Tour
v340
VLO
VALERO ENERGY CORP N
$292.66
-2.91%
$293.79 (+0.39%)
as of 07/15 06:14 PM
Option Volume
Detail
Current (07/15)
15,778
Calls:
12,709
(81%)
Puts:
3,069
(19%)
Prior (07/14)
17,415
Calls:
14,573
(84%)
Puts:
2,842
(16%)
Current vs Prior
-9.40%
Calls:
-12.79%
(Calls)
Puts:
+7.99%
(Puts)
Prior 7-Day Total
59,466
Calls:
39,013
(66%)
Puts:
20,453
(34%)
Prior 7-Day Average
8,495
Calls:
5,573
(66%)
Puts:
2,921
(34%)
Current vs Prior 7-Day Avg
+85.73%
Calls:
+128.03%
Puts:
+5.04%
Sentiment
BULLISH
Dollar Volume
Detail
Current (07/15)
$20.31M
Calls:
$13.81M
(68%)
Puts:
$6.50M
(32%)
Prior (07/14)
$26.30M
Calls:
$25.16M
(96%)
Puts:
$1.14M
(4%)
Current vs Prior
-22.79%
Calls:
-45.12%
Puts:
+470.36%
Prior 7-Day Total
$67.10M
Calls:
$55.67M
(83%)
Puts:
$11.43M
(17%)
Prior 7-Day Average
$9.59M
Calls:
$7.95M
(83%)
Puts:
$1.63M
(17%)
Current vs Prior 7-Day Avg
+111.87%
Calls:
+73.66%
Puts:
+297.97%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (07/15)
0.24
Prior (07/14)
0.20
Current vs Prior
+23.83%
Prior 7-Day Average
0.73
Current vs Prior 7-Day Avg
-66.82%
Sentiment
BULLISH
Open Interest
Detail
Current (07/15)
58,535
Calls:
42,127
(72%)
Puts:
16,408
(28%)
Prior (07/14)
48,687
Calls:
32,915
(68%)
Puts:
15,772
(32%)
Current vs Prior
+20.23%
Prior 7-Day Total
634,474
Calls:
357,783
(56%)
Puts:
276,691
(44%)
Prior 7-Day Average
90,639
Calls:
51,111
(56%)
Puts:
39,527
(44%)
Current vs Prior 7-Day Avg
-35.42%
Sentiment
BEARISH
Expected Move
Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current
3.37% | 5.64%3.37% | 13.26%
Prior
3.90% | 6.10%3.90% | 13.24%
Current vs Prior
-13.66% | -7.64%-13.66% | +0.16%
Prior 7-Day Avg
3.94% | 6.29%5.41% | 13.59%
Current vs 7-Day Avg
-14.53% | -10.43%-37.84% | -2.47%
Prior 7-Day Eod
3.90% | 6.10%3.90% | 13.24%
Current vs 7-Day Eod
-13.66% | -7.64%-13.66% | +0.16%
Sentiment
BULLISHBULLISH
Relative Spread
Detail
Expiry | Next
Current
27.44% | 13.37%
Calls:
27.96% | 14.01%
Puts:
26.92% | 12.72%
Prior
29.54% | 18.26%
Calls:
23.01% | 10.06%
Puts:
36.07% | 26.46%
Current vs Prior
-7.11% | -26.78%
Prior 7-Day Avg
19.02% | 12.49%
Calls:
15.92% | 11.80%
Puts:
22.12% | 13.17%
Current vs 7-Day Avg
+44.26% | +7.05%
Liquidity
Expensive
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AI Insights
Moderately bullish flow with 68% call dollar volume ($13.81M). Dollar volume significantly above 7-day average (112% higher). Volume explosion - 86% above 7-day average (15,778 vs avg 8,495). Extreme bullish P/C ratio of 0.24 - heavy call buying (12,709 calls vs 3,069 puts).
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
12,709
Total Puts
3,069
Put/Call Ratio
0.24
Net Difference
9,640
Prior's Put/Call Breakdown
Total Calls
14,573
Total Puts
2,842
Put/Call Ratio
0.20
Net Difference
11,731
Prior 7-Day Put/Call Summary
Total Calls
39,013
Total Puts
20,453
Average Put/Call Ratio
0.73
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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