VLO - Options Database

VLO

VALERO ENERGY CORP N

$263.01 -1.24%

(6/30 12:00) ◀

Tuesday, June 30, 2026 (1:00pm)

▶ (6/30 14:00)

◀ 6/30 13:00 ▶

Option Volume

Detail

ℹ

Current (06/30 1:00pm) 2,381

Calls: 1,539 (65%)

Puts: 842 (35%)

Prior (06/29) 6,404

Calls: 3,653 (57%)

Puts: 2,751 (43%)

Current vs Prior -62.82%

Calls: -57.87% (Calls)

Puts: -69.39% (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 -51.56%

Calls: -46.64%

Puts: -58.56%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (06/30 1:00pm) $2.41M

Calls: $1.71M (71%)

Puts: $694.8K (29%)

Prior (06/29) $11.45M

Calls: $10.54M (92%)

Puts: $907.0K (8%)

Current vs Prior -78.98%

Calls: -83.76%

Puts: -23.39%

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 -47.57%

Calls: -49.78%

Puts: -41.21%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (06/30 1:00pm) 0.55

Prior (06/29) 0.75

Current vs Prior -27.35%

Prior 7-Day Average 0.72

Current vs Prior 7-Day Avg -23.60%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (06/30 1:00pm) 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 5.80% | 8.08%5.80% | 8.08%8.08% | 14.35%

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

Current vs Prior -10.21% | -3.79%-- | ---- | --

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

Current vs 7-Day Avg -10.15% | -4.22%-- | ---- | --

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

Current vs 7-Day Eod -10.21% | -3.79%-- | ---- | --

Sentiment BULLISH----

Relative Spread

Detail

ℹ

Expiry | Next

Current 20.12% | 12.46%

Calls: 21.69% | 11.92%

Puts: 18.56% | 12.99%

Prior 34.53% | 20.44%

Calls: 45.54% | 28.22%

Puts: 23.53% | 12.66%

Current vs Prior -41.73% | -39.04%

Prior 7-Day Avg 36.42% | 18.70%

Calls: 35.93% | 19.14%

Puts: 36.92% | 18.25%

Current vs 7-Day Avg -44.75% | -33.35%

Liquidity Expensive

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Moderately bullish flow with 71% call dollar volume ($1.71M). Light premium activity with dollar volume down 79% vs prior. Below-average activity with volume down 63% vs prior. Bullish P/C ratio of 0.55.

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 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
12:00	BULLISH	BULLISH	BULLISH
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BEARISH	BEARISH

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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 28 of results (avg 7.8%, best 4.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$265.00	Jul 17	8.10	8.50	$8.30	4.8%	2	0.48	342
$252.50	Jul 17	14.90	15.80	$15.35	5.9%	--	0.70	15
$265.00	Jul 24	9.60	10.20	$9.90	6.1%	1	0.49	20
$220.00	Jul 2	42.40	45.10	$43.75	6.2%	--	0.98	16
$270.00	Jul 17	6.10	6.50	$6.30	6.3%	17	0.40	1.4K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$265.00	Jul 17	9.70	10.20	$9.95	5.0%	4	0.52	8
$270.00	Jul 24	13.80	14.60	$14.20	5.6%	--	0.58	65
$265.00	Jul 24	11.00	11.70	$11.35	6.2%	12	0.51	18
$270.00	Jul 17	12.30	13.30	$12.80	7.8%	2	0.60	71
$290.00	Jul 31	29.00	31.70	$30.35	8.9%	17	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. 69 found (avg delta 0.75, highest 0.98)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 2	42.40	45.10	$43.75	6.2%	--	0.98	16
$237.50	Jul 2	24.90	27.60	$26.25	10.3%	--	0.97	18
$240.00	Jul 2	22.60	25.20	$23.90	10.9%	1	0.97	15
$235.00	Jul 2	27.10	30.10	$28.60	10.5%	--	0.96	10
$242.50	Jul 2	20.20	22.70	$21.45	11.7%	--	0.96	50

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	26.30	29.80	$28.05	12.5%	--	0.84	11
$290.00	Jul 24	27.50	30.10	$28.80	9.0%	1	0.82	2
$290.00	Jul 31	29.00	31.70	$30.35	8.9%	17	0.76	2
$270.00	Jul 2	7.80	8.70	$8.25	10.9%	10	0.75	156
$280.00	Jul 17	18.40	20.90	$19.65	12.7%	--	0.75	12

Most actively traded options today. High liquidity = easy entry/exit. 115 active (total vol 1.4K, top 200)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 17	4.50	5.60	$5.05	21.8%	200	0.33	354
$275.00	Jul 31	7.00	9.80	$8.40	33.3%	157	0.39	165
$270.00	Jul 2	1.30	1.70	$1.50	26.7%	96	0.26	533
$270.00	Jul 10	3.90	4.50	$4.20	14.3%	76	0.37	71
$272.50	Jul 10	3.20	3.50	$3.35	9.0%	49	0.31	9

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 2	0.35	0.50	$0.43	34.9%	66	0.09	547
$255.00	Jul 2	0.90	1.40	$1.15	43.5%	48	0.20	621
$240.00	Jul 17	1.35	2.15	$1.75	45.7%	27	0.14	381
$260.00	Jul 2	2.05	2.70	$2.38	27.3%	23	0.36	67
$220.00	Jul 17	0.25	0.75	$0.50	100.0%	23	0.04	983

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 50.8%, max 158.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$310.00	Jul 2	Jul 17	116.3%	47.5%	145.1%	--	77
$220.00	Jul 2	Jul 17	113.6%	49.2%	131.0%	--	88
$295.00	Jul 2	Jul 31	88.3%	42.2%	109.1%	1	74
$235.00	Jul 2	Jul 31	85.5%	44.4%	92.3%	--	22
$237.50	Jul 2	Jul 17	72.6%	41.7%	74.0%	2	18

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$215.00	Jul 2	Jul 31	126.2%	48.8%	158.5%	17	196
$225.00	Jul 2	Aug 7	110.1%	43.6%	152.4%	--	64
$220.00	Jul 2	Aug 7	113.6%	46.7%	143.3%	1	27
$232.50	Jul 2	Jul 17	95.0%	43.8%	117.1%	--	79
$235.00	Jul 2	Aug 7	85.5%	44.5%	92.1%	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 6.18)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$285.00	$290.00	Jul 10	$0.15	$4.85	$0.15	32.33	$285.15
$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
$275.00	$277.50	Jul 2	$0.11	$2.39	$0.11	21.73	$275.11
$277.50	$280.00	Jul 2	$0.12	$2.38	$0.12	19.83	$277.62

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$225.00	$220.00	Jul 2	$0.10	$4.90	$0.10	49.00	$224.90
$220.00	$215.00	Jul 10	$0.10	$4.90	$0.10	49.00	$219.90
$225.00	$220.00	Jul 24	$0.20	$4.80	$0.20	24.00	$224.80
$225.00	$220.00	Aug 7	$0.22	$4.78	$0.22	21.73	$224.78
$250.00	$247.50	Jul 2	$0.13	$2.37	$0.13	18.23	$249.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 148 found (best R:R 99.00, avg 2.49)

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
$250.00	$252.50	Jul 2	$2.40	$2.40	$0.10	24.00	$252.40
$235.00	$237.50	Jul 2	$2.35	$2.35	$0.15	15.67	$237.35
$237.50	$240.00	Jul 2	$2.35	$2.35	$0.15	15.67	$239.85
$215.00	$230.00	Jul 24	$14.10	$14.10	$0.90	15.67	$229.10

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
$290.00	$285.00	Jul 31	$4.10	$4.10	$0.90	4.56	$285.90
$290.00	$270.00	Jul 24	$14.60	$14.60	$5.40	2.70	$275.40
$275.00	$270.00	Jul 31	$3.65	$3.65	$1.35	2.70	$271.35
$285.00	$280.00	Jul 31	$3.65	$3.65	$1.35	2.70	$281.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $1.61, cheapest $0.08)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$305.00	Jul 10	Jul 17	$0.17	50.7%	42.3%
$215.00	Jul 24	Jul 31	$0.30	52.7%	48.8%
$240.00	Jul 2	Jul 10	$0.35	66.3%	40.8%
$310.00	Jul 2	Jul 17	$0.35	116.3%	47.5%
$295.00	Jul 2	Jul 10	$0.38	88.3%	47.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Jul 2	Jul 10	$0.08	126.2%	61.8%
$225.00	Jul 2	Jul 10	$0.15	110.1%	55.3%
$220.00	Jul 2	Jul 10	$0.18	113.6%	59.4%
$235.00	Jul 2	Jul 10	$0.25	85.5%	45.1%
$237.50	Jul 2	Jul 10	$0.35	72.6%	41.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 2.89% of stock, avg 9.07%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$262.50	Jul 2	$4.15	$3.45	$7.60	$254.90	$270.10	2.89%
$265.00	Jul 2	$3.03	$4.85	$7.88	$257.12	$272.88	3.00%
$260.00	Jul 2	$5.55	$2.38	$7.93	$252.07	$267.93	3.02%
$267.50	Jul 2	$2.17	$6.45	$8.62	$258.88	$276.12	3.28%
$257.50	Jul 2	$7.25	$1.58	$8.83	$248.67	$266.33	3.36%
$270.00	Jul 2	$1.50	$8.25	$9.75	$260.25	$279.75	3.71%
$255.00	Jul 2	$9.70	$1.15	$10.85	$244.15	$265.85	4.13%
$252.50	Jul 2	$11.80	$0.65	$12.45	$240.05	$264.95	4.73%
$262.50	Jul 10	$7.55	$6.40	$13.95	$248.55	$276.45	5.30%
$260.00	Jul 10	$8.75	$5.25	$14.00	$246.00	$274.00	5.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.49% of stock, avg 3.60%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$275.00	$252.50	Jul 2	$0.63	$0.65	$1.28	$251.22	$276.28
$272.50	$252.50	Jul 2	$1.00	$0.65	$1.65	$250.85	$274.15
$275.00	$255.00	Jul 2	$0.63	$1.15	$1.78	$253.22	$276.78
$270.00	$252.50	Jul 2	$1.50	$0.65	$2.15	$250.35	$272.15
$272.50	$255.00	Jul 2	$1.00	$1.15	$2.15	$252.85	$274.65
$275.00	$257.50	Jul 2	$0.63	$1.58	$2.21	$255.29	$277.21
$272.50	$257.50	Jul 2	$1.00	$1.58	$2.58	$254.92	$275.08
$270.00	$255.00	Jul 2	$1.50	$1.15	$2.65	$252.35	$272.65
$267.50	$252.50	Jul 2	$2.17	$0.65	$2.82	$249.68	$270.32
$275.00	$260.00	Jul 2	$0.63	$2.38	$3.01	$256.99	$278.01

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 167 found (best R:R 32.33, avg credit $2.92)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
230/232	245/250	Jul 2	$4.85	$0.15	32.33	$227.65	$249.85
225/230	235/240	Jul 31	$4.85	$0.15	32.33	$225.15	$239.85
230/232	240/242	Jul 17	$2.38	$0.12	19.83	$230.12	$242.38
238/240	242/245	Jul 17	$2.37	$0.13	18.23	$237.63	$244.87
220/225	245/250	Jul 2	$4.70	$0.30	15.67	$220.30	$249.70
230/232	252/255	Jul 2	$2.35	$0.15	15.67	$230.15	$254.85
238/240	242/245	Jul 10	$2.35	$0.15	15.67	$237.65	$244.85
240/242	245/250	Jul 10	$4.67	$0.33	14.15	$237.83	$249.67
230/232	242/245	Jul 17	$2.33	$0.17	13.71	$230.17	$244.83
242/245	250/252	Jul 10	$2.30	$0.20	11.50	$242.70	$252.30

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
$290.00	$295.00	$300.00	Jul 17	$0.08	$4.92	61.50
$260.00	$262.50	$265.00	Jul 10	$0.05	$2.45	49.00
$240.00	$242.50	$245.00	Jul 17	$0.05	$2.45	49.00
$245.00	$247.50	$250.00	Jul 17	$0.05	$2.45	49.00
$230.00	$235.00	$240.00	Jul 31	$0.10	$4.90	49.00

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
$237.50	$240.00	$242.50	Jul 2	$0.05	$2.45	49.00
$245.00	$247.50	$250.00	Jul 2	$0.06	$2.44	40.67
$242.50	$245.00	$247.50	Jul 2	$0.07	$2.43	34.71
$240.00	$242.50	$245.00	Jul 17	$0.07	$2.43	34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 110 found (best net $-0.30, 107 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	-$0.36	$14.64
$300.00	$305.00	1:2	Jul 17	-$0.04	$4.96
$285.00	$290.00	1:2	Jul 2	-$0.12	$4.88
$300.00	$305.00	1:2	Jul 10	-$0.22	$4.78

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$260.00	$245.00	1:2	Jul 31	-$0.30	$14.70
$225.00	$215.00	1:2	Jul 31	-$0.63	$9.37
$240.00	$230.00	1:2	Jul 31	-$0.89	$9.11
$225.00	$220.00	1:2	Jul 2	-$0.05	$4.95
$220.00	$215.00	1:2	Jul 10	-$0.13	$4.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 4.37%, avg 1.20%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$265.00	Jul 31	$11.50	0.51	0.8%	4.37%	5.13%	1	31
$265.00	Jul 24	$9.60	0.49	0.8%	3.65%	4.41%	1	20
$270.00	Jul 31	$9.10	0.45	2.7%	3.46%	6.12%	1	28
$265.00	Jul 17	$8.10	0.48	0.8%	3.08%	3.84%	2	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
$270.00	Jul 17	$6.10	0.40	2.7%	2.32%	4.98%	17	1.4K
$265.00	Jul 10	$6.00	0.48	0.8%	2.28%	3.04%	1	46
$275.00	Jul 24	$5.70	0.35	4.6%	2.17%	6.73%	1	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 1,539

Total Puts 842

Put/Call Ratio 0.55

Net Difference 697

Prior's Put/Call Breakdown

Total Calls 3,653

Total Puts 2,751

Put/Call Ratio 0.75

Net Difference 902

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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