VLO - Options Database

VLO

VALERO ENERGY CORP N

$272.20 +1.02%

(7/1 18:04) ◀

Thursday, July 2, 2026 (10:00am)

▶ (7/2 11:00)

◀ 7/2 10:00 ▶

Option Volume

Detail

ℹ

Current (07/02 10:00am) 1,036

Calls: 659 (64%)

Puts: 377 (36%)

Prior (07/01) 482

Calls: 238 (49%)

Puts: 244 (51%)

Current vs Prior +114.94%

Calls: +176.89% (Calls)

Puts: +54.51% (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 -79.90%

Calls: -78.05%

Puts: -82.48%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/02 10:00am) $552.8K

Calls: $460.1K (83%)

Puts: $92.8K (17%)

Prior (07/01) $175.1K

Calls: $128.9K (74%)

Puts: $46.2K (26%)

Current vs Prior +215.77%

Calls: +256.93%

Puts: +100.90%

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 -88.54%

Calls: -87.16%

Puts: -92.51%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/02 10:00am) 0.57

Prior (07/01) 1.03

Current vs Prior -44.20%

Prior 7-Day Average 0.72

Current vs Prior 7-Day Avg -20.91%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/02 10:00am) 96,416

Calls: 54,168 (56%)

Puts: 42,248 (44%)

Prior (07/01) 93,942

Calls: 52,925 (56%)

Puts: 41,017 (44%)

Current vs Prior +2.63%

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 +10.49%

Sentiment BEARISH

Expected Move

Detail

ℹ

0DTE3DTEWKMO Expiry (07/02) | Next (07/10)Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)

Current 1.86% | 5.31%5.31% | 7.75%5.31% | 7.75%7.75% | 14.31%

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

Current vs Prior -43.82% | -7.52%-- | ---- | ---- | --

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

Current vs 7-Day Avg -53.59% | -12.87%-- | ---- | ---- | --

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

Current vs 7-Day Eod -43.82% | -7.52%-- | ---- | ---- | --

Sentiment BULLISH------

Relative Spread

Detail

ℹ

Expiry | Next

Current 75.78% | 39.31%

Calls: 63.10% | 31.95%

Puts: 88.46% | 46.67%

Prior 13.87% | 10.07%

Calls: 12.99% | 11.11%

Puts: 14.74% | 9.03%

Current vs Prior +446.36% | +290.37%

Prior 7-Day Avg 28.86% | 18.07%

Calls: 29.29% | 19.27%

Puts: 28.43% | 16.87%

Current vs 7-Day Avg +162.58% | +117.53%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($460.1K) vs puts ($92.8K). Massive premium surge with dollar volume up 216% vs prior. Unusually high activity with volume up 115% vs prior - elevated interest. Bullish P/C ratio of 0.57.

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 NEUTRAL

7-Day Avg NEUTRAL

Current BULLISH

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	BULLISH	BULLISH
15:00	BULLISH	NEUTRAL	BULLISH
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

📈 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 14 of results (avg 7.8%, best 5.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$230.00	Jul 17	42.50	45.10	$43.80	5.9%	--	0.94	132
$235.00	Jul 2	36.50	38.90	$37.70	6.4%	--	0.97	10
$275.00	Jul 17	7.60	8.10	$7.85	6.4%	88	0.48	549
$220.00	Jul 17	51.50	54.90	$53.20	6.4%	--	0.96	72
$240.00	Jul 31	34.40	37.20	$35.80	7.8%	--	0.85	13

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. 62 found (avg delta 0.81, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 2	21.50	23.80	$22.65	10.2%	--	1.00	134
$255.00	Jul 2	16.30	18.50	$17.40	12.6%	--	0.97	566
$235.00	Jul 2	36.50	38.90	$37.70	6.4%	--	0.97	10
$237.50	Jul 2	33.50	36.30	$34.90	8.0%	--	0.97	18
$240.00	Jul 2	31.00	33.90	$32.45	8.9%	--	0.97	14

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 2	1.65	4.30	$2.97	89.2%	2	0.79	7
$290.00	Jul 17	18.50	21.70	$20.10	15.9%	--	0.76	11
$290.00	Jul 31	22.20	24.70	$23.45	10.7%	--	0.68	12
$280.00	Jul 17	11.20	14.30	$12.75	24.3%	--	0.60	83
$275.00	Jul 17	8.70	11.20	$9.95	25.1%	1	0.52	4

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 756, top 110)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Jul 17	5.60	7.50	$6.55	29.0%	110	0.41	1.0K
$275.00	Jul 17	7.60	8.10	$7.85	6.4%	88	0.48	549
$270.00	Jul 2	2.15	4.80	$3.47	76.4%	73	0.75	322
$275.00	Jul 2	0.35	1.50	$0.93	123.7%	70	0.34	462
$265.00	Jul 2	6.50	9.10	$7.80	33.3%	31	0.92	113

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 17	1.00	1.75	$1.38	54.3%	100	0.11	101
$255.00	Jul 2	0.00	0.25	$0.13	192.3%	31	0.03	442
$250.00	Jul 2	0.00	0.05	$0.03	166.7%	26	0.01	424
$265.00	Jul 10	2.25	3.80	$3.03	51.2%	15	0.29	313
$240.00	Jul 17	0.55	1.25	$0.90	77.8%	13	0.08	412

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 285.7%, max 775.0%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$235.00	Jul 2	Jul 31	313.6%	46.2%	579.0%	--	22
$310.00	Jul 2	Jul 17	264.4%	40.0%	560.6%	--	77
$240.00	Jul 2	Jul 31	276.8%	44.6%	520.0%	--	27
$242.50	Jul 2	Jul 17	258.4%	47.7%	441.7%	--	128
$245.00	Jul 2	Jul 31	236.1%	44.1%	435.8%	--	56

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$225.00	Jul 2	Aug 14	388.0%	44.3%	775.0%	1	50
$230.00	Jul 2	Aug 14	350.6%	42.7%	722.0%	1	39
$220.00	Jul 2	Jul 31	425.8%	53.3%	699.1%	--	133
$235.00	Jul 2	Jul 24	313.6%	46.0%	581.0%	--	181
$232.50	Jul 2	Jul 17	332.1%	51.1%	549.6%	--	79

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 98 found (best R:R 79.00, avg 5.43)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$305.00	$325.00	Jul 10	$0.25	$19.75	$0.25	79.00	$305.25
$300.00	$305.00	Jul 17	$0.22	$4.78	$0.22	21.73	$300.22
$315.00	$320.00	Jul 17	$0.22	$4.78	$0.22	21.73	$315.22
$290.00	$295.00	Jul 10	$0.38	$4.62	$0.38	12.16	$290.38
$295.00	$300.00	Jul 10	$0.40	$4.60	$0.40	11.50	$295.40

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$242.50	$240.00	Jul 10	$0.12	$2.38	$0.12	19.83	$242.38
$230.00	$225.00	Jul 24	$0.25	$4.75	$0.25	19.00	$229.75
$267.50	$265.00	Jul 2	$0.15	$2.35	$0.15	15.67	$267.35
$235.00	$230.00	Jul 24	$0.30	$4.70	$0.30	15.67	$234.70
$230.00	$225.00	Aug 7	$0.32	$4.68	$0.32	14.63	$229.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 125 found (best R:R 99.00, avg 2.95)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$230.00	$240.00	Jul 10	$9.90	$9.90	$0.10	99.00	$239.90
$230.00	$240.00	Jul 17	$9.45	$9.45	$0.55	17.18	$239.45
$257.50	$260.00	Jul 2	$2.35	$2.35	$0.15	15.67	$259.85
$262.50	$265.00	Jul 2	$2.35	$2.35	$0.15	15.67	$264.85
$220.00	$230.00	Jul 17	$9.40	$9.40	$0.60	15.67	$229.40

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$290.00	$280.00	Jul 17	$7.35	$7.35	$2.65	2.77	$282.65
$290.00	$270.00	Jul 31	$11.75	$11.75	$8.25	1.42	$278.25
$280.00	$275.00	Jul 17	$2.80	$2.80	$2.20	1.27	$277.20
$275.00	$272.50	Jul 2	$1.39	$1.39	$1.11	1.25	$273.61
$275.00	$270.00	Jul 17	$2.35	$2.35	$2.65	0.89	$272.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $1.91, cheapest $0.08)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$310.00	Jul 2	Jul 17	$0.33	264.4%	40.0%
$245.00	Jul 2	Jul 10	$0.35	236.1%	47.9%
$305.00	Jul 10	Jul 17	$0.50	48.7%	41.6%
$295.00	Jul 2	Jul 10	$0.60	177.7%	40.9%
$240.00	Jul 2	Jul 10	$0.65	276.8%	53.8%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$220.00	Jul 2	Jul 10	$0.08	425.8%	78.5%
$225.00	Jul 2	Jul 10	$0.10	388.0%	72.5%
$230.00	Jul 2	Jul 10	$0.13	350.6%	66.4%
$235.00	Jul 2	Jul 10	$0.15	313.6%	60.1%
$237.50	Jul 2	Jul 10	$0.15	295.2%	56.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 1.43% of stock, avg 9.18%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$275.00	Jul 2	$0.93	$2.97	$3.90	$271.10	$278.90	1.43%
$272.50	Jul 2	$2.33	$1.58	$3.91	$268.59	$276.41	1.44%
$270.00	Jul 2	$3.47	$0.75	$4.22	$265.78	$274.22	1.55%
$267.50	Jul 2	$5.60	$0.38	$5.98	$261.52	$273.48	2.20%
$265.00	Jul 2	$7.80	$0.23	$8.03	$256.97	$273.03	2.95%
$262.50	Jul 2	$10.15	$0.30	$10.45	$252.05	$272.95	3.84%
$260.00	Jul 2	$12.80	$0.33	$13.13	$246.87	$273.13	4.82%
$270.00	Jul 10	$8.45	$5.25	$13.70	$256.30	$283.70	5.03%
$267.50	Jul 10	$10.10	$4.15	$14.25	$253.25	$281.75	5.24%
$265.00	Jul 10	$11.35	$3.03	$14.38	$250.62	$279.38	5.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 134 found (cheapest 0.19% of stock, avg 3.46%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$282.50	$265.00	Jul 2	$0.30	$0.23	$0.53	$264.47	$283.03
$280.00	$265.00	Jul 2	$0.33	$0.23	$0.56	$264.44	$280.56
$285.00	$265.00	Jul 2	$0.35	$0.23	$0.58	$264.42	$285.58
$282.50	$262.50	Jul 2	$0.30	$0.30	$0.60	$261.90	$283.10
$280.00	$262.50	Jul 2	$0.33	$0.30	$0.63	$261.87	$280.63
$285.00	$262.50	Jul 2	$0.35	$0.30	$0.65	$261.85	$285.65
$282.50	$267.50	Jul 2	$0.30	$0.38	$0.68	$266.82	$283.18
$280.00	$267.50	Jul 2	$0.33	$0.38	$0.71	$266.79	$280.71
$285.00	$267.50	Jul 2	$0.35	$0.38	$0.73	$266.77	$285.73
$277.50	$265.00	Jul 2	$0.55	$0.23	$0.78	$264.22	$278.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 124 found (best R:R 42.48, avg credit $3.47)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
225/228	230/240	Jul 17	$9.77	$0.23	42.48	$217.73	$239.77
238/240	242/248	Jul 17	$4.85	$0.15	32.33	$235.15	$247.35
225/230	250/255	Jul 31	$4.72	$0.28	16.86	$225.28	$254.72
245/248	262/265	Jul 10	$2.35	$0.15	15.67	$245.15	$264.85
238/240	258/260	Jul 17	$2.35	$0.15	15.67	$237.65	$259.85
240/242	255/258	Jul 17	$2.35	$0.15	15.67	$240.15	$257.35
248/250	255/258	Jul 17	$2.34	$0.16	14.63	$247.66	$257.34
250/252	255/258	Jul 17	$2.33	$0.17	13.71	$250.17	$257.33
225/228	248/250	Jul 17	$2.32	$0.18	12.89	$225.18	$249.82
240/245	250/255	Jul 24	$4.62	$0.38	12.16	$240.38	$254.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$265.00	$267.50	$270.00	Jul 2	$0.07	$2.43	34.71
$280.00	$285.00	$290.00	Jul 31	$0.15	$4.85	32.33
$280.00	$282.50	$285.00	Jul 2	$0.08	$2.42	30.25
$270.00	$272.50	$275.00	Jul 10	$0.10	$2.40	24.00
$290.00	$295.00	$300.00	Jul 31	$0.25	$4.75	19.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$225.00	$230.00	$235.00	Jul 24	$0.05	$4.95	99.00
$235.00	$240.00	$245.00	Jul 24	$0.09	$4.91	54.56
$260.00	$265.00	$270.00	Jul 24	$0.10	$4.90	49.00
$260.00	$265.00	$270.00	Jul 31	$0.15	$4.85	32.33
$237.50	$240.00	$242.50	Jul 10	$0.09	$2.41	26.78

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 $-0.13, 98 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$305.00	$325.00	1:2	Jul 10	-$0.13	$19.87
$295.00	$310.00	1:2	Jul 2	-$0.30	$14.70
$290.00	$300.00	1:2	Jul 24	-$0.40	$9.60
$295.00	$300.00	1:2	Jul 10	-$0.10	$4.90
$305.00	$310.00	1:2	Jul 17	-$0.13	$4.87

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$245.00	$230.00	1:2	Jul 31	-$0.20	$14.80
$270.00	$255.00	1:2	Aug 14	-$1.30	$13.70
$260.00	$250.00	1:2	Jul 31	-$1.95	$8.05
$225.00	$220.00	1:2	Jul 2	-$0.30	$4.70
$230.00	$225.00	1:2	Jul 2	-$0.30	$4.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 4.08%, avg 1.33%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$275.00	Jul 31	$11.10	0.49	1.0%	4.08%	5.11%	--	310
$275.00	Jul 24	$9.40	0.50	1.0%	3.45%	4.48%	2	193
$280.00	Jul 31	$8.80	0.43	2.9%	3.23%	6.10%	2	9
$285.00	Aug 7	$8.00	0.39	4.7%	2.94%	7.64%	1	--
$275.00	Jul 17	$7.60	0.48	1.0%	2.79%	3.82%	88	549
$280.00	Jul 24	$6.90	0.42	2.9%	2.53%	5.40%	2	10
$285.00	Jul 31	$6.80	0.38	4.7%	2.50%	7.20%	1	24
$272.50	Jul 10	$5.60	0.53	0.1%	2.06%	2.17%	--	53
$280.00	Jul 17	$5.60	0.41	2.9%	2.06%	4.92%	110	1.0K
$290.00	Jul 31	$5.10	0.32	6.5%	1.87%	8.41%	1	154

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 659

Total Puts 377

Put/Call Ratio 0.57

Net Difference 282

Prior's Put/Call Breakdown

Total Calls 238

Total Puts 244

Put/Call Ratio 1.03

Net Difference -6

Prior 7-Day Put/Call Summary

Total Calls 21,020

Total Puts 15,064

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

🤖 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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