VLO
VALERO ENERGY CORP N
$243.78
+3.17%
Option Volume
Detail
Current (06/22)
3,574
Calls:
2,672
(75%)
Puts:
902
(25%)
Prior (06/18)
4,947
Calls:
2,771
(56%)
Puts:
2,176
(44%)
Current vs Prior
-27.75%
Calls:
-3.57%
(Calls)
Puts:
-58.55%
(Puts)
Prior 7-Day Total
36,956
Calls:
24,304
(66%)
Puts:
12,652
(34%)
Prior 7-Day Average
5,279
Calls:
3,472
(66%)
Puts:
1,807
(34%)
Current vs Prior 7-Day Avg
-32.30%
Calls:
-23.04%
Puts:
-50.09%
Sentiment
BULLISH
Dollar Volume
Detail
Current (06/22)
$2.38M
Calls:
$1.82M
(76%)
Puts:
$559.7K
(24%)
Prior (06/18)
$4.00M
Calls:
$2.24M
(56%)
Puts:
$1.76M
(44%)
Current vs Prior
-40.57%
Calls:
-18.80%
Puts:
-68.22%
Prior 7-Day Total
$23.49M
Calls:
$15.14M
(64%)
Puts:
$8.35M
(36%)
Prior 7-Day Average
$3.36M
Calls:
$2.16M
(64%)
Puts:
$1.19M
(36%)
Current vs Prior 7-Day Avg
-29.17%
Calls:
-15.98%
Puts:
-53.08%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (06/22)
0.34
Prior (06/18)
0.79
Current vs Prior
-57.01%
Prior 7-Day Average
0.57
Current vs Prior 7-Day Avg
-40.70%
Sentiment
BULLISH
Open Interest
Detail
Current (06/22)
82,342
Calls:
46,140
(56%)
Puts:
36,202
(44%)
Prior (06/18)
117,019
Calls:
68,256
(58%)
Puts:
48,763
(42%)
Current vs Prior
-29.63%
Prior 7-Day Total
835,573
Calls:
474,407
(59%)
Puts:
324,907
(41%)
Prior 7-Day Average
119,367
Calls:
67,772
(59%)
Puts:
46,415
(41%)
Current vs Prior 7-Day Avg
-31.02%
Sentiment
BEARISH
Expected Move
Detail
Expiry (06/26) | Next (07/10)Expiry (06/26) | Next (07/10)Expiry (07/17) | Next (08/21)
Current
4.90% | 7.65%4.90% | 7.65%9.13% | 15.05%
Prior
5.06% | 6.90%-- | ---- | --
Current vs Prior
-3.07% | -4.85%-- | ---- | --
Prior 7-Day Avg
3.78% | 6.32%-- | ---- | --
Current vs 7-Day Avg
+29.61% | +3.92%-- | ---- | --
Prior 7-Day Eod
5.06% | 6.90%-- | ---- | --
Current vs 7-Day Eod
-3.07% | -4.85%-- | ---- | --
Sentiment
BULLISH----
Relative Spread
Detail
Expiry | Next
Current
19.11% | 17.48%
Calls:
22.58% | 16.56%
Puts:
15.65% | 18.40%
Prior
21.02% | 19.57%
Calls:
17.89% | 21.43%
Puts:
24.14% | 17.72%
Current vs Prior
-9.09% | -10.68%
Prior 7-Day Avg
33.64% | 15.69%
Calls:
38.22% | 17.51%
Puts:
33.89% | 13.28%
Current vs 7-Day Avg
-43.19% | +11.41%
Liquidity
Expensive
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AI Insights
Strong bullish conviction with 76% of dollar volume in calls ($1.82M) vs puts ($559.7K). Extreme bullish P/C ratio of 0.34 - heavy call buying (2,672 calls vs 902 puts). P/C ratio dropping 57% - sentiment shifting bullish. Declining open interest (down 30%) indicates positions being closed.
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
BULLISH
Current
BULLISH
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
NEUTRAL
7-Day Avg
BULLISH
Current
BULLISH
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BEARISH
7-Day Avg
BEARISH
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
2,672
Total Puts
902
Put/Call Ratio
0.34
Net Difference
1,770
Prior's Put/Call Breakdown
Total Calls
2,771
Total Puts
2,176
Put/Call Ratio
0.79
Net Difference
595
Prior 7-Day Put/Call Summary
Total Calls
24,304
Total Puts
12,652
Average Put/Call Ratio
0.57
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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