VLO
VALERO ENERGY CORP N
$260.44
-2.21%
$260.40 (-0.02%)
as of 06/30 06:04 PM
Option Volume
Detail
Current (06/30)
4,954
Calls:
2,602
(53%)
Puts:
2,352
(47%)
Prior (06/29)
8,816
Calls:
4,805
(55%)
Puts:
4,011
(45%)
Current vs Prior
-43.81%
Calls:
-45.85%
(Calls)
Puts:
-41.36%
(Puts)
Prior 7-Day Total
36,077
Calls:
21,189
(59%)
Puts:
14,888
(41%)
Prior 7-Day Average
5,153
Calls:
3,027
(59%)
Puts:
2,126
(41%)
Current vs Prior 7-Day Avg
-3.88%
Calls:
-14.04%
Puts:
+10.59%
Sentiment
BULLISH
Dollar Volume
Detail
Current (06/30)
$4.56M
Calls:
$2.72M
(60%)
Puts:
$1.84M
(40%)
Prior (06/29)
$12.43M
Calls:
$10.66M
(86%)
Puts:
$1.77M
(14%)
Current vs Prior
-63.33%
Calls:
-74.49%
Puts:
+3.81%
Prior 7-Day Total
$33.21M
Calls:
$24.61M
(74%)
Puts:
$8.60M
(26%)
Prior 7-Day Average
$4.74M
Calls:
$3.52M
(74%)
Puts:
$1.23M
(26%)
Current vs Prior 7-Day Avg
-3.91%
Calls:
-22.64%
Puts:
+49.70%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (06/30)
0.90
Prior (06/29)
0.83
Current vs Prior
+8.29%
Prior 7-Day Average
0.71
Current vs Prior 7-Day Avg
+27.96%
Sentiment
NEUTRAL
Open Interest
Detail
Current (06/30)
92,704
Calls:
52,336
(56%)
Puts:
40,368
(44%)
Prior (06/29)
89,071
Calls:
50,152
(56%)
Puts:
38,919
(44%)
Current vs Prior
+4.08%
Prior 7-Day Total
588,552
Calls:
338,106
(57%)
Puts:
250,446
(43%)
Prior 7-Day Average
84,078
Calls:
48,300
(57%)
Puts:
35,778
(43%)
Current vs Prior 7-Day Avg
+10.26%
Sentiment
BEARISH
Expected Move
Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current
5.74% | 8.02%5.74% | 8.02%8.02% | 14.25%
Prior
3.81% | 6.03%-- | ---- | --
Current vs Prior
-13.36% | -4.75%-- | ---- | --
Prior 7-Day Avg
4.25% | 6.26%-- | ---- | --
Current vs 7-Day Avg
-22.28% | -8.28%-- | ---- | --
Prior 7-Day Eod
3.81% | 6.03%-- | ---- | --
Current vs 7-Day Eod
-13.36% | -4.75%-- | ---- | --
Sentiment
BULLISH----
Relative Spread
Detail
Expiry | Next
Current
13.87% | 10.07%
Calls:
12.99% | 11.11%
Puts:
14.74% | 9.03%
Prior
34.53% | 20.44%
Calls:
45.54% | 28.22%
Puts:
23.53% | 12.66%
Current vs Prior
-59.83% | -50.73%
Prior 7-Day Avg
29.88% | 19.43%
Calls:
29.99% | 20.75%
Puts:
29.77% | 18.11%
Current vs 7-Day Avg
-53.58% | -48.17%
Liquidity
Expensive
Add Card
AI Insights
Light premium activity with dollar volume down 63% vs prior. Below-average activity with volume down 44% vs prior.
Smart Money
BULLISH
Retail Flow
NEUTRAL
Overall
BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BULLISH
Prior
BULLISH
7-Day Avg
BULLISH
Current
NEUTRAL
Prior
NEUTRAL
7-Day Avg
NEUTRAL
Current
NEUTRAL
Prior
NEUTRAL
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
2,602
Total Puts
2,352
Put/Call Ratio
0.90
Net Difference
250
Prior's Put/Call Breakdown
Total Calls
4,805
Total Puts
4,011
Put/Call Ratio
0.83
Net Difference
794
Prior 7-Day Put/Call Summary
Total Calls
21,189
Total Puts
14,888
Average Put/Call Ratio
0.71
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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