VLO
VALERO ENERGY CORP N
$259.37
+1.69%
$260.19 (+0.32%)
as of 06/26 06:04 PM
Option Volume
Detail
Current (06/26)
5,845
Calls:
3,474
(59%)
Puts:
2,371
(41%)
Prior (06/25)
6,121
Calls:
3,821
(62%)
Puts:
2,300
(38%)
Current vs Prior
-4.51%
Calls:
-9.08%
(Calls)
Puts:
+3.09%
(Puts)
Prior 7-Day Total
34,456
Calls:
22,607
(66%)
Puts:
11,849
(34%)
Prior 7-Day Average
4,922
Calls:
3,229
(66%)
Puts:
1,692
(34%)
Current vs Prior 7-Day Avg
+18.75%
Calls:
+7.57%
Puts:
+40.07%
Sentiment
BULLISH
Dollar Volume
Detail
Current (06/26)
$5.00M
Calls:
$3.42M
(68%)
Puts:
$1.58M
(32%)
Prior (06/25)
$4.25M
Calls:
$3.10M
(73%)
Puts:
$1.15M
(27%)
Current vs Prior
+17.58%
Calls:
+10.30%
Puts:
+37.14%
Prior 7-Day Total
$21.99M
Calls:
$14.71M
(67%)
Puts:
$7.28M
(33%)
Prior 7-Day Average
$3.14M
Calls:
$2.10M
(67%)
Puts:
$1.04M
(33%)
Current vs Prior 7-Day Avg
+59.06%
Calls:
+62.59%
Puts:
+51.93%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (06/26)
0.68
Prior (06/25)
0.60
Current vs Prior
+13.38%
Prior 7-Day Average
0.61
Current vs Prior 7-Day Avg
+12.60%
Sentiment
BULLISH
Open Interest
Detail
Current (06/26)
90,091
Calls:
51,012
(57%)
Puts:
39,079
(43%)
Prior (06/25)
40,850
Calls:
27,021
(66%)
Puts:
13,829
(34%)
Current vs Prior
+120.54%
Prior 7-Day Total
649,842
Calls:
380,473
(59%)
Puts:
269,369
(41%)
Prior 7-Day Average
92,834
Calls:
54,353
(59%)
Puts:
38,481
(41%)
Current vs Prior 7-Day Avg
-2.96%
Sentiment
BEARISH
Expected Move
Detail
Expiry (06/26) | Next (07/02)Expiry (06/26) | Next (07/10)Expiry (06/26) | Next (07/10)Expiry (07/17) | Next (08/21)
Current
1.32% | 6.25%1.32% | 7.85%1.32% | 7.85%8.58% | 15.02%
Prior
2.61% | 5.04%-- | ---- | ---- | --
Current vs Prior
+139.56% | +55.73%-- | ---- | ---- | --
Prior 7-Day Avg
3.68% | 5.95%-- | ---- | ---- | --
Current vs 7-Day Avg
+69.68% | +31.93%-- | ---- | ---- | --
Prior 7-Day Eod
2.61% | 5.04%-- | ---- | ---- | --
Current vs 7-Day Eod
+139.56% | +55.73%-- | ---- | ---- | --
Sentiment
BEARISH------
Relative Spread
Detail
Expiry | Next
Current
22.32% | 25.99%
Calls:
14.63% | 27.49%
Puts:
30.00% | 24.49%
Prior
40.75% | 27.39%
Calls:
41.51% | 28.57%
Puts:
40.00% | 26.21%
Current vs Prior
-45.23% | -5.11%
Prior 7-Day Avg
35.13% | 17.55%
Calls:
35.42% | 18.60%
Puts:
34.83% | 16.50%
Current vs 7-Day Avg
-36.46% | +48.08%
Liquidity
Expensive
Add Card
AI Insights
Moderately bullish flow with 68% call dollar volume ($3.42M). Dollar volume significantly above 7-day average (59% higher). Bullish P/C ratio of 0.68. Rising open interest (up 121%) indicates new positions being established.
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
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
3,474
Total Puts
2,371
Put/Call Ratio
0.68
Net Difference
1,103
Prior's Put/Call Breakdown
Total Calls
3,821
Total Puts
2,300
Put/Call Ratio
0.60
Net Difference
1,521
Prior 7-Day Put/Call Summary
Total Calls
22,607
Total Puts
11,849
Average Put/Call Ratio
0.61
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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