VLO
$65.93
Valero Energy
$1.21
1.87%

Option Analysis for Valero Energy

-
Options
3.3%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, March 17, 2017
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-18.1%
$24.00
1.0
1.0
$30.00
6.0
5.0
$0.05
54.6%
-15.5%
$13.20
6.0
6.0
$42.50
367.0
5.0
$0.13
35.7%
-2.6%
$19.24
21.0
26.0
$45.00
532.0
1.0
$0.30
32.2%
-2.2%
$17.00
1,600.0
406.0
$47.50
540.0
5.0
$0.36
28.5%
-8.0%
$10.65
2.0
97.0
$50.00
1,055.0
2.0
$0.55
25.0%
-2.5%
$11.78
5.0
601.0
$52.50
635.0
24.0
$0.70
21.4%
-1.6%
$9.87
10.0
727.0
$55.00
3,827.0
4.0
$1.00
18.1%
-0.8%
$7.90
42.0
781.0
$57.50
1,091.0
32.0
$1.46
15.0%
1.0%
$6.58
13.0
1,534.0
$60.00
1,465.0
7.0
$2.13
12.2%
2.5%
$5.05
51.0
2,843.0
$62.50
2,103.0
103.0
$3.10
9.9%
4.0%
$3.60
435.0
2,883.0
$65.00
828.0
5.0
$4.30
7.9%
6.2%
$2.50
124.0
636.0
$67.50
36.0
3.0
$6.25
7.1%
8.7%
$1.69
76.0
2,157.0
$70.00
9.0
4.0
$7.85
5.7%
11.6%
$1.09
28.0
666.0
$72.50
1.0
1.0
$9.65
4.7%
Option Activity Ahead of Earnings