v155
VLO
VALERO ENERGY CORP N
$236.30 -1.45%
6/18 18:04

Option Volume

Detail
Current (06/18) 4,947
Calls: 2,771 (56%)
Puts: 2,176 (44%)
Prior (06/17) 7,730
Calls: 6,390 (83%)
Puts: 1,340 (17%)
Current vs Prior -36.00%
Calls: -56.64% (Calls)
Puts: +62.39% (Puts)
Prior 7-Day Total 36,012
Calls: 23,802 (66%)
Puts: 12,210 (34%)
Prior 7-Day Average 5,144
Calls: 3,400 (66%)
Puts: 1,744 (34%)
Current vs Prior 7-Day Avg -3.84%
Calls: -18.51%
Puts: +24.75%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/18) $4.00M
Calls: $2.24M (56%)
Puts: $1.76M (44%)
Prior (06/17) $3.14M
Calls: $2.05M (65%)
Puts: $1.09M (35%)
Current vs Prior +27.37%
Calls: +9.29%
Puts: +61.26%
Prior 7-Day Total $21.90M
Calls: $14.39M (66%)
Puts: $7.51M (34%)
Prior 7-Day Average $3.13M
Calls: $2.06M (66%)
Puts: $1.07M (34%)
Current vs Prior 7-Day Avg +27.84%
Calls: +8.85%
Puts: +64.21%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/18) 0.79
Prior (06/17) 0.21
Current vs Prior +274.47%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg +38.68%
Sentiment NEUTRAL

Open Interest

Detail
Current (06/18) 117,019
Calls: 68,256 (58%)
Puts: 48,763 (42%)
Prior (06/17) 120,700
Calls: 72,049 (60%)
Puts: 48,651 (40%)
Current vs Prior -3.05%
Prior 7-Day Total 835,692
Calls: 502,675 (60%)
Puts: 333,017 (40%)
Prior 7-Day Average 119,384
Calls: 71,810 (60%)
Puts: 47,573 (40%)
Current vs Prior 7-Day Avg -1.98%
Sentiment BEARISH

Expected Move

Detail
Expiry (06/18) | Next (06/26)Expiry (06/26) | Next (07/10)Expiry (06/26) | Next (07/10)Expiry (06/18) | Next (07/17)
Current 1.33% | 5.06%5.06% | 8.63%5.06% | 8.63%1.33% | 11.07%
Prior 2.88% | 5.76%-- | ---- | ---- | --
Current vs Prior +75.73% | +19.85%-- | ---- | ---- | --
Prior 7-Day Avg 3.70% | 6.30%-- | ---- | ---- | --
Current vs 7-Day Avg +36.53% | +9.52%-- | ---- | ---- | --
Prior 7-Day Eod 2.88% | 5.76%-- | ---- | ---- | --
Current vs 7-Day Eod +75.73% | +19.85%-- | ---- | ---- | --
Sentiment BEARISH------

Relative Spread

Detail
Expiry | Next
Current 21.02% | 19.57%
Calls: 17.89% | 21.43%
Puts: 24.14% | 17.72%
Prior 45.82% | 12.88%
Calls: 48.78% | 14.38%
Puts: 42.86% | 11.38%
Current vs Prior -54.12% | +51.94%
Prior 7-Day Avg 36.08% | 14.44%
Calls: 37.98% | 16.43%
Puts: 34.19% | 12.44%
Current vs 7-Day Avg -41.75% | +35.54%
Liquidity Expensive
+
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🤖 AI Insights

P/C ratio rising 274% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 15 of results (avg 8.3%, best 6.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Jun 1845.1048.20$46.656.6%--0.9235
$210.00Jul 1727.9030.10$29.007.6%260.8790
$200.00Jun 1835.1037.90$36.507.7%41.0075
$240.00Jul 178.709.40$9.057.7%1050.47188
$195.00Jun 1839.8043.20$41.508.2%--0.9213
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 1733.6036.00$34.806.9%60.8657
$260.00Jul 1725.1027.20$26.158.0%140.78294
$250.00Jul 1717.6019.10$18.358.2%30.67241
$280.00Jul 1742.1045.80$43.958.4%--0.9112
$260.00Jul 3127.3029.70$28.508.4%--0.7267

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. 62 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jun 1835.1037.90$36.507.7%41.0075
$220.00Jun 1815.2017.80$16.5015.8%141.00603
$200.00Jul 1736.2039.60$37.909.0%10.934
$190.00Jun 1845.1048.20$46.656.6%--0.9235
$195.00Jun 1839.8043.20$41.508.2%--0.9213
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jun 1822.3024.80$23.5510.6%50.99171
$270.00Jun 1832.0035.20$33.609.5%--0.99114
$250.00Jun 1812.1015.20$13.6522.7%250.99553
$245.00Jun 187.109.80$8.4532.0%1850.95379
$242.50Jun 184.607.70$6.1550.4%170.9492

Most actively traded options today. High liquidity = easy entry/exit. 156 active (total vol 3.4K, top 202)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 171.501.95$1.7326.0%2020.131.6K
$240.00Jul 178.709.40$9.057.7%1050.47188
$240.00Jun 263.004.40$3.7037.8%1040.4137
$230.00Jun 185.207.80$6.5040.0%1000.78498
$240.00Jun 180.000.25$0.13192.3%950.091.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jun 187.109.80$8.4532.0%1850.95379
$237.50Jun 180.053.30$1.67194.6%1760.73264
$240.00Jun 181.854.80$3.3388.6%1320.91572
$200.00Jul 170.601.40$1.0080.0%860.07103
$225.00Jul 103.704.40$4.0517.3%810.2811

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 1551.2%, max 4072.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Jun 18Jul 311244.4%41.8%2878.0%36407
$275.00Jun 18Jul 311246.1%42.3%2846.3%51.7K
$280.00Jun 18Jul 171187.0%40.6%2825.0%761.5K
$272.50Jun 18Jun 261400.9%51.3%2630.2%145
$257.50Jun 18Jul 2981.1%41.9%2241.9%1283
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$190.00Jun 18Jul 171997.1%47.9%4072.6%--670
$195.00Jun 18Jul 241806.9%49.7%3534.0%--251
$205.00Jun 18Jul 21431.4%45.9%3018.9%2017
$210.00Jun 18Jul 311244.4%41.8%2878.0%2721
$215.00Jun 18Jul 311056.4%40.7%2493.1%4233

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 110 found (best R:R 37.46, avg 4.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$280.00Jul 10$0.58$14.42$0.5824.86$265.58
$257.50$260.00Jun 26$0.12$2.38$0.1219.83$257.62
$255.00$257.50Jul 2$0.15$2.35$0.1515.67$255.15
$260.00$265.00Jul 10$0.30$4.70$0.3015.67$260.30
$265.00$270.00Jul 24$0.35$4.65$0.3513.29$265.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$210.00$205.00Jun 26$0.13$4.87$0.1337.46$209.87
$210.00$205.00Jul 2$0.15$4.85$0.1532.33$209.85
$210.00$190.00Jul 10$1.15$18.85$1.1516.39$208.85
$210.00$195.00Jul 24$0.90$14.10$0.9015.67$209.10
$200.00$195.00Jul 17$0.32$4.68$0.3214.63$199.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 133 found (best R:R 32.33, avg 1.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$225.00$230.00Jun 18$4.85$4.85$0.1532.33$229.85
$200.00$210.00Jul 17$8.90$8.90$1.108.09$208.90
$227.50$230.00Jun 26$2.00$2.00$0.504.00$229.50
$230.00$232.50Jun 26$2.00$2.00$0.504.00$232.00
$210.00$220.00Jul 17$7.95$7.95$2.053.88$217.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$267.50$262.50Jun 18$4.75$4.75$0.2519.00$262.75
$247.50$245.00Jun 18$2.35$2.35$0.1515.67$245.15
$245.00$242.50Jun 18$2.30$2.30$0.2011.50$242.70
$280.00$270.00Jul 17$9.15$9.15$0.8510.76$270.85
$252.50$250.00Jun 18$2.25$2.25$0.259.00$250.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $1.85, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Jun 18Jun 26$0.07904.2%46.5%
$252.50Jun 18Jun 26$0.10824.6%42.7%
$262.50Jun 18Jun 26$0.151128.1%59.2%
$270.00Jun 18Jun 26$0.20767.0%49.5%
$260.00Jun 18Jun 26$0.45528.9%43.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$262.50Jun 18Jun 26$0.151128.1%59.2%
$260.00Jun 18Jun 26$0.30528.9%43.3%
$225.00Jun 18Jun 26$0.42668.9%39.9%
$255.00Jun 18Jun 26$0.60904.2%46.5%
$220.00Jun 18Jun 26$0.70402.8%40.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 0.72% of stock, avg 8.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$235.00Jun 18$1.48$0.23$1.71$233.29$236.710.72%
$237.50Jun 18$0.38$1.67$2.05$235.45$239.550.87%
$240.00Jun 18$0.13$3.33$3.46$236.54$243.461.46%
$232.50Jun 18$3.95$0.25$4.20$228.30$236.701.78%
$242.50Jun 18$0.10$6.15$6.25$236.25$248.752.64%
$230.00Jun 18$6.50$1.10$7.60$222.40$237.603.22%
$245.00Jun 18$0.10$8.45$8.55$236.45$253.553.62%
$235.00Jun 26$6.15$4.15$10.30$224.70$245.304.36%
$232.50Jun 26$7.25$3.25$10.50$222.00$243.004.44%
$237.50Jun 26$4.95$5.80$10.75$226.75$248.254.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.26% of stock, avg 3.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$237.50$235.00Jun 18$0.38$0.23$0.61$234.39$238.11
$247.50$235.00Jun 18$0.53$0.23$0.76$234.24$248.26
$252.50$235.00Jun 18$1.08$0.23$1.31$233.69$253.81
$255.00$235.00Jun 18$1.08$0.23$1.31$233.69$256.31
$257.50$235.00Jun 18$1.08$0.23$1.31$233.69$258.81
$237.50$227.50Jun 18$0.38$1.08$1.46$226.04$238.96
$237.50$225.00Jun 18$0.38$1.08$1.46$223.54$238.96
$237.50$222.50Jun 18$0.38$1.08$1.46$221.04$238.96
$237.50$230.00Jun 18$0.38$1.10$1.48$228.52$238.98
$280.00$195.00Jul 17$0.90$0.68$1.58$193.42$281.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 314 found (best R:R 15.67, avg credit $2.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
218/220228/230Jun 26$2.35$0.1515.67$217.65$229.85
218/220230/232Jun 26$2.35$0.1515.67$217.65$232.35
220/222228/230Jun 26$2.35$0.1515.67$220.15$229.85
220/222230/232Jun 26$2.35$0.1515.67$220.15$232.35
232/235238/240Jul 2$2.35$0.1515.67$232.65$239.85
228/230232/235Jun 26$2.33$0.1713.71$227.67$234.83
225/228230/232Jun 26$2.30$0.2011.50$225.20$232.30
228/230238/240Jul 2$2.30$0.2011.50$227.70$239.80
232/235242/245Jul 2$2.25$0.259.00$232.75$244.75
228/230242/245Jul 2$2.20$0.307.33$227.80$244.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 83 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$190.00$195.00$200.00Jun 18$0.15$4.8532.33
$230.00$232.50$235.00Jun 18$0.08$2.4230.25
$245.00$250.00$255.00Jul 2$0.20$4.8024.00
$220.00$225.00$230.00Jun 18$0.30$4.7015.67
$247.50$250.00$252.50Jun 26$0.15$2.3515.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$220.00$225.00$230.00Jul 10$0.08$4.9261.50
$242.50$245.00$247.50Jun 18$0.05$2.4549.00
$220.00$222.50$225.00Jun 26$0.07$2.4334.71
$235.00$240.00$245.00Jul 10$0.15$4.8532.33
$235.00$237.50$240.00Jul 2$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. 127 found (best net $-2.55, 106 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$280.001:2Jul 10-$0.62$14.38
$270.00$280.001:2Jul 17-$0.07$9.93
$260.00$270.001:2Jul 17-$0.26$9.74
$250.00$260.001:2Jul 17-$0.90$9.10
$265.00$275.001:2Jul 31-$1.06$8.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$250.001:2Jul 24-$2.55$17.45
$260.00$245.001:2Jul 2-$0.40$14.60
$210.00$195.001:2Jul 24-$0.83$14.17
$210.00$200.001:2Jul 17-$0.17$9.83
$230.00$220.001:2Jul 17-$0.40$9.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 3.68%, avg 1.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Jul 17$8.700.471.6%3.68%5.25%105188
$240.00Jul 24$8.700.481.6%3.68%5.25%229
$245.00Jul 31$7.900.423.7%3.34%7.02%321
$240.00Jul 10$7.100.461.6%3.00%4.57%274
$237.50Jul 2$6.400.500.5%2.71%3.22%154
$255.00Jul 31$6.200.337.9%2.62%10.54%--11
$250.00Jul 31$6.000.375.8%2.54%8.34%1518
$240.00Jul 2$5.300.451.6%2.24%3.81%12
$250.00Jul 17$5.200.335.8%2.20%8.00%64408
$245.00Jul 10$4.900.373.7%2.07%5.76%436

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 2,771
Total Puts 2,176
Put/Call Ratio 0.79
Net Difference 595

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 23,802
Total Puts 12,210
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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