Tour
v344
VLO
VALERO ENERGY CORP N
$300.26
+2.60%
$301.00 (+0.25%)
as of 07/16 06:04 PM
Option Volume
Detail
Current (07/16)
18,744
Calls:
5,713
(30%)
Puts:
13,031
(70%)
Prior (07/15)
15,778
Calls:
12,709
(81%)
Puts:
3,069
(19%)
Current vs Prior
+18.80%
Calls:
-55.05%
(Calls)
Puts:
+324.60%
(Puts)
Prior 7-Day Total
70,777
Calls:
49,668
(70%)
Puts:
21,109
(30%)
Prior 7-Day Average
10,111
Calls:
7,095
(70%)
Puts:
3,015
(30%)
Current vs Prior 7-Day Avg
+85.38%
Calls:
-19.48%
Puts:
+332.12%
Sentiment
BEARISH
Dollar Volume
Detail
Current (07/16)
$22.02M
Calls:
$7.92M
(36%)
Puts:
$14.09M
(64%)
Prior (07/15)
$20.31M
Calls:
$13.81M
(68%)
Puts:
$6.50M
(32%)
Current vs Prior
+8.42%
Calls:
-42.62%
Puts:
+116.87%
Prior 7-Day Total
$83.56M
Calls:
$67.18M
(80%)
Puts:
$16.39M
(20%)
Prior 7-Day Average
$11.94M
Calls:
$9.60M
(80%)
Puts:
$2.34M
(20%)
Current vs Prior 7-Day Avg
+84.43%
Calls:
-17.43%
Puts:
+501.93%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (07/16)
2.28
Prior (07/15)
0.24
Current vs Prior
+844.56%
Prior 7-Day Average
0.59
Current vs Prior 7-Day Avg
+283.70%
Sentiment
BEARISH
Open Interest
Detail
Current (07/16)
119,717
Calls:
70,100
(59%)
Puts:
49,617
(41%)
Prior (07/15)
58,535
Calls:
42,127
(72%)
Puts:
16,408
(28%)
Current vs Prior
+104.52%
Prior 7-Day Total
601,255
Calls:
348,604
(58%)
Puts:
252,651
(42%)
Prior 7-Day Average
85,893
Calls:
49,800
(58%)
Puts:
36,093
(42%)
Current vs Prior 7-Day Avg
+39.38%
Sentiment
BEARISH
Expected Move
Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current
2.50% | 5.28%2.50% | 13.07%
Prior
3.37% | 5.64%3.37% | 13.26%
Current vs Prior
-25.79% | -6.37%-25.79% | -1.40%
Prior 7-Day Avg
3.80% | 6.12%4.91% | 13.56%
Current vs 7-Day Avg
-34.23% | -13.70%-49.15% | -3.56%
Prior 7-Day Eod
3.37% | 5.64%3.37% | 13.26%
Current vs 7-Day Eod
-25.79% | -6.37%-25.79% | -1.40%
Sentiment
BULLISHBULLISH
Relative Spread
Detail
Expiry | Next
Current
35.58% | 9.46%
Calls:
41.27% | 9.27%
Puts:
29.89% | 9.64%
Prior
27.44% | 13.37%
Calls:
27.96% | 14.01%
Puts:
26.92% | 12.72%
Current vs Prior
+29.66% | -29.24%
Prior 7-Day Avg
21.12% | 12.76%
Calls:
18.15% | 12.58%
Puts:
24.09% | 12.94%
Current vs 7-Day Avg
+68.47% | -25.87%
Liquidity
Expensive
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AI Insights
Moderately bearish flow with 64% put dollar volume ($14.09M). Dollar volume significantly above 7-day average (84% higher). Volume explosion - 85% above 7-day average (18,744 vs avg 10,111). Extreme bearish P/C ratio of 2.28 - heavy put buying.
Smart Money
BEARISH
Retail Flow
BEARISH
Overall
BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
Current
BEARISH
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BEARISH
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
5,713
Total Puts
13,031
Put/Call Ratio
2.28
Net Difference
-7,318
Prior's Put/Call Breakdown
Total Calls
12,709
Total Puts
3,069
Put/Call Ratio
0.24
Net Difference
9,640
Prior 7-Day Put/Call Summary
Total Calls
49,668
Total Puts
21,109
Average Put/Call Ratio
0.59
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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