VLO - Options Database

VLO

VALERO ENERGY CORP N

$263.01 -1.24%

(6/30 11:00) ◀

Tuesday, June 30, 2026 (12:00pm)

▶ (6/30 13:00)

◀ 6/30 12:00 ▶

Option Volume

Detail

ℹ

Current (06/30 12:00pm) 1,796

Calls: 1,119 (62%)

Puts: 677 (38%)

Prior (06/29) 4,540

Calls: 2,754 (61%)

Puts: 1,786 (39%)

Current vs Prior -60.44%

Calls: -59.37% (Calls)

Puts: -62.09% (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 -63.46%

Calls: -61.20%

Puts: -66.68%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (06/30 12:00pm) $1.66M

Calls: $1.16M (70%)

Puts: $496.4K (30%)

Prior (06/29) $10.08M

Calls: $9.28M (92%)

Puts: $795.6K (8%)

Current vs Prior -83.52%

Calls: -87.46%

Puts: -37.60%

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 -63.82%

Calls: -65.84%

Puts: -57.99%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (06/30 12:00pm) 0.60

Prior (06/29) 0.65

Current vs Prior -6.71%

Prior 7-Day Average 0.72

Current vs Prior 7-Day Avg -15.51%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (06/30 12:00pm) 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 5.93% | 8.06%5.93% | 8.06%8.06% | 14.37%

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

Current vs Prior -7.72% | -1.58%-- | ---- | --

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

Current vs 7-Day Avg -7.66% | -2.02%-- | ---- | --

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

Current vs 7-Day Eod -7.72% | -1.58%-- | ---- | --

Sentiment BULLISH----

Relative Spread

Detail

ℹ

Expiry | Next

Current 12.02% | 14.10%

Calls: 13.95% | 12.82%

Puts: 10.10% | 15.38%

Prior 34.53% | 20.44%

Calls: 45.54% | 28.22%

Puts: 23.53% | 12.66%

Current vs Prior -65.19% | -31.02%

Prior 7-Day Avg 36.42% | 18.70%

Calls: 35.93% | 19.14%

Puts: 36.92% | 18.25%

Current vs 7-Day Avg -66.99% | -24.58%

Liquidity Expensive

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Moderately bullish flow with 70% call dollar volume ($1.16M). Light premium activity with dollar volume down 84% vs prior. Below-average activity with volume down 60% vs prior. Bullish P/C ratio of 0.60.

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 BULLISH

7-Day Avg NEUTRAL

Current BULLISH

Prior BULLISH

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
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BEARISH	BEARISH

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📅 Calendar Spreads

⚡ Straddles

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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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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 30 of results (avg 8.1%, best 5.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$252.50	Jul 17	15.10	15.90	$15.50	5.2%	--	0.70	15
$265.00	Jul 17	8.20	8.70	$8.45	5.9%	1	0.48	342
$220.00	Jul 17	42.90	45.70	$44.30	6.3%	--	0.96	72
$215.00	Jul 24	48.10	51.30	$49.70	6.4%	3	0.92	--
$220.00	Jul 2	42.20	45.10	$43.65	6.6%	--	0.97	16

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 24	13.80	14.60	$14.20	5.6%	--	0.58	65
$265.00	Jul 17	9.60	10.20	$9.90	6.1%	3	0.52	8
$270.00	Jul 17	12.30	13.20	$12.75	7.1%	2	0.60	71
$265.00	Jul 24	10.90	11.70	$11.30	7.1%	12	0.51	18
$290.00	Jul 31	29.30	31.90	$30.60	8.5%	3	0.76	2

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. 66 found (avg delta 0.75, highest 0.97)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$237.50	Jul 2	24.90	27.70	$26.30	10.6%	--	0.97	18
$220.00	Jul 2	42.20	45.10	$43.65	6.6%	--	0.97	16
$240.00	Jul 2	22.50	25.20	$23.85	11.3%	1	0.97	15
$235.00	Jul 2	27.30	30.10	$28.70	9.8%	--	0.96	10
$220.00	Jul 17	42.90	45.70	$44.30	6.3%	--	0.96	72

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	26.60	29.70	$28.15	11.0%	--	0.85	11
$290.00	Jul 24	27.30	30.00	$28.65	9.4%	1	0.82	2
$290.00	Jul 31	29.30	31.90	$30.60	8.5%	3	0.76	2
$270.00	Jul 2	7.50	9.60	$8.55	24.6%	--	0.74	156
$280.00	Jul 17	19.20	21.30	$20.25	10.4%	--	0.74	12

Most actively traded options today. High liquidity = easy entry/exit. 105 active (total vol 1.2K, top 200)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 17	4.30	5.70	$5.00	28.0%	200	0.33	354
$275.00	Jul 31	7.00	9.80	$8.40	33.3%	157	0.39	165
$270.00	Jul 2	1.35	1.75	$1.55	25.8%	88	0.26	533
$270.00	Jul 10	4.20	5.00	$4.60	17.4%	49	0.38	71
$272.50	Jul 10	3.50	4.00	$3.75	13.3%	41	0.33	9

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 2	0.40	0.50	$0.45	22.2%	57	0.09	547
$255.00	Jul 2	0.85	1.30	$1.08	41.7%	42	0.19	621
$240.00	Jul 17	1.60	2.15	$1.88	29.3%	27	0.15	381
$260.00	Jul 2	2.10	2.75	$2.42	26.9%	23	0.36	67
$245.00	Jul 2	0.05	0.80	$0.43	174.4%	21	0.07	296

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 51.4%, max 173.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 2	Jul 17	128.1%	48.8%	162.6%	--	88
$310.00	Jul 2	Jul 17	114.9%	47.2%	143.3%	--	77
$295.00	Jul 2	Jul 31	87.1%	43.8%	98.8%	1	74
$235.00	Jul 2	Jul 31	85.0%	43.8%	94.2%	--	22
$242.50	Jul 2	Jul 17	70.8%	40.9%	73.0%	2	129

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 2	Aug 7	128.1%	46.9%	173.1%	1	27
$225.00	Jul 2	Aug 7	114.6%	46.1%	148.7%	--	64
$215.00	Jul 2	Jul 31	113.8%	48.3%	135.8%	17	196
$232.50	Jul 2	Jul 17	95.8%	43.9%	118.3%	--	79
$235.00	Jul 2	Aug 7	85.0%	45.0%	89.0%	4	46

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 113 found (best R:R 49.00, avg 5.68)

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
$290.00	$295.00	Jul 17	$0.15	$4.85	$0.15	32.33	$290.15
$300.00	$305.00	Jul 10	$0.18	$4.82	$0.18	26.78	$300.18
$277.50	$280.00	Jul 2	$0.13	$2.37	$0.13	18.23	$277.63
$290.00	$305.00	Jul 24	$1.10	$13.90	$1.10	12.64	$291.10

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	$0.20	$4.80	$0.20	24.00	$224.80
$225.00	$215.00	Jul 31	$0.52	$9.48	$0.52	18.23	$224.48
$250.00	$247.50	Jul 2	$0.15	$2.35	$0.15	15.67	$249.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 146 found (best R:R 24.00, avg 2.25)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$235.00	$237.50	Jul 2	$2.40	$2.40	$0.10	24.00	$237.40
$250.00	$252.50	Jul 17	$2.40	$2.40	$0.10	24.00	$252.40
$215.00	$230.00	Jul 24	$14.35	$14.35	$0.65	22.08	$229.35
$230.00	$240.00	Jul 10	$9.55	$9.55	$0.45	21.22	$239.55
$245.00	$250.00	Jul 2	$4.75	$4.75	$0.25	19.00	$249.75

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$270.00	$267.50	Jul 2	$2.05	$2.05	$0.45	4.56	$267.95
$290.00	$280.00	Jul 17	$7.90	$7.90	$2.10	3.76	$282.10
$280.00	$270.00	Jul 17	$7.50	$7.50	$2.50	3.00	$272.50
$290.00	$275.00	Jul 31	$11.05	$11.05	$3.95	2.80	$278.95
$290.00	$270.00	Jul 24	$14.45	$14.45	$5.55	2.60	$275.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $1.67, cheapest $0.07)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Jul 24	Jul 31	$0.15	53.0%	48.3%
$305.00	Jul 10	Jul 17	$0.17	50.4%	42.1%
$310.00	Jul 2	Jul 17	$0.35	114.9%	47.2%
$295.00	Jul 2	Jul 10	$0.38	87.1%	46.8%
$300.00	Jul 10	Jul 17	$0.52	49.3%	44.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$225.00	Jul 2	Jul 10	$0.07	114.6%	55.4%
$215.00	Jul 2	Jul 10	$0.15	113.8%	61.9%
$235.00	Jul 2	Jul 10	$0.32	85.0%	46.6%
$230.00	Jul 2	Jul 10	$0.37	79.8%	50.2%
$237.50	Jul 2	Jul 10	$0.38	70.3%	41.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 2.95% of stock, avg 8.99%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$262.50	Jul 2	$4.30	$3.45	$7.75	$254.75	$270.25	2.95%
$260.00	Jul 2	$5.70	$2.42	$8.12	$251.88	$268.12	3.09%
$265.00	Jul 2	$3.18	$4.95	$8.13	$256.87	$273.13	3.09%
$267.50	Jul 2	$2.25	$6.50	$8.75	$258.75	$276.25	3.33%
$257.50	Jul 2	$7.40	$1.68	$9.08	$248.42	$266.58	3.45%
$270.00	Jul 2	$1.55	$8.55	$10.10	$259.90	$280.10	3.84%
$255.00	Jul 2	$9.55	$1.08	$10.63	$244.37	$265.63	4.04%
$252.50	Jul 2	$11.80	$0.68	$12.48	$240.02	$264.98	4.75%
$262.50	Jul 10	$7.80	$6.45	$14.25	$248.25	$276.75	5.42%
$265.00	Jul 10	$6.55	$7.80	$14.35	$250.65	$279.35	5.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.52% of stock, avg 3.63%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$275.00	$252.50	Jul 2	$0.68	$0.68	$1.36	$251.14	$276.36
$272.50	$252.50	Jul 2	$1.02	$0.68	$1.70	$250.80	$274.20
$275.00	$255.00	Jul 2	$0.68	$1.08	$1.76	$253.24	$276.76
$272.50	$255.00	Jul 2	$1.02	$1.08	$2.10	$252.90	$274.60
$270.00	$252.50	Jul 2	$1.55	$0.68	$2.23	$250.27	$272.23
$275.00	$257.50	Jul 2	$0.68	$1.68	$2.36	$255.14	$277.36
$270.00	$255.00	Jul 2	$1.55	$1.08	$2.63	$252.37	$272.63
$272.50	$257.50	Jul 2	$1.02	$1.68	$2.70	$254.80	$275.20
$267.50	$252.50	Jul 2	$2.25	$0.68	$2.93	$249.57	$270.43
$275.00	$260.00	Jul 2	$0.68	$2.42	$3.10	$256.90	$278.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 171 found (best R:R 27.57, avg credit $2.92)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
215/220	230/240	Jul 10	$9.65	$0.35	27.57	$210.35	$239.65
248/250	252/255	Jul 2	$2.40	$0.10	24.00	$247.60	$254.90
225/230	240/245	Jul 31	$4.80	$0.20	24.00	$225.20	$244.80
250/252	255/258	Jul 2	$2.38	$0.12	19.83	$250.12	$257.38
240/242	255/258	Jul 2	$2.37	$0.13	18.23	$240.13	$257.37
240/242	250/252	Jul 10	$2.37	$0.13	18.23	$240.13	$252.37
235/238	242/245	Jul 17	$2.36	$0.14	16.86	$235.14	$244.86
220/222	230/238	Jul 17	$7.05	$0.45	15.67	$215.45	$237.05
250/252	255/258	Jul 17	$2.35	$0.15	15.67	$250.15	$257.35
230/232	240/242	Jul 17	$2.33	$0.17	13.71	$230.17	$242.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$257.50	$260.00	$262.50	Jul 10	$0.05	$2.45	49.00
$285.00	$290.00	$295.00	Jul 31	$0.10	$4.90	49.00
$275.00	$277.50	$280.00	Jul 2	$0.07	$2.43	34.71
$272.50	$275.00	$277.50	Jul 10	$0.07	$2.43	34.71
$285.00	$290.00	$295.00	Jul 2	$0.17	$4.83	28.41

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$245.00	$250.00	$255.00	Aug 7	$0.05	$4.95	99.00
$225.00	$230.00	$235.00	Jul 10	$0.10	$4.90	49.00
$247.50	$250.00	$252.50	Jul 2	$0.08	$2.42	30.25
$227.50	$230.00	$232.50	Jul 17	$0.08	$2.42	30.25
$240.00	$242.50	$245.00	Jul 17	$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. 109 found (best net $-0.31, 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	-$0.33	$14.67
$300.00	$305.00	1:2	Jul 17	-$0.04	$4.96
$280.00	$285.00	1:2	Jul 10	-$0.17	$4.83
$285.00	$290.00	1:2	Jul 2	-$0.18	$4.82

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$260.00	$245.00	1:2	Jul 31	-$0.55	$14.45
$225.00	$215.00	1:2	Jul 31	-$0.63	$9.37
$290.00	$275.00	1:2	Jul 31	-$8.50	$6.50
$220.00	$215.00	1:2	Jul 10	-$0.13	$4.87
$235.00	$230.00	1:2	Jul 24	-$0.17	$4.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 4.07%, avg 1.21%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$265.00	Jul 31	$10.70	0.50	0.8%	4.07%	4.82%	1	31
$265.00	Jul 24	$9.50	0.49	0.8%	3.61%	4.37%	1	20
$270.00	Jul 31	$8.50	0.44	2.7%	3.23%	5.89%	1	28
$265.00	Jul 17	$8.20	0.48	0.8%	3.12%	3.87%	1	342
$270.00	Jul 24	$7.50	0.42	2.7%	2.85%	5.51%	5	116
$275.00	Jul 31	$7.00	0.39	4.6%	2.66%	7.22%	157	165
$265.00	Jul 10	$6.10	0.48	0.8%	2.32%	3.08%	1	46
$270.00	Jul 17	$6.00	0.40	2.7%	2.28%	4.94%	17	1.4K
$275.00	Jul 24	$5.80	0.35	4.6%	2.21%	6.76%	--	192
$280.00	Jul 31	$5.30	0.33	6.5%	2.02%	8.47%	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 1,119

Total Puts 677

Put/Call Ratio 0.60

Net Difference 442

Prior's Put/Call Breakdown

Total Calls 2,754

Total Puts 1,786

Put/Call Ratio 0.65

Net Difference 968

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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