v141
VLO
VALERO ENERGY CORP N
$247.16
-4.45%
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
Add Card
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
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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