VLO - Options Database

VLO

VALERO ENERGY CORP N

$267.76 -0.62%

(7/2 16:05) ◀

Thursday, July 2, 2026 (6:04pm)

▶ (7/6 10:00)

◀ 7/2 18:04 ▶

Option Volume

Detail

ℹ

Current (07/02) 5,393

Calls: 2,636 (49%)

Puts: 2,757 (51%)

Prior (07/01) 5,196

Calls: 2,800 (54%)

Puts: 2,396 (46%)

Current vs Prior +3.79%

Calls: -5.86% (Calls)

Puts: +15.07% (Puts)

Prior 7-Day Total 37,706

Calls: 21,148 (56%)

Puts: 16,558 (44%)

Prior 7-Day Average 5,386

Calls: 3,021 (56%)

Puts: 2,365 (44%)

Current vs Prior 7-Day Avg +0.12%

Calls: -12.75%

Puts: +16.55%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/02) $2.89M

Calls: $1.97M (68%)

Puts: $924.0K (32%)

Prior (07/01) $3.73M

Calls: $2.88M (77%)

Puts: $849.1K (23%)

Current vs Prior -22.57%

Calls: -31.82%

Puts: +8.83%

Prior 7-Day Total $35.12M

Calls: $26.16M (74%)

Puts: $8.96M (26%)

Prior 7-Day Average $5.02M

Calls: $3.74M (74%)

Puts: $1.28M (26%)

Current vs Prior 7-Day Avg -42.40%

Calls: -47.39%

Puts: -27.85%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/02) 1.05

Prior (07/01) 0.86

Current vs Prior +22.23%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg +31.17%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/02) 96,416

Calls: 54,168 (56%)

Puts: 42,248 (44%)

Prior (07/01) 93,942

Calls: 52,925 (56%)

Puts: 41,017 (44%)

Current vs Prior +2.63%

Prior 7-Day Total 575,837

Calls: 335,882 (57%)

Puts: 252,563 (43%)

Prior 7-Day Average 82,262

Calls: 47,983 (57%)

Puts: 36,080 (43%)

Current vs Prior 7-Day Avg +17.21%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)

Current 1.20% | 4.89%7.34% | 13.89%

Prior 2.35% | 5.55%-- | --

Current vs Prior +108.25% | +32.26%-- | --

Prior 7-Day Avg 3.63% | 5.95%-- | --

Current vs 7-Day Avg +34.66% | +23.38%-- | --

Prior 7-Day Eod 2.35% | 5.55%-- | --

Current vs 7-Day Eod +108.25% | +32.26%-- | --

Sentiment BEARISH--

Relative Spread

Detail

ℹ

Expiry | Next

Current 70.64% | 12.09%

Calls: 72.41% | 10.85%

Puts: 68.88% | 13.33%

Prior 60.48% | 21.12%

Calls: 66.67% | 16.15%

Puts: 54.29% | 26.09%

Current vs Prior +16.80% | -42.76%

Prior 7-Day Avg 38.79% | 18.33%

Calls: 34.30% | 21.08%

Puts: 32.65% | 17.65%

Current vs 7-Day Avg +82.13% | -34.03%

Liquidity Expensive

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Moderately bullish flow with 68% call dollar volume ($1.97M). Slightly bearish P/C ratio of 1.05.

Smart Money BULLISH

Retail Flow NEUTRAL

Overall MIXED

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 BEARISH

7-Day Avg BEARISH

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🔥 High Volume

⏰ Backwardation

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📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

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⚖️ Ratio Spreads

🛡️ Covered Calls

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Tightest Spreads

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Best Value <$1

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Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 28 of results (avg 8.1%, best 5.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$230.00	Jul 17	38.00	40.00	$39.00	5.1%	3	0.94	132
$220.00	Jul 17	46.90	49.90	$48.40	6.2%	3	1.00	72
$235.00	Jul 10	32.60	34.70	$33.65	6.2%	1	0.93	3
$230.00	Jul 10	37.10	39.60	$38.35	6.5%	--	1.00	10
$235.00	Jul 2	32.10	34.30	$33.20	6.6%	--	0.96	10

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$265.00	Jul 24	8.20	8.90	$8.55	8.2%	--	0.43	29
$270.00	Jul 24	10.50	11.40	$10.95	8.2%	--	0.51	65
$270.00	Jul 31	12.80	13.90	$13.35	8.2%	--	0.50	45
$265.00	Jul 17	6.70	7.30	$7.00	8.6%	19	0.43	14
$290.00	Jul 17	22.40	24.50	$23.45	9.0%	--	0.83	11

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. 70 found (avg delta 0.80, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$230.00	Jul 10	37.10	39.60	$38.35	6.5%	--	1.00	10
$220.00	Jul 17	46.90	49.90	$48.40	6.2%	3	1.00	72
$247.50	Jul 2	19.30	21.70	$20.50	11.7%	1	0.99	3
$250.00	Jul 2	17.10	19.20	$18.15	11.6%	11	0.99	134
$235.00	Jul 2	32.10	34.30	$33.20	6.6%	--	0.96	10

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 2	1.15	3.30	$2.22	96.8%	105	1.00	144
$272.50	Jul 2	3.20	5.70	$4.45	56.2%	3	1.00	1
$275.00	Jul 2	5.80	8.30	$7.05	35.5%	7	1.00	7
$290.00	Jul 17	22.40	24.50	$23.45	9.0%	--	0.83	11
$280.00	Jul 10	12.60	15.00	$13.80	17.4%	8	0.78	3

Most actively traded options today. High liquidity = easy entry/exit. 146 active (total vol 4.0K, top 921)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 2	0.00	0.05	$0.03	166.7%	260	0.05	322
$275.00	Jul 2	0.00	0.05	$0.03	166.7%	237	0.02	462
$280.00	Jul 17	3.70	4.30	$4.00	15.0%	189	0.30	1.0K
$275.00	Jul 17	4.30	5.90	$5.10	31.4%	129	0.38	549
$265.00	Jul 2	1.40	4.20	$2.80	100.0%	99	0.84	113

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$267.50	Jul 2	0.05	0.85	$0.45	177.8%	921	0.39	76
$245.00	Jul 17	1.25	1.60	$1.43	24.5%	257	0.13	101
$270.00	Jul 2	1.15	3.30	$2.22	96.8%	105	1.00	144
$250.00	Jul 2	0.00	0.05	$0.03	166.7%	85	0.01	424
$255.00	Jul 2	0.00	0.60	$0.30	200.0%	74	0.07	442

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 1106.3%, max 3085.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$310.00	Jul 2	Jul 17	1050.0%	41.0%	2461.0%	--	77
$235.00	Jul 2	Jul 31	991.0%	44.0%	2152.3%	--	22
$240.00	Jul 2	Jul 31	859.0%	43.0%	1897.7%	--	27
$242.50	Jul 2	Jul 17	793.0%	42.0%	1788.1%	3	128
$245.00	Jul 2	Jul 31	726.0%	40.0%	1715.0%	4	56

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$215.00	Jul 2	Aug 7	1529.0%	48.0%	3085.4%	1	37
$225.00	Jul 2	Aug 14	1258.0%	43.0%	2825.6%	1	50
$220.00	Jul 2	Jul 31	1393.0%	51.0%	2631.4%	--	133
$217.50	Jul 2	Jul 17	1461.0%	55.0%	2556.4%	2	23
$235.00	Jul 2	Aug 7	991.0%	43.0%	2204.7%	1	49

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 100 found (best R:R 40.67, avg 6.33)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$290.00	$295.00	Jul 10	$0.13	$4.87	$0.13	37.46	$290.13
$285.00	$290.00	Jul 2	$0.15	$4.85	$0.15	32.33	$285.15
$300.00	$305.00	Jul 24	$0.22	$4.78	$0.22	21.73	$300.22
$305.00	$307.50	Jul 10	$0.13	$2.37	$0.13	18.23	$305.13
$300.00	$315.00	Jul 31	$1.22	$13.78	$1.22	11.30	$301.22

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$220.00	$215.00	Jul 10	$0.12	$4.88	$0.12	40.67	$219.88
$220.00	$215.00	Jul 31	$0.15	$4.85	$0.15	32.33	$219.85
$235.00	$230.00	Aug 7	$0.20	$4.80	$0.20	24.00	$234.80
$225.00	$220.00	Jul 24	$0.22	$4.78	$0.22	21.73	$224.78
$235.00	$230.00	Jul 10	$0.23	$4.77	$0.23	20.74	$234.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 138 found (best R:R 24.00, avg 2.19)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$237.50	$240.00	Jul 10	$2.40	$2.40	$0.10	24.00	$239.90
$240.00	$242.50	Jul 2	$2.35	$2.35	$0.15	15.67	$242.35
$247.50	$250.00	Jul 2	$2.35	$2.35	$0.15	15.67	$249.85
$230.00	$235.00	Jul 10	$4.70	$4.70	$0.30	15.67	$234.70
$220.00	$230.00	Jul 17	$9.40	$9.40	$0.60	15.67	$229.40

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$272.50	$270.00	Jul 2	$2.23	$2.23	$0.27	8.26	$270.27
$290.00	$280.00	Jul 17	$7.80	$7.80	$2.20	3.55	$282.20
$280.00	$275.00	Jul 10	$3.65	$3.65	$1.35	2.70	$276.35
$270.00	$267.50	Jul 2	$1.77	$1.77	$0.73	2.42	$268.23
$275.00	$270.00	Jul 17	$3.45	$3.45	$1.55	2.23	$271.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $1.74, cheapest $0.08)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$310.00	Jul 2	Jul 17	$0.08	1050.0%	41.0%
$295.00	Jul 2	Jul 10	$0.30	751.0%	45.0%
$235.00	Jul 2	Jul 10	$0.45	991.0%	55.0%
$300.00	Jul 10	Jul 17	$0.48	48.0%	41.0%
$237.50	Jul 2	Jul 10	$0.50	925.0%	51.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$225.00	Jul 2	Jul 10	$0.10	1258.0%	67.0%
$235.00	Jul 2	Jul 10	$0.18	991.0%	55.0%
$237.50	Jul 2	Jul 10	$0.18	925.0%	51.0%
$230.00	Jul 2	Jul 10	$0.22	792.0%	55.0%
$242.50	Jul 2	Jul 10	$0.25	793.0%	45.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 0.53% of stock, avg 8.38%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$267.50	Jul 2	$0.98	$0.45	$1.43	$266.07	$268.93	0.53%
$270.00	Jul 2	$0.03	$2.22	$2.25	$267.75	$272.25	0.84%
$265.00	Jul 2	$2.80	$0.28	$3.08	$261.92	$268.08	1.15%
$272.50	Jul 2	$0.03	$4.45	$4.48	$268.02	$276.98	1.67%
$262.50	Jul 2	$5.40	$0.30	$5.70	$256.80	$268.20	2.13%
$275.00	Jul 2	$0.03	$7.05	$7.08	$267.92	$282.08	2.64%
$260.00	Jul 2	$7.90	$0.30	$8.20	$251.80	$268.20	3.06%
$257.50	Jul 2	$10.65	$0.25	$10.90	$246.60	$268.40	4.07%
$267.50	Jul 10	$6.10	$5.65	$11.75	$255.75	$279.25	4.39%
$270.00	Jul 10	$4.95	$7.00	$11.95	$258.05	$281.95	4.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.10% of stock, avg 3.20%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$270.00	$257.50	Jul 2	$0.03	$0.25	$0.28	$257.22	$270.28
$270.00	$265.00	Jul 2	$0.03	$0.28	$0.31	$264.69	$270.31
$270.00	$262.50	Jul 2	$0.03	$0.30	$0.33	$262.17	$270.33
$270.00	$260.00	Jul 2	$0.03	$0.30	$0.33	$259.67	$270.33
$270.00	$267.50	Jul 2	$0.03	$0.45	$0.48	$267.02	$270.48
$277.50	$257.50	Jul 2	$0.30	$0.25	$0.55	$256.95	$278.05
$282.50	$257.50	Jul 2	$0.30	$0.25	$0.55	$256.95	$283.05
$285.00	$257.50	Jul 2	$0.30	$0.25	$0.55	$256.95	$285.55
$277.50	$265.00	Jul 2	$0.30	$0.28	$0.58	$264.42	$278.08
$277.50	$262.50	Jul 2	$0.30	$0.30	$0.60	$261.90	$278.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 154 found (best R:R 37.46, avg credit $3.66)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
222/225	230/235	Jul 10	$4.87	$0.13	37.46	$220.13	$234.87
240/242	245/250	Jul 10	$4.87	$0.13	37.46	$237.63	$249.87
230/232	235/240	Jul 17	$4.83	$0.17	28.41	$227.67	$239.83
215/220	230/235	Jul 10	$4.82	$0.18	26.78	$215.18	$234.82
230/235	245/250	Jul 10	$4.78	$0.22	21.73	$230.22	$249.78
248/250	258/260	Jul 10	$2.38	$0.12	19.83	$247.62	$259.88
220/225	230/240	Jul 24	$9.52	$0.48	19.83	$215.48	$239.52
225/230	235/240	Jul 31	$4.75	$0.25	19.00	$225.25	$239.75
265/270	275/280	Jul 31	$4.75	$0.25	19.00	$265.25	$279.75
222/225	245/250	Jul 10	$4.72	$0.28	16.86	$220.28	$249.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 94 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$240.00	$245.00	$250.00	Jul 24	$0.05	$4.95	99.00
$295.00	$300.00	$305.00	Jul 10	$0.08	$4.92	61.50
$235.00	$240.00	$245.00	Jul 31	$0.15	$4.85	32.33
$237.50	$240.00	$242.50	Jul 10	$0.10	$2.40	24.00
$247.50	$250.00	$252.50	Jul 17	$0.10	$2.40	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$255.00	$260.00	$265.00	Jul 24	$0.10	$4.90	49.00
$235.00	$240.00	$245.00	Jul 24	$0.15	$4.85	32.33
$255.00	$260.00	$265.00	Aug 14	$0.15	$4.85	32.33
$260.00	$265.00	$270.00	Aug 14	$0.15	$4.85	32.33
$225.00	$227.50	$230.00	Jul 10	$0.09	$2.41	26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 129 found (best net $-0.30, 114 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$310.00	1:2	Jul 2	-$0.30	$14.70
$300.00	$315.00	1:2	Jul 31	-$0.56	$14.44
$290.00	$300.00	1:2	Jul 24	-$0.42	$9.58
$285.00	$290.00	1:2	Jul 2	$0.00	$5.00
$295.00	$300.00	1:2	Jul 10	-$0.40	$4.60

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$225.00	$215.00	1:2	Aug 7	-$0.61	$9.39
$260.00	$250.00	1:2	Jul 31	-$2.20	$7.80
$235.00	$230.00	1:2	Jul 10	-$0.02	$4.98
$220.00	$215.00	1:2	Jul 10	-$0.11	$4.89
$235.00	$230.00	1:2	Jul 24	-$0.19	$4.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 4.18%, avg 1.29%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$270.00	Jul 31	$11.20	0.50	0.8%	4.18%	5.02%	3	28
$270.00	Jul 24	$9.10	0.49	0.8%	3.40%	4.24%	1	109
$275.00	Jul 31	$9.00	0.44	2.7%	3.36%	6.07%	5	310
$270.00	Jul 17	$7.30	0.47	0.8%	2.73%	3.56%	55	1.4K
$280.00	Jul 31	$7.20	0.38	4.6%	2.69%	7.26%	6	9
$275.00	Jul 24	$7.00	0.41	2.7%	2.61%	5.32%	5	193
$285.00	Aug 7	$6.30	0.34	6.4%	2.35%	8.79%	2	--
$285.00	Jul 31	$5.70	0.32	6.4%	2.13%	8.57%	2	24
$280.00	Jul 24	$5.30	0.34	4.6%	1.98%	6.55%	3	10
$270.00	Jul 10	$4.60	0.45	0.8%	1.72%	2.55%	70	103

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 2,636

Total Puts 2,757

Put/Call Ratio 1.05

Net Difference -121

Prior's Put/Call Breakdown

Total Calls 2,800

Total Puts 2,396

Put/Call Ratio 0.86

Net Difference 404

Prior 7-Day Put/Call Summary

Total Calls 21,148

Total Puts 16,558

Average Put/Call Ratio 0.80

Ratio Trend Rising

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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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

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