VLO - Options Database

VLO

VALERO ENERGY CORP N

$269.44 +3.46%

$268.80 (-0.24%)🌙

as of 07/01 06:04 PM

(7/1 16:00) ◀

Wednesday, July 1, 2026 (6:04pm)

▶ (7/2 10:00)

◀ 7/1 18:04 ▶

Option Volume

Detail

ℹ

Current (07/01) 5,196

Calls: 2,800 (54%)

Puts: 2,396 (46%)

Prior (06/30) 4,954

Calls: 2,602 (53%)

Puts: 2,352 (47%)

Current vs Prior +4.88%

Calls: +7.61% (Calls)

Puts: +1.87% (Puts)

Prior 7-Day Total 36,084

Calls: 21,020 (58%)

Puts: 15,064 (42%)

Prior 7-Day Average 5,154

Calls: 3,002 (58%)

Puts: 2,152 (42%)

Current vs Prior 7-Day Avg +0.80%

Calls: -6.76%

Puts: +11.34%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/01) $3.73M

Calls: $2.88M (77%)

Puts: $849.1K (23%)

Prior (06/30) $4.56M

Calls: $2.72M (60%)

Puts: $1.84M (40%)

Current vs Prior -18.12%

Calls: +6.01%

Puts: -53.82%

Prior 7-Day Total $33.77M

Calls: $25.09M (74%)

Puts: $8.68M (26%)

Prior 7-Day Average $4.82M

Calls: $3.58M (74%)

Puts: $1.24M (26%)

Current vs Prior 7-Day Avg -22.63%

Calls: -19.56%

Puts: -31.49%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/01) 0.86

Prior (06/30) 0.90

Current vs Prior -5.33%

Prior 7-Day Average 0.72

Current vs Prior 7-Day Avg +18.30%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/01) 93,942

Calls: 52,925 (56%)

Puts: 41,017 (44%)

Prior (06/30) 92,704

Calls: 52,336 (56%)

Puts: 40,368 (44%)

Current vs Prior +1.34%

Prior 7-Day Total 564,237

Calls: 322,186 (57%)

Puts: 242,051 (43%)

Prior 7-Day Average 80,605

Calls: 46,026 (57%)

Puts: 34,578 (43%)

Current vs Prior 7-Day Avg +16.55%

Sentiment BEARISH

Expected Move

Detail

ℹ

3DTEWKMO Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)

Current 5.55% | 7.78%5.55% | 7.78%7.78% | 14.01%

Prior 3.30% | 5.74%-- | ---- | --

Current vs Prior -28.85% | -3.34%-- | ---- | --

Prior 7-Day Avg 4.00% | 6.09%-- | ---- | --

Current vs 7-Day Avg -41.23% | -8.93%-- | ---- | --

Prior 7-Day Eod 3.30% | 5.74%-- | ---- | --

Current vs 7-Day Eod -28.85% | -3.34%-- | ---- | --

Sentiment BULLISH----

Relative Spread

Detail

ℹ

Expiry | Next

Current 60.48% | 21.12%

Calls: 66.67% | 16.15%

Puts: 54.29% | 26.09%

Prior 13.87% | 10.07%

Calls: 12.99% | 11.11%

Puts: 14.74% | 9.03%

Current vs Prior +336.05% | +109.73%

Prior 7-Day Avg 28.86% | 18.07%

Calls: 29.29% | 19.27%

Puts: 28.43% | 16.87%

Current vs 7-Day Avg +109.56% | +16.87%

Liquidity Expensive

Add Card

🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($2.88M) vs puts ($849.1K).

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 NEUTRAL

Prior NEUTRAL

7-Day Avg NEUTRAL

Current NEUTRAL

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BULLISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads

💰 Best Value Under $1

📊 High Delta (ITM)

🔥 High Volume

⏰ Backwardation

📈 Debit Spreads

📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

🦋 Butterflies

⚖️ Ratio Spreads

🛡️ Covered Calls

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 31 of results (avg 7.5%, best 4.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 17	6.60	6.90	$6.75	4.4%	117	0.42	508
$220.00	Jul 17	48.50	51.20	$49.85	5.4%	--	0.94	72
$222.50	Jul 2	45.30	47.90	$46.60	5.6%	2	1.00	2
$220.00	Jul 2	47.80	50.60	$49.20	5.7%	15	1.00	16
$265.00	Jul 17	11.30	12.00	$11.65	6.0%	16	0.59	344

PUTS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$265.00	Jul 31	9.90	10.70	$10.30	7.8%	--	0.42	19
$270.00	Jul 31	12.10	13.10	$12.60	7.9%	42	0.48	4
$260.00	Jul 31	7.80	8.60	$8.20	9.8%	--	0.36	69

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 65 found (avg delta 0.79, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 2	47.80	50.60	$49.20	5.7%	15	1.00	16
$222.50	Jul 2	45.30	47.90	$46.60	5.6%	2	1.00	2
$240.00	Jul 2	28.20	30.60	$29.40	8.2%	--	1.00	14
$245.00	Jul 2	23.20	25.70	$24.45	10.2%	--	1.00	36
$250.00	Jul 2	18.20	20.70	$19.45	12.9%	--	1.00	134

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	21.10	24.40	$22.75	14.5%	--	0.81	11
$275.00	Jul 2	4.90	7.60	$6.25	43.2%	2	0.80	5
$280.00	Jul 10	11.50	13.90	$12.70	18.9%	3	0.71	--
$290.00	Jul 31	24.60	27.50	$26.05	11.1%	--	0.71	12
$272.50	Jul 2	3.00	5.60	$4.30	60.5%	1	0.71	--

Most actively traded options today. High liquidity = easy entry/exit. 130 active (total vol 4.0K, top 473)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$267.50	Jul 10	7.40	8.70	$8.05	16.1%	473	0.56	4
$280.00	Jul 17	4.60	5.10	$4.85	10.3%	158	0.34	898
$267.50	Jul 2	2.50	4.50	$3.50	57.1%	157	0.61	53
$265.00	Jul 2	5.00	6.20	$5.60	21.4%	127	0.74	117
$275.00	Jul 2	0.50	0.95	$0.73	61.6%	117	0.20	489

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$265.00	Jul 10	3.80	5.70	$4.75	40.0%	305	0.38	8
$250.00	Jul 2	0.00	0.10	$0.05	200.0%	224	0.01	411
$250.00	Jul 17	2.05	2.45	$2.25	17.8%	175	0.18	245
$267.50	Jul 2	1.15	2.70	$1.93	80.3%	100	0.39	23
$235.00	Jul 24	0.85	1.90	$1.38	76.1%	100	0.10	36

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 105.3%, max 340.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 2	Jul 17	210.3%	57.9%	263.2%	15	88
$315.00	Jul 2	Jul 17	169.9%	48.2%	252.4%	1	27
$235.00	Jul 2	Jul 31	150.8%	44.8%	236.7%	--	22
$310.00	Jul 2	Jul 24	124.1%	41.5%	198.7%	1	20
$240.00	Jul 2	Jul 31	118.0%	43.4%	172.0%	1	28

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 2	Jul 31	210.3%	47.7%	340.9%	101	34
$232.50	Jul 2	Jul 17	165.6%	45.1%	267.5%	1	79
$235.00	Jul 2	Aug 7	150.8%	41.8%	260.8%	2	49
$230.00	Jul 2	Aug 7	167.7%	46.8%	258.7%	8	55
$237.50	Jul 2	Jul 17	145.6%	43.8%	232.3%	2	267

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 105 found (best R:R 59.00, avg 6.65)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$295.00	$310.00	Jul 2	$0.25	$14.75	$0.25	59.00	$295.25
$300.00	$305.00	Jul 10	$0.12	$4.88	$0.12	40.67	$300.12
$315.00	$320.00	Jul 17	$0.17	$4.83	$0.17	28.41	$315.17
$295.00	$300.00	Jul 10	$0.28	$4.72	$0.28	16.86	$295.28
$285.00	$290.00	Jul 10	$0.30	$4.70	$0.30	15.67	$285.30

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$230.00	$225.00	Jul 2	$0.20	$4.80	$0.20	24.00	$229.80
$255.00	$252.50	Jul 17	$0.10	$2.40	$0.10	24.00	$254.90
$232.50	$230.00	Jul 10	$0.12	$2.38	$0.12	19.83	$232.38
$252.50	$250.00	Jul 10	$0.12	$2.38	$0.12	19.83	$252.38
$235.00	$230.00	Jul 31	$0.25	$4.75	$0.25	19.00	$234.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 136 found (best R:R 99.00, avg 3.13)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$230.00	$240.00	Jul 10	$9.90	$9.90	$0.10	99.00	$239.90
$222.50	$235.00	Jul 2	$12.20	$12.20	$0.30	40.67	$234.70
$220.00	$230.00	Jul 17	$9.75	$9.75	$0.25	39.00	$229.75
$252.50	$255.00	Jul 2	$2.40	$2.40	$0.10	24.00	$254.90
$242.50	$245.00	Jul 10	$2.40	$2.40	$0.10	24.00	$244.90

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$275.00	$272.50	Jul 2	$1.95	$1.95	$0.55	3.55	$273.05
$290.00	$280.00	Jul 17	$7.40	$7.40	$2.60	2.85	$282.60
$290.00	$270.00	Jul 31	$13.45	$13.45	$6.55	2.05	$276.55
$280.00	$270.00	Jul 17	$6.05	$6.05	$3.95	1.53	$273.95
$272.50	$270.00	Jul 2	$1.47	$1.47	$1.03	1.43	$271.03

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $1.74, cheapest $0.13)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$305.00	Jul 10	Jul 17	$0.32	46.3%	39.8%
$230.00	Jul 10	Jul 17	$0.35	58.4%	45.9%
$315.00	Jul 2	Jul 17	$0.42	169.9%	48.2%
$240.00	Jul 2	Jul 10	$0.45	118.0%	49.1%
$295.00	Jul 2	Jul 10	$0.45	110.1%	42.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$230.00	Jul 2	Jul 10	$0.13	167.7%	58.4%
$220.00	Jul 2	Jul 10	$0.15	210.3%	73.3%
$232.50	Jul 2	Jul 10	$0.17	165.6%	58.3%
$235.00	Jul 2	Jul 10	$0.20	150.8%	54.3%
$225.00	Jul 2	Jul 10	$0.23	149.0%	61.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 1.85% of stock, avg 8.77%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$270.00	Jul 2	$2.15	$2.83	$4.98	$265.02	$274.98	1.85%
$272.50	Jul 2	$1.05	$4.30	$5.35	$267.15	$277.85	1.99%
$267.50	Jul 2	$3.50	$1.93	$5.43	$262.07	$272.93	2.02%
$265.00	Jul 2	$5.60	$1.15	$6.75	$258.25	$271.75	2.51%
$275.00	Jul 2	$0.73	$6.25	$6.98	$268.02	$281.98	2.59%
$262.50	Jul 2	$7.40	$0.80	$8.20	$254.30	$270.70	3.04%
$260.00	Jul 2	$9.60	$0.48	$10.08	$249.92	$270.08	3.74%
$257.50	Jul 2	$12.05	$0.35	$12.40	$245.10	$269.90	4.60%
$270.00	Jul 10	$6.75	$6.90	$13.65	$256.35	$283.65	5.07%
$267.50	Jul 10	$8.05	$5.70	$13.75	$253.75	$281.25	5.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.26% of stock, avg 3.54%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$277.50	$257.50	Jul 2	$0.35	$0.35	$0.70	$256.80	$278.20
$285.00	$257.50	Jul 2	$0.38	$0.35	$0.73	$256.77	$285.73
$277.50	$260.00	Jul 2	$0.35	$0.48	$0.83	$259.17	$278.33
$285.00	$260.00	Jul 2	$0.38	$0.48	$0.86	$259.14	$285.86
$275.00	$257.50	Jul 2	$0.73	$0.35	$1.08	$256.42	$276.08
$277.50	$262.50	Jul 2	$0.35	$0.80	$1.15	$261.35	$278.65
$285.00	$262.50	Jul 2	$0.38	$0.80	$1.18	$261.32	$286.18
$275.00	$260.00	Jul 2	$0.73	$0.48	$1.21	$258.79	$276.21
$272.50	$257.50	Jul 2	$1.05	$0.35	$1.40	$256.10	$273.90
$277.50	$265.00	Jul 2	$0.35	$1.15	$1.50	$263.50	$279.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 183 found (best R:R 34.71, avg credit $3.24)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
225/228	230/240	Jul 17	$9.72	$0.28	34.71	$217.78	$239.72
238/240	245/250	Jul 10	$4.82	$0.18	26.78	$235.18	$249.82
220/225	230/240	Jul 24	$9.62	$0.38	25.32	$215.38	$239.62
260/265	270/275	Jul 24	$4.80	$0.20	24.00	$260.20	$274.80
220/225	235/240	Jul 31	$4.80	$0.20	24.00	$220.20	$239.80
225/230	235/240	Jul 31	$4.80	$0.20	24.00	$225.20	$239.80
238/240	250/252	Jul 10	$2.37	$0.13	18.23	$237.63	$252.37
242/245	248/250	Jul 17	$2.37	$0.13	18.23	$242.63	$249.87
230/232	245/250	Jul 10	$4.72	$0.28	16.86	$227.78	$249.72
232/235	248/250	Jul 17	$2.35	$0.15	15.67	$232.65	$249.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 84 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$235.00	$240.00	$245.00	Jul 31	$0.10	$4.90	49.00
$290.00	$295.00	$300.00	Jul 17	$0.11	$4.89	44.45
$220.00	$230.00	$240.00	Jul 17	$0.25	$9.75	39.00
$260.00	$265.00	$270.00	Jul 24	$0.15	$4.85	32.33
$285.00	$290.00	$295.00	Jul 24	$0.15	$4.85	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$230.00	$232.50	$235.00	Jul 17	$0.05	$2.45	49.00
$235.00	$237.50	$240.00	Jul 17	$0.08	$2.42	30.25
$220.00	$222.50	$225.00	Jul 17	$0.09	$2.41	26.78
$232.50	$235.00	$237.50	Jul 2	$0.10	$2.40	24.00
$260.00	$265.00	$270.00	Jul 31	$0.20	$4.80	24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 113 found (best net $-0.66, 102 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$305.00	1:2	Jul 24	-$0.66	$9.34
$300.00	$305.00	1:2	Jul 17	-$0.17	$4.83
$295.00	$300.00	1:2	Jul 10	-$0.22	$4.78
$300.00	$305.00	1:2	Jul 10	-$0.26	$4.74
$290.00	$295.00	1:2	Jul 2	-$0.31	$4.69

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$245.00	$235.00	1:2	Jul 31	-$1.00	$9.00
$280.00	$270.00	1:2	Jul 10	-$1.10	$8.90
$260.00	$250.00	1:2	Jul 31	-$1.60	$8.40
$280.00	$270.00	1:2	Jul 17	-$3.25	$6.75
$230.00	$225.00	1:2	Jul 10	-$0.18	$4.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 4.60%, avg 1.45%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$270.00	Jul 31	$12.40	0.52	0.2%	4.60%	4.81%	--	28
$270.00	Jul 24	$10.30	0.51	0.2%	3.82%	4.03%	5	114
$275.00	Jul 31	$10.10	0.46	2.1%	3.75%	5.81%	--	310
$270.00	Jul 17	$8.70	0.51	0.2%	3.23%	3.44%	18	1.4K
$280.00	Aug 7	$8.60	0.41	3.9%	3.19%	7.11%	2	--
$275.00	Jul 24	$8.00	0.43	2.1%	2.97%	5.03%	1	192
$275.00	Jul 17	$6.60	0.42	2.1%	2.45%	4.51%	117	508
$280.00	Jul 31	$6.60	0.40	3.9%	2.45%	6.37%	1	8
$280.00	Jul 24	$6.10	0.37	3.9%	2.26%	6.18%	--	10
$270.00	Jul 10	$6.00	0.50	0.2%	2.23%	2.43%	57	96

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 2,800

Total Puts 2,396

Put/Call Ratio 0.86

Net Difference 404

Prior's Put/Call Breakdown

Total Calls 2,602

Total Puts 2,352

Put/Call Ratio 0.90

Net Difference 250

Prior 7-Day Put/Call Summary

Total Calls 21,020

Total Puts 15,064

Average Put/Call Ratio 0.72

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...

Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

Add Card