VLO
$82.35
Valero Energy
($1.45)
(1.73%)

Option Analysis for Valero Energy

-
Options
3.0%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, March 16, 2018
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-5.9%
$30.00
1.0
1.0
$47.50
8.0
5.0
$0.15
42.5%
0.4%
$32.68
6.0
5.0
$50.00
70.0
4.0
$0.12
39.4%
0.4%
$27.69
6.0
1.0
$55.00
257.0
5.0
$0.18
33.4%
0.5%
$22.73
16.0
11.0
$60.00
1,648.0
2.0
$0.29
27.5%
-2.0%
$18.24
10.0
15.0
$62.50
614.0
10.0
$0.35
24.5%
1.7%
$18.79
2.0
7.0
$65.00
1,137.0
3.0
$0.37
21.5%
2.6%
$17.00
2.0
54.0
$67.50
1,003.0
43.0
$0.51
18.7%
2.0%
$14.00
5.0
1,541.0
$70.00
1,974.0
1,030.0
$0.68
15.8%
2.6%
$12.00
14.0
3,278.0
$72.50
1,670.0
83.0
$0.92
13.1%
3.3%
$10.10
12.0
1,337.0
$75.00
471.0
61.0
$1.35
10.6%
4.1%
$8.20
3.0
997.0
$77.50
270.0
535.0
$1.80
8.1%
4.8%
$6.28
7.0
1,173.0
$80.00
335.0
4.0
$2.59
6.0%
6.0%
$4.75
29.0
558.0
$82.50
155.0
87.0
$3.60
4.2%
7.3%
$3.39
533.0
1,386.0
$85.00
241.0
2.0
$4.80
2.6%
9.1%
$2.33
28.0
116.0
$87.50
35.0
1.0
$7.45
2.8%
11.2%
$1.55
24.0
219.0
$90.00
17.0
2.0
$10.65
3.6%
16.0%
$0.54
1.0
96.0
$95.00
28.0
24.0
$13.65
1.2%
Option Activity Ahead of Earnings