Tour
v346
VLO
VALERO ENERGY CORP N
$309.65
+3.13%
$310.05 (+0.13%)
as of 07/17 06:06 PM
Option Volume
Detail
Current (07/17)
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
85,579
Calls:
53,420
(62%)
Puts:
32,159
(38%)
Prior 7-Day Average
12,225
Calls:
7,631
(62%)
Puts:
4,594
(38%)
Current vs Prior 7-Day Avg
-21.20%
Calls:
-12.70%
Puts:
-35.31%
Sentiment
BULLISH
Dollar Volume
Detail
Current (07/17)
$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
$102.67M
Calls:
$73.32M
(71%)
Puts:
$29.34M
(29%)
Prior 7-Day Average
$14.67M
Calls:
$10.47M
(71%)
Puts:
$4.19M
(29%)
Current vs Prior 7-Day Avg
+1.16%
Calls:
+22.00%
Puts:
-50.92%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (07/17)
0.45
Prior (07/16)
2.28
Current vs Prior
-80.44%
Prior 7-Day Average
0.78
Current vs Prior 7-Day Avg
-42.51%
Sentiment
BULLISH
Open Interest
Detail
Current (07/17)
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
626,708
Calls:
366,248
(58%)
Puts:
260,460
(42%)
Prior 7-Day Average
89,529
Calls:
52,321
(58%)
Puts:
37,208
(42%)
Current vs Prior 7-Day Avg
+48.37%
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
3.58% | 5.90%4.30% | 13.49%
Current vs 7-Day Avg
+38.55% | +33.23%-72.14% | -4.59%
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
22.88% | 13.07%
Calls:
21.40% | 12.71%
Puts:
24.36% | 13.43%
Current vs 7-Day Avg
-51.00% | -46.45%
Liquidity
Pricy
Add Card
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
Current 5-Minute Volume Snapshots
| Time (HH:MM) | Total Volume | Call Volume | Put Volume | Volume Change |
|---|---|---|---|---|
| Loading data... | ||||
Prior's 5-Minute Volume Snapshots
| Time (HH:MM) | Total Volume | Call Volume | Put Volume | Volume Change |
|---|---|---|---|---|
| Loading data... | ||||
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
53,420
Total Puts
32,159
Average Put/Call Ratio
0.78
Ratio Trend
Falling
Daily Put/Call History (Last 7 Days)
| Date | Calls | Puts | Ratio | Net Diff |
|---|---|---|---|---|
| Loading data... | ||||
Upcoming Earnings - 2 Weeks Prior
Loading earnings data...
Upcoming Earnings - 1 Week Prior
Loading earnings data...
Earnings This Week
Loading earnings data...
Earnings - Day Before / Day After
Loading earnings data...
Options Activity Around Earnings
| Ticker | Earnings Date | Days Away | Call Volume | Put Volume | IV Rank |
|---|---|---|---|---|---|
| Loading data... | |||||