VLO - Options Database

VLO

VALERO ENERGY CORP N

$266.98 +2.51%

(7/1 14:00) ◀

Wednesday, July 1, 2026 (3:00pm)

▶ (7/1 16:00)

◀ 7/1 15:00 ▶

Option Volume

Detail

ℹ

Current (07/01 3:00pm) 4,315

Calls: 2,234 (52%)

Puts: 2,081 (48%)

Prior (06/30) 4,085

Calls: 2,260 (55%)

Puts: 1,825 (45%)

Current vs Prior +5.63%

Calls: -1.15% (Calls)

Puts: +14.03% (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 -16.29%

Calls: -25.60%

Puts: -3.30%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/01 3:00pm) $2.83M

Calls: $1.97M (70%)

Puts: $861.7K (30%)

Prior (06/30) $4.21M

Calls: $2.57M (61%)

Puts: $1.64M (39%)

Current vs Prior -32.73%

Calls: -23.43%

Puts: -47.34%

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 -41.29%

Calls: -45.04%

Puts: -30.47%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/01 3:00pm) 0.93

Prior (06/30) 0.81

Current vs Prior +15.35%

Prior 7-Day Average 0.72

Current vs Prior 7-Day Avg +28.78%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/01 3:00pm) 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 5.32% | 7.60%5.32% | 7.60%7.60% | 14.01%

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

Current vs Prior -19.46% | -7.34%-- | ---- | --

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

Current vs 7-Day Avg -33.48% | -12.70%-- | ---- | --

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

Current vs 7-Day Eod -19.46% | -7.34%-- | ---- | --

Sentiment BULLISH----

Relative Spread

Detail

ℹ

Expiry | Next

Current 19.97% | 14.06%

Calls: 17.72% | 14.38%

Puts: 22.22% | 13.74%

Prior 13.87% | 10.07%

Calls: 12.99% | 11.11%

Puts: 14.74% | 9.03%

Current vs Prior +43.98% | +39.62%

Prior 7-Day Avg 28.86% | 18.07%

Calls: 29.29% | 19.27%

Puts: 28.43% | 16.87%

Current vs 7-Day Avg -30.80% | -22.20%

Liquidity Expensive

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Moderately bullish flow with 70% call dollar volume ($1.97M).

Smart Money BULLISH

Retail Flow NEUTRAL

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 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	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 7.9%, best 3.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 2	45.70	47.50	$46.60	3.9%	--	1.00	16
$220.00	Jul 17	46.30	49.00	$47.65	5.7%	--	1.00	72
$222.50	Jul 2	43.10	45.70	$44.40	5.9%	2	1.00	2
$260.00	Jul 24	14.20	15.10	$14.65	6.1%	1	0.62	87
$230.00	Jul 17	36.60	39.00	$37.80	6.3%	2	0.94	139

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 24	11.40	12.00	$11.70	5.1%	--	0.53	65
$270.00	Jul 31	13.70	14.70	$14.20	7.0%	42	0.52	4
$265.00	Jul 24	8.80	9.50	$9.15	7.7%	--	0.45	29
$280.00	Jul 17	16.20	17.50	$16.85	7.7%	78	0.70	12
$265.00	Jul 31	11.10	12.00	$11.55	7.8%	--	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. 62 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 2	45.70	47.50	$46.60	3.9%	--	1.00	16
$222.50	Jul 2	43.10	45.70	$44.40	5.9%	2	1.00	2
$240.00	Jul 2	25.70	28.20	$26.95	9.3%	--	1.00	14
$245.00	Jul 2	20.70	23.20	$21.95	11.4%	--	1.00	36
$250.00	Jul 2	15.70	17.90	$16.80	13.1%	--	1.00	134

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	29.40	$27.95	10.4%	--	0.74	12
$280.00	Jul 17	16.20	17.50	$16.85	7.7%	78	0.70	12
$270.00	Jul 2	4.10	4.80	$4.45	15.7%	7	0.68	148
$270.00	Jul 10	7.30	8.30	$7.80	12.8%	--	0.57	18

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 3.3K, top 471)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$267.50	Jul 10	5.80	6.70	$6.25	14.4%	471	0.49	4
$267.50	Jul 2	2.20	2.80	$2.50	24.0%	154	0.47	53
$275.00	Jul 2	0.35	0.55	$0.45	44.4%	115	0.12	489
$265.00	Jul 2	3.60	4.30	$3.95	17.7%	92	0.61	117
$270.00	Jul 2	1.25	1.75	$1.50	33.3%	91	0.33	387

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$265.00	Jul 10	5.00	5.80	$5.40	14.8%	305	0.44	8
$250.00	Jul 2	0.00	0.10	$0.05	200.0%	223	0.02	411
$250.00	Jul 17	2.45	2.95	$2.70	18.5%	171	0.21	245
$235.00	Jul 24	1.20	1.65	$1.42	31.7%	100	0.10	36
$220.00	Jul 31	0.80	1.30	$1.05	47.6%	100	0.07	7

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 92.9%, max 346.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 2	Jul 17	195.1%	49.1%	297.3%	--	88
$235.00	Jul 2	Jul 31	133.5%	43.0%	210.3%	--	22
$310.00	Jul 2	Jul 17	123.0%	46.3%	165.6%	--	77
$295.00	Jul 2	Jul 31	111.7%	42.7%	161.7%	10	125
$315.00	Jul 2	Jul 17	118.1%	49.7%	137.6%	1	27

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$215.00	Jul 2	Jul 31	214.6%	48.1%	346.2%	1	199
$220.00	Jul 2	Jul 31	195.1%	45.8%	326.3%	100	34
$232.50	Jul 2	Jul 17	147.3%	42.6%	246.1%	1	79
$235.00	Jul 2	Aug 7	133.5%	43.4%	207.8%	2	49
$237.50	Jul 2	Jul 17	128.3%	42.2%	203.8%	2	267

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 113 found (best R:R 59.00, avg 6.46)

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	$0.12	$4.88	$0.12	40.67	$295.12
$295.00	$305.00	Jul 24	$0.45	$9.55	$0.45	21.22	$295.45
$300.00	$305.00	Jul 17	$0.30	$4.70	$0.30	15.67	$300.30
$290.00	$295.00	Jul 10	$0.33	$4.67	$0.33	14.15	$290.33

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
$220.00	$215.00	Jul 31	$0.17	$4.83	$0.17	28.41	$219.83
$242.50	$240.00	Jul 10	$0.10	$2.40	$0.10	24.00	$242.40
$240.00	$237.50	Jul 10	$0.12	$2.38	$0.12	19.83	$239.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 139 found (best R:R 65.67, avg 2.26)

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
$255.00	$257.50	Jul 2	$2.35	$2.35	$0.15	15.67	$257.35
$230.00	$240.00	Jul 17	$9.35	$9.35	$0.65	14.38	$239.35
$252.50	$255.00	Jul 2	$2.30	$2.30	$0.20	11.50	$254.80

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	$270.00	Jul 31	$13.75	$13.75	$6.25	2.20	$276.25
$280.00	$270.00	Jul 17	$6.65	$6.65	$3.35	1.99	$273.35
$270.00	$265.00	Jul 31	$2.65	$2.65	$2.35	1.13	$267.35
$270.00	$267.50	Jul 2	$1.30	$1.30	$1.20	1.08	$268.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $1.74, cheapest $0.12)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$290.00	Jul 2	Jul 10	$0.33	97.9%	39.5%
$305.00	Jul 10	Jul 17	$0.40	47.1%	42.1%
$240.00	Jul 2	Jul 10	$0.55	87.6%	43.4%
$310.00	Jul 2	Jul 17	$0.65	123.0%	46.3%
$230.00	Jul 10	Jul 17	$0.65	48.0%	44.8%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Jul 2	Jul 10	$0.12	214.6%	77.5%
$220.00	Jul 2	Jul 10	$0.12	195.1%	70.6%
$225.00	Jul 2	Jul 10	$0.13	133.2%	54.0%
$232.50	Jul 2	Jul 17	$0.24	147.3%	42.6%
$242.50	Jul 2	Jul 10	$0.35	99.6%	41.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 2.12% of stock, avg 8.61%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$267.50	Jul 2	$2.50	$3.15	$5.65	$261.85	$273.15	2.12%
$270.00	Jul 2	$1.50	$4.45	$5.95	$264.05	$275.95	2.23%
$265.00	Jul 2	$3.95	$2.03	$5.98	$259.02	$270.98	2.24%
$262.50	Jul 2	$5.65	$1.15	$6.80	$255.70	$269.30	2.55%
$260.00	Jul 2	$7.20	$0.60	$7.80	$252.20	$267.80	2.92%
$257.50	Jul 2	$9.75	$0.35	$10.10	$247.40	$267.60	3.78%
$255.00	Jul 2	$12.10	$0.22	$12.32	$242.68	$267.32	4.61%
$267.50	Jul 10	$6.25	$6.55	$12.80	$254.70	$280.30	4.79%
$270.00	Jul 10	$5.05	$7.80	$12.85	$257.15	$282.85	4.81%
$265.00	Jul 10	$7.65	$5.40	$13.05	$251.95	$278.05	4.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.16% of stock, avg 3.49%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$277.50	$255.00	Jul 2	$0.22	$0.22	$0.44	$254.56	$277.94
$277.50	$257.50	Jul 2	$0.22	$0.35	$0.57	$256.93	$278.07
$275.00	$255.00	Jul 2	$0.45	$0.22	$0.67	$254.33	$275.67
$275.00	$257.50	Jul 2	$0.45	$0.35	$0.80	$256.70	$275.80
$277.50	$260.00	Jul 2	$0.22	$0.60	$0.82	$259.18	$278.32
$275.00	$260.00	Jul 2	$0.45	$0.60	$1.05	$258.95	$276.05
$272.50	$255.00	Jul 2	$0.85	$0.22	$1.07	$253.93	$273.57
$272.50	$257.50	Jul 2	$0.85	$0.35	$1.20	$256.30	$273.70
$277.50	$262.50	Jul 2	$0.22	$1.15	$1.37	$261.13	$278.87
$272.50	$260.00	Jul 2	$0.85	$0.60	$1.45	$258.55	$273.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 205 found (best R:R 24.00, avg credit $3.23)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
240/242	255/258	Jul 10	$2.40	$0.10	24.00	$240.10	$257.40
238/240	250/252	Jul 17	$2.40	$0.10	24.00	$237.60	$252.40
220/222	230/240	Jul 17	$9.53	$0.47	20.28	$212.97	$239.53
240/242	248/250	Jul 17	$2.38	$0.12	19.83	$240.12	$249.88
220/225	230/240	Jul 24	$9.52	$0.48	19.83	$215.48	$239.52
245/248	250/252	Jul 10	$2.37	$0.13	18.23	$245.13	$252.37
225/228	230/240	Jul 17	$9.48	$0.52	18.23	$218.02	$239.48
250/252	255/258	Jul 17	$2.35	$0.15	15.67	$250.15	$257.35
250/252	258/260	Jul 17	$2.35	$0.15	15.67	$250.15	$259.85
245/250	255/260	Jul 31	$4.70	$0.30	15.67	$245.30	$259.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 49.00, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$250.00	$255.00	$260.00	Jul 31	$0.10	$4.90	49.00
$277.50	$280.00	$282.50	Jul 2	$0.06	$2.44	40.67
$280.00	$285.00	$290.00	Jul 10	$0.12	$4.88	40.67
$235.00	$240.00	$245.00	Jul 31	$0.15	$4.85	32.33
$285.00	$290.00	$295.00	Jul 24	$0.18	$4.82	26.78

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$242.50	$245.00	$247.50	Jul 17	$0.07	$2.43	34.71
$225.00	$230.00	$235.00	Jul 31	$0.14	$4.86	34.71
$225.00	$230.00	$235.00	Jul 10	$0.15	$4.85	32.33
$232.50	$235.00	$237.50	Jul 2	$0.10	$2.40	24.00
$262.50	$265.00	$267.50	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. 114 found (best net $-0.45, 102 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$305.00	1:2	Jul 24	-$1.38	$8.62
$290.00	$295.00	1:2	Jul 10	-$0.02	$4.98
$285.00	$290.00	1:2	Jul 10	-$0.09	$4.91
$295.00	$300.00	1:2	Jul 10	-$0.11	$4.89
$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	-$0.45	$19.55
$245.00	$235.00	1:2	Jul 31	-$0.80	$9.20
$260.00	$250.00	1:2	Jul 31	-$2.10	$7.90
$280.00	$270.00	1:2	Jul 17	-$3.55	$6.45
$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 4.12%, avg 1.36%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$270.00	Jul 31	$11.00	0.48	1.1%	4.12%	5.25%	--	28
$270.00	Jul 24	$8.90	0.47	1.1%	3.33%	4.46%	5	114
$275.00	Jul 31	$8.90	0.42	3.0%	3.33%	6.34%	--	310
$280.00	Aug 7	$8.10	0.38	4.9%	3.03%	7.91%	2	--
$270.00	Jul 17	$7.30	0.46	1.1%	2.73%	3.87%	14	1.4K
$275.00	Jul 24	$6.90	0.40	3.0%	2.58%	5.59%	1	192
$280.00	Jul 31	$6.00	0.35	4.9%	2.25%	7.12%	1	8
$267.50	Jul 10	$5.80	0.49	0.2%	2.17%	2.37%	471	4
$275.00	Jul 17	$5.30	0.38	3.0%	1.99%	4.99%	13	508
$280.00	Jul 24	$4.90	0.33	4.9%	1.84%	6.71%	--	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 2,234

Total Puts 2,081

Put/Call Ratio 0.93

Net Difference 153

Prior's Put/Call Breakdown

Total Calls 2,260

Total Puts 1,825

Put/Call Ratio 0.81

Net Difference 435

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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