v143
VLO
VALERO ENERGY CORP N
$239.77 -1.79%
6/17 18:04

Option Volume

Detail
Current (06/17) 7,730
Calls: 6,390 (83%)
Puts: 1,340 (17%)
Prior (06/16) 5,310
Calls: 3,307 (62%)
Puts: 2,003 (38%)
Current vs Prior +45.57%
Calls: +93.23% (Calls)
Puts: -33.10% (Puts)
Prior 7-Day Total 31,471
Calls: 19,464 (62%)
Puts: 12,007 (38%)
Prior 7-Day Average 4,495
Calls: 2,780 (62%)
Puts: 1,715 (38%)
Current vs Prior 7-Day Avg +71.94%
Calls: +129.81%
Puts: -21.88%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/17) $3.14M
Calls: $2.05M (65%)
Puts: $1.09M (35%)
Prior (06/16) $3.08M
Calls: $2.13M (69%)
Puts: $945.9K (31%)
Current vs Prior +2.03%
Calls: -3.93%
Puts: +15.46%
Prior 7-Day Total $22.22M
Calls: $14.98M (67%)
Puts: $7.24M (33%)
Prior 7-Day Average $3.17M
Calls: $2.14M (67%)
Puts: $1.03M (33%)
Current vs Prior 7-Day Avg -1.08%
Calls: -4.32%
Puts: +5.60%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/17) 0.21
Prior (06/16) 0.61
Current vs Prior -65.38%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -65.93%
Sentiment BULLISH

Open Interest

Detail
Current (06/17) 120,700
Calls: 72,049 (60%)
Puts: 48,651 (40%)
Prior (06/16) 119,752
Calls: 71,482 (60%)
Puts: 48,270 (40%)
Current vs Prior +0.79%
Prior 7-Day Total 831,175
Calls: 501,063 (60%)
Puts: 330,112 (40%)
Prior 7-Day Average 118,739
Calls: 71,580 (60%)
Puts: 47,158 (40%)
Current vs Prior 7-Day Avg +1.65%
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 -- | --5.76% | 9.01%5.76% | 9.01%2.88% | 11.45%
Prior 3.21% | 5.94%-- | ---- | ---- | --
Current vs Prior -10.27% | -3.10%-- | ---- | ---- | --
Prior 7-Day Avg 3.99% | 6.46%-- | ---- | ---- | --
Current vs 7-Day Avg -27.82% | -10.95%-- | ---- | ---- | --
Prior 7-Day Eod 3.21% | 5.94%-- | ---- | ---- | --
Current vs 7-Day Eod -10.27% | -3.10%-- | ---- | ---- | --
Sentiment BULLISH------

Relative Spread

Detail
Expiry | Next
Current 45.82% | 12.88%
Calls: 48.78% | 14.38%
Puts: 42.86% | 11.38%
Prior 47.75% | 20.41%
Calls: 49.41% | 26.32%
Puts: 46.09% | 14.49%
Current vs Prior -4.04% | -36.89%
Prior 7-Day Avg 30.57% | 13.79%
Calls: 32.39% | 15.19%
Puts: 28.74% | 12.39%
Current vs 7-Day Avg +49.91% | -6.61%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($2.05M). Extreme bullish P/C ratio of 0.21 - heavy call buying (6,390 calls vs 1,340 puts). P/C ratio dropping 65% - sentiment shifting bullish.

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 18 of results (avg 8.2%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Jun 1843.4046.00$44.705.8%--0.9313
$200.00Jun 1838.4041.00$39.706.5%11.0076
$240.00Jul 1710.9011.80$11.357.9%220.52176
$210.00Jul 1730.9033.50$32.208.1%--0.8890
$250.00Jul 176.907.50$7.208.3%250.39389
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 1715.9016.80$16.355.5%170.61231
$280.00Jul 1739.7042.40$41.056.6%--0.8912
$240.00Jul 1710.2011.00$10.607.5%170.48344
$260.00Jul 1722.9024.90$23.908.4%--0.73294
$270.00Jul 1730.6033.30$31.958.5%--0.8257

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 1838.4041.00$39.706.5%11.0076
$210.00Jun 1828.5031.00$29.758.4%71.00394
$230.00Jun 188.7011.10$9.9024.2%40.94499
$195.00Jun 1843.4046.00$44.705.8%--0.9313
$210.00Jul 1730.9033.50$32.208.1%--0.8890
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jun 1828.9031.70$30.309.2%920.99213
$267.50Jun 1826.4029.20$27.8010.1%100.975
$265.00Jun 1823.9026.60$25.2510.7%--0.9625
$262.50Jun 1821.4024.20$22.8012.3%820.9455
$260.00Jun 1819.0021.70$20.3513.3%70.94219

Most actively traded options today. High liquidity = easy entry/exit. 133 active (total vol 2.8K, top 520)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jun 181.853.10$2.4850.4%5200.481.2K
$250.00Jun 180.100.70$0.40150.0%1910.11834
$245.00Jun 180.601.50$1.0585.7%1090.2478
$237.50Jun 267.108.20$7.6514.4%720.581
$260.00Jun 180.000.60$0.30200.0%670.061.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jul 171.501.90$1.7023.5%1820.12182
$270.00Jun 1828.9031.70$30.309.2%920.99213
$220.00Jul 173.103.60$3.3514.9%870.21371
$262.50Jun 1821.4024.20$22.8012.3%820.9455
$237.50Jun 181.202.00$1.6050.0%610.36258

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 43 strikes (avg 131.6%, max 440.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$285.00Jun 18Jul 31193.0%42.3%356.0%489
$280.00Jun 18Jul 31179.2%41.5%331.5%11835
$220.00Jun 18Jul 17148.6%39.8%272.9%65715
$210.00Jun 18Jul 31131.2%41.3%217.8%7411
$257.50Jun 18Jul 2130.3%42.7%205.2%1474
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$195.00Jun 18Jul 24266.5%49.3%440.2%--251
$220.00Jun 18Jul 24148.6%40.5%267.2%4691
$200.00Jun 18Jul 24152.0%48.2%215.4%51445
$257.50Jun 18Jun 26130.3%42.7%205.2%3154
$205.00Jun 18Jun 26231.6%75.9%204.9%--39

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 106 found (best R:R 23.19, avg 4.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$280.00Jul 10$0.62$14.38$0.6223.19$265.62
$267.50$270.00Jun 18$0.12$2.38$0.1219.83$267.62
$262.50$265.00Jun 18$0.13$2.37$0.1318.23$262.63
$270.00$275.00Jul 2$0.26$4.74$0.2618.23$270.26
$270.00$275.00Jul 24$0.43$4.57$0.4310.63$270.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$215.00$210.00Jul 24$0.27$4.73$0.2717.52$214.73
$200.00$195.00Jul 17$0.32$4.68$0.3214.62$199.68
$225.00$222.50Jun 26$0.17$2.33$0.1713.71$224.83
$210.00$200.00Jul 17$0.90$9.10$0.9010.11$209.10
$200.00$195.00Jul 24$0.45$4.55$0.4510.11$199.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 131 found (best R:R 36.50, avg 1.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$227.50Jun 18$7.30$7.30$0.2036.50$227.30
$210.00$220.00Jul 17$8.15$8.15$1.854.41$218.15
$230.00$235.00Jun 18$3.95$3.95$1.053.76$233.95
$235.00$237.50Jun 18$1.85$1.85$0.652.85$236.85
$222.50$237.50Jun 26$10.80$10.80$4.202.57$233.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$270.00Jul 17$9.10$9.10$0.9010.11$270.90
$247.50$245.00Jun 18$2.25$2.25$0.259.00$245.25
$257.50$255.00Jun 26$2.25$2.25$0.259.00$255.25
$250.00$247.50Jun 18$2.20$2.20$0.307.33$247.80
$255.00$252.50Jun 18$2.15$2.15$0.356.14$252.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $1.98, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$257.50Jun 18Jun 26$0.12130.3%42.7%
$272.50Jun 18Jun 26$0.12193.1%63.4%
$275.00Jun 18Jun 26$0.17107.8%45.7%
$280.00Jun 18Jun 26$0.35179.2%65.1%
$265.00Jun 18Jun 26$0.43111.0%44.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$210.00Jun 18Jun 26$0.35131.2%54.4%
$227.50Jun 18Jun 26$0.50108.2%40.7%
$260.00Jun 18Jun 26$0.60101.6%42.2%
$200.00Jun 18Jul 17$0.75152.0%42.7%
$257.50Jun 18Jun 26$1.10130.3%42.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 2.20% of stock, avg 8.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$240.00Jun 18$2.48$2.80$5.28$234.72$245.282.20%
$237.50Jun 18$4.10$1.60$5.70$231.80$243.202.38%
$242.50Jun 18$1.68$4.30$5.98$236.52$248.482.49%
$235.00Jun 18$5.95$0.85$6.80$228.20$241.802.84%
$245.00Jun 18$1.05$6.15$7.20$237.80$252.203.00%
$247.50Jun 18$0.63$8.40$9.03$238.47$256.533.77%
$230.00Jun 18$9.90$0.20$10.10$219.90$240.104.21%
$250.00Jun 18$0.40$10.60$11.00$239.00$261.004.59%
$240.00Jun 26$6.40$6.15$12.55$227.45$252.555.23%
$237.50Jun 26$7.65$4.95$12.60$224.90$250.105.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.46% of stock, avg 3.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$247.50$232.50Jun 18$0.63$0.48$1.11$231.39$248.61
$247.50$235.00Jun 18$0.63$0.85$1.48$233.52$248.98
$245.00$232.50Jun 18$1.05$0.48$1.53$230.97$246.53
$257.50$232.50Jun 18$1.13$0.48$1.61$230.89$259.11
$247.50$220.00Jun 18$0.63$1.08$1.71$218.29$249.21
$247.50$227.50Jun 18$0.63$1.15$1.78$225.72$249.28
$245.00$235.00Jun 18$1.05$0.85$1.90$233.10$246.90
$257.50$235.00Jun 18$1.13$0.85$1.98$233.02$259.48
$245.00$220.00Jun 18$1.05$1.08$2.13$217.87$247.13
$242.50$232.50Jun 18$1.68$0.48$2.16$230.34$244.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 304 found (best R:R 21.73, avg credit $3.07)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
255/260280/285Jul 10$4.78$0.2221.73$255.22$284.78
240/245250/255Jul 31$4.60$0.4011.50$240.40$254.60
240/242245/248Jun 26$2.25$0.259.00$240.25$247.25
235/238245/248Jul 2$2.25$0.259.00$235.25$247.25
240/242248/250Jun 26$2.20$0.307.33$240.30$249.70
235/240245/250Jul 24$4.35$0.656.69$235.65$249.35
250/255275/280Jul 24$4.35$0.656.69$250.65$279.35
250/260270/280Jul 17$8.65$1.356.41$251.35$278.65
235/238240/242Jun 26$2.15$0.356.14$235.35$242.15
230/232235/238Jun 18$2.13$0.375.76$230.37$237.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$245.00$250.00Jul 24$0.05$4.9599.00
$255.00$257.50$260.00Jun 26$0.07$2.4334.71
$262.50$265.00$267.50Jun 18$0.08$2.4230.25
$270.00$275.00$280.00Jul 2$0.17$4.8328.41
$237.50$240.00$242.50Jun 26$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$220.00$225.00$230.00Jul 24$0.10$4.9049.00
$230.00$232.50$235.00Jun 18$0.09$2.4126.78
$262.50$265.00$267.50Jun 18$0.10$2.4024.00
$240.00$242.50$245.00Jun 26$0.10$2.4024.00
$225.00$230.00$235.00Jul 24$0.20$4.8024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 122 found (best net $-0.93, 107 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$280.001:2Jul 10-$0.93$14.07
$270.00$280.001:2Jul 17-$0.33$9.67
$260.00$270.001:2Jul 17-$0.76$9.24
$250.00$260.001:2Jul 17-$1.40$8.60
$260.00$270.001:2Jul 24-$1.71$8.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$210.001:2Jul 17-$0.05$9.95
$230.00$220.001:2Jul 17-$0.40$9.60
$210.00$200.001:2Jul 24-$0.97$9.03
$260.00$245.001:2Jul 31-$6.00$9.00
$225.00$215.001:2Jul 31-$1.86$8.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 4.75%, avg 1.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Jul 24$11.400.530.1%4.75%4.85%--29
$240.00Jul 17$10.900.520.1%4.55%4.64%22176
$245.00Jul 31$10.900.472.2%4.55%6.73%516
$240.00Jul 10$9.300.520.1%3.88%3.97%4--
$245.00Jul 24$9.300.472.2%3.88%6.06%2--
$250.00Jul 31$8.600.424.3%3.59%7.85%--18
$245.00Jul 10$7.200.442.2%3.00%5.18%34
$250.00Jul 24$7.200.414.3%3.00%7.27%16
$250.00Jul 17$6.900.394.3%2.88%7.14%25389
$255.00Jul 31$6.700.366.3%2.79%9.15%--11

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 6,390
Total Puts 1,340
Put/Call Ratio 0.21
Net Difference 5,050

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 19,464
Total Puts 12,007
Average Put/Call Ratio 0.62
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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