VLO - Options Database

VLO

VALERO ENERGY CORP N

$260.85 -2.05%

(6/30 13:00) ◀

Tuesday, June 30, 2026 (2:00pm)

▶ (6/30 15:00)

◀ 6/30 14:00 ▶

Option Volume

Detail

ℹ

Current (06/30 2:00pm) 2,835

Calls: 1,756 (62%)

Puts: 1,079 (38%)

Prior (06/29) 7,085

Calls: 3,906 (55%)

Puts: 3,179 (45%)

Current vs Prior -59.99%

Calls: -55.04% (Calls)

Puts: -66.06% (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 -42.33%

Calls: -39.11%

Puts: -46.89%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (06/30 2:00pm) $2.57M

Calls: $1.77M (69%)

Puts: $800.8K (31%)

Prior (06/29) $11.99M

Calls: $10.82M (90%)

Puts: $1.18M (10%)

Current vs Prior -78.56%

Calls: -83.64%

Puts: -31.87%

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 -44.01%

Calls: -48.09%

Puts: -32.24%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (06/30 2:00pm) 0.61

Prior (06/29) 0.81

Current vs Prior -24.50%

Prior 7-Day Average 0.72

Current vs Prior 7-Day Avg -14.19%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (06/30 2:00pm) 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 5.67% | 8.13%5.67% | 8.13%8.13% | 14.41%

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

Current vs Prior -11.48% | -5.85%-- | ---- | --

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

Current vs 7-Day Avg -11.42% | -6.27%-- | ---- | --

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

Current vs 7-Day Eod -11.48% | -5.85%-- | ---- | --

Sentiment BULLISH----

Relative Spread

Detail

ℹ

Expiry | Next

Current 20.52% | 13.60%

Calls: 17.78% | 9.27%

Puts: 23.26% | 17.93%

Prior 34.53% | 20.44%

Calls: 45.54% | 28.22%

Puts: 23.53% | 12.66%

Current vs Prior -40.57% | -33.46%

Prior 7-Day Avg 36.42% | 18.70%

Calls: 35.93% | 19.14%

Puts: 36.92% | 18.25%

Current vs 7-Day Avg -43.66% | -27.26%

Liquidity Expensive

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Moderately bullish flow with 69% call dollar volume ($1.77M). Light premium activity with dollar volume down 79% vs prior. Below-average activity with volume down 60% vs prior. Bullish P/C ratio of 0.61.

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
13:00	BULLISH	BULLISH	BULLISH
12:00	BULLISH	BULLISH	BULLISH
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BEARISH	BEARISH

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⏰ 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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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 32 of results (avg 7.9%, best 4.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Jul 17	51.20	53.30	$52.25	4.0%	--	0.98	65
$220.00	Jul 2	40.70	42.40	$41.55	4.1%	--	0.98	16
$220.00	Jul 17	41.40	43.30	$42.35	4.5%	--	0.96	72
$210.00	Jul 31	51.20	54.50	$52.85	6.2%	--	0.93	17
$215.00	Jul 24	46.20	49.20	$47.70	6.3%	3	0.94	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$265.00	Jul 24	12.00	12.60	$12.30	4.9%	12	0.54	18
$260.00	Jul 24	9.30	10.00	$9.65	7.3%	--	0.46	10
$265.00	Jul 17	10.50	11.40	$10.95	8.2%	5	0.55	8
$270.00	Jul 24	14.40	15.70	$15.05	8.6%	--	0.61	65
$290.00	Jul 17	28.10	30.70	$29.40	8.8%	--	0.88	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. 71 found (avg delta 0.75, highest 0.98)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 2	40.70	42.40	$41.55	4.1%	--	0.98	16
$210.00	Jul 17	51.20	53.30	$52.25	4.0%	--	0.98	65
$237.50	Jul 2	23.20	25.60	$24.40	9.8%	--	0.97	18
$240.00	Jul 2	20.70	22.50	$21.60	8.3%	1	0.97	15
$235.00	Jul 2	25.60	28.10	$26.85	9.3%	--	0.96	10

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	28.10	30.70	$29.40	8.8%	--	0.88	11
$290.00	Jul 24	28.70	32.10	$30.40	11.2%	1	0.85	2
$270.00	Jul 2	8.00	10.40	$9.20	26.1%	10	0.82	156
$290.00	Jul 31	30.70	34.10	$32.40	10.5%	17	0.79	2
$280.00	Jul 17	19.50	22.20	$20.85	12.9%	--	0.78	12

Most actively traded options today. High liquidity = easy entry/exit. 122 active (total vol 1.8K, top 200)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 17	3.90	5.00	$4.45	24.7%	200	0.31	354
$275.00	Jul 31	7.00	9.30	$8.15	28.2%	157	0.38	165
$270.00	Jul 2	0.85	1.25	$1.05	38.1%	108	0.20	533
$270.00	Jul 10	3.30	3.90	$3.60	16.7%	76	0.32	71
$272.50	Jul 10	2.80	3.20	$3.00	13.3%	63	0.28	9

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$235.00	Jul 17	0.90	1.90	$1.40	71.4%	138	0.12	56
$250.00	Jul 2	0.50	0.70	$0.60	33.3%	72	0.12	547
$255.00	Jul 2	1.20	1.50	$1.35	22.2%	69	0.24	621
$260.00	Jul 2	2.60	3.50	$3.05	29.5%	34	0.44	67
$240.00	Jul 17	1.55	2.35	$1.95	41.0%	33	0.15	381

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 50.1%, max 168.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$310.00	Jul 2	Jul 17	121.5%	48.7%	149.7%	--	77
$220.00	Jul 2	Jul 17	111.2%	48.2%	130.8%	--	88
$295.00	Jul 2	Jul 31	93.4%	40.8%	129.0%	51	74
$235.00	Jul 2	Jul 31	82.2%	42.8%	92.1%	--	22
$290.00	Jul 2	Jul 31	74.5%	42.5%	75.2%	5	583

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 2	Aug 7	111.2%	41.5%	168.2%	1	27
$215.00	Jul 2	Jul 31	123.9%	47.6%	160.4%	17	196
$225.00	Jul 2	Aug 7	98.6%	43.1%	128.6%	1	64
$232.50	Jul 2	Jul 17	91.8%	42.5%	115.8%	--	79
$235.00	Jul 2	Aug 7	82.2%	43.6%	88.5%	5	46

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 115 found (best R:R 49.00, avg 6.13)

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
$290.00	$295.00	Jul 17	$0.15	$4.85	$0.15	32.33	$290.15
$290.00	$305.00	Jul 24	$0.48	$14.52	$0.48	30.25	$290.48
$300.00	$305.00	Jul 10	$0.18	$4.82	$0.18	26.78	$300.18

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
$215.00	$210.00	Jul 17	$0.12	$4.88	$0.12	40.67	$214.88
$225.00	$220.00	Jul 24	$0.20	$4.80	$0.20	24.00	$224.80
$245.00	$242.50	Jul 2	$0.12	$2.38	$0.12	19.83	$244.88
$222.50	$220.00	Jul 17	$0.13	$2.37	$0.13	18.23	$222.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 152 found (best R:R 99.00, avg 2.86)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$210.00	$220.00	Jul 17	$9.90	$9.90	$0.10	99.00	$219.90
$220.00	$235.00	Jul 2	$14.70	$14.70	$0.30	49.00	$234.70
$255.00	$257.50	Jul 2	$2.40	$2.40	$0.10	24.00	$257.40
$242.50	$245.00	Jul 2	$2.35	$2.35	$0.15	15.67	$244.85
$215.00	$230.00	Jul 24	$14.00	$14.00	$1.00	14.00	$229.00

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$290.00	$280.00	Jul 17	$8.55	$8.55	$1.45	5.90	$281.45
$290.00	$285.00	Jul 31	$4.15	$4.15	$0.85	4.88	$285.85
$285.00	$280.00	Jul 31	$3.95	$3.95	$1.05	3.76	$281.05
$290.00	$270.00	Jul 24	$15.35	$15.35	$4.65	3.30	$274.65
$280.00	$275.00	Jul 31	$3.80	$3.80	$1.20	3.17	$276.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $1.66, cheapest $0.08)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Jul 24	Jul 31	$0.10	51.5%	47.6%
$305.00	Jul 10	Jul 17	$0.13	53.3%	42.7%
$310.00	Jul 2	Jul 17	$0.35	121.5%	48.7%
$295.00	Jul 2	Jul 10	$0.38	93.4%	50.0%
$300.00	Jul 10	Jul 17	$0.50	52.4%	46.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Jul 2	Jul 10	$0.08	123.9%	59.8%
$220.00	Jul 2	Jul 10	$0.18	111.2%	57.2%
$225.00	Jul 2	Jul 10	$0.25	98.6%	53.0%
$235.00	Jul 2	Jul 10	$0.25	82.2%	42.5%
$237.50	Jul 2	Jul 10	$0.35	69.4%	39.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 2.89% of stock, avg 9.07%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$260.00	Jul 2	$4.50	$3.05	$7.55	$252.45	$267.55	2.89%
$262.50	Jul 2	$3.28	$4.30	$7.58	$254.92	$270.08	2.91%
$257.50	Jul 2	$5.95	$2.13	$8.08	$249.42	$265.58	3.10%
$265.00	Jul 2	$2.13	$6.15	$8.28	$256.72	$273.28	3.17%
$267.50	Jul 2	$1.58	$7.70	$9.28	$258.22	$276.78	3.56%
$255.00	Jul 2	$8.35	$1.35	$9.70	$245.30	$264.70	3.72%
$270.00	Jul 2	$1.05	$9.20	$10.25	$259.75	$280.25	3.93%
$252.50	Jul 2	$10.30	$0.95	$11.25	$241.25	$263.75	4.31%
$250.00	Jul 2	$12.50	$0.60	$13.10	$236.90	$263.10	5.02%
$262.50	Jul 10	$6.40	$7.25	$13.65	$248.85	$276.15	5.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.49% of stock, avg 3.53%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$272.50	$250.00	Jul 2	$0.68	$0.60	$1.28	$248.72	$273.78
$272.50	$252.50	Jul 2	$0.68	$0.95	$1.63	$250.87	$274.13
$270.00	$250.00	Jul 2	$1.05	$0.60	$1.65	$248.35	$271.65
$270.00	$252.50	Jul 2	$1.05	$0.95	$2.00	$250.50	$272.00
$272.50	$255.00	Jul 2	$0.68	$1.35	$2.03	$252.97	$274.53
$267.50	$250.00	Jul 2	$1.58	$0.60	$2.18	$247.82	$269.68
$270.00	$255.00	Jul 2	$1.05	$1.35	$2.40	$252.60	$272.40
$267.50	$252.50	Jul 2	$1.58	$0.95	$2.53	$249.97	$270.03
$265.00	$250.00	Jul 2	$2.13	$0.60	$2.73	$247.27	$267.73
$272.50	$257.50	Jul 2	$0.68	$2.13	$2.81	$254.69	$275.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 167 found (best R:R 49.00, avg credit $2.93)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
230/232	245/250	Jul 2	$4.90	$0.10	49.00	$227.60	$249.90
245/248	252/255	Jul 10	$2.38	$0.12	19.83	$245.12	$254.88
220/222	238/240	Jul 17	$2.38	$0.12	19.83	$220.12	$239.88
220/222	250/252	Jul 17	$2.38	$0.12	19.83	$220.12	$252.38
225/230	235/240	Jul 31	$4.75	$0.25	19.00	$225.25	$239.75
240/242	250/252	Jul 10	$2.37	$0.13	18.23	$240.13	$252.37
210/215	220/230	Jul 17	$9.42	$0.58	16.24	$205.58	$229.42
230/232	240/242	Jul 2	$2.35	$0.15	15.67	$230.15	$242.35
230/232	248/250	Jul 17	$2.33	$0.17	13.71	$230.17	$249.83
235/238	248/250	Jul 17	$2.33	$0.17	13.71	$235.17	$249.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 85 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$275.00	$280.00	$285.00	Jul 24	$0.10	$4.90	49.00
$285.00	$290.00	$295.00	Jul 31	$0.10	$4.90	49.00
$260.00	$262.50	$265.00	Jul 2	$0.07	$2.43	34.71
$260.00	$262.50	$265.00	Jul 10	$0.10	$2.40	24.00
$290.00	$295.00	$300.00	Jul 10	$0.20	$4.80	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$237.50	$240.00	$242.50	Jul 2	$0.05	$2.45	49.00
$250.00	$252.50	$255.00	Jul 2	$0.05	$2.45	49.00
$260.00	$265.00	$270.00	Jul 24	$0.10	$4.90	49.00
$240.00	$242.50	$245.00	Jul 2	$0.07	$2.43	34.71
$265.00	$270.00	$275.00	Jul 31	$0.15	$4.85	32.33

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 $-0.31, 105 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	-$0.92	$14.08
$285.00	$290.00	1:2	Jul 2	-$0.12	$4.88
$300.00	$305.00	1:2	Jul 10	-$0.22	$4.78
$290.00	$295.00	1:2	Jul 10	-$0.38	$4.62

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$225.00	$215.00	1:2	Jul 31	-$0.63	$9.37
$240.00	$230.00	1:2	Jul 31	-$0.77	$9.23
$220.00	$215.00	1:2	Jul 10	-$0.13	$4.87
$225.00	$220.00	1:2	Jul 2	-$0.15	$4.85
$215.00	$210.00	1:2	Jul 17	-$0.16	$4.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 4.18%, avg 1.17%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$265.00	Jul 31	$10.90	0.49	1.6%	4.18%	5.77%	2	31
$270.00	Jul 31	$8.60	0.43	3.5%	3.30%	6.80%	1	28
$265.00	Jul 24	$8.50	0.47	1.6%	3.26%	4.85%	1	20
$265.00	Jul 17	$7.00	0.46	1.6%	2.68%	4.27%	3	342
$275.00	Jul 31	$7.00	0.38	5.4%	2.68%	8.11%	157	165
$270.00	Jul 24	$6.50	0.39	3.5%	2.49%	6.00%	5	116
$262.50	Jul 10	$6.10	0.48	0.6%	2.34%	2.97%	--	13
$270.00	Jul 17	$5.30	0.37	3.5%	2.03%	5.54%	18	1.4K
$280.00	Jul 31	$5.30	0.32	7.3%	2.03%	9.37%	3	5
$265.00	Jul 10	$5.10	0.43	1.6%	1.96%	3.55%	1	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 1,756

Total Puts 1,079

Put/Call Ratio 0.61

Net Difference 677

Prior's Put/Call Breakdown

Total Calls 3,906

Total Puts 3,179

Put/Call Ratio 0.81

Net Difference 727

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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