Jun 18Jul 2458.7%37.5%56.6%20682

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 5.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$280.00$285.00Jul 10$0.20$4.80$0.2024.00$280.20
$265.00$267.50Jun 18$0.15$2.35$0.1515.67$265.15
$285.00$290.00Jun 26$0.30$4.70$0.3015.67$285.30
$285.00$290.00Jul 10$0.30$4.70$0.3015.67$285.30
$290.00$295.00Jul 2$0.32$4.68$0.3214.63$290.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$215.00$210.00Jun 18$0.10$4.90$0.1049.00$214.90
$210.00$200.00Jul 17$0.24$9.76$0.2440.67$209.76
$220.00$215.00Jul 24$0.17$4.83$0.1728.41$219.83
$220.00$215.00Jul 2$0.23$4.77$0.2320.74$219.77
$227.50$225.00Jun 18$0.13$2.37$0.1318.23$227.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 137 found (best R:R 65.67, avg 2.34)

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$9.80$9.80$0.2049.00$229.80
$230.00$235.00Jun 18$4.50$4.50$0.509.00$234.50
$210.00$220.00Jul 17$8.75$8.75$1.257.00$218.75
$225.00$235.00Jun 26$8.00$8.00$2.004.00$233.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$267.50Jun 18$2.40$2.40$0.1024.00$267.60
$267.50$265.00Jun 18$2.35$2.35$0.1515.67$265.15
$265.00$262.50Jun 18$2.30$2.30$0.2011.50$262.70
$262.50$260.00Jun 18$2.25$2.25$0.259.00$260.25
$290.00$280.00Jul 17$8.95$8.95$1.058.52$281.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $1.80, cheapest $0.22)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Jun 18Jun 26$0.2267.4%42.1%
$290.00Jun 18Jun 26$0.2287.6%52.7%
$285.00Jun 18Jun 26$0.5279.5%54.0%
$275.00Jun 18Jun 26$0.6568.9%46.9%
$272.50Jun 18Jun 26$0.9262.9%46.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$215.00Jun 18Jun 26$0.2278.0%47.8%
$200.00Jun 18Jul 17$0.70104.0%46.1%
$225.00Jun 18Jun 26$0.7058.0%43.1%
$205.00Jun 18Jun 26$0.75119.9%77.9%
$220.00Jun 18Jun 26$0.9558.7%52.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 3.58% of stock, avg 8.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$247.50Jun 18$4.60$4.25$8.85$238.65$256.353.58%
$245.00Jun 18$5.85$3.03$8.88$236.12$253.883.59%
$250.00Jun 18$3.55$5.60$9.15$240.85$259.153.70%
$242.50Jun 18$7.10$2.13$9.23$233.27$251.733.73%
$252.50Jun 18$2.58$7.60$10.18$242.32$262.684.12%
$240.00Jun 18$8.90$1.63$10.53$229.47$250.534.26%
$255.00Jun 18$1.88$9.30$11.18$243.82$266.184.52%
$237.50Jun 18$10.80$0.95$11.75$225.75$249.254.75%
$257.50Jun 18$1.33$11.30$12.63$244.87$270.135.11%
$235.00Jun 18$13.25$0.65$13.90$221.10$248.905.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.82% of stock, avg 3.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$260.00$237.50Jun 18$1.08$0.95$2.03$235.47$262.03
$257.50$237.50Jun 18$1.33$0.95$2.28$235.22$259.78
$290.00$200.00Jul 17$1.60$0.78$2.38$197.62$292.38
$290.00$210.00Jul 17$1.60$1.02$2.62$207.38$292.62
$260.00$240.00Jun 18$1.08$1.63$2.71$237.29$262.71
$255.00$237.50Jun 18$1.88$0.95$2.83$234.67$257.83
$257.50$240.00Jun 18$1.33$1.63$2.96$237.04$260.46
$260.00$242.50Jun 18$1.08$2.13$3.21$239.29$263.21
$280.00$200.00Jul 17$2.58$0.78$3.36$196.64$283.36
$257.50$242.50Jun 18$1.33$2.13$3.46$239.04$260.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 316 found (best R:R 24.00, avg credit $3.04)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
200/205230/235Jun 18$4.80$0.2024.00$200.20$234.80
250/252255/258Jul 2$2.35$0.1515.67$250.15$257.35
220/222230/235Jun 18$4.68$0.3214.62$217.82$234.68
225/228235/238Jun 26$2.33$0.1713.71$225.17$237.33
238/240242/245Jun 26$2.32$0.1812.89$237.68$244.82
225/228230/235Jun 18$4.63$0.3712.51$222.87$234.63
210/215230/235Jun 18$4.60$0.4011.50$210.40$234.60
242/245248/250Jun 26$2.30$0.2011.50$242.70$249.80
245/248255/258Jun 26$2.30$0.2011.50$245.20$257.30
252/255258/260Jul 2$2.30$0.2011.50$252.70$259.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$265.00$267.50$270.00Jun 18$0.05$2.4549.00
$262.50$265.00$267.50Jun 18$0.07$2.4334.71
$245.00$250.00$255.00Jul 2$0.15$4.8532.33
$245.00$250.00$255.00Jul 10$0.15$4.8532.33
$247.50$250.00$252.50Jun 18$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$262.50$265.00Jun 18$0.05$2.4549.00
$245.00$250.00$255.00Jul 10$0.15$4.8532.33
$225.00$230.00$235.00Jul 24$0.15$4.8532.33
$232.50$235.00$237.50Jun 18$0.10$2.4024.00
$257.50$260.00$262.50Jun 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. 111 found (best net $-0.35, 98 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$280.001:2Jul 10-$0.32$9.68
$280.00$290.001:2Jul 17-$0.62$9.38
$270.00$280.001:2Jul 17-$0.81$9.19
$260.00$270.001:2Jul 17-$1.65$8.35
$260.00$270.001:2Jul 24-$2.65$7.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$250.001:2Jul 24-$0.35$19.65
$210.00$200.001:2Jul 17-$0.54$9.46
$230.00$220.001:2Jul 2-$0.76$9.24
$240.00$230.001:2Jul 17-$1.10$8.90
$250.00$240.001:2Jul 17-$3.20$6.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 4.25%, avg 1.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Jul 17$10.500.491.1%4.25%5.40%107308
$250.00Jul 10$8.200.481.1%3.32%4.47%17
$250.00Jul 2$7.400.471.1%2.99%4.14%609
$247.50Jun 26$7.000.510.1%2.83%2.97%10--
$260.00Jul 17$6.700.365.2%2.71%7.91%391.7K
$260.00Jul 24$6.600.385.2%2.67%7.87%317
$250.00Jun 26$5.800.461.1%2.35%3.50%2128
$255.00Jul 2$5.400.393.2%2.18%5.36%2316
$255.00Jul 10$5.400.403.2%2.18%5.36%211
$260.00Jul 10$5.200.345.2%2.10%7.30%2727

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 3,916
Total Puts 2,646
Put/Call Ratio 0.68
Net Difference 1,270

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,400
Total Puts 10,310
Average Put/Call Ratio 0.57
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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