v143
VLO
VALERO ENERGY CORP N
$244.13 -1.23%
6/16 18:04

Option Volume

Detail
Current (06/16) 5,310
Calls: 3,307 (62%)
Puts: 2,003 (38%)
Prior (06/15) 6,562
Calls: 3,916 (60%)
Puts: 2,646 (40%)
Current vs Prior -19.08%
Calls: -15.55% (Calls)
Puts: -24.30% (Puts)
Prior 7-Day Total 30,207
Calls: 19,082 (63%)
Puts: 11,125 (37%)
Prior 7-Day Average 4,315
Calls: 2,726 (63%)
Puts: 1,589 (37%)
Current vs Prior 7-Day Avg +23.05%
Calls: +21.31%
Puts: +26.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/16) $3.08M
Calls: $2.13M (69%)
Puts: $945.9K (31%)
Prior (06/15) $4.80M
Calls: $3.14M (65%)
Puts: $1.66M (35%)
Current vs Prior -35.89%
Calls: -32.05%
Puts: -43.12%
Prior 7-Day Total $22.24M
Calls: $15.44M (69%)
Puts: $6.80M (31%)
Prior 7-Day Average $3.18M
Calls: $2.21M (69%)
Puts: $971.3K (31%)
Current vs Prior 7-Day Avg -3.15%
Calls: -3.39%
Puts: -2.61%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/16) 0.61
Prior (06/15) 0.68
Current vs Prior -10.36%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg +3.77%
Sentiment BULLISH

Open Interest

Detail
Current (06/16) 119,752
Calls: 71,482 (60%)
Puts: 48,270 (40%)
Prior (06/15) 117,766
Calls: 70,747 (60%)
Puts: 47,019 (40%)
Current vs Prior +1.69%
Prior 7-Day Total 831,563
Calls: 502,415 (60%)
Puts: 329,148 (40%)
Prior 7-Day Average 118,794
Calls: 71,773 (60%)
Puts: 47,021 (40%)
Current vs Prior 7-Day Avg +0.81%
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 -- | --5.94% | 9.13%5.94% | 9.13%3.21% | 11.24%
Prior 4.09% | 6.41%-- | ---- | ---- | --
Current vs Prior -21.51% | -7.38%-- | ---- | ---- | --
Prior 7-Day Avg 4.38% | 6.74%-- | ---- | ---- | --
Current vs 7-Day Avg -26.78% | -11.84%-- | ---- | ---- | --
Prior 7-Day Eod 4.09% | 6.41%-- | ---- | ---- | --
Current vs 7-Day Eod -21.51% | -7.38%-- | ---- | ---- | --
Sentiment BULLISH------

Relative Spread

Detail
Expiry | Next
Current 47.75% | 20.41%
Calls: 49.41% | 26.32%
Puts: 46.09% | 14.49%
Prior 31.53% | 8.10%
Calls: 32.48% | 9.30%
Puts: 30.59% | 6.90%
Current vs Prior +51.44% | +151.98%
Prior 7-Day Avg 25.90% | 12.71%
Calls: 28.34% | 13.65%
Puts: 23.47% | 11.78%
Current vs 7-Day Avg +84.35% | +60.55%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($2.13M). Bullish P/C ratio of 0.61.

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 17 of results (avg 7.8%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jun 1843.7045.80$44.754.7%--0.9976
$210.00Jun 1833.7035.80$34.756.0%40.98398
$200.00Jul 2444.7047.60$46.156.3%10.921
$210.00Jul 1735.1037.70$36.407.1%60.9289
$240.00Jul 1713.2014.20$13.707.3%230.59175
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 1713.4014.10$13.755.1%300.56217
$290.00Jul 1744.5047.20$45.855.9%10.9110
$280.00Jul 1735.3038.10$36.707.6%10.8712
$240.00Jul 178.208.90$8.558.2%820.41311
$270.00Jul 2427.3030.00$28.659.4%--0.7762

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. 56 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jun 1843.7045.80$44.754.7%--0.9976
$210.00Jun 1833.7035.80$34.756.0%40.98398
$215.00Jun 1828.2031.10$29.659.8%10.971
$225.00Jun 1818.3021.00$19.6513.7%10.961
$220.00Jun 1823.7025.90$24.808.9%60.95628
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jun 1824.4026.90$25.659.7%--1.00667
$265.00Jun 1819.2022.00$20.6013.6%70.9831
$262.50Jun 1816.4019.50$17.9517.3%60.9761
$267.50Jun 1821.9024.50$23.2011.2%--0.9713
$260.00Jun 1814.3016.50$15.4014.3%70.94214

Most actively traded options today. High liquidity = easy entry/exit. 136 active (total vol 4.1K, top 801)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jun 180.100.65$0.38144.7%8010.081.9K
$260.00Jul 175.105.90$5.5014.5%6640.321.7K
$270.00Jul 172.953.40$3.1814.2%2390.211.4K
$250.00Jun 180.801.90$1.3581.5%1370.27856
$290.00Jul 170.651.35$1.0070.0%1170.082.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$237.50Jun 263.203.90$3.5519.7%2140.3462
$242.50Jun 265.205.80$5.5010.9%2020.4641
$240.00Jun 181.601.85$1.7314.5%930.30560
$240.00Jul 178.208.90$8.558.2%820.41311
$220.00Jul 172.102.85$2.4830.2%650.16363

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 65.9%, max 181.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Jun 18Jul 31122.6%44.4%176.5%281.2K
$280.00Jun 18Jul 31106.6%42.2%152.8%72767
$200.00Jun 18Jul 24115.3%47.1%144.8%177
$285.00Jun 18Jul 31100.6%41.7%141.1%289
$220.00Jun 18Jul 1793.2%38.8%140.3%7716
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Jun 18Jul 17115.3%40.9%181.6%8544
$210.00Jun 18Jul 31102.3%42.7%139.8%8723
$215.00Jun 18Jul 3195.8%39.9%139.8%--233
$220.00Jun 18Jul 2493.2%39.6%135.3%14680
$205.00Jun 18Jun 26146.1%70.0%108.7%--39

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 112 found (best R:R 32.33, avg 5.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$280.00Jul 10$0.30$9.70$0.3032.33$270.30
$285.00$290.00Jul 10$0.17$4.83$0.1728.41$285.17
$280.00$285.00Jun 18$0.20$4.80$0.2024.00$280.20
$265.00$267.50Jun 26$0.13$2.37$0.1318.23$265.13
$275.00$280.00Jul 2$0.28$4.72$0.2816.86$275.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$220.00$215.00Jun 18$0.20$4.80$0.2024.00$219.80
$227.50$225.00Jun 18$0.10$2.40$0.1024.00$227.40
$235.00$232.50Jun 18$0.12$2.38$0.1219.83$234.88
$222.50$220.00Jun 26$0.15$2.35$0.1515.67$222.35
$225.00$220.00Jul 2$0.32$4.68$0.3214.63$224.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 135 found (best R:R 32.33, avg 1.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$215.00$220.00Jun 18$4.85$4.85$0.1532.33$219.85
$225.00$230.00Jun 18$4.75$4.75$0.2519.00$229.75
$235.00$237.50Jun 18$2.30$2.30$0.2011.50$237.30
$240.00$242.50Jun 18$2.20$2.20$0.307.33$242.20
$210.00$220.00Jul 17$8.70$8.70$1.306.69$218.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$257.50Jun 18$2.35$2.35$0.1515.67$257.65
$257.50$255.00Jun 18$2.30$2.30$0.2011.50$255.20
$260.00$257.50Jun 26$2.30$2.30$0.2011.50$257.70
$290.00$280.00Jul 17$9.15$9.15$0.8510.76$280.85
$280.00$270.00Jul 17$8.65$8.65$1.356.41$271.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $2.11, cheapest $0.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Jun 18Jun 26$0.2072.1%38.5%
$272.50Jun 18Jun 26$0.2084.8%43.4%
$285.00Jun 18Jun 26$0.35100.6%57.0%
$267.50Jun 18Jun 26$0.6570.0%44.1%
$290.00Jun 18Jul 2$0.75122.6%56.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$215.00Jun 18Jun 26$0.1895.8%46.1%
$205.00Jun 18Jun 26$0.30146.1%70.0%
$200.00Jun 18Jul 17$0.45115.3%40.9%
$225.00Jun 18Jun 26$0.5068.3%37.9%
$210.00Jun 18Jun 26$1.05102.3%69.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 2.70% of stock, avg 8.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$242.50Jun 18$4.25$2.35$6.60$235.90$249.102.70%
$245.00Jun 18$3.13$3.58$6.71$238.29$251.712.75%
$247.50Jun 18$2.05$5.00$7.05$240.45$254.552.89%
$250.00Jun 18$1.35$6.70$8.05$241.95$258.053.30%
$240.00Jun 18$6.45$1.73$8.18$231.82$248.183.35%
$237.50Jun 18$8.05$0.85$8.90$228.60$246.403.65%
$252.50Jun 18$0.83$8.60$9.43$243.07$261.933.86%
$235.00Jun 18$10.35$0.60$10.95$224.05$245.954.49%
$255.00Jun 18$0.40$10.75$11.15$243.85$266.154.57%
$245.00Jun 26$5.55$6.90$12.45$232.55$257.455.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.36% of stock, avg 3.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$255.00$232.50Jun 18$0.40$0.48$0.88$231.62$255.88
$255.00$235.00Jun 18$0.40$0.60$1.00$234.00$256.00
$255.00$237.50Jun 18$0.40$0.85$1.25$236.25$256.25
$252.50$232.50Jun 18$0.83$0.48$1.31$231.19$253.81
$252.50$235.00Jun 18$0.83$0.60$1.43$233.57$253.93
$252.50$237.50Jun 18$0.83$0.85$1.68$235.82$254.18
$250.00$232.50Jun 18$1.35$0.48$1.83$230.67$251.83
$250.00$235.00Jun 18$1.35$0.60$1.95$233.05$251.95
$255.00$240.00Jun 18$0.40$1.73$2.13$237.87$257.13
$290.00$210.00Jul 17$1.00$1.18$2.18$207.82$292.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 309 found (best R:R 24.00, avg credit $3.03)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
225/228235/238Jun 18$2.40$0.1024.00$225.10$237.40
235/238240/242Jul 2$2.35$0.1515.67$235.15$242.35
225/230235/240Jul 2$4.68$0.3214.62$225.32$239.68
232/235240/242Jun 18$2.32$0.1812.89$232.68$242.32
225/228240/242Jun 18$2.30$0.2011.50$225.20$242.30
255/260265/270Jul 10$4.55$0.4510.11$255.45$269.55
255/260280/285Jul 10$4.55$0.4510.11$255.45$284.55
225/228232/235Jun 18$2.25$0.259.00$225.25$234.75
222/225242/245Jun 26$2.25$0.259.00$222.75$244.75
235/238240/242Jun 26$2.25$0.259.00$235.25$242.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 79 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Jul 2$0.10$4.9049.00
$270.00$275.00$280.00Jul 2$0.14$4.8634.71
$250.00$252.50$255.00Jun 18$0.09$2.4126.78
$272.50$275.00$277.50Jun 18$0.10$2.4024.00
$260.00$265.00$270.00Jul 10$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$237.50$240.00$242.50Jun 26$0.05$2.4549.00
$235.00$237.50$240.00Jul 2$0.05$2.4549.00
$225.00$230.00$235.00Jul 10$0.10$4.9049.00
$215.00$220.00$225.00Jul 24$0.10$4.9049.00
$225.00$230.00$235.00Jul 2$0.12$4.8840.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 118 found (best net $-0.85, 105 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$290.001:2Jul 17-$0.25$9.75
$270.00$280.001:2Jul 17-$0.32$9.68
$275.00$285.001:2Jul 24-$0.60$9.40
$260.00$270.001:2Jul 17-$0.86$9.14
$260.00$270.001:2Jul 24-$1.40$8.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$250.001:2Jul 24-$0.85$19.15
$230.00$220.001:2Jul 17-$0.11$9.89
$225.00$215.001:2Jul 31-$0.79$9.21
$240.00$230.001:2Jul 17-$1.15$8.85
$240.00$230.001:2Jul 24-$2.25$7.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 4.96%, avg 1.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$245.00Jul 31$12.100.520.4%4.96%5.31%--16
$250.00Jul 31$10.400.462.4%4.26%6.66%118
$245.00Jul 10$9.200.510.4%3.77%4.12%22
$250.00Jul 24$8.800.462.4%3.60%6.01%15
$250.00Jul 17$8.400.452.4%3.44%5.85%72346
$255.00Jul 31$8.000.414.5%3.28%7.73%110
$245.00Jul 2$7.500.510.4%3.07%3.43%--13
$250.00Jul 10$7.000.432.4%2.87%5.27%37
$260.00Jul 31$6.200.356.5%2.54%9.04%15
$260.00Jul 24$5.500.336.5%2.25%8.75%--16

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 3,307
Total Puts 2,003
Put/Call Ratio 0.61
Net Difference 1,304

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 19,082
Total Puts 11,125
Average Put/Call Ratio 0.58
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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