Tour
v452
VLO
VALERO ENERGY CORP N
$298.88
-1.98%
$299.02 (+0.05%)
as of 07/28 06:11 PM
Option Volume
Detail
Current (07/28)
4,092
Calls:
2,784
(68%)
Puts:
1,308
(32%)
Prior (07/27)
4,023
Calls:
2,490
(62%)
Puts:
1,533
(38%)
Current vs Prior
+1.72%
Calls:
+11.81%
(Calls)
Puts:
-14.68%
(Puts)
Prior 7-Day Total
55,836
Calls:
31,620
(57%)
Puts:
24,216
(43%)
Prior 7-Day Average
7,976
Calls:
4,517
(57%)
Puts:
3,459
(43%)
Current vs Prior 7-Day Avg
-48.70%
Calls:
-38.37%
Puts:
-62.19%
Sentiment
BULLISH
Dollar Volume
Detail
Current (07/28)
$14.32M
Calls:
$13.27M
(93%)
Puts:
$1.05M
(7%)
Prior (07/27)
$4.67M
Calls:
$3.44M
(74%)
Puts:
$1.23M
(26%)
Current vs Prior
+206.61%
Calls:
+285.60%
Puts:
-14.46%
Prior 7-Day Total
$74.51M
Calls:
$48.99M
(66%)
Puts:
$25.52M
(34%)
Prior 7-Day Average
$10.64M
Calls:
$7.00M
(66%)
Puts:
$3.65M
(34%)
Current vs Prior 7-Day Avg
+34.53%
Calls:
+89.57%
Puts:
-71.15%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (07/28)
0.47
Prior (07/27)
0.62
Current vs Prior
-23.69%
Prior 7-Day Average
0.79
Current vs Prior 7-Day Avg
-40.22%
Sentiment
BULLISH
Open Interest
Detail
Current (07/28)
44,450
Calls:
33,834
(76%)
Puts:
10,616
(24%)
Prior (07/27)
126,244
Calls:
65,805
(52%)
Puts:
60,439
(48%)
Current vs Prior
-64.79%
Prior 7-Day Total
727,413
Calls:
391,216
(54%)
Puts:
336,197
(46%)
Prior 7-Day Average
103,916
Calls:
55,888
(54%)
Puts:
48,028
(46%)
Current vs Prior 7-Day Avg
-57.23%
Sentiment
BEARISH
Expected Move
Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current
5.45% | 7.58%10.26% | 15.44%
Prior
5.69% | 7.81%10.40% | 15.28%
Current vs Prior
-4.15% | -2.91%-1.35% | +1.04%
Prior 7-Day Avg
4.39% | 7.44%9.47% | 15.45%
Current vs 7-Day Avg
+24.14% | +1.83%+8.31% | -0.08%
Prior 7-Day Eod
5.69% | 7.81%10.40% | 15.28%
Current vs 7-Day Eod
-4.15% | -2.91%-1.35% | +1.04%
Sentiment
BULLISHBULLISH
Relative Spread
Detail
Expiry | Next
Current
23.30% | 15.58%
Calls:
22.22% | 20.00%
Puts:
24.39% | 11.16%
Prior
12.09% | 10.09%
Calls:
12.29% | 9.92%
Puts:
11.90% | 10.26%
Current vs Prior
+92.72% | +54.41%
Prior 7-Day Avg
29.17% | 11.31%
Calls:
24.93% | 11.60%
Puts:
33.42% | 11.01%
Current vs 7-Day Avg
-20.13% | +37.79%
Liquidity
Expensive
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AI Insights
Strong bullish conviction with 93% of dollar volume in calls ($13.27M) vs puts ($1.05M). Massive premium surge with dollar volume up 207% vs prior. Extreme bullish P/C ratio of 0.47 - heavy call buying (2,784 calls vs 1,308 puts). P/C ratio dropping 24% - 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
BULLISH
7-Day Avg
BULLISH
Current
BULLISH
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
NEUTRAL
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
2,784
Total Puts
1,308
Put/Call Ratio
0.47
Net Difference
1,476
Prior's Put/Call Breakdown
Total Calls
2,490
Total Puts
1,533
Put/Call Ratio
0.62
Net Difference
957
Prior 7-Day Put/Call Summary
Total Calls
31,620
Total Puts
24,216
Average Put/Call Ratio
0.79
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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