VLO - Options Database

VLO

VALERO ENERGY CORP N

$266.62 +2.37%

(7/1 13:00) ◀

Wednesday, July 1, 2026 (2:00pm)

▶ (7/1 15:00)

◀ 7/1 14:00 ▶

Option Volume

Detail

ℹ

Current (07/01 2:00pm) 3,785

Calls: 2,019 (53%)

Puts: 1,766 (47%)

Prior (06/30) 2,835

Calls: 1,756 (62%)

Puts: 1,079 (38%)

Current vs Prior +33.51%

Calls: +14.98% (Calls)

Puts: +63.67% (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 -26.57%

Calls: -32.76%

Puts: -17.94%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/01 2:00pm) $2.48M

Calls: $1.66M (67%)

Puts: $818.5K (33%)

Prior (06/30) $2.57M

Calls: $1.77M (69%)

Puts: $800.8K (31%)

Current vs Prior -3.72%

Calls: -6.39%

Puts: +2.20%

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 -48.69%

Calls: -53.78%

Puts: -33.96%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/01 2:00pm) 0.87

Prior (06/30) 0.61

Current vs Prior +42.35%

Prior 7-Day Average 0.72

Current vs Prior 7-Day Avg +20.92%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/01 2:00pm) 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 5.34% | 7.71%5.34% | 7.71%7.71% | 14.08%

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

Current vs Prior -23.90% | -6.89%-- | ---- | --

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

Current vs 7-Day Avg -37.14% | -12.28%-- | ---- | --

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

Current vs 7-Day Eod -23.90% | -6.89%-- | ---- | --

Sentiment BULLISH----

Relative Spread

Detail

ℹ

Expiry | Next

Current 26.80% | 11.92%

Calls: 27.78% | 12.08%

Puts: 25.81% | 11.76%

Prior 13.87% | 10.07%

Calls: 12.99% | 11.11%

Puts: 14.74% | 9.03%

Current vs Prior +93.22% | +18.37%

Prior 7-Day Avg 28.86% | 18.07%

Calls: 29.29% | 19.27%

Puts: 28.43% | 16.87%

Current vs 7-Day Avg -7.14% | -34.04%

Liquidity Expensive

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Moderately bullish flow with 67% call dollar volume ($1.66M). P/C ratio rising 42% - 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
13:00	BULLISH	BULLISH	BULLISH
12:00	BULLISH	BULLISH	BULLISH
11:00	BULLISH	NEUTRAL	MIXED
10:00	BULLISH	NEUTRAL	MIXED

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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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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 42 of results (avg 7.5%, best 2.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 2	45.70	48.10	$46.90	5.1%	--	0.97	16
$260.00	Jul 24	14.00	14.80	$14.40	5.6%	1	0.62	87
$220.00	Jul 17	46.30	49.00	$47.65	5.7%	--	0.97	72
$222.50	Jul 2	43.10	45.70	$44.40	5.9%	2	0.97	2
$247.50	Jul 17	21.00	22.30	$21.65	6.0%	--	0.82	44

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Jul 17	16.80	17.30	$17.05	2.9%	78	0.70	12
$270.00	Jul 31	14.00	14.80	$14.40	5.6%	42	0.52	4
$270.00	Jul 24	11.70	12.40	$12.05	5.8%	--	0.53	65
$270.00	Jul 17	10.30	11.00	$10.65	6.6%	--	0.54	72
$265.00	Jul 31	11.40	12.20	$11.80	6.8%	--	0.47	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. 62 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	28.20	$26.95	9.3%	--	0.99	14
$245.00	Jul 2	20.70	23.40	$22.05	12.2%	--	0.99	36
$230.00	Jul 10	35.80	38.50	$37.15	7.3%	--	0.98	10
$250.00	Jul 2	15.80	18.30	$17.05	14.7%	--	0.97	134
$220.00	Jul 2	45.70	48.10	$46.90	5.1%	--	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	26.50	29.20	$27.85	9.7%	--	0.74	12
$280.00	Jul 17	16.80	17.30	$17.05	2.9%	78	0.70	12
$270.00	Jul 2	4.20	5.30	$4.75	23.2%	7	0.68	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. 112 active (total vol 3.0K, top 471)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$267.50	Jul 10	5.80	6.40	$6.10	9.8%	471	0.49	4
$267.50	Jul 2	2.25	2.80	$2.53	21.7%	154	0.47	53
$275.00	Jul 2	0.30	0.70	$0.50	80.0%	115	0.14	489
$270.00	Jul 2	1.20	1.80	$1.50	40.0%	90	0.33	387
$265.00	Jul 10	7.00	7.90	$7.45	12.1%	90	0.55	48

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$265.00	Jul 10	5.20	5.90	$5.55	12.6%	305	0.45	8
$250.00	Jul 2	0.05	0.15	$0.10	100.0%	212	0.03	411
$250.00	Jul 17	2.50	3.10	$2.80	21.4%	171	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 92.1%, max 332.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 2	Jul 17	191.7%	49.0%	291.4%	--	88
$235.00	Jul 2	Jul 31	131.3%	44.1%	197.5%	--	22
$310.00	Jul 2	Jul 17	120.4%	46.4%	159.7%	--	77
$295.00	Jul 2	Jul 31	109.2%	42.3%	158.3%	10	125
$315.00	Jul 2	Jul 17	115.6%	49.7%	132.5%	1	27

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 2	Jul 24	191.7%	44.4%	332.2%	1	68
$215.00	Jul 2	Jul 31	210.8%	48.8%	331.8%	1	199
$232.50	Jul 2	Jul 17	144.8%	45.0%	222.0%	1	79
$235.00	Jul 2	Aug 7	131.3%	43.6%	201.1%	2	49
$237.50	Jul 2	Jul 17	126.2%	43.2%	192.3%	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 5.95)

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	$305.00	Jul 24	$0.47	$9.53	$0.47	20.28	$295.47
$277.50	$280.00	Jul 2	$0.12	$2.38	$0.12	19.83	$277.62
$290.00	$295.00	Jul 10	$0.32	$4.68	$0.32	14.62	$290.32
$300.00	$305.00	Jul 17	$0.45	$4.55	$0.45	10.11	$300.45

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$235.00	$230.00	Jul 10	$0.15	$4.85	$0.15	32.33	$234.85
$235.00	$230.00	Aug 7	$0.15	$4.85	$0.15	32.33	$234.85
$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
$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. 131 found (best R:R 65.67, avg 2.37)

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
$230.00	$240.00	Jul 10	$9.65	$9.65	$0.35	27.57	$239.65
$242.50	$245.00	Jul 2	$2.40	$2.40	$0.10	24.00	$244.90
$240.00	$242.50	Jul 10	$2.30	$2.30	$0.20	11.50	$242.30
$242.50	$245.00	Jul 10	$2.30	$2.30	$0.20	11.50	$244.80

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$290.00	$280.00	Jul 17	$8.00	$8.00	$2.00	4.00	$282.00
$290.00	$270.00	Jul 31	$13.45	$13.45	$6.55	2.05	$276.55
$270.00	$267.50	Jul 2	$1.65	$1.65	$0.85	1.94	$268.35
$280.00	$270.00	Jul 17	$6.40	$6.40	$3.60	1.78	$273.60
$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. 44 found (avg debit $1.72, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$295.00	Jul 2	Jul 10	$0.10	109.2%	40.4%
$305.00	Jul 10	Jul 17	$0.35	48.7%	42.2%
$290.00	Jul 2	Jul 10	$0.40	95.7%	40.1%
$240.00	Jul 2	Jul 10	$0.55	86.2%	41.3%
$310.00	Jul 2	Jul 17	$0.65	120.4%	46.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Jul 2	Jul 10	$0.12	210.8%	77.1%
$220.00	Jul 2	Jul 10	$0.12	191.7%	70.1%
$225.00	Jul 2	Jul 10	$0.13	130.9%	53.7%
$242.50	Jul 2	Jul 10	$0.20	97.9%	38.6%
$240.00	Jul 2	Jul 10	$0.33	86.2%	41.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 2.11% of stock, avg 8.56%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$267.50	Jul 2	$2.53	$3.10	$5.63	$261.87	$273.13	2.11%
$265.00	Jul 2	$3.60	$2.08	$5.68	$259.32	$270.68	2.13%
$270.00	Jul 2	$1.50	$4.75	$6.25	$263.75	$276.25	2.34%
$262.50	Jul 2	$5.35	$1.23	$6.58	$255.92	$269.08	2.47%
$260.00	Jul 2	$7.40	$0.83	$8.23	$251.77	$268.23	3.09%
$257.50	Jul 2	$9.85	$0.35	$10.20	$247.30	$267.70	3.83%
$255.00	Jul 2	$12.25	$0.25	$12.50	$242.50	$267.50	4.69%
$267.50	Jul 10	$6.10	$6.80	$12.90	$254.60	$280.40	4.84%
$265.00	Jul 10	$7.45	$5.55	$13.00	$252.00	$278.00	4.88%
$262.50	Jul 10	$8.80	$4.50	$13.30	$249.20	$275.80	4.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.26% of stock, avg 3.53%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$277.50	$255.00	Jul 2	$0.45	$0.25	$0.70	$254.30	$278.20
$275.00	$255.00	Jul 2	$0.50	$0.25	$0.75	$254.25	$275.75
$277.50	$257.50	Jul 2	$0.45	$0.35	$0.80	$256.70	$278.30
$275.00	$257.50	Jul 2	$0.50	$0.35	$0.85	$256.65	$275.85
$272.50	$255.00	Jul 2	$0.88	$0.25	$1.13	$253.87	$273.63
$272.50	$257.50	Jul 2	$0.88	$0.35	$1.23	$256.27	$273.73
$277.50	$260.00	Jul 2	$0.45	$0.83	$1.28	$258.72	$278.78
$275.00	$260.00	Jul 2	$0.50	$0.83	$1.33	$258.67	$276.33
$277.50	$262.50	Jul 2	$0.45	$1.23	$1.68	$260.82	$279.18
$272.50	$260.00	Jul 2	$0.88	$0.83	$1.71	$258.29	$274.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 176 found (best R:R 32.33, avg credit $3.36)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
265/270	275/280	Jul 31	$4.85	$0.15	32.33	$265.15	$279.85
240/242	252/255	Jul 2	$2.40	$0.10	24.00	$240.10	$254.90
220/225	230/240	Jul 24	$9.52	$0.48	19.83	$215.48	$239.52
220/222	230/240	Jul 17	$9.38	$0.62	15.13	$213.12	$239.38
225/228	230/240	Jul 17	$9.37	$0.63	14.87	$218.13	$239.37
235/238	242/248	Jul 17	$4.67	$0.33	14.15	$232.83	$247.17
230/235	245/250	Jul 10	$4.65	$0.35	13.29	$230.35	$249.65
238/240	242/248	Jul 17	$4.63	$0.37	12.51	$235.37	$247.13
230/232	242/248	Jul 17	$4.61	$0.39	11.82	$227.89	$247.11
255/258	260/262	Jul 10	$2.30	$0.20	11.50	$255.20	$262.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 87 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$265.00	$270.00	$275.00	Jul 24	$0.10	$4.90	49.00
$272.50	$275.00	$277.50	Jul 10	$0.07	$2.43	34.71
$285.00	$290.00	$295.00	Jul 24	$0.14	$4.86	34.71
$240.00	$242.50	$245.00	Jul 2	$0.10	$2.40	24.00
$267.50	$270.00	$272.50	Jul 10	$0.10	$2.40	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$252.50	$255.00	$257.50	Jul 2	$0.05	$2.45	49.00
$250.00	$252.50	$255.00	Jul 10	$0.07	$2.43	34.71
$225.00	$230.00	$235.00	Jul 10	$0.15	$4.85	32.33
$252.50	$255.00	$257.50	Jul 10	$0.08	$2.42	30.25
$247.50	$250.00	$252.50	Jul 17	$0.08	$2.42	30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 111 found (best net $-0.95, 100 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$305.00	1:2	Jul 24	-$1.36	$8.64
$290.00	$295.00	1:2	Jul 10	-$0.11	$4.89
$285.00	$290.00	1:2	Jul 10	-$0.12	$4.88
$300.00	$305.00	1:2	Jul 17	-$0.25	$4.75
$290.00	$295.00	1:2	Jul 2	-$0.31	$4.69

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$270.00	1:2	Jul 31	-$0.95	$19.05
$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	-$4.25	$5.75
$235.00	$230.00	1:2	Jul 10	-$0.03	$4.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 4.09%, avg 1.37%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$270.00	Jul 31	$10.90	0.47	1.3%	4.09%	5.36%	--	28
$270.00	Jul 24	$9.00	0.47	1.3%	3.38%	4.64%	5	114
$275.00	Jul 31	$8.80	0.42	3.1%	3.30%	6.44%	--	310
$280.00	Aug 7	$8.10	0.38	5.0%	3.04%	8.06%	2	--
$270.00	Jul 17	$7.40	0.46	1.3%	2.78%	4.04%	12	1.4K
$275.00	Jul 24	$7.00	0.40	3.1%	2.63%	5.77%	--	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%	471	4
$275.00	Jul 17	$5.40	0.38	3.1%	2.03%	5.17%	13	508
$280.00	Jul 24	$5.00	0.33	5.0%	1.88%	6.89%	--	10

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 2,019

Total Puts 1,766

Put/Call Ratio 0.87

Net Difference 253

Prior's Put/Call Breakdown

Total Calls 1,756

Total Puts 1,079

Put/Call Ratio 0.61

Net Difference 677

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
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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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