VLO - Options Database

VLO

VALERO ENERGY CORP N

$261.02 -1.99%

(6/30 10:00) ◀

Tuesday, June 30, 2026 (11:00am)

▶ (6/30 12:00)

◀ 6/30 11:00 ▶

Option Volume

Detail

ℹ

Current (06/30 11:00am) 1,291

Calls: 766 (59%)

Puts: 525 (41%)

Prior (06/29) 2,790

Calls: 1,389 (50%)

Puts: 1,401 (50%)

Current vs Prior -53.73%

Calls: -44.85% (Calls)

Puts: -62.53% (Puts)

Prior 7-Day Total 34,410

Calls: 20,188 (59%)

Puts: 14,222 (41%)

Prior 7-Day Average 4,915

Calls: 2,884 (59%)

Puts: 2,031 (41%)

Current vs Prior 7-Day Avg -73.74%

Calls: -73.44%

Puts: -74.16%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (06/30 11:00am) $1.17M

Calls: $792.8K (68%)

Puts: $377.3K (32%)

Prior (06/29) $2.21M

Calls: $1.56M (70%)

Puts: $653.4K (30%)

Current vs Prior -47.15%

Calls: -49.20%

Puts: -42.25%

Prior 7-Day Total $32.14M

Calls: $23.87M (74%)

Puts: $8.27M (26%)

Prior 7-Day Average $4.59M

Calls: $3.41M (74%)

Puts: $1.18M (26%)

Current vs Prior 7-Day Avg -74.51%

Calls: -76.75%

Puts: -68.07%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (06/30 11:00am) 0.69

Prior (06/29) 1.01

Current vs Prior -32.05%

Prior 7-Day Average 0.72

Current vs Prior 7-Day Avg -4.29%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (06/30 11:00am) 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 635,167

Calls: 360,050 (57%)

Puts: 275,117 (43%)

Prior 7-Day Average 90,738

Calls: 51,435 (57%)

Puts: 39,302 (43%)

Current vs Prior 7-Day Avg +2.17%

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 5.96% | 8.01%5.96% | 8.01%8.01% | 14.39%

Prior 3.81% | 6.03%-- | ---- | --

Current vs Prior -11.04% | -1.15%-- | ---- | --

Prior 7-Day Avg 3.81% | 6.05%-- | ---- | --

Current vs 7-Day Avg -10.98% | -1.59%-- | ---- | --

Prior 7-Day Eod 3.81% | 6.03%-- | ---- | --

Current vs 7-Day Eod -11.04% | -1.15%-- | ---- | --

Sentiment BULLISH----

Relative Spread

Detail

ℹ

Expiry | Next

Current 23.74% | 17.31%

Calls: 19.57% | 18.40%

Puts: 27.91% | 16.22%

Prior 34.53% | 20.44%

Calls: 45.54% | 28.22%

Puts: 23.53% | 12.66%

Current vs Prior -31.25% | -15.31%

Prior 7-Day Avg 36.42% | 18.70%

Calls: 35.93% | 19.14%

Puts: 36.92% | 18.25%

Current vs 7-Day Avg -34.81% | -7.41%

Liquidity Expensive

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Moderately bullish flow with 68% call dollar volume ($792.8K). Below-average activity with volume down 54% vs prior. Bullish P/C ratio of 0.69. P/C ratio dropping 32% - sentiment shifting bullish.

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 BULLISH

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BULLISH

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BULLISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

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Best Value <$1

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 19 of results (avg 8.0%, best 5.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Jul 17	51.00	53.70	$52.35	5.2%	--	0.97	65
$220.00	Jul 2	40.40	43.10	$41.75	6.5%	--	0.97	16
$265.00	Jul 24	8.80	9.40	$9.10	6.6%	1	0.47	20
$265.00	Jul 17	7.30	7.80	$7.55	6.6%	1	0.46	342
$220.00	Jul 17	41.10	44.00	$42.55	6.8%	--	0.96	72

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 24	14.80	15.70	$15.25	5.9%	--	0.61	65
$265.00	Jul 24	11.80	12.70	$12.25	7.3%	1	0.54	18
$270.00	Jul 17	13.20	14.40	$13.80	8.7%	1	0.62	71
$290.00	Jul 31	30.60	33.60	$32.10	9.3%	1	0.76	2
$260.00	Jul 24	9.10	10.00	$9.55	9.4%	--	0.46	10

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. 64 found (avg delta 0.75, highest 0.97)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Jul 17	51.00	53.70	$52.35	5.2%	--	0.97	65
$220.00	Jul 2	40.40	43.10	$41.75	6.5%	--	0.97	16
$237.50	Jul 2	23.00	25.90	$24.45	11.9%	--	0.97	18
$240.00	Jul 2	20.60	23.30	$21.95	12.3%	--	0.96	15
$220.00	Jul 17	41.10	44.00	$42.55	6.8%	--	0.96	72

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	27.90	31.00	$29.45	10.5%	--	0.88	11
$290.00	Jul 24	28.70	31.70	$30.20	9.9%	1	0.83	2
$270.00	Jul 2	8.50	10.30	$9.40	19.1%	--	0.79	156
$280.00	Jul 17	20.00	22.10	$21.05	10.0%	--	0.77	12
$290.00	Jul 31	30.60	33.60	$32.10	9.3%	1	0.76	2

Most actively traded options today. High liquidity = easy entry/exit. 92 active (total vol 827, top 200)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 17	3.80	5.60	$4.70	38.3%	200	0.32	354
$270.00	Jul 2	1.00	1.65	$1.33	48.9%	55	0.23	533
$275.00	Jul 2	0.40	0.75	$0.57	61.4%	34	0.12	597
$270.00	Jul 10	3.40	4.50	$3.95	27.8%	32	0.35	71
$272.50	Jul 10	2.20	3.30	$2.75	40.0%	29	0.30	9

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 2	0.55	0.70	$0.63	23.8%	48	0.12	547
$255.00	Jul 2	1.05	1.90	$1.48	57.4%	31	0.24	621
$260.00	Jul 2	2.60	3.70	$3.15	34.9%	23	0.42	67
$245.00	Jul 2	0.05	0.80	$0.43	174.4%	21	0.08	296
$260.00	Jul 10	5.60	6.60	$6.10	16.4%	21	0.44	88

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 53.0%, max 183.0%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 2	Jul 17	123.7%	47.7%	159.2%	--	88
$310.00	Jul 2	Jul 17	117.0%	48.2%	142.7%	--	77
$235.00	Jul 2	Jul 31	84.8%	42.5%	99.5%	--	22
$295.00	Jul 2	Jul 17	89.7%	46.6%	92.6%	--	93
$242.50	Jul 2	Jul 17	66.5%	39.8%	67.1%	2	129

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$215.00	Jul 2	Jul 31	133.4%	47.1%	183.0%	17	196
$220.00	Jul 2	Aug 7	123.7%	45.2%	174.0%	1	27
$225.00	Jul 2	Aug 7	110.3%	45.1%	144.2%	--	64
$232.50	Jul 2	Jul 17	91.6%	42.7%	114.5%	--	79
$235.00	Jul 2	Aug 7	84.8%	43.6%	94.7%	3	46

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 110 found (best R:R 49.00, avg 5.88)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$295.00	$300.00	Jul 10	$0.15	$4.85	$0.15	32.33	$295.15
$300.00	$305.00	Jul 10	$0.18	$4.82	$0.18	26.78	$300.18
$272.50	$275.00	Jul 10	$0.12	$2.38	$0.12	19.83	$272.62
$290.00	$295.00	Jul 10	$0.29	$4.71	$0.29	16.24	$290.29
$280.00	$285.00	Jul 10	$0.30	$4.70	$0.30	15.67	$280.30

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$220.00	$215.00	Jul 10	$0.10	$4.90	$0.10	49.00	$219.90
$235.00	$230.00	Jul 10	$0.15	$4.85	$0.15	32.33	$234.85
$225.00	$220.00	Jul 24	$0.15	$4.85	$0.15	32.33	$224.85
$232.50	$230.00	Jul 17	$0.13	$2.37	$0.13	18.23	$232.37
$225.00	$215.00	Jul 31	$0.52	$9.48	$0.52	18.23	$224.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 142 found (best R:R 149.00, avg 3.09)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$220.00	$235.00	Jul 2	$14.90	$14.90	$0.10	149.00	$234.90
$210.00	$220.00	Jul 17	$9.80	$9.80	$0.20	49.00	$219.80
$240.00	$242.50	Jul 2	$2.40	$2.40	$0.10	24.00	$242.40
$220.00	$230.00	Jul 17	$9.40	$9.40	$0.60	15.67	$229.40
$230.00	$240.00	Jul 10	$9.35	$9.35	$0.65	14.38	$239.35

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$290.00	$280.00	Jul 17	$8.40	$8.40	$1.60	5.25	$281.60
$267.50	$265.00	Jul 2	$2.05	$2.05	$0.45	4.56	$265.45
$290.00	$270.00	Jul 24	$14.95	$14.95	$5.05	2.96	$275.05
$290.00	$270.00	Jul 31	$14.80	$14.80	$5.20	2.85	$275.20
$280.00	$270.00	Jul 17	$7.25	$7.25	$2.75	2.64	$272.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $1.69, cheapest $0.07)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$305.00	Jul 10	Jul 17	$0.23	51.5%	43.9%
$310.00	Jul 2	Jul 17	$0.35	117.0%	48.2%
$295.00	Jul 2	Jul 10	$0.38	89.7%	48.0%
$300.00	Jul 10	Jul 17	$0.52	50.5%	45.8%
$210.00	Jul 17	Jul 31	$0.55	56.3%	54.8%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$225.00	Jul 2	Jul 10	$0.07	110.3%	54.1%
$235.00	Jul 2	Jul 10	$0.25	84.8%	45.2%
$230.00	Jul 2	Jul 10	$0.37	76.3%	48.9%
$237.50	Jul 2	Jul 10	$0.42	68.4%	41.8%
$240.00	Jul 2	Jul 10	$0.48	63.8%	39.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 2.95% of stock, avg 8.58%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$260.00	Jul 2	$4.55	$3.15	$7.70	$252.30	$267.70	2.95%
$262.50	Jul 2	$3.65	$4.30	$7.95	$254.55	$270.45	3.05%
$265.00	Jul 2	$2.73	$5.70	$8.43	$256.57	$273.43	3.23%
$257.50	Jul 2	$6.40	$2.17	$8.57	$248.93	$266.07	3.28%
$267.50	Jul 2	$1.98	$7.75	$9.73	$257.77	$277.23	3.73%
$255.00	Jul 2	$8.55	$1.48	$10.03	$244.97	$265.03	3.84%
$270.00	Jul 2	$1.33	$9.40	$10.73	$259.27	$280.73	4.11%
$252.50	Jul 2	$10.55	$0.90	$11.45	$241.05	$263.95	4.39%
$250.00	Jul 2	$12.50	$0.63	$13.13	$236.87	$263.13	5.03%
$260.00	Jul 10	$8.15	$6.10	$14.25	$245.75	$274.25	5.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.59% of stock, avg 3.55%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$272.50	$250.00	Jul 2	$0.90	$0.63	$1.53	$248.47	$274.03
$272.50	$252.50	Jul 2	$0.90	$0.90	$1.80	$250.70	$274.30
$270.00	$250.00	Jul 2	$1.33	$0.63	$1.96	$248.04	$271.96
$270.00	$252.50	Jul 2	$1.33	$0.90	$2.23	$250.27	$272.23
$272.50	$255.00	Jul 2	$0.90	$1.48	$2.38	$252.62	$274.88
$267.50	$250.00	Jul 2	$1.98	$0.63	$2.61	$247.39	$270.11
$270.00	$255.00	Jul 2	$1.33	$1.48	$2.81	$252.19	$272.81
$267.50	$252.50	Jul 2	$1.98	$0.90	$2.88	$249.62	$270.38
$272.50	$257.50	Jul 2	$0.90	$2.17	$3.07	$254.43	$275.57
$265.00	$250.00	Jul 2	$2.73	$0.63	$3.36	$246.64	$268.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 199 found (best R:R 37.46, avg credit $2.80)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
230/235	250/255	Jul 24	$4.87	$0.13	37.46	$230.13	$254.87
225/228	230/238	Jul 17	$7.17	$0.33	21.73	$220.33	$237.17
235/238	240/242	Jul 17	$2.38	$0.12	19.83	$235.12	$242.38
225/230	235/240	Jul 31	$4.75	$0.25	19.00	$225.25	$239.75
220/222	230/238	Jul 17	$7.10	$0.40	17.75	$215.40	$237.10
215/220	230/240	Jul 10	$9.45	$0.55	17.18	$210.55	$239.45
230/232	245/250	Jul 2	$4.72	$0.28	16.86	$227.78	$249.72
240/242	255/258	Jul 2	$2.35	$0.15	15.67	$240.15	$257.35
240/242	245/248	Jul 17	$2.35	$0.15	15.67	$240.15	$247.35
240/242	245/250	Jul 2	$4.65	$0.35	13.29	$237.85	$249.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 84 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$260.00	$265.00	$270.00	Jul 24	$0.05	$4.95	99.00
$295.00	$300.00	$305.00	Jul 17	$0.08	$4.92	61.50
$247.50	$250.00	$252.50	Jul 17	$0.05	$2.45	49.00
$290.00	$295.00	$300.00	Jul 10	$0.14	$4.86	34.71
$270.00	$275.00	$280.00	Jul 24	$0.15	$4.85	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$210.00	$215.00	$220.00	Jul 17	$0.08	$4.92	61.50
$225.00	$230.00	$235.00	Jul 10	$0.10	$4.90	49.00
$240.00	$242.50	$245.00	Jul 17	$0.05	$2.45	49.00
$255.00	$257.50	$260.00	Jul 17	$0.05	$2.45	49.00
$235.00	$237.50	$240.00	Jul 10	$0.08	$2.42	30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 106 found (best net $-0.30, 104 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$310.00	1:2	Jul 2	-$0.31	$14.69
$290.00	$305.00	1:2	Jul 24	-$0.51	$14.49
$290.00	$300.00	1:2	Jul 31	-$1.21	$8.79
$285.00	$290.00	1:2	Jul 2	-$0.12	$4.88
$300.00	$305.00	1:2	Jul 17	-$0.16	$4.84

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$270.00	1:2	Jul 24	-$0.30	$19.70
$290.00	$270.00	1:2	Jul 31	-$2.50	$17.50
$250.00	$235.00	1:2	Aug 7	-$0.25	$14.75
$260.00	$245.00	1:2	Jul 31	-$0.55	$14.45
$225.00	$215.00	1:2	Jul 31	-$0.63	$9.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 3.91%, avg 1.18%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$265.00	Jul 31	$10.20	0.48	1.5%	3.91%	5.43%	1	31
$265.00	Jul 24	$8.80	0.47	1.5%	3.37%	4.90%	1	20
$270.00	Jul 31	$8.10	0.42	3.4%	3.10%	6.54%	1	28
$265.00	Jul 17	$7.30	0.46	1.5%	2.80%	4.32%	1	342
$275.00	Jul 31	$7.00	0.37	5.4%	2.68%	8.04%	2	165
$270.00	Jul 24	$6.60	0.39	3.4%	2.53%	5.97%	--	116
$262.50	Jul 10	$6.30	0.52	0.6%	2.41%	2.98%	--	13
$270.00	Jul 17	$5.40	0.38	3.4%	2.07%	5.51%	17	1.4K
$265.00	Jul 10	$5.30	0.46	1.5%	2.03%	3.56%	1	46
$280.00	Jul 31	$5.20	0.31	7.3%	1.99%	9.26%	3	5

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 766

Total Puts 525

Put/Call Ratio 0.69

Net Difference 241

Prior's Put/Call Breakdown

Total Calls 1,389

Total Puts 1,401

Put/Call Ratio 1.01

Net Difference -12

Prior 7-Day Put/Call Summary

Total Calls 20,188

Total Puts 14,222

Average Put/Call Ratio 0.72

Ratio Trend Falling

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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