VLO
VALERO ENERGY CORP N
$269.06
-0.14%
Option Volume
Detail
Current (07/02 11:00am)
2,161
Calls:
1,415
(65%)
Puts:
746
(35%)
Prior (07/01)
1,062
Calls:
513
(48%)
Puts:
549
(52%)
Current vs Prior
+103.48%
Calls:
+175.83%
(Calls)
Puts:
+35.88%
(Puts)
Prior 7-Day Total
37,706
Calls:
21,148
(56%)
Puts:
16,558
(44%)
Prior 7-Day Average
5,386
Calls:
3,021
(56%)
Puts:
2,365
(44%)
Current vs Prior 7-Day Avg
-59.88%
Calls:
-53.16%
Puts:
-68.46%
Sentiment
BULLISH
Dollar Volume
Detail
Current (07/02 11:00am)
$1.46M
Calls:
$1.25M
(86%)
Puts:
$208.3K
(14%)
Prior (07/01)
$503.1K
Calls:
$281.2K
(56%)
Puts:
$221.8K
(44%)
Current vs Prior
+189.93%
Calls:
+344.57%
Puts:
-6.09%
Prior 7-Day Total
$35.12M
Calls:
$26.16M
(74%)
Puts:
$8.96M
(26%)
Prior 7-Day Average
$5.02M
Calls:
$3.74M
(74%)
Puts:
$1.28M
(26%)
Current vs Prior 7-Day Avg
-70.93%
Calls:
-66.54%
Puts:
-83.73%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (07/02 11:00am)
0.53
Prior (07/01)
1.07
Current vs Prior
-50.74%
Prior 7-Day Average
0.80
Current vs Prior 7-Day Avg
-33.88%
Sentiment
BULLISH
Open Interest
Detail
Current (07/02 11:00am)
96,416
Calls:
54,168
(56%)
Puts:
42,248
(44%)
Prior (07/01)
93,942
Calls:
52,925
(56%)
Puts:
41,017
(44%)
Current vs Prior
+2.63%
Prior 7-Day Total
622,452
Calls:
350,915
(56%)
Puts:
271,537
(44%)
Prior 7-Day Average
88,921
Calls:
50,130
(56%)
Puts:
38,791
(44%)
Current vs Prior 7-Day Avg
+8.43%
Sentiment
BEARISH
Expected Move
Detail
Expiry (07/02) | Next (07/10)Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current
1.62% | 5.04%5.04% | 7.41%5.04% | 7.41%7.41% | 14.27%
Prior
2.35% | 5.55%-- | ---- | ---- | --
Current vs Prior
-31.18% | -9.24%-- | ---- | ---- | --
Prior 7-Day Avg
3.63% | 5.95%-- | ---- | ---- | --
Current vs 7-Day Avg
-55.50% | -15.33%-- | ---- | ---- | --
Prior 7-Day Eod
2.35% | 5.55%-- | ---- | ---- | --
Current vs 7-Day Eod
-31.18% | -9.24%-- | ---- | ---- | --
Sentiment
BULLISH------
Relative Spread
Detail
Expiry | Next
Current
154.16% | 18.45%
Calls:
83.33% | 18.44%
Puts:
225.00% | 18.46%
Prior
60.48% | 21.12%
Calls:
66.67% | 16.15%
Puts:
54.29% | 26.09%
Current vs Prior
+154.89% | -12.64%
Prior 7-Day Avg
34.77% | 18.59%
Calls:
35.59% | 19.22%
Puts:
33.95% | 17.97%
Current vs 7-Day Avg
+343.37% | -0.76%
Liquidity
Expensive
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AI Insights
Strong bullish conviction with 86% of dollar volume in calls ($1.25M) vs puts ($208.3K). Massive premium surge with dollar volume up 190% vs prior. Unusually high activity with volume up 103% vs prior - elevated interest. Bullish P/C ratio of 0.53.
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
NEUTRAL
7-Day Avg
NEUTRAL
Current
BULLISH
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
1,415
Total Puts
746
Put/Call Ratio
0.53
Net Difference
669
Prior's Put/Call Breakdown
Total Calls
513
Total Puts
549
Put/Call Ratio
1.07
Net Difference
-36
Prior 7-Day Put/Call Summary
Total Calls
21,148
Total Puts
16,558
Average Put/Call Ratio
0.80
Ratio Trend
Falling
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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