Tour
v345
VLO
VALERO ENERGY CORP N
$309.65
+3.13%
Option Volume
Detail
Current (07/17 4:00pm)
9,634
Calls:
6,662
(69%)
Puts:
2,972
(31%)
Prior (07/16)
18,744
Calls:
5,713
(30%)
Puts:
13,031
(70%)
Current vs Prior
-48.60%
Calls:
+16.61%
(Calls)
Puts:
-77.19%
(Puts)
Prior 7-Day Total
87,660
Calls:
55,275
(63%)
Puts:
32,385
(37%)
Prior 7-Day Average
12,522
Calls:
7,896
(63%)
Puts:
4,626
(37%)
Current vs Prior 7-Day Avg
-23.07%
Calls:
-15.63%
Puts:
-35.76%
Sentiment
BULLISH
Dollar Volume
Detail
Current (07/17 4:00pm)
$14.84M
Calls:
$12.78M
(86%)
Puts:
$2.06M
(14%)
Prior (07/16)
$22.02M
Calls:
$7.92M
(36%)
Puts:
$14.09M
(64%)
Current vs Prior
-32.61%
Calls:
+61.28%
Puts:
-85.40%
Prior 7-Day Total
$103.47M
Calls:
$74.16M
(72%)
Puts:
$29.30M
(28%)
Prior 7-Day Average
$14.78M
Calls:
$10.59M
(72%)
Puts:
$4.19M
(28%)
Current vs Prior 7-Day Avg
+0.38%
Calls:
+20.62%
Puts:
-50.85%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (07/17 4:00pm)
0.45
Prior (07/16)
2.28
Current vs Prior
-80.44%
Prior 7-Day Average
0.82
Current vs Prior 7-Day Avg
-45.48%
Sentiment
BULLISH
Open Interest
Detail
Current (07/17 4:00pm)
132,837
Calls:
71,406
(54%)
Puts:
61,431
(46%)
Prior (07/16)
119,717
Calls:
70,100
(59%)
Puts:
49,617
(41%)
Current vs Prior
+10.96%
Prior 7-Day Total
732,938
Calls:
413,102
(56%)
Puts:
319,836
(44%)
Prior 7-Day Average
104,705
Calls:
59,014
(56%)
Puts:
45,690
(44%)
Current vs Prior 7-Day Avg
+26.87%
Sentiment
BEARISH
Expected Move
Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current
1.20% | 4.96%1.20% | 12.87%
Prior
2.50% | 5.28%2.50% | 13.07%
Current vs Prior
+98.46% | +48.97%-52.03% | -1.55%
Prior 7-Day Avg
3.78% | 6.11%4.51% | 13.48%
Current vs 7-Day Avg
+31.06% | +28.66%-73.43% | -4.53%
Prior 7-Day Eod
2.50% | 5.28%2.50% | 13.07%
Current vs 7-Day Eod
+98.46% | +48.97%-52.03% | -1.55%
Sentiment
BEARISHBULLISH
Relative Spread
Detail
Expiry | Next
Current
11.21% | 7.00%
Calls:
9.64% | 6.40%
Puts:
12.77% | 7.59%
Prior
35.58% | 9.46%
Calls:
41.27% | 9.27%
Puts:
29.89% | 9.64%
Current vs Prior
-68.49% | -26.00%
Prior 7-Day Avg
23.20% | 12.02%
Calls:
21.39% | 11.37%
Puts:
25.02% | 12.65%
Current vs 7-Day Avg
-51.68% | -41.74%
Liquidity
Pricy
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AI Insights
Strong bullish conviction with 86% of dollar volume in calls ($12.78M) vs puts ($2.06M). Below-average activity with volume down 49% vs prior. Extreme bullish P/C ratio of 0.45 - heavy call buying (6,662 calls vs 2,972 puts). P/C ratio dropping 80% - sentiment shifting bullish.
Smart Money
BULLISH
Retail Flow
BULLISH
Overall
BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BULLISH
Prior
BEARISH
7-Day Avg
BULLISH
Current
BULLISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
NEUTRAL
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
Sentiment Timeline (Today)
| Time | Smart Money | Retail | Overall |
|---|---|---|---|
| 16:00 | BULLISH | BULLISH | BULLISH |
| 15:00 | BULLISH | BULLISH | BULLISH |
| 14:00 | BULLISH | BULLISH | BULLISH |
| 13:00 | BULLISH | BULLISH | BULLISH |
| 12:00 | BULLISH | BULLISH | BULLISH |
| 11:00 | BULLISH | BULLISH | BULLISH |
| 10:00 | BULLISH | BULLISH | 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
6,662
Total Puts
2,972
Put/Call Ratio
0.45
Net Difference
3,690
Prior's Put/Call Breakdown
Total Calls
5,713
Total Puts
13,031
Put/Call Ratio
2.28
Net Difference
-7,318
Prior 7-Day Put/Call Summary
Total Calls
55,275
Total Puts
32,385
Average Put/Call Ratio
0.82
Ratio Trend
Falling
Daily Put/Call History (Last 7 Days)
| Date | Calls | Puts | Ratio | Net Diff |
|---|---|---|---|---|
| Loading data... | ||||
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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