VLO - Options Database

VLO

VALERO ENERGY CORP N

$265.41 +1.91%

(6/30 18:04) ◀

Wednesday, July 1, 2026 (10:00am)

▶ (7/1 11:00)

◀ 7/1 10:00 ▶

Option Volume

Detail

ℹ

Current (07/01 10:00am) 482

Calls: 238 (49%)

Puts: 244 (51%)

Prior (06/30) 521

Calls: 246 (47%)

Puts: 275 (53%)

Current vs Prior -7.49%

Calls: -3.25% (Calls)

Puts: -11.27% (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 -90.19%

Calls: -91.75%

Puts: -87.99%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/01 10:00am) $175.1K

Calls: $128.9K (74%)

Puts: $46.2K (26%)

Prior (06/30) $439.1K

Calls: $255.7K (58%)

Puts: $183.4K (42%)

Current vs Prior -60.12%

Calls: -49.59%

Puts: -74.81%

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 -96.19%

Calls: -96.22%

Puts: -96.09%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/01 10:00am) 1.03

Prior (06/30) 1.12

Current vs Prior -8.29%

Prior 7-Day Average 0.72

Current vs Prior 7-Day Avg +43.17%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/01 10:00am) 93,942

Calls: 52,925 (56%)

Puts: 41,017 (44%)

Prior (06/30) 92,704

Calls: 52,336 (56%)

Puts: 40,368 (44%)

Current vs Prior +1.34%

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 +3.53%

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 5.63% | 7.97%5.63% | 7.97%7.97% | 14.20%

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

Current vs Prior -18.93% | -6.53%-- | ---- | --

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

Current vs 7-Day Avg -18.88% | -6.95%-- | ---- | --

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

Current vs 7-Day Eod -18.93% | -6.53%-- | ---- | --

Sentiment BULLISH----

Relative Spread

Detail

ℹ

Expiry | Next

Current 38.44% | 32.87%

Calls: 48.10% | 34.29%

Puts: 28.77% | 31.45%

Prior 34.53% | 20.44%

Calls: 45.54% | 28.22%

Puts: 23.53% | 12.66%

Current vs Prior +11.32% | +60.81%

Prior 7-Day Avg 36.42% | 18.70%

Calls: 35.93% | 19.14%

Puts: 36.92% | 18.25%

Current vs 7-Day Avg +5.55% | +75.82%

Liquidity Expensive

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Moderately bullish flow with 74% call dollar volume ($128.9K). Light premium activity with dollar volume down 60% vs prior. Slightly bearish P/C ratio of 1.03.

Smart Money BULLISH

Retail Flow NEUTRAL

Overall MIXED

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current NEUTRAL

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
16:00	BULLISH	NEUTRAL	BULLISH
15:00	BULLISH	BULLISH	BULLISH
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

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🔥 High Volume

⏰ Backwardation

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📉 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 12 of results (avg 8.6%, best 6.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	45.20	48.40	$46.80	6.8%	--	0.96	72
$220.00	Jul 2	44.30	47.80	$46.05	7.6%	--	0.97	16
$230.00	Jul 31	37.10	40.20	$38.65	8.0%	--	0.87	43
$222.50	Jul 2	41.80	45.30	$43.55	8.0%	2	0.97	2
$227.50	Jul 10	37.40	40.70	$39.05	8.5%	2	0.94	--

PUTS (0)

No puts meet the criteria

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. 60 found (avg delta 0.77, highest 0.97)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 2	44.30	47.80	$46.05	7.6%	--	0.97	16
$222.50	Jul 2	41.80	45.30	$43.55	8.0%	2	0.97	2
$240.00	Jul 2	24.60	27.80	$26.20	12.2%	--	0.97	14
$250.00	Jul 2	14.80	17.30	$16.05	15.6%	--	0.96	134
$220.00	Jul 17	45.20	48.40	$46.80	6.8%	--	0.96	72

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	23.70	27.80	$25.75	15.9%	--	0.82	11
$290.00	Jul 31	27.20	30.20	$28.70	10.5%	--	0.76	12
$280.00	Jul 17	16.20	19.10	$17.65	16.4%	--	0.72	12
$270.00	Jul 2	4.40	7.20	$5.80	48.3%	--	0.69	148
$270.00	Jul 10	8.10	10.50	$9.30	25.8%	--	0.60	18

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 426, top 76)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 2	1.15	2.20	$1.68	62.5%	71	0.32	387
$275.00	Jul 2	0.10	1.00	$0.55	163.6%	50	0.14	489
$265.00	Jul 2	3.00	4.90	$3.95	48.1%	36	0.54	117
$272.50	Jul 10	3.90	4.70	$4.30	18.6%	8	0.36	36
$265.00	Jul 17	9.10	10.60	$9.85	15.2%	6	0.53	344

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 2	0.10	0.20	$0.15	66.7%	76	0.04	411
$255.00	Jul 2	0.30	0.80	$0.55	90.9%	58	0.12	485
$257.50	Jul 2	0.05	1.85	$0.95	189.5%	20	0.18	56
$260.00	Jul 2	0.20	2.00	$1.10	163.6%	16	0.23	170
$262.50	Jul 2	1.00	2.80	$1.90	94.7%	14	0.34	15

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 43 strikes (avg 93.7%, max 269.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 2	Jul 17	175.4%	52.1%	236.6%	--	88
$310.00	Jul 2	Jul 17	143.7%	46.0%	212.3%	--	77
$235.00	Jul 2	Jul 31	124.6%	43.7%	184.9%	--	22
$295.00	Jul 2	Jul 31	106.8%	41.6%	156.8%	--	125
$290.00	Jul 2	Jul 31	94.1%	41.6%	126.1%	5	583

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 2	Jul 24	175.4%	47.5%	269.1%	1	68
$215.00	Jul 2	Jul 31	193.2%	54.3%	255.9%	--	199
$225.00	Jul 2	Aug 7	157.7%	45.4%	247.3%	1	63
$235.00	Jul 2	Jul 24	124.6%	41.7%	199.0%	--	81
$232.50	Jul 2	Jul 17	131.5%	47.2%	178.8%	--	79

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 99 found (best R:R 49.00, avg 6.20)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$300.00	$305.00	Jul 17	$0.10	$4.90	$0.10	49.00	$300.10
$285.00	$290.00	Jul 10	$0.13	$4.87	$0.13	37.46	$285.13
$295.00	$300.00	Jul 10	$0.13	$4.87	$0.13	37.46	$295.13
$285.00	$290.00	Jul 17	$0.32	$4.68	$0.32	14.63	$285.32
$280.00	$282.50	Jul 2	$0.20	$2.30	$0.20	11.50	$280.20

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$230.00	$225.00	Jul 10	$0.17	$4.83	$0.17	28.41	$229.83
$225.00	$215.00	Jul 31	$0.40	$9.60	$0.40	24.00	$224.60
$247.50	$245.00	Jul 10	$0.13	$2.37	$0.13	18.23	$247.37
$260.00	$257.50	Jul 2	$0.15	$2.35	$0.15	15.67	$259.85
$240.00	$237.50	Jul 10	$0.15	$2.35	$0.15	15.67	$239.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 127 found (best R:R 19.00, avg 1.92)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$230.00	$240.00	Jul 10	$9.50	$9.50	$0.50	19.00	$239.50
$220.00	$230.00	Jul 17	$9.50	$9.50	$0.50	19.00	$229.50
$250.00	$252.50	Jul 2	$2.35	$2.35	$0.15	15.67	$252.35
$247.50	$250.00	Jul 17	$2.35	$2.35	$0.15	15.67	$249.85
$230.00	$240.00	Jul 17	$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	$8.10	$8.10	$1.90	4.26	$281.90
$290.00	$265.00	Jul 31	$16.10	$16.10	$8.90	1.81	$273.90
$280.00	$270.00	Jul 17	$6.35	$6.35	$3.65	1.74	$273.65
$270.00	$267.50	Jul 2	$1.55	$1.55	$0.95	1.63	$268.45
$270.00	$260.00	Jul 10	$5.30	$5.30	$4.70	1.13	$264.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $1.71, cheapest $0.07)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$305.00	Jul 10	Jul 17	$0.10	55.6%	42.9%
$295.00	Jul 2	Jul 10	$0.28	106.8%	45.6%
$300.00	Jul 10	Jul 17	$0.30	48.5%	40.2%
$310.00	Jul 2	Jul 17	$0.32	143.7%	46.0%
$242.50	Jul 2	Jul 10	$0.70	98.2%	45.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Jul 2	Jul 10	$0.07	193.2%	73.1%
$220.00	Jul 2	Jul 10	$0.10	175.4%	67.1%
$225.00	Jul 2	Jul 10	$0.15	157.7%	61.7%
$235.00	Jul 2	Jul 10	$0.30	124.6%	51.5%
$237.50	Jul 2	Jul 10	$0.33	115.8%	48.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 2.44% of stock, avg 8.80%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$267.50	Jul 2	$2.23	$4.25	$6.48	$261.02	$273.98	2.44%
$262.50	Jul 2	$5.10	$1.90	$7.00	$255.50	$269.50	2.64%
$265.00	Jul 2	$3.95	$3.15	$7.10	$257.90	$272.10	2.68%
$270.00	Jul 2	$1.68	$5.80	$7.48	$262.52	$277.48	2.82%
$260.00	Jul 2	$6.95	$1.10	$8.05	$251.95	$268.05	3.03%
$257.50	Jul 2	$9.00	$0.95	$9.95	$247.55	$267.45	3.75%
$255.00	Jul 2	$11.25	$0.55	$11.80	$243.20	$266.80	4.45%
$270.00	Jul 10	$4.80	$9.30	$14.10	$255.90	$284.10	5.31%
$260.00	Jul 10	$10.15	$4.00	$14.15	$245.85	$274.15	5.33%
$252.50	Jul 2	$13.70	$0.58	$14.28	$238.22	$266.78	5.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.41% of stock, avg 3.37%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$275.00	$255.00	Jul 2	$0.55	$0.55	$1.10	$253.90	$276.10
$277.50	$255.00	Jul 2	$0.53	$0.55	$1.08	$253.92	$278.58
$272.50	$255.00	Jul 2	$0.90	$0.55	$1.45	$253.55	$273.95
$277.50	$257.50	Jul 2	$0.53	$0.95	$1.48	$256.02	$278.98
$275.00	$257.50	Jul 2	$0.55	$0.95	$1.50	$256.00	$276.50
$277.50	$260.00	Jul 2	$0.53	$1.10	$1.63	$258.37	$279.13
$275.00	$260.00	Jul 2	$0.55	$1.10	$1.65	$258.35	$276.65
$272.50	$257.50	Jul 2	$0.90	$0.95	$1.85	$255.65	$274.35
$272.50	$260.00	Jul 2	$0.90	$1.10	$2.00	$258.00	$274.50
$270.00	$255.00	Jul 2	$1.68	$0.55	$2.23	$252.77	$272.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 179 found (best R:R 22.26, avg credit $3.14)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
222/225	230/240	Jul 17	$9.57	$0.43	22.26	$215.43	$239.57
220/222	230/240	Jul 17	$9.55	$0.45	21.22	$212.95	$239.55
232/235	252/255	Jul 17	$2.38	$0.12	19.83	$232.62	$254.88
238/240	252/255	Jul 17	$2.38	$0.12	19.83	$237.62	$254.88
242/245	255/258	Jul 10	$2.37	$0.13	18.23	$242.63	$257.37
248/250	252/255	Jul 10	$2.37	$0.13	18.23	$247.63	$254.87
235/238	252/255	Jul 17	$2.37	$0.13	18.23	$235.13	$254.87
220/225	230/240	Jul 24	$9.30	$0.70	13.29	$215.70	$239.30
222/225	252/255	Jul 17	$2.32	$0.18	12.89	$222.68	$254.82
220/222	252/255	Jul 17	$2.30	$0.20	11.50	$220.20	$254.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$300.00	$305.00	$310.00	Jul 17	$0.05	$4.95	99.00
$280.00	$285.00	$290.00	Jul 31	$0.05	$4.95	99.00
$220.00	$230.00	$240.00	Jul 17	$0.15	$9.85	65.67
$305.00	$310.00	$315.00	Jul 17	$0.08	$4.92	61.50
$255.00	$260.00	$265.00	Jul 31	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$235.00	$240.00	$245.00	Jul 24	$0.08	$4.92	61.50
$220.00	$225.00	$230.00	Jul 10	$0.12	$4.88	40.67
$237.50	$240.00	$242.50	Jul 17	$0.07	$2.43	34.71
$245.00	$247.50	$250.00	Jul 17	$0.09	$2.41	26.78
$240.00	$242.50	$245.00	Jul 17	$0.10	$2.40	24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 103 found (best net $-0.31, 95 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$310.00	1:2	Jul 2	-$0.31	$14.69
$295.00	$300.00	1:2	Jul 17	$0.00	$5.00
$290.00	$295.00	1:2	Jul 10	-$0.01	$4.99
$290.00	$295.00	1:2	Jul 2	-$0.32	$4.68
$285.00	$290.00	1:2	Jul 2	-$0.36	$4.64

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$225.00	$215.00	1:2	Jul 31	-$1.18	$8.82
$280.00	$270.00	1:2	Jul 17	-$4.95	$5.05
$230.00	$225.00	1:2	Jul 10	-$0.31	$4.69
$225.00	$220.00	1:2	Jul 2	-$0.33	$4.67
$220.00	$215.00	1:2	Jul 10	-$0.37	$4.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 3.54%, avg 1.05%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$270.00	Jul 31	$9.40	0.46	1.7%	3.54%	5.27%	--	28
$270.00	Jul 24	$7.30	0.45	1.7%	2.75%	4.48%	--	114
$275.00	Jul 31	$7.20	0.40	3.6%	2.71%	6.33%	--	310
$270.00	Jul 17	$5.70	0.44	1.7%	2.15%	3.88%	6	1.4K
$280.00	Jul 31	$5.40	0.34	5.5%	2.03%	7.53%	1	8
$275.00	Jul 24	$5.10	0.38	3.6%	1.92%	5.53%	--	192
$275.00	Jul 17	$5.00	0.36	3.6%	1.88%	5.50%	6	508
$272.50	Jul 10	$3.90	0.36	2.7%	1.47%	4.14%	8	36
$285.00	Jul 31	$3.90	0.29	7.4%	1.47%	8.85%	--	24
$270.00	Jul 10	$3.60	0.40	1.7%	1.36%	3.09%	3	96

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 238

Total Puts 244

Put/Call Ratio 1.03

Net Difference -6

Prior's Put/Call Breakdown

Total Calls 246

Total Puts 275

Put/Call Ratio 1.12

Net Difference -29

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

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📈 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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