VLO - Options Database

VLO

VALERO ENERGY CORP N

$266.61 +2.37%

(7/1 12:00) ◀

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

▶ (7/1 14:00)

◀ 7/1 13:00 ▶

Option Volume

Detail

ℹ

Current (07/01 1:00pm) 3,233

Calls: 1,795 (56%)

Puts: 1,438 (44%)

Prior (06/30) 2,381

Calls: 1,539 (65%)

Puts: 842 (35%)

Current vs Prior +35.78%

Calls: +16.63% (Calls)

Puts: +70.78% (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 -37.28%

Calls: -40.22%

Puts: -33.18%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/01 1:00pm) $2.02M

Calls: $1.46M (72%)

Puts: $560.6K (28%)

Prior (06/30) $2.41M

Calls: $1.71M (71%)

Puts: $694.8K (29%)

Current vs Prior -16.25%

Calls: -15.00%

Puts: -19.32%

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 -58.20%

Calls: -59.39%

Puts: -54.77%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/01 1:00pm) 0.80

Prior (06/30) 0.55

Current vs Prior +46.43%

Prior 7-Day Average 0.72

Current vs Prior 7-Day Avg +10.75%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/01 1:00pm) 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 5.38% | 7.76%5.38% | 7.76%7.76% | 14.01%

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

Current vs Prior -18.22% | -6.23%-- | ---- | --

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

Current vs 7-Day Avg -32.45% | -11.66%-- | ---- | --

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

Current vs 7-Day Eod -18.22% | -6.23%-- | ---- | --

Sentiment BULLISH----

Relative Spread

Detail

ℹ

Expiry | Next

Current 16.78% | 11.84%

Calls: 15.38% | 11.92%

Puts: 18.18% | 11.76%

Prior 13.87% | 10.07%

Calls: 12.99% | 11.11%

Puts: 14.74% | 9.03%

Current vs Prior +20.98% | +17.58%

Prior 7-Day Avg 28.86% | 18.07%

Calls: 29.29% | 19.27%

Puts: 28.43% | 16.87%

Current vs 7-Day Avg -41.86% | -34.48%

Liquidity Expensive

Add Card

🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($1.46M). P/C ratio rising 46% - 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 BULLISH

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
12:00	BULLISH	BULLISH	BULLISH
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 35 of results (avg 7.9%, best 5.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	46.40	48.80	$47.60	5.0%	--	0.97	72
$230.00	Jul 10	36.60	38.60	$37.60	5.3%	--	0.97	10
$220.00	Jul 2	45.70	48.20	$46.95	5.3%	--	0.97	16
$222.50	Jul 2	43.20	45.70	$44.45	5.6%	2	0.97	2
$265.00	Jul 17	9.80	10.40	$10.10	5.9%	15	0.55	344

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 17	10.30	10.90	$10.60	5.7%	--	0.54	72
$270.00	Jul 24	11.70	12.50	$12.10	6.6%	--	0.53	65
$280.00	Jul 17	16.20	17.50	$16.85	7.7%	--	0.70	12
$265.00	Jul 24	9.10	9.90	$9.50	8.4%	--	0.46	29
$265.00	Jul 31	11.30	12.30	$11.80	8.5%	--	0.46	19

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 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Jul 2	25.70	28.70	$27.20	11.0%	--	0.99	14
$245.00	Jul 2	20.80	23.70	$22.25	13.0%	--	0.98	36
$230.00	Jul 10	36.60	38.60	$37.60	5.3%	--	0.97	10
$250.00	Jul 2	16.00	18.40	$17.20	14.0%	--	0.97	134
$220.00	Jul 2	45.70	48.20	$46.95	5.3%	--	0.97	16

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	23.80	26.30	$25.05	10.0%	--	0.82	11
$290.00	Jul 31	26.30	29.00	$27.65	9.8%	--	0.74	12
$280.00	Jul 17	16.20	17.50	$16.85	7.7%	--	0.70	12
$270.00	Jul 2	4.50	5.20	$4.85	14.4%	7	0.67	148
$270.00	Jul 10	7.80	8.70	$8.25	10.9%	--	0.57	18

Most actively traded options today. High liquidity = easy entry/exit. 104 active (total vol 2.5K, top 468)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$267.50	Jul 10	5.80	6.70	$6.25	14.4%	468	0.49	4
$275.00	Jul 2	0.45	0.75	$0.60	50.0%	109	0.15	489
$265.00	Jul 2	3.60	4.20	$3.90	15.4%	88	0.60	117
$270.00	Jul 2	1.35	1.90	$1.63	33.7%	87	0.34	387
$265.00	Jul 10	7.10	8.00	$7.55	11.9%	86	0.55	48

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$265.00	Jul 10	5.20	6.00	$5.60	14.3%	304	0.45	8
$250.00	Jul 2	0.05	0.15	$0.10	100.0%	192	0.03	411
$250.00	Jul 17	2.45	2.95	$2.70	18.5%	164	0.21	245
$260.00	Jul 10	3.20	4.00	$3.60	22.2%	98	0.33	79
$255.00	Jul 2	0.15	0.35	$0.25	80.0%	83	0.07	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 89.0%, max 322.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 2	Jul 17	187.6%	50.5%	271.9%	--	88
$235.00	Jul 2	Jul 31	132.4%	46.1%	187.5%	--	22
$295.00	Jul 2	Jul 31	107.8%	41.2%	161.9%	10	125
$310.00	Jul 2	Jul 17	118.6%	46.1%	157.5%	--	77
$315.00	Jul 2	Jul 17	113.8%	49.4%	130.3%	1	27

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 2	Jul 24	187.6%	44.5%	322.1%	1	68
$215.00	Jul 2	Jul 31	206.4%	48.9%	321.9%	1	199
$235.00	Jul 2	Jul 24	132.4%	43.0%	208.2%	--	81
$232.50	Jul 2	Jul 17	141.5%	48.6%	191.1%	1	79
$237.50	Jul 2	Jul 17	123.3%	43.1%	186.1%	2	267

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 103 found (best R:R 59.00, avg 6.34)

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
$295.00	$300.00	Jul 10	$0.10	$4.90	$0.10	49.00	$295.10
$295.00	$305.00	Jul 24	$0.55	$9.45	$0.55	17.18	$295.55
$300.00	$305.00	Jul 17	$0.28	$4.72	$0.28	16.86	$300.28
$285.00	$290.00	Jul 10	$0.32	$4.68	$0.32	14.63	$285.32

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$235.00	$230.00	Jul 24	$0.18	$4.82	$0.18	26.78	$234.82
$252.50	$250.00	Jul 2	$0.10	$2.40	$0.10	24.00	$252.40
$235.00	$230.00	Jul 10	$0.21	$4.79	$0.21	22.81	$234.79
$222.50	$220.00	Jul 17	$0.13	$2.37	$0.13	18.23	$222.37
$242.50	$240.00	Jul 2	$0.15	$2.35	$0.15	15.67	$242.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 135 found (best R:R 61.50, avg 2.43)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$222.50	$235.00	Jul 2	$12.30	$12.30	$0.20	61.50	$234.80
$220.00	$230.00	Jul 17	$9.70	$9.70	$0.30	32.33	$229.70
$255.00	$257.50	Jul 2	$2.35	$2.35	$0.15	15.67	$257.35
$240.00	$242.50	Jul 10	$2.35	$2.35	$0.15	15.67	$242.35
$230.00	$240.00	Jul 17	$9.05	$9.05	$0.95	9.53	$239.05

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	$15.85	$15.85	$9.15	1.73	$274.15
$280.00	$270.00	Jul 17	$6.25	$6.25	$3.75	1.67	$273.75
$270.00	$267.50	Jul 2	$1.55	$1.55	$0.95	1.63	$268.45
$270.00	$267.50	Jul 10	$1.45	$1.45	$1.05	1.38	$268.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $1.65, cheapest $0.07)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$295.00	Jul 2	Jul 10	$0.12	107.8%	40.6%
$242.50	Jul 2	Jul 10	$0.20	95.6%	40.2%
$230.00	Jul 10	Jul 17	$0.30	49.7%	44.8%
$305.00	Jul 10	Jul 17	$0.35	48.4%	41.9%
$240.00	Jul 2	Jul 10	$0.40	84.1%	43.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$230.00	Jul 2	Jul 10	$0.07	132.1%	49.7%
$235.00	Jul 2	Jul 10	$0.10	132.4%	49.2%
$215.00	Jul 2	Jul 10	$0.12	206.4%	77.1%
$220.00	Jul 2	Jul 10	$0.12	187.6%	70.2%
$225.00	Jul 2	Jul 10	$0.13	128.0%	53.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 2.19% of stock, avg 8.65%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$267.50	Jul 2	$2.55	$3.30	$5.85	$261.65	$273.35	2.19%
$265.00	Jul 2	$3.90	$2.08	$5.98	$259.02	$270.98	2.24%
$270.00	Jul 2	$1.63	$4.85	$6.48	$263.52	$276.48	2.43%
$262.50	Jul 2	$5.90	$1.20	$7.10	$255.40	$269.60	2.66%
$260.00	Jul 2	$7.65	$0.65	$8.30	$251.70	$268.30	3.11%
$257.50	Jul 2	$9.90	$0.40	$10.30	$247.20	$267.80	3.86%
$255.00	Jul 2	$12.25	$0.25	$12.50	$242.50	$267.50	4.69%
$267.50	Jul 10	$6.25	$6.80	$13.05	$254.45	$280.55	4.89%
$265.00	Jul 10	$7.55	$5.60	$13.15	$251.85	$278.15	4.93%
$262.50	Jul 10	$8.90	$4.50	$13.40	$249.10	$275.90	5.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.29% of stock, avg 3.55%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$277.50	$255.00	Jul 2	$0.53	$0.25	$0.78	$254.22	$278.28
$275.00	$255.00	Jul 2	$0.60	$0.25	$0.85	$254.15	$275.85
$277.50	$257.50	Jul 2	$0.53	$0.40	$0.93	$256.57	$278.43
$275.00	$257.50	Jul 2	$0.60	$0.40	$1.00	$256.50	$276.00
$277.50	$260.00	Jul 2	$0.53	$0.65	$1.18	$258.82	$278.68
$272.50	$255.00	Jul 2	$1.00	$0.25	$1.25	$253.75	$273.75
$275.00	$260.00	Jul 2	$0.60	$0.65	$1.25	$258.75	$276.25
$272.50	$257.50	Jul 2	$1.00	$0.40	$1.40	$256.10	$273.90
$272.50	$260.00	Jul 2	$1.00	$0.65	$1.65	$258.35	$274.15
$277.50	$262.50	Jul 2	$0.53	$1.20	$1.73	$260.77	$279.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 182 found (best R:R 24.00, avg credit $3.27)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
255/258	260/262	Jul 10	$2.40	$0.10	24.00	$255.10	$262.40
222/225	240/242	Jul 17	$2.40	$0.10	24.00	$222.60	$242.40
220/225	230/240	Jul 24	$9.57	$0.43	22.26	$215.43	$239.57
220/222	240/242	Jul 17	$2.38	$0.12	19.83	$220.12	$242.38
252/255	258/260	Jul 17	$2.35	$0.15	15.67	$252.65	$259.85
230/232	240/242	Jul 2	$2.33	$0.17	13.71	$230.17	$242.33
230/235	245/250	Jul 10	$4.66	$0.34	13.71	$230.34	$249.66
248/250	258/260	Jul 10	$2.33	$0.17	13.71	$247.67	$259.83
235/238	248/250	Jul 17	$2.33	$0.17	13.71	$235.17	$249.83
238/240	242/245	Jul 10	$2.32	$0.18	12.89	$237.68	$244.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 92 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$252.50	$255.00	$257.50	Jul 2	$0.05	$2.45	49.00
$262.50	$265.00	$267.50	Jul 10	$0.05	$2.45	49.00
$295.00	$300.00	$305.00	Jul 10	$0.10	$4.90	49.00
$270.00	$275.00	$280.00	Jul 31	$0.10	$4.90	49.00
$237.50	$240.00	$242.50	Jul 2	$0.10	$2.40	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$225.00	$230.00	$235.00	Jul 10	$0.17	$4.83	28.41
$235.00	$240.00	$245.00	Jul 24	$0.18	$4.82	26.78
$252.50	$255.00	$257.50	Jul 2	$0.10	$2.40	24.00
$255.00	$257.50	$260.00	Jul 2	$0.10	$2.40	24.00
$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 $-0.35, 96 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$305.00	1:2	Jul 24	-$1.28	$8.72
$295.00	$300.00	1:2	Jul 10	-$0.25	$4.75
$295.00	$300.00	1:2	Jul 17	-$0.26	$4.74
$290.00	$295.00	1:2	Jul 2	-$0.31	$4.69
$285.00	$290.00	1:2	Jul 2	-$0.32	$4.68

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$225.00	$215.00	1:2	Jul 31	-$0.35	$9.65
$260.00	$250.00	1:2	Jul 31	-$2.10	$7.90
$280.00	$270.00	1:2	Jul 17	-$4.35	$5.65
$235.00	$230.00	1:2	Jul 10	-$0.01	$4.99
$230.00	$225.00	1:2	Jul 10	-$0.14	$4.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 4.16%, avg 1.34%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$270.00	Jul 31	$11.10	0.48	1.3%	4.16%	5.43%	--	28
$270.00	Jul 24	$9.00	0.47	1.3%	3.38%	4.65%	5	114
$275.00	Jul 31	$8.80	0.42	3.1%	3.30%	6.45%	--	310
$280.00	Aug 7	$8.00	0.38	5.0%	3.00%	8.02%	1	--
$270.00	Jul 17	$7.40	0.46	1.3%	2.78%	4.05%	11	1.4K
$275.00	Jul 24	$6.90	0.40	3.1%	2.59%	5.73%	--	192
$280.00	Jul 31	$6.00	0.35	5.0%	2.25%	7.27%	1	8
$267.50	Jul 10	$5.80	0.49	0.3%	2.18%	2.51%	468	4
$275.00	Jul 17	$5.50	0.38	3.1%	2.06%	5.21%	7	508
$280.00	Jul 24	$4.90	0.33	5.0%	1.84%	6.86%	--	10

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 1,795

Total Puts 1,438

Put/Call Ratio 0.80

Net Difference 357

Prior's Put/Call Breakdown

Total Calls 1,539

Total Puts 842

Put/Call Ratio 0.55

Net Difference 697

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