VLO - Options Database

VLO

VALERO ENERGY CORP N

$269.16 -0.10%

(7/2 12:00) ◀

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

▶ (7/2 14:00)

◀ 7/2 13:00 ▶

Option Volume

Detail

ℹ

Current (07/02 1:00pm) 3,155

Calls: 1,866 (59%)

Puts: 1,289 (41%)

Prior (07/01) 3,233

Calls: 1,795 (56%)

Puts: 1,438 (44%)

Current vs Prior -2.41%

Calls: +3.96% (Calls)

Puts: -10.36% (Puts)

Prior 7-Day Total 37,706

Calls: 21,148 (56%)

Puts: 16,558 (44%)

Prior 7-Day Average 5,386

Calls: 3,021 (56%)

Puts: 2,365 (44%)

Current vs Prior 7-Day Avg -41.43%

Calls: -38.24%

Puts: -45.51%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/02 1:00pm) $2.11M

Calls: $1.54M (73%)

Puts: $577.9K (27%)

Prior (07/01) $2.02M

Calls: $1.46M (72%)

Puts: $560.6K (28%)

Current vs Prior +4.90%

Calls: +5.60%

Puts: +3.09%

Prior 7-Day Total $35.12M

Calls: $26.16M (74%)

Puts: $8.96M (26%)

Prior 7-Day Average $5.02M

Calls: $3.74M (74%)

Puts: $1.28M (26%)

Current vs Prior 7-Day Avg -57.85%

Calls: -58.87%

Puts: -54.88%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/02 1:00pm) 0.69

Prior (07/01) 0.80

Current vs Prior -13.77%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg -13.36%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/02 1:00pm) 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 622,452

Calls: 350,915 (56%)

Puts: 271,537 (44%)

Prior 7-Day Average 88,921

Calls: 50,130 (56%)

Puts: 38,791 (44%)

Current vs Prior 7-Day Avg +8.43%

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 1.50% | 5.16%5.16% | 7.43%5.16% | 7.43%7.43% | 14.04%

Prior 2.35% | 5.55%-- | ---- | ---- | --

Current vs Prior -35.95% | -6.93%-- | ---- | ---- | --

Prior 7-Day Avg 3.63% | 5.95%-- | ---- | ---- | --

Current vs 7-Day Avg -58.58% | -13.17%-- | ---- | ---- | --

Prior 7-Day Eod 2.35% | 5.55%-- | ---- | ---- | --

Current vs 7-Day Eod -35.95% | -6.93%-- | ---- | ---- | --

Sentiment BULLISH------

Relative Spread

Detail

ℹ

Expiry | Next

Current 49.53% | 15.80%

Calls: 33.33% | 16.67%

Puts: 65.73% | 14.93%

Prior 60.48% | 21.12%

Calls: 66.67% | 16.15%

Puts: 54.29% | 26.09%

Current vs Prior -18.11% | -25.19%

Prior 7-Day Avg 34.77% | 18.59%

Calls: 35.59% | 19.22%

Puts: 33.95% | 17.97%

Current vs 7-Day Avg +42.45% | -15.01%

Liquidity Expensive

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Moderately bullish flow with 73% call dollar volume ($1.54M). Bullish P/C ratio of 0.69.

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 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
12:00	BULLISH	BULLISH	BULLISH
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH

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🔥 High Volume

⏰ Backwardation

📈 Debit Spreads

📉 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 36 of results (avg 8.2%, best 6.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$230.00	Jul 17	38.60	41.10	$39.85	6.3%	3	0.93	132
$265.00	Jul 17	10.70	11.40	$11.05	6.3%	88	0.59	350
$270.00	Jul 31	11.90	12.70	$12.30	6.5%	2	0.51	28
$230.00	Jul 24	39.50	42.20	$40.85	6.6%	--	0.92	42
$220.00	Jul 17	48.20	51.50	$49.85	6.6%	1	0.94	72

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 24	10.30	11.00	$10.65	6.6%	--	0.49	65
$270.00	Jul 31	12.50	13.50	$13.00	7.7%	--	0.49	45
$270.00	Jul 17	8.60	9.30	$8.95	7.8%	1	0.50	74
$275.00	Jul 10	9.20	10.00	$9.60	8.3%	40	0.64	--
$265.00	Jul 24	7.90	8.60	$8.25	8.5%	--	0.42	29

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. 68 found (avg delta 0.79, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 2	18.30	19.90	$19.10	8.4%	2	1.00	134
$260.00	Jul 2	8.50	9.90	$9.20	15.2%	24	1.00	430
$255.00	Jul 2	12.90	15.00	$13.95	15.1%	7	0.96	566
$262.50	Jul 2	5.20	7.60	$6.40	37.5%	37	0.95	80
$252.50	Jul 2	15.50	18.40	$16.95	17.1%	50	0.95	132

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 2	5.30	6.90	$6.10	26.2%	7	0.94	7
$290.00	Jul 17	21.10	24.20	$22.65	13.7%	--	0.81	11
$272.50	Jul 2	3.30	4.50	$3.90	30.8%	3	0.77	1
$280.00	Jul 10	11.40	14.30	$12.85	22.6%	8	0.76	3
$290.00	Jul 31	24.50	27.00	$25.75	9.7%	--	0.72	12

Most actively traded options today. High liquidity = easy entry/exit. 112 active (total vol 2.2K, top 256)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 2	0.60	1.20	$0.90	66.7%	207	0.38	322
$275.00	Jul 2	0.00	0.20	$0.10	200.0%	179	0.06	462
$280.00	Jul 17	4.20	4.70	$4.45	11.2%	176	0.33	1.0K
$275.00	Jul 17	6.00	6.50	$6.25	8.0%	119	0.41	549
$265.00	Jul 17	10.70	11.40	$11.05	6.3%	88	0.59	350

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 17	1.25	1.85	$1.55	38.7%	256	0.13	101
$270.00	Jul 2	1.25	2.65	$1.95	71.8%	90	0.62	144
$250.00	Jul 2	0.00	0.05	$0.03	166.7%	73	0.01	424
$255.00	Jul 2	0.00	0.30	$0.15	200.0%	65	0.04	442
$267.50	Jul 2	0.25	1.25	$0.75	133.3%	60	0.33	76

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 388.6%, max 1056.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$310.00	Jul 2	Jul 17	405.1%	42.9%	845.0%	--	77
$235.00	Jul 2	Jul 31	398.2%	43.5%	815.8%	--	22
$240.00	Jul 2	Jul 31	346.3%	42.3%	718.9%	--	27
$242.50	Jul 2	Jul 17	320.4%	43.5%	635.8%	1	128
$237.50	Jul 2	Jul 10	372.3%	52.7%	606.6%	2	23

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$225.00	Jul 2	Aug 14	502.8%	43.5%	1056.3%	1	50
$220.00	Jul 2	Jul 31	555.7%	52.1%	965.9%	--	133
$217.50	Jul 2	Jul 17	582.5%	57.2%	919.2%	1	23
$235.00	Jul 2	Aug 7	398.2%	43.5%	816.5%	1	49
$237.50	Jul 2	Jul 17	372.3%	42.0%	785.9%	--	268

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 102 found (best R:R 40.67, avg 5.62)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$315.00	$320.00	Jul 17	$0.12	$4.88	$0.12	40.67	$315.12
$295.00	$300.00	Jul 10	$0.13	$4.87	$0.13	37.46	$295.13
$285.00	$290.00	Jul 2	$0.15	$4.85	$0.15	32.33	$285.15
$280.00	$282.50	Jul 10	$0.15	$2.35	$0.15	15.67	$280.15
$290.00	$300.00	Jul 24	$0.85	$9.15	$0.85	10.76	$290.85

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$235.00	$230.00	Aug 7	$0.13	$4.87	$0.13	37.46	$234.87
$235.00	$230.00	Jul 24	$0.23	$4.77	$0.23	20.74	$234.77
$262.50	$260.00	Jul 2	$0.12	$2.38	$0.12	19.83	$262.38
$250.00	$247.50	Jul 10	$0.12	$2.38	$0.12	19.83	$249.88
$232.50	$230.00	Jul 17	$0.13	$2.37	$0.13	18.23	$232.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 135 found (best R:R 49.00, avg 2.56)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$245.00	$250.00	Jul 10	$4.90	$4.90	$0.10	49.00	$249.90
$235.00	$237.50	Jul 10	$2.40	$2.40	$0.10	24.00	$237.40
$230.00	$240.00	Jul 17	$9.55	$9.55	$0.45	21.22	$239.55
$230.00	$240.00	Jul 24	$9.45	$9.45	$0.55	17.18	$239.45
$230.00	$235.00	Jul 10	$4.70	$4.70	$0.30	15.67	$234.70

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$275.00	$272.50	Jul 2	$2.20	$2.20	$0.30	7.33	$272.80
$272.50	$270.00	Jul 2	$1.95	$1.95	$0.55	3.55	$270.55
$290.00	$280.00	Jul 17	$7.45	$7.45	$2.55	2.92	$282.55
$280.00	$275.00	Jul 10	$3.25	$3.25	$1.75	1.86	$276.75
$290.00	$270.00	Jul 31	$12.75	$12.75	$7.25	1.76	$277.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $1.75, cheapest $0.08)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$295.00	Jul 2	Jul 10	$0.23	287.0%	41.4%
$310.00	Jul 2	Jul 17	$0.25	405.1%	42.9%
$230.00	Jul 10	Jul 17	$0.30	62.0%	48.7%
$237.50	Jul 2	Jul 10	$0.45	372.3%	52.7%
$245.00	Jul 2	Jul 10	$0.50	294.4%	44.8%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$217.50	Jul 2	Jul 17	$0.08	582.5%	57.2%
$220.00	Jul 2	Jul 10	$0.08	555.7%	74.5%
$225.00	Jul 2	Jul 10	$0.10	502.8%	68.3%
$235.00	Jul 2	Jul 10	$0.15	398.2%	55.6%
$237.50	Jul 2	Jul 10	$0.18	372.3%	52.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 66 found (cheapest 1.06% of stock, avg 8.57%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$267.50	Jul 2	$2.10	$0.75	$2.85	$264.65	$270.35	1.06%
$270.00	Jul 2	$0.90	$1.95	$2.85	$267.15	$272.85	1.06%
$272.50	Jul 2	$0.63	$3.90	$4.53	$267.97	$277.03	1.68%
$265.00	Jul 2	$4.40	$0.33	$4.73	$260.27	$269.73	1.76%
$275.00	Jul 2	$0.10	$6.10	$6.20	$268.80	$281.20	2.30%
$262.50	Jul 2	$6.40	$0.15	$6.55	$255.95	$269.05	2.43%
$260.00	Jul 2	$9.20	$0.03	$9.23	$250.77	$269.23	3.43%
$257.50	Jul 2	$11.65	$0.20	$11.85	$245.65	$269.35	4.40%
$265.00	Jul 10	$8.35	$4.25	$12.60	$252.40	$277.60	4.68%
$267.50	Jul 10	$7.20	$5.40	$12.60	$254.90	$280.10	4.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.09% of stock, avg 3.45%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$275.00	$262.50	Jul 2	$0.10	$0.15	$0.25	$262.25	$275.25
$275.00	$257.50	Jul 2	$0.10	$0.20	$0.30	$257.20	$275.30
$275.00	$265.00	Jul 2	$0.10	$0.33	$0.43	$264.57	$275.43
$282.50	$262.50	Jul 2	$0.30	$0.15	$0.45	$262.05	$282.95
$285.00	$262.50	Jul 2	$0.30	$0.15	$0.45	$262.05	$285.45
$282.50	$257.50	Jul 2	$0.30	$0.20	$0.50	$257.00	$283.00
$285.00	$257.50	Jul 2	$0.30	$0.20	$0.50	$257.00	$285.50
$282.50	$265.00	Jul 2	$0.30	$0.33	$0.63	$264.37	$283.13
$285.00	$265.00	Jul 2	$0.30	$0.33	$0.63	$264.37	$285.63
$272.50	$262.50	Jul 2	$0.63	$0.15	$0.78	$261.72	$273.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 112 found (best R:R 37.46, avg credit $3.60)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
225/230	245/250	Jul 24	$4.87	$0.13	37.46	$225.13	$249.87
230/235	245/250	Jul 24	$4.83	$0.17	28.41	$230.17	$249.83
230/232	242/245	Jul 17	$2.38	$0.12	19.83	$230.12	$244.88
248/250	258/260	Jul 10	$2.37	$0.13	18.23	$247.63	$259.87
225/230	235/240	Jul 31	$4.72	$0.28	16.86	$225.28	$239.72
260/265	275/280	Jul 31	$4.70	$0.30	15.67	$260.30	$279.70
240/245	250/255	Jul 31	$4.62	$0.38	12.16	$240.38	$254.62
250/252	258/260	Jul 17	$2.25	$0.25	9.00	$250.25	$259.75
225/230	240/245	Jul 31	$4.47	$0.53	8.43	$225.53	$244.47
240/242	245/248	Jul 17	$2.23	$0.27	8.26	$240.27	$247.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 83 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$260.00	$265.00	$270.00	Jul 31	$0.05	$4.95	99.00
$280.00	$285.00	$290.00	Jul 24	$0.20	$4.80	24.00
$280.00	$285.00	$290.00	Jul 17	$0.22	$4.78	21.73
$220.00	$230.00	$240.00	Jul 17	$0.45	$9.55	21.22
$295.00	$300.00	$305.00	Jul 10	$0.23	$4.77	20.74

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$250.00	$255.00	$260.00	Jul 24	$0.05	$4.95	99.00
$237.50	$240.00	$242.50	Jul 10	$0.05	$2.45	49.00
$260.00	$262.50	$265.00	Jul 2	$0.06	$2.44	40.67
$227.50	$230.00	$232.50	Jul 17	$0.08	$2.42	30.25
$252.50	$255.00	$257.50	Jul 17	$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. 118 found (best net $-0.25, 102 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$310.00	1:2	Jul 2	-$0.30	$14.70
$290.00	$300.00	1:2	Jul 24	-$1.45	$8.55
$285.00	$290.00	1:2	Jul 2	$0.00	$5.00
$295.00	$300.00	1:2	Jul 10	-$0.27	$4.73
$315.00	$320.00	1:2	Jul 17	-$0.41	$4.59

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$270.00	1:2	Jul 31	-$0.25	$19.75
$260.00	$250.00	1:2	Jul 31	-$2.25	$7.75
$255.00	$250.00	1:2	Jul 10	-$0.10	$4.90
$225.00	$220.00	1:2	Jul 2	-$0.30	$4.70
$225.00	$220.00	1:2	Jul 10	-$0.36	$4.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 4.42%, avg 1.37%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$270.00	Jul 31	$11.90	0.51	0.3%	4.42%	4.73%	2	28
$270.00	Jul 24	$9.80	0.50	0.3%	3.64%	3.95%	1	109
$275.00	Jul 31	$9.70	0.45	2.2%	3.60%	5.77%	--	310
$270.00	Jul 17	$8.00	0.50	0.3%	2.97%	3.28%	47	1.4K
$280.00	Jul 31	$7.80	0.39	4.0%	2.90%	6.93%	5	9
$275.00	Jul 24	$7.70	0.43	2.2%	2.86%	5.03%	5	193
$285.00	Aug 7	$7.10	0.35	5.9%	2.64%	8.52%	2	--
$285.00	Jul 31	$6.20	0.33	5.9%	2.30%	8.19%	2	24
$275.00	Jul 17	$6.00	0.41	2.2%	2.23%	4.40%	119	549
$280.00	Jul 24	$5.90	0.36	4.0%	2.19%	6.22%	3	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 1,866

Total Puts 1,289

Put/Call Ratio 0.69

Net Difference 577

Prior's Put/Call Breakdown

Total Calls 1,795

Total Puts 1,438

Put/Call Ratio 0.80

Net Difference 357

Prior 7-Day Put/Call Summary

Total Calls 21,148

Total Puts 16,558

Average Put/Call Ratio 0.80

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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