VLO - Options Database

VLO

VALERO ENERGY CORP N

$266.67 +2.39%

(7/1 11:00) ◀

Wednesday, July 1, 2026 (12:00pm)

▶ (7/1 13:00)

◀ 7/1 12:00 ▶

Option Volume

Detail

ℹ

Current (07/01 12:00pm) 2,755

Calls: 1,476 (54%)

Puts: 1,279 (46%)

Prior (06/30) 1,796

Calls: 1,119 (62%)

Puts: 677 (38%)

Current vs Prior +53.40%

Calls: +31.90% (Calls)

Puts: +88.92% (Puts)

Prior 7-Day Total 36,084

Calls: 21,020 (58%)

Puts: 15,064 (42%)

Prior 7-Day Average 5,154

Calls: 3,002 (58%)

Puts: 2,152 (42%)

Current vs Prior 7-Day Avg -46.56%

Calls: -50.85%

Puts: -40.57%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/01 12:00pm) $1.68M

Calls: $1.13M (68%)

Puts: $543.6K (32%)

Prior (06/30) $1.66M

Calls: $1.16M (70%)

Puts: $496.4K (30%)

Current vs Prior +1.02%

Calls: -2.60%

Puts: +9.51%

Prior 7-Day Total $33.77M

Calls: $25.09M (74%)

Puts: $8.68M (26%)

Prior 7-Day Average $4.82M

Calls: $3.58M (74%)

Puts: $1.24M (26%)

Current vs Prior 7-Day Avg -65.21%

Calls: -68.35%

Puts: -56.13%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/01 12:00pm) 0.87

Prior (06/30) 0.60

Current vs Prior +43.23%

Prior 7-Day Average 0.72

Current vs Prior 7-Day Avg +19.79%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/01 12:00pm) 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 610,852

Calls: 344,130 (56%)

Puts: 266,722 (44%)

Prior 7-Day Average 87,264

Calls: 49,161 (56%)

Puts: 38,103 (44%)

Current vs Prior 7-Day Avg +7.65%

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 5.49% | 7.87%5.49% | 7.87%7.87% | 14.21%

Prior 3.30% | 5.74%-- | ---- | --

Current vs Prior -18.23% | -4.30%-- | ---- | --

Prior 7-Day Avg 4.00% | 6.09%-- | ---- | --

Current vs 7-Day Avg -32.46% | -9.83%-- | ---- | --

Prior 7-Day Eod 3.30% | 5.74%-- | ---- | --

Current vs 7-Day Eod -18.23% | -4.30%-- | ---- | --

Sentiment BULLISH----

Relative Spread

Detail

ℹ

Expiry | Next

Current 19.54% | 13.08%

Calls: 18.18% | 9.27%

Puts: 20.90% | 16.90%

Prior 13.87% | 10.07%

Calls: 12.99% | 11.11%

Puts: 14.74% | 9.03%

Current vs Prior +40.88% | +29.89%

Prior 7-Day Avg 28.86% | 18.07%

Calls: 29.29% | 19.27%

Puts: 28.43% | 16.87%

Current vs 7-Day Avg -32.29% | -27.62%

Liquidity Expensive

Add Card

🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($1.13M). Above-average activity with volume up 53% vs prior. P/C ratio rising 43% - increased hedging/bearish positioning.

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 NEUTRAL

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

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	NEUTRAL	MIXED
10:00	BULLISH	NEUTRAL	MIXED

📈 Options Analysis

🎯 Tightest Spreads

💰 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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 28 of results (avg 8.1%, best 5.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 24	14.20	15.00	$14.60	5.5%	1	0.62	87
$220.00	Jul 17	45.40	48.30	$46.85	6.2%	--	1.00	72
$222.50	Jul 2	42.20	44.90	$43.55	6.2%	2	0.97	2
$220.00	Jul 2	44.70	47.70	$46.20	6.5%	--	0.97	16
$227.50	Jul 10	37.60	40.20	$38.90	6.7%	2	0.97	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Jul 17	16.50	17.90	$17.20	8.1%	--	0.71	12
$265.00	Jul 24	9.20	10.00	$9.60	8.3%	--	0.46	29
$265.00	Jul 31	11.40	12.40	$11.90	8.4%	--	0.47	19
$260.00	Jul 24	7.10	7.80	$7.45	9.4%	--	0.38	10
$290.00	Jul 17	24.20	26.60	$25.40	9.4%	--	0.83	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. 61 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	45.40	48.30	$46.85	6.2%	--	1.00	72
$240.00	Jul 2	24.70	27.20	$25.95	9.6%	--	0.99	14
$245.00	Jul 2	19.80	22.40	$21.10	12.3%	--	0.98	36
$250.00	Jul 2	14.80	17.70	$16.25	17.8%	--	0.97	134
$220.00	Jul 2	44.70	47.70	$46.20	6.5%	--	0.97	16

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	24.20	26.60	$25.40	9.4%	--	0.83	11
$290.00	Jul 31	26.90	30.00	$28.45	10.9%	--	0.74	12
$280.00	Jul 17	16.50	17.90	$17.20	8.1%	--	0.71	12
$270.00	Jul 2	4.60	5.30	$4.95	14.1%	--	0.67	148
$270.00	Jul 10	7.80	9.10	$8.45	15.4%	--	0.57	18

Most actively traded options today. High liquidity = easy entry/exit. 90 active (total vol 2.4K, top 468)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$267.50	Jul 10	5.90	6.80	$6.35	14.2%	468	0.49	4
$275.00	Jul 2	0.40	0.60	$0.50	40.0%	104	0.14	489
$270.00	Jul 2	1.35	1.90	$1.63	33.7%	86	0.33	387
$265.00	Jul 10	7.20	7.90	$7.55	9.3%	85	0.55	48
$265.00	Jul 2	3.50	4.20	$3.85	18.2%	81	0.59	117

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$265.00	Jul 10	5.50	6.50	$6.00	16.7%	304	0.45	8
$250.00	Jul 2	0.05	0.15	$0.10	100.0%	192	0.03	411
$250.00	Jul 17	2.65	3.20	$2.93	18.8%	164	0.22	245
$260.00	Jul 10	3.50	4.40	$3.95	22.8%	93	0.34	79
$255.00	Jul 2	0.15	0.50	$0.33	106.1%	83	0.08	485

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 88.6%, max 315.0%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 2	Jul 17	184.1%	50.0%	268.2%	--	88
$235.00	Jul 2	Jul 31	129.8%	46.2%	181.2%	--	22
$295.00	Jul 2	Jul 31	106.1%	41.8%	153.6%	10	125
$310.00	Jul 2	Jul 17	116.7%	46.5%	151.1%	--	77
$315.00	Jul 2	Jul 17	112.0%	49.8%	124.8%	1	27

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$215.00	Jul 2	Jul 31	202.5%	48.8%	315.0%	1	199
$220.00	Jul 2	Jul 24	184.1%	44.4%	314.1%	1	68
$225.00	Jul 2	Aug 7	165.8%	47.9%	246.2%	1	63
$235.00	Jul 2	Jul 24	129.8%	43.2%	200.7%	--	81
$232.50	Jul 2	Jul 17	138.8%	48.7%	185.2%	1	79

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 109 found (best R:R 59.00, avg 5.33)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$295.00	$310.00	Jul 2	$0.25	$14.75	$0.25	59.00	$295.25
$300.00	$305.00	Jul 17	$0.28	$4.72	$0.28	16.86	$300.28
$277.50	$280.00	Jul 2	$0.20	$2.30	$0.20	11.50	$277.70
$290.00	$295.00	Jul 10	$0.42	$4.58	$0.42	10.90	$290.42
$290.00	$295.00	Jul 17	$0.45	$4.55	$0.45	10.11	$290.45

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$235.00	$230.00	Jul 24	$0.15	$4.85	$0.15	32.33	$234.85
$237.50	$235.00	Jul 17	$0.10	$2.40	$0.10	24.00	$237.40
$245.00	$242.50	Jul 17	$0.10	$2.40	$0.10	24.00	$244.90
$255.00	$252.50	Jul 2	$0.11	$2.39	$0.11	21.73	$254.89
$252.50	$250.00	Jul 2	$0.12	$2.38	$0.12	19.83	$252.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 133 found (best R:R 65.67, avg 2.46)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$220.00	$230.00	Jul 17	$9.85	$9.85	$0.15	65.67	$229.85
$245.00	$250.00	Jul 2	$4.85	$4.85	$0.15	32.33	$249.85
$240.00	$242.50	Jul 2	$2.40	$2.40	$0.10	24.00	$242.40
$230.00	$240.00	Jul 10	$9.55	$9.55	$0.45	21.22	$239.55
$240.00	$242.50	Jul 17	$2.35	$2.35	$0.15	15.67	$242.35

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$290.00	$280.00	Jul 17	$8.20	$8.20	$1.80	4.56	$281.80
$290.00	$265.00	Jul 31	$16.55	$16.55	$8.45	1.96	$273.45
$270.00	$267.50	Jul 2	$1.60	$1.60	$0.90	1.78	$268.40
$280.00	$270.00	Jul 17	$6.25	$6.25	$3.75	1.67	$273.75
$270.00	$265.00	Jul 24	$2.80	$2.80	$2.20	1.27	$267.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $1.81, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$295.00	Jul 2	Jul 10	$0.10	106.1%	40.3%
$305.00	Jul 10	Jul 17	$0.40	47.2%	42.3%
$290.00	Jul 2	Jul 10	$0.50	93.1%	41.4%
$230.00	Jul 10	Jul 17	$0.60	52.0%	43.9%
$300.00	Jul 10	Jul 17	$0.63	43.7%	41.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Jul 2	Jul 10	$0.12	202.5%	76.7%
$220.00	Jul 2	Jul 10	$0.12	184.1%	69.8%
$225.00	Jul 2	Jul 10	$0.15	165.8%	63.6%
$230.00	Jul 2	Jul 10	$0.15	129.5%	52.0%
$237.50	Jul 2	Jul 10	$0.30	120.8%	49.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 2.20% of stock, avg 8.50%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$267.50	Jul 2	$2.53	$3.35	$5.88	$261.62	$273.38	2.20%
$265.00	Jul 2	$3.85	$2.20	$6.05	$258.95	$271.05	2.27%
$270.00	Jul 2	$1.63	$4.95	$6.58	$263.42	$276.58	2.47%
$262.50	Jul 2	$5.50	$1.30	$6.80	$255.70	$269.30	2.55%
$260.00	Jul 2	$6.70	$0.80	$7.50	$252.50	$267.50	2.81%
$257.50	Jul 2	$8.90	$0.45	$9.35	$248.15	$266.85	3.51%
$255.00	Jul 2	$11.75	$0.33	$12.08	$242.92	$267.08	4.53%
$267.50	Jul 10	$6.35	$7.10	$13.45	$254.05	$280.95	5.04%
$265.00	Jul 10	$7.55	$6.00	$13.55	$251.45	$278.55	5.08%
$270.00	Jul 10	$5.10	$8.45	$13.55	$256.45	$283.55	5.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.31% of stock, avg 3.51%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$275.00	$255.00	Jul 2	$0.50	$0.33	$0.83	$254.17	$275.83
$277.50	$255.00	Jul 2	$0.53	$0.33	$0.86	$254.14	$278.36
$275.00	$257.50	Jul 2	$0.50	$0.45	$0.95	$256.55	$275.95
$277.50	$257.50	Jul 2	$0.53	$0.45	$0.98	$256.52	$278.48
$272.50	$255.00	Jul 2	$0.95	$0.33	$1.28	$253.72	$273.78
$275.00	$260.00	Jul 2	$0.50	$0.80	$1.30	$258.70	$276.30
$277.50	$260.00	Jul 2	$0.53	$0.80	$1.33	$258.67	$278.83
$272.50	$257.50	Jul 2	$0.95	$0.45	$1.40	$256.10	$273.90
$272.50	$260.00	Jul 2	$0.95	$0.80	$1.75	$258.25	$274.25
$275.00	$262.50	Jul 2	$0.50	$1.30	$1.80	$260.70	$276.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 168 found (best R:R 40.67, avg credit $3.20)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
225/230	240/245	Jul 31	$4.88	$0.12	40.67	$225.12	$244.88
260/265	275/280	Jul 31	$4.85	$0.15	32.33	$260.15	$279.85
255/258	260/262	Jul 10	$2.40	$0.10	24.00	$255.10	$262.40
222/225	230/240	Jul 17	$9.55	$0.45	21.22	$215.45	$239.55
220/225	230/240	Jul 24	$9.52	$0.48	19.83	$215.48	$239.52
245/250	255/260	Jul 31	$4.75	$0.25	19.00	$245.25	$259.75
222/225	242/248	Jul 17	$4.70	$0.30	15.67	$220.30	$247.20
230/232	242/248	Jul 17	$4.70	$0.30	15.67	$227.80	$247.20
235/238	245/250	Jul 10	$4.68	$0.32	14.62	$232.82	$249.68
245/248	252/255	Jul 2	$2.30	$0.20	11.50	$245.20	$254.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 80 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$280.00	$285.00	$290.00	Jul 24	$0.10	$4.90	49.00
$275.00	$277.50	$280.00	Jul 10	$0.06	$2.44	40.67
$285.00	$290.00	$295.00	Jul 10	$0.16	$4.84	30.25
$237.50	$240.00	$242.50	Jul 2	$0.10	$2.40	24.00
$240.00	$242.50	$245.00	Jul 10	$0.10	$2.40	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$250.00	$255.00	$260.00	Aug 7	$0.05	$4.95	99.00
$235.00	$240.00	$245.00	Jul 24	$0.12	$4.88	40.67
$260.00	$265.00	$270.00	Jul 17	$0.15	$4.85	32.33
$225.00	$230.00	$235.00	Jul 10	$0.18	$4.82	26.78
$255.00	$257.50	$260.00	Jul 10	$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. 107 found (best net $-0.46, 95 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$305.00	1:2	Jul 24	-$0.28	$9.72
$290.00	$295.00	1:2	Jul 10	-$0.01	$4.99
$300.00	$305.00	1:2	Jul 10	-$0.25	$4.75
$285.00	$290.00	1:2	Jul 10	-$0.27	$4.73
$295.00	$300.00	1:2	Jul 10	-$0.27	$4.73

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$245.00	$230.00	1:2	Jul 31	-$0.46	$14.54
$225.00	$215.00	1:2	Jul 31	-$0.35	$9.65
$260.00	$250.00	1:2	Jul 31	-$2.20	$7.80
$280.00	$270.00	1:2	Jul 17	-$4.70	$5.30
$235.00	$230.00	1:2	Jul 10	-$0.30	$4.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 4.05%, avg 1.27%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$270.00	Jul 31	$10.80	0.48	1.2%	4.05%	5.30%	--	28
$270.00	Jul 24	$8.90	0.47	1.2%	3.34%	4.59%	5	114
$275.00	Jul 31	$8.90	0.42	3.1%	3.34%	6.46%	--	310
$270.00	Jul 17	$7.30	0.46	1.2%	2.74%	3.99%	11	1.4K
$275.00	Jul 24	$6.90	0.40	3.1%	2.59%	5.71%	--	192
$267.50	Jul 10	$5.90	0.49	0.3%	2.21%	2.52%	468	4
$280.00	Jul 31	$5.60	0.35	5.0%	2.10%	7.10%	1	8
$275.00	Jul 17	$5.30	0.37	3.1%	1.99%	5.11%	7	508
$280.00	Jul 24	$4.80	0.33	5.0%	1.80%	6.80%	--	10
$270.00	Jul 10	$4.70	0.43	1.2%	1.76%	3.01%	44	96

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,476

Total Puts 1,279

Put/Call Ratio 0.87

Net Difference 197

Prior's Put/Call Breakdown

Total Calls 1,119

Total Puts 677

Put/Call Ratio 0.60

Net Difference 442

Prior 7-Day Put/Call Summary

Total Calls 21,020

Total Puts 15,064

Average Put/Call Ratio 0.72

Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date	Calls	Puts	Ratio	Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
Loading data...

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

Add Card