VLO
VALERO ENERGY CORP N
$261.15
+0.27%
Option Volume
Detail
Current (07/01 11:00am)
1,062
Calls:
513
(48%)
Puts:
549
(52%)
Prior (06/30)
1,291
Calls:
766
(59%)
Puts:
525
(41%)
Current vs Prior
-17.74%
Calls:
-33.03%
(Calls)
Puts:
+4.57%
(Puts)
Prior 7-Day Total
36,084
Calls:
21,020
(58%)
Puts:
15,064
(42%)
Prior 7-Day Average
5,154
Calls:
3,002
(58%)
Puts:
2,152
(42%)
Current vs Prior 7-Day Avg
-79.40%
Calls:
-82.92%
Puts:
-74.49%
Sentiment
BEARISH
Dollar Volume
Detail
Current (07/01 11:00am)
$503.1K
Calls:
$281.2K
(56%)
Puts:
$221.8K
(44%)
Prior (06/30)
$1.17M
Calls:
$792.8K
(68%)
Puts:
$377.3K
(32%)
Current vs Prior
-57.01%
Calls:
-64.53%
Puts:
-41.21%
Prior 7-Day Total
$33.77M
Calls:
$25.09M
(74%)
Puts:
$8.68M
(26%)
Prior 7-Day Average
$4.82M
Calls:
$3.58M
(74%)
Puts:
$1.24M
(26%)
Current vs Prior 7-Day Avg
-89.57%
Calls:
-92.15%
Puts:
-82.10%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (07/01 11:00am)
1.07
Prior (06/30)
0.69
Current vs Prior
+56.14%
Prior 7-Day Average
0.72
Current vs Prior 7-Day Avg
+47.95%
Sentiment
BEARISH
Open Interest
Detail
Current (07/01 11:00am)
93,942
Calls:
52,925
(56%)
Puts:
41,017
(44%)
Prior (06/30)
92,704
Calls:
52,336
(56%)
Puts:
40,368
(44%)
Current vs Prior
+1.34%
Prior 7-Day Total
610,852
Calls:
344,130
(56%)
Puts:
266,722
(44%)
Prior 7-Day Average
87,264
Calls:
49,161
(56%)
Puts:
38,103
(44%)
Current vs Prior 7-Day Avg
+7.65%
Sentiment
BEARISH
Expected Move
Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current
5.49% | 7.87%5.49% | 7.87%7.87% | 14.42%
Prior
3.30% | 5.74%-- | ---- | --
Current vs Prior
-18.48% | -4.27%-- | ---- | --
Prior 7-Day Avg
4.00% | 6.09%-- | ---- | --
Current vs 7-Day Avg
-32.66% | -9.81%-- | ---- | --
Prior 7-Day Eod
3.30% | 5.74%-- | ---- | --
Current vs 7-Day Eod
-18.48% | -4.27%-- | ---- | --
Sentiment
BULLISH----
Relative Spread
Detail
Expiry | Next
Current
64.32% | 14.65%
Calls:
33.77% | 13.70%
Puts:
94.87% | 15.60%
Prior
13.87% | 10.07%
Calls:
12.99% | 11.11%
Puts:
14.74% | 9.03%
Current vs Prior
+363.73% | +45.48%
Prior 7-Day Avg
28.86% | 18.07%
Calls:
29.29% | 19.27%
Puts:
28.43% | 16.87%
Current vs 7-Day Avg
+122.87% | -18.93%
Liquidity
Expensive
Add Card
AI Insights
Light premium activity with dollar volume down 57% vs prior. Slightly bearish P/C ratio of 1.07. P/C ratio rising 56% - increased hedging/bearish positioning.
Smart Money
BULLISH
Retail Flow
NEUTRAL
Overall
MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BULLISH
Prior
BULLISH
7-Day Avg
BULLISH
Current
NEUTRAL
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
NEUTRAL
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
513
Total Puts
549
Put/Call Ratio
1.07
Net Difference
-36
Prior's Put/Call Breakdown
Total Calls
766
Total Puts
525
Put/Call Ratio
0.69
Net Difference
241
Prior 7-Day Put/Call Summary
Total Calls
21,020
Total Puts
15,064
Average Put/Call Ratio
0.72
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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