VLO - Options Database

VLO

VALERO ENERGY CORP N

$260.73 -2.10%

(6/29 18:04) ◀

Tuesday, June 30, 2026 (10:00am)

▶ (6/30 11:00)

◀ 6/30 10:00 ▶

Option Volume

Detail

ℹ

Current (06/30 10:00am) 521

Calls: 246 (47%)

Puts: 275 (53%)

Prior (06/29) 1,140

Calls: 600 (53%)

Puts: 540 (47%)

Current vs Prior -54.30%

Calls: -59.00% (Calls)

Puts: -49.07% (Puts)

Prior 7-Day Total 33,324

Calls: 21,773 (65%)

Puts: 11,551 (35%)

Prior 7-Day Average 4,760

Calls: 3,110 (65%)

Puts: 1,650 (35%)

Current vs Prior 7-Day Avg -89.06%

Calls: -92.09%

Puts: -83.33%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (06/30 10:00am) $439.1K

Calls: $255.7K (58%)

Puts: $183.4K (42%)

Prior (06/29) $1.12M

Calls: $851.2K (76%)

Puts: $268.0K (24%)

Current vs Prior -60.77%

Calls: -69.96%

Puts: -31.58%

Prior 7-Day Total $22.85M

Calls: $15.25M (67%)

Puts: $7.59M (33%)

Prior 7-Day Average $3.26M

Calls: $2.18M (67%)

Puts: $1.08M (33%)

Current vs Prior 7-Day Avg -86.55%

Calls: -88.27%

Puts: -83.10%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (06/30 10:00am) 1.12

Prior (06/29) 0.90

Current vs Prior +24.21%

Prior 7-Day Average 0.63

Current vs Prior 7-Day Avg +78.35%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (06/30 10:00am) 92,704

Calls: 52,336 (56%)

Puts: 40,368 (44%)

Prior (06/29) 89,071

Calls: 50,152 (56%)

Puts: 38,919 (44%)

Current vs Prior +4.08%

Prior 7-Day Total 666,796

Calls: 381,947 (57%)

Puts: 284,849 (43%)

Prior 7-Day Average 95,256

Calls: 54,563 (57%)

Puts: 40,692 (43%)

Current vs Prior 7-Day Avg -2.68%

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 6.02% | 7.79%6.02% | 7.79%7.79% | 14.52%

Prior 6.25% | 7.85%-- | ---- | --

Current vs Prior -37.37% | -23.25%-- | ---- | --

Prior 7-Day Avg 3.68% | 6.01%-- | ---- | --

Current vs 7-Day Avg +6.44% | +0.11%-- | ---- | --

Prior 7-Day Eod 6.25% | 7.85%-- | ---- | --

Current vs 7-Day Eod -37.37% | -23.25%-- | ---- | --

Sentiment BULLISH----

Relative Spread

Detail

ℹ

Expiry | Next

Current 112.53% | 33.35%

Calls: 45.05% | 30.59%

Puts: 180.00% | 36.11%

Prior 22.32% | 25.99%

Calls: 14.63% | 27.49%

Puts: 30.00% | 24.49%

Current vs Prior +404.17% | +28.32%

Prior 7-Day Avg 38.03% | 17.62%

Calls: 36.39% | 17.16%

Puts: 39.68% | 18.07%

Current vs 7-Day Avg +195.89% | +89.32%

Liquidity Expensive

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Light premium activity with dollar volume down 61% vs prior. Below-average activity with volume down 54% vs prior. Slightly bearish P/C ratio of 1.12.

Smart Money BULLISH

Retail Flow BEARISH

Overall BEARISH

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

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
16:00	BULLISH	BULLISH	BULLISH
15:00	BULLISH	BULLISH	BULLISH
14:00	BULLISH	BULLISH	BULLISH
13:00	BULLISH	BULLISH	BULLISH
12:00	BULLISH	BULLISH	BULLISH
11:00	BULLISH	NEUTRAL	MIXED
10:00	BULLISH	NEUTRAL	BULLISH

📈 Options Analysis

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💰 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

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Tightest Spreads

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Best Value <$1

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High Delta

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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 7 of results (avg 7.7%, best 5.6%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Jul 17	50.70	53.60	$52.15	5.6%	--	0.97	65
$210.00	Jul 31	51.00	54.30	$52.65	6.3%	--	0.92	17
$220.00	Jul 17	41.00	43.70	$42.35	6.4%	--	0.95	72
$220.00	Jul 2	39.90	43.30	$41.60	8.2%	--	0.97	16
$230.00	Jul 10	30.80	33.60	$32.20	8.7%	--	0.95	10

PUTS (0)

No puts meet the criteria

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. 60 found (avg delta 0.74, highest 0.97)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 2	39.90	43.30	$41.60	8.2%	--	0.97	16
$210.00	Jul 17	50.70	53.60	$52.15	5.6%	--	0.97	65
$237.50	Jul 2	22.70	25.40	$24.05	11.2%	--	0.96	18
$235.00	Jul 2	25.20	28.40	$26.80	11.9%	--	0.95	10
$240.00	Jul 2	20.00	23.40	$21.70	15.7%	--	0.95	15

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	28.40	31.70	$30.05	11.0%	--	0.85	11
$270.00	Jul 2	8.40	11.10	$9.75	27.7%	--	0.76	156
$280.00	Jul 17	19.80	23.10	$21.45	15.4%	--	0.74	12
$272.50	Jul 10	12.60	15.50	$14.05	20.6%	1	0.71	1
$267.50	Jul 2	6.60	9.70	$8.15	38.0%	11	0.68	27

Most actively traded options today. High liquidity = easy entry/exit. 54 active (total vol 340, top 42)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 2	1.00	2.80	$1.90	94.7%	42	0.27	533
$270.00	Jul 10	3.40	5.90	$4.65	53.8%	30	0.37	71
$275.00	Jul 2	0.35	1.75	$1.05	133.3%	21	0.16	597
$272.50	Jul 10	3.00	4.00	$3.50	28.6%	20	0.31	9
$280.00	Jul 10	1.25	3.30	$2.28	89.9%	20	0.21	218

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 2	0.65	0.90	$0.78	32.1%	24	0.13	547
$260.00	Jul 10	4.40	7.20	$5.80	48.3%	21	0.44	88
$245.00	Jul 2	0.05	0.80	$0.43	174.4%	20	0.07	296
$255.00	Jul 2	0.55	2.40	$1.48	125.0%	19	0.24	621
$260.00	Jul 2	2.10	4.60	$3.35	74.6%	18	0.42	67

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 43 strikes (avg 61.0%, max 195.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$310.00	Jul 2	Jul 17	115.3%	45.8%	151.8%	--	77
$220.00	Jul 2	Jul 17	123.2%	50.0%	146.4%	--	88
$235.00	Jul 2	Jul 31	86.0%	42.1%	104.2%	--	22
$295.00	Jul 2	Jul 17	88.2%	47.9%	84.2%	--	93
$240.00	Jul 2	Jul 31	69.1%	40.4%	71.1%	--	29

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$215.00	Jul 2	Jul 31	136.7%	46.2%	195.9%	2	196
$220.00	Jul 2	Jul 24	123.2%	46.5%	165.2%	--	68
$225.00	Jul 2	Aug 7	109.9%	42.1%	161.2%	--	64
$232.50	Jul 2	Jul 17	91.4%	41.1%	122.6%	--	79
$235.00	Jul 2	Aug 7	86.0%	41.5%	107.3%	2	46

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 109 found (best R:R 49.00, avg 5.73)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$290.00	$295.00	Jul 17	$0.10	$4.90	$0.10	49.00	$290.10
$300.00	$305.00	Jul 17	$0.22	$4.78	$0.22	21.73	$300.22
$295.00	$300.00	Jul 10	$0.25	$4.75	$0.25	19.00	$295.25
$285.00	$290.00	Jul 2	$0.27	$4.73	$0.27	17.52	$285.27
$272.50	$275.00	Jul 10	$0.17	$2.33	$0.17	13.71	$272.67

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$230.00	$225.00	Jul 24	$0.10	$4.90	$0.10	49.00	$229.90
$220.00	$215.00	Jul 10	$0.13	$4.87	$0.13	37.46	$219.87
$242.50	$240.00	Jul 2	$0.10	$2.40	$0.10	24.00	$242.40
$220.00	$215.00	Jul 17	$0.23	$4.77	$0.23	20.74	$219.77
$225.00	$215.00	Jul 31	$0.57	$9.43	$0.57	16.54	$224.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 138 found (best R:R 74.00, avg 3.19)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$220.00	$235.00	Jul 2	$14.80	$14.80	$0.20	74.00	$234.80
$220.00	$230.00	Jul 17	$9.85	$9.85	$0.15	65.67	$229.85
$230.00	$240.00	Jul 10	$9.80	$9.80	$0.20	49.00	$239.80
$210.00	$220.00	Jul 17	$9.80	$9.80	$0.20	49.00	$219.80
$237.50	$240.00	Jul 2	$2.35	$2.35	$0.15	15.67	$239.85

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$267.50	$265.00	Jul 2	$2.25	$2.25	$0.25	9.00	$265.25
$290.00	$280.00	Jul 17	$8.60	$8.60	$1.40	6.14	$281.40
$272.50	$270.00	Jul 10	$1.95	$1.95	$0.55	3.55	$270.55
$280.00	$270.00	Jul 17	$7.65	$7.65	$2.35	3.26	$272.35
$270.00	$267.50	Jul 2	$1.60	$1.60	$0.90	1.78	$268.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $1.63, cheapest $0.07)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$310.00	Jul 2	Jul 17	$0.17	115.3%	45.8%
$230.00	Jul 10	Jul 17	$0.30	49.8%	43.9%
$295.00	Jul 2	Jul 10	$0.38	88.2%	48.0%
$305.00	Jul 10	Jul 17	$0.48	51.4%	47.6%
$210.00	Jul 17	Jul 31	$0.50	55.8%	53.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$225.00	Jul 2	Jul 10	$0.07	109.9%	54.0%
$235.00	Jul 2	Jul 10	$0.15	86.0%	43.7%
$237.50	Jul 2	Jul 10	$0.32	74.4%	41.7%
$240.00	Jul 2	Jul 10	$0.38	69.1%	39.4%
$230.00	Jul 2	Jul 10	$0.42	76.1%	49.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 3.41% of stock, avg 8.46%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$257.50	Jul 2	$6.75	$2.13	$8.88	$248.62	$266.38	3.41%
$260.00	Jul 2	$5.55	$3.35	$8.90	$251.10	$268.90	3.41%
$262.50	Jul 2	$4.45	$4.65	$9.10	$253.40	$271.60	3.49%
$265.00	Jul 2	$3.47	$5.90	$9.37	$255.63	$274.37	3.59%
$255.00	Jul 2	$8.40	$1.48	$9.88	$245.12	$264.88	3.79%
$267.50	Jul 2	$2.65	$8.15	$10.80	$256.70	$278.30	4.14%
$252.50	Jul 2	$10.45	$0.65	$11.10	$241.40	$263.60	4.26%
$270.00	Jul 2	$1.90	$9.75	$11.65	$258.35	$281.65	4.47%
$250.00	Jul 2	$12.55	$0.78	$13.33	$236.67	$263.33	5.11%
$260.00	Jul 10	$8.50	$5.80	$14.30	$245.70	$274.30	5.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.81% of stock, avg 3.61%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$272.50	$252.50	Jul 2	$1.45	$0.65	$2.10	$250.40	$274.60
$272.50	$250.00	Jul 2	$1.45	$0.78	$2.23	$247.77	$274.73
$270.00	$252.50	Jul 2	$1.90	$0.65	$2.55	$249.95	$272.55
$270.00	$250.00	Jul 2	$1.90	$0.78	$2.68	$247.32	$272.68
$272.50	$255.00	Jul 2	$1.45	$1.48	$2.93	$252.07	$275.43
$267.50	$252.50	Jul 2	$2.65	$0.65	$3.30	$249.20	$270.80
$270.00	$255.00	Jul 2	$1.90	$1.48	$3.38	$251.62	$273.38
$267.50	$250.00	Jul 2	$2.65	$0.78	$3.43	$246.57	$270.93
$272.50	$257.50	Jul 2	$1.45	$2.13	$3.58	$253.92	$276.08
$277.50	$245.00	Jul 10	$2.58	$1.35	$3.93	$241.07	$281.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 189 found (best R:R 20.74, avg credit $2.72)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
230/232	245/250	Jul 2	$4.77	$0.23	20.74	$227.73	$249.77
260/265	275/280	Jul 24	$4.75	$0.25	19.00	$260.25	$279.75
230/232	250/252	Jul 2	$2.37	$0.13	18.23	$230.13	$252.37
235/238	242/245	Jul 17	$2.33	$0.17	13.71	$235.17	$244.83
230/232	252/255	Jul 2	$2.32	$0.18	12.89	$230.18	$254.82
225/228	240/242	Jul 17	$2.32	$0.18	12.89	$225.18	$242.32
240/242	245/250	Jul 2	$4.60	$0.40	11.50	$237.90	$249.60
238/240	242/245	Jul 17	$2.30	$0.20	11.50	$237.70	$244.80
242/245	248/250	Jul 17	$2.30	$0.20	11.50	$242.70	$249.80
228/230	240/242	Jul 17	$2.28	$0.22	10.36	$227.72	$242.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$250.00	$252.50	$255.00	Jul 2	$0.05	$2.45	49.00
$270.00	$272.50	$275.00	Jul 2	$0.05	$2.45	49.00
$285.00	$290.00	$295.00	Jul 10	$0.10	$4.90	49.00
$290.00	$295.00	$300.00	Jul 10	$0.10	$4.90	49.00
$260.00	$265.00	$270.00	Jul 24	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$260.00	$265.00	$270.00	Jul 10	$0.10	$4.90	49.00
$237.50	$240.00	$242.50	Jul 2	$0.08	$2.42	30.25
$257.50	$260.00	$262.50	Jul 2	$0.08	$2.42	30.25
$235.00	$240.00	$245.00	Jul 24	$0.17	$4.83	28.41
$215.00	$220.00	$225.00	Jul 24	$0.19	$4.81	25.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 104 found (best net $--, 98 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$305.00	1:2	Jul 24	$0.00	$15.00
$295.00	$310.00	1:2	Jul 2	-$0.31	$14.69
$290.00	$300.00	1:2	Jul 31	-$1.01	$8.99
$305.00	$310.00	1:2	Jul 17	-$0.12	$4.88
$295.00	$300.00	1:2	Jul 10	-$0.23	$4.77

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$225.00	$215.00	1:2	Jul 31	-$0.53	$9.47
$220.00	$215.00	1:2	Jul 10	-$0.07	$4.93
$220.00	$215.00	1:2	Jul 17	-$0.17	$4.83
$225.00	$220.00	1:2	Jul 10	-$0.26	$4.74
$230.00	$225.00	1:2	Jul 10	-$0.30	$4.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 38 found (best yield 3.91%, avg 1.22%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$265.00	Jul 31	$10.20	0.48	1.6%	3.91%	5.55%	--	31
$265.00	Jul 24	$8.40	0.48	1.6%	3.22%	4.86%	--	20
$270.00	Jul 31	$7.40	0.41	3.6%	2.84%	6.39%	--	28
$265.00	Jul 17	$7.20	0.46	1.6%	2.76%	4.40%	--	342
$270.00	Jul 24	$6.50	0.41	3.6%	2.49%	6.05%	--	116
$275.00	Jul 31	$6.10	0.36	5.5%	2.34%	7.81%	--	165
$262.50	Jul 10	$6.00	0.52	0.7%	2.30%	2.98%	--	13
$270.00	Jul 17	$5.50	0.38	3.6%	2.11%	5.66%	6	1.4K
$275.00	Jul 24	$5.10	0.35	5.5%	1.96%	7.43%	--	192
$265.00	Jul 10	$5.00	0.46	1.6%	1.92%	3.56%	--	46

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 246

Total Puts 275

Put/Call Ratio 1.12

Net Difference -29

Prior's Put/Call Breakdown

Total Calls 600

Total Puts 540

Put/Call Ratio 0.90

Net Difference 60

Prior 7-Day Put/Call Summary

Total Calls 21,773

Total Puts 11,551

Average Put/Call Ratio 0.63

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

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📈 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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