VLO - Options Database

VLO

VALERO ENERGY CORP N

$260.54 -2.17%

(6/30 14:00) ◀

Tuesday, June 30, 2026 (3:00pm)

▶ (6/30 16:00)

◀ 6/30 15:00 ▶

Option Volume

Detail

ℹ

Current (06/30 3:00pm) 4,085

Calls: 2,260 (55%)

Puts: 1,825 (45%)

Prior (06/29) 8,070

Calls: 4,381 (54%)

Puts: 3,689 (46%)

Current vs Prior -49.38%

Calls: -48.41% (Calls)

Puts: -50.53% (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 -16.90%

Calls: -21.64%

Puts: -10.17%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (06/30 3:00pm) $4.21M

Calls: $2.57M (61%)

Puts: $1.64M (39%)

Prior (06/29) $12.39M

Calls: $11.03M (89%)

Puts: $1.37M (11%)

Current vs Prior -66.03%

Calls: -76.66%

Puts: +19.67%

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 -8.32%

Calls: -24.54%

Puts: +38.46%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (06/30 3:00pm) 0.81

Prior (06/29) 0.84

Current vs Prior -4.10%

Prior 7-Day Average 0.72

Current vs Prior 7-Day Avg +12.77%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (06/30 3:00pm) 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 5.68% | 8.02%5.68% | 8.02%8.02% | 14.37%

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

Current vs Prior -12.38% | -5.74%-- | ---- | --

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

Current vs 7-Day Avg -12.32% | -6.16%-- | ---- | --

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

Current vs 7-Day Eod -12.38% | -5.74%-- | ---- | --

Sentiment BULLISH----

Relative Spread

Detail

ℹ

Expiry | Next

Current 18.45% | 9.43%

Calls: 19.51% | 8.33%

Puts: 17.39% | 10.53%

Prior 34.53% | 20.44%

Calls: 45.54% | 28.22%

Puts: 23.53% | 12.66%

Current vs Prior -46.57% | -53.86%

Prior 7-Day Avg 36.42% | 18.70%

Calls: 35.93% | 19.14%

Puts: 36.92% | 18.25%

Current vs 7-Day Avg -49.34% | -49.56%

Liquidity Expensive

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Moderately bullish flow with 61% call dollar volume ($2.57M). Light premium activity with dollar volume down 66% vs prior. Below-average activity with volume down 49% vs prior.

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 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
14:00	BULLISH	BULLISH	BULLISH
13:00	BULLISH	BULLISH	BULLISH
12:00	BULLISH	BULLISH	BULLISH
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BEARISH	BEARISH

📈 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 33 of results (avg 7.8%, best 5.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$210.00	Jul 17	50.30	53.10	$51.70	5.4%	--	0.98	65
$260.00	Jul 24	10.70	11.30	$11.00	5.5%	6	0.53	84
$220.00	Jul 2	40.10	42.40	$41.25	5.6%	--	0.98	16
$255.00	Jul 24	13.40	14.30	$13.85	6.5%	2	0.61	12
$215.00	Jul 24	45.60	48.70	$47.15	6.6%	3	0.94	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 24	15.10	16.10	$15.60	6.4%	--	0.62	65
$265.00	Jul 24	12.00	12.80	$12.40	6.5%	12	0.54	18
$260.00	Jul 17	8.10	8.70	$8.40	7.1%	26	0.47	345
$260.00	Jul 24	9.40	10.10	$9.75	7.2%	--	0.47	10
$270.00	Jul 17	13.70	14.80	$14.25	7.7%	3	0.64	71

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	40.10	42.40	$41.25	5.6%	--	0.98	16
$210.00	Jul 17	50.30	53.10	$51.70	5.4%	--	0.98	65
$237.50	Jul 2	22.20	25.00	$23.60	11.9%	--	0.97	18
$240.00	Jul 2	19.70	22.60	$21.15	13.7%	2	0.96	15
$235.00	Jul 2	24.70	27.50	$26.10	10.7%	--	0.96	10

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	28.80	31.60	$30.20	9.3%	--	0.87	11
$290.00	Jul 24	29.20	32.20	$30.70	9.8%	1	0.84	2
$270.00	Jul 2	9.60	10.90	$10.25	12.7%	61	0.84	156
$290.00	Jul 31	31.30	34.00	$32.65	8.3%	17	0.79	2
$280.00	Jul 17	20.30	23.00	$21.65	12.5%	--	0.78	12

Most actively traded options today. High liquidity = easy entry/exit. 131 active (total vol 2.4K, top 200)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 17	3.50	4.60	$4.05	27.2%	200	0.29	354
$275.00	Jul 31	6.60	9.00	$7.80	30.8%	157	0.36	165
$270.00	Jul 2	0.70	0.95	$0.83	30.1%	117	0.17	533
$270.00	Jul 10	3.00	3.60	$3.30	18.2%	76	0.31	71
$272.50	Jul 10	2.60	2.80	$2.70	7.4%	70	0.26	9

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 2	3.00	3.70	$3.35	20.9%	144	0.46	67
$235.00	Jul 17	1.05	1.80	$1.43	52.4%	142	0.12	56
$257.50	Jul 10	4.90	5.60	$5.25	13.3%	140	0.41	2
$250.00	Jul 2	0.55	0.75	$0.65	30.8%	134	0.13	547
$252.50	Jul 2	0.75	1.20	$0.98	45.9%	88	0.18	15

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 47.7%, max 163.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$310.00	Jul 2	Jul 17	124.3%	49.3%	152.2%	--	77
$220.00	Jul 2	Jul 17	110.8%	48.6%	128.0%	--	88
$295.00	Jul 2	Jul 31	94.7%	41.7%	127.1%	51	74
$235.00	Jul 2	Jul 31	81.4%	41.9%	94.1%	--	22
$290.00	Jul 2	Jul 31	76.9%	42.9%	79.4%	5	583

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$215.00	Jul 2	Jul 31	123.7%	46.9%	163.6%	20	196
$220.00	Jul 2	Aug 7	110.8%	47.9%	131.4%	2	27
$225.00	Jul 2	Aug 7	98.1%	43.7%	124.5%	1	64
$232.50	Jul 2	Jul 17	91.1%	42.0%	117.1%	--	79
$235.00	Jul 2	Aug 7	81.4%	43.4%	87.5%	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 5.81)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$295.00	$300.00	Jul 10	$0.12	$4.88	$0.12	40.67	$295.12
$300.00	$305.00	Jul 10	$0.18	$4.82	$0.18	26.78	$300.18
$290.00	$305.00	Jul 24	$0.73	$14.27	$0.73	19.55	$290.73
$290.00	$295.00	Jul 10	$0.25	$4.75	$0.25	19.00	$290.25
$290.00	$295.00	Jul 17	$0.25	$4.75	$0.25	19.00	$290.25

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	$0.10	$4.90	$0.10	49.00	$214.90
$220.00	$215.00	Jul 17	$0.15	$4.85	$0.15	32.33	$219.85
$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

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 152 found (best R:R 65.67, avg 2.71)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$210.00	$220.00	Jul 17	$9.85	$9.85	$0.15	65.67	$219.85
$210.00	$215.00	Jul 31	$4.85	$4.85	$0.15	32.33	$214.85
$242.50	$245.00	Jul 2	$2.40	$2.40	$0.10	24.00	$244.90
$240.00	$242.50	Jul 10	$2.40	$2.40	$0.10	24.00	$242.40
$220.00	$230.00	Jul 17	$9.50	$9.50	$0.50	19.00	$229.50

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$267.50	$265.00	Jul 2	$2.20	$2.20	$0.30	7.33	$265.30
$290.00	$280.00	Jul 17	$8.55	$8.55	$1.45	5.90	$281.45
$290.00	$285.00	Jul 31	$4.00	$4.00	$1.00	4.00	$286.00
$285.00	$280.00	Jul 31	$3.95	$3.95	$1.05	3.76	$281.05
$290.00	$270.00	Jul 24	$15.10	$15.10	$4.90	3.08	$274.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 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	$0.08	54.0%	42.5%
$215.00	Jul 24	Jul 31	$0.10	51.1%	46.9%
$310.00	Jul 2	Jul 17	$0.35	124.3%	49.3%
$295.00	Jul 2	Jul 10	$0.37	94.7%	50.3%
$210.00	Jul 17	Jul 31	$0.40	53.1%	54.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Jul 2	Jul 10	$0.08	123.7%	59.4%
$220.00	Jul 2	Jul 10	$0.18	110.8%	56.8%
$225.00	Jul 2	Jul 10	$0.25	98.1%	52.5%
$235.00	Jul 2	Jul 10	$0.25	81.4%	42.0%
$237.50	Jul 2	Jul 10	$0.35	68.5%	38.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 2.86% of stock, avg 8.94%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$260.00	Jul 2	$4.10	$3.35	$7.45	$252.55	$267.45	2.86%
$262.50	Jul 2	$2.88	$4.60	$7.48	$255.02	$269.98	2.87%
$257.50	Jul 2	$5.55	$2.30	$7.85	$249.65	$265.35	3.01%
$265.00	Jul 2	$1.98	$6.20	$8.18	$256.82	$273.18	3.14%
$255.00	Jul 2	$7.20	$1.50	$8.70	$246.30	$263.70	3.34%
$267.50	Jul 2	$1.27	$8.40	$9.67	$257.83	$277.17	3.71%
$252.50	Jul 2	$9.55	$0.98	$10.53	$241.97	$263.03	4.04%
$270.00	Jul 2	$0.83	$10.25	$11.08	$258.92	$281.08	4.25%
$250.00	Jul 2	$11.75	$0.65	$12.40	$237.60	$262.40	4.76%
$260.00	Jul 10	$7.20	$6.35	$13.55	$246.45	$273.55	5.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.44% of stock, avg 3.60%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$272.50	$250.00	Jul 2	$0.50	$0.65	$1.15	$248.85	$273.65
$270.00	$250.00	Jul 2	$0.83	$0.65	$1.48	$248.52	$271.48
$272.50	$252.50	Jul 2	$0.50	$0.98	$1.48	$251.02	$273.98
$270.00	$252.50	Jul 2	$0.83	$0.98	$1.81	$250.69	$271.81
$267.50	$250.00	Jul 2	$1.27	$0.65	$1.92	$248.08	$269.42
$272.50	$255.00	Jul 2	$0.50	$1.50	$2.00	$253.00	$274.50
$267.50	$252.50	Jul 2	$1.27	$0.98	$2.25	$250.25	$269.75
$270.00	$255.00	Jul 2	$0.83	$1.50	$2.33	$252.67	$272.33
$265.00	$250.00	Jul 2	$1.98	$0.65	$2.63	$247.37	$267.63
$267.50	$255.00	Jul 2	$1.27	$1.50	$2.77	$252.23	$270.27

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 190 found (best R:R 24.00, avg credit $2.84)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
230/232	245/250	Jul 2	$4.80	$0.20	24.00	$227.70	$249.80
210/215	220/230	Jul 17	$9.60	$0.40	24.00	$205.40	$229.60
215/220	230/240	Jul 10	$9.55	$0.45	21.22	$210.45	$239.55
242/245	248/250	Jul 17	$2.38	$0.12	19.83	$242.62	$249.88
232/235	240/242	Jul 17	$2.35	$0.15	15.67	$232.65	$242.35
235/238	242/245	Jul 17	$2.35	$0.15	15.67	$235.15	$244.85
235/238	245/248	Jul 17	$2.35	$0.15	15.67	$235.15	$247.35
235/238	250/252	Jul 17	$2.35	$0.15	15.67	$235.15	$252.35
240/242	245/248	Jul 17	$2.35	$0.15	15.67	$240.15	$247.35
240/242	250/252	Jul 17	$2.35	$0.15	15.67	$240.15	$252.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 99 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$240.00	$242.50	$245.00	Jul 2	$0.05	$2.45	49.00
$262.50	$265.00	$267.50	Jul 10	$0.05	$2.45	49.00
$280.00	$285.00	$290.00	Jul 24	$0.12	$4.88	40.67
$290.00	$295.00	$300.00	Jul 10	$0.13	$4.87	37.46
$230.00	$235.00	$240.00	Jul 31	$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	$0.05	$4.95	99.00
$225.00	$230.00	$235.00	Aug 7	$0.09	$4.91	54.56
$237.50	$240.00	$242.50	Jul 2	$0.05	$2.45	49.00
$255.00	$257.50	$260.00	Jul 10	$0.05	$2.45	49.00
$232.50	$235.00	$237.50	Jul 17	$0.05	$2.45	49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 108 found (best net $-0.50, 104 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$310.00	1:2	Jul 2	-$0.33	$14.67
$290.00	$305.00	1:2	Jul 24	-$0.62	$14.38
$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	-$0.45	$4.55

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$270.00	1:2	Jul 24	-$0.50	$19.50
$225.00	$215.00	1:2	Jul 31	-$0.63	$9.37
$240.00	$230.00	1:2	Jul 31	-$0.66	$9.34
$220.00	$215.00	1:2	Jul 10	-$0.13	$4.87
$225.00	$220.00	1:2	Jul 2	-$0.15	$4.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 3.95%, avg 1.15%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$265.00	Jul 31	$10.30	0.48	1.7%	3.95%	5.67%	2	31
$265.00	Jul 24	$8.30	0.46	1.7%	3.19%	4.90%	1	20
$270.00	Jul 31	$8.30	0.42	3.6%	3.19%	6.82%	1	28
$265.00	Jul 17	$6.80	0.45	1.7%	2.61%	4.32%	3	342
$275.00	Jul 31	$6.60	0.36	5.5%	2.53%	8.08%	157	165
$270.00	Jul 24	$6.40	0.38	3.6%	2.46%	6.09%	5	116
$262.50	Jul 10	$5.70	0.47	0.8%	2.19%	2.94%	--	13
$280.00	Jul 31	$5.30	0.32	7.5%	2.03%	9.50%	3	5
$270.00	Jul 17	$5.00	0.36	3.6%	1.92%	5.55%	26	1.4K
$275.00	Jul 24	$4.80	0.32	5.5%	1.84%	7.39%	1	192

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 2,260

Total Puts 1,825

Put/Call Ratio 0.81

Net Difference 435

Prior's Put/Call Breakdown

Total Calls 4,381

Total Puts 3,689

Put/Call Ratio 0.84

Net Difference 692

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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