VLO - Options Database

VLO

VALERO ENERGY CORP N

$268.03 -0.52%

(7/2 13:00) ◀

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

▶ (7/2 15:00)

◀ 7/2 14:00 ▶

Option Volume

Detail

ℹ

Current (07/02 2:00pm) 3,385

Calls: 2,044 (60%)

Puts: 1,341 (40%)

Prior (07/01) 3,785

Calls: 2,019 (53%)

Puts: 1,766 (47%)

Current vs Prior -10.57%

Calls: +1.24% (Calls)

Puts: -24.07% (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 -37.16%

Calls: -32.34%

Puts: -43.31%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/02 2:00pm) $2.24M

Calls: $1.63M (73%)

Puts: $613.3K (27%)

Prior (07/01) $2.48M

Calls: $1.66M (67%)

Puts: $818.5K (33%)

Current vs Prior -9.35%

Calls: -1.59%

Puts: -25.06%

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 -55.28%

Calls: -56.37%

Puts: -52.11%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/02 2:00pm) 0.66

Prior (07/01) 0.87

Current vs Prior -24.99%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg -17.72%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/02 2:00pm) 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 1.23% | 5.04%5.04% | 7.31%5.04% | 7.31%7.31% | 14.14%

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

Current vs Prior -47.59% | -9.22%-- | ---- | ---- | --

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

Current vs 7-Day Avg -66.11% | -15.32%-- | ---- | ---- | --

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

Current vs 7-Day Eod -47.59% | -9.22%-- | ---- | ---- | --

Sentiment BULLISH------

Relative Spread

Detail

ℹ

Expiry | Next

Current 60.38% | 13.34%

Calls: 43.31% | 13.74%

Puts: 77.46% | 12.95%

Prior 60.48% | 21.12%

Calls: 66.67% | 16.15%

Puts: 54.29% | 26.09%

Current vs Prior -0.17% | -36.84%

Prior 7-Day Avg 34.77% | 18.59%

Calls: 35.59% | 19.22%

Puts: 33.95% | 17.97%

Current vs 7-Day Avg +73.66% | -28.25%

Liquidity Expensive

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Moderately bullish flow with 73% call dollar volume ($1.63M). Bullish P/C ratio of 0.66. P/C ratio dropping 25% - sentiment shifting bullish.

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
13:00	BULLISH	BULLISH	BULLISH
12:00	BULLISH	BULLISH	BULLISH
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH

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📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

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⚖️ 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 45 of results (avg 8.1%, best 5.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	48.00	50.70	$49.35	5.5%	1	0.94	72
$230.00	Jul 17	38.40	40.90	$39.65	6.3%	3	0.93	132
$252.50	Jul 17	17.90	19.10	$18.50	6.5%	--	0.79	15
$265.00	Jul 24	11.80	12.60	$12.20	6.6%	2	0.57	19
$230.00	Jul 24	38.80	41.50	$40.15	6.7%	--	0.91	42

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 24	10.70	11.40	$11.05	6.3%	--	0.51	65
$270.00	Jul 31	13.00	13.90	$13.45	6.7%	--	0.51	45
$265.00	Jul 31	10.50	11.40	$10.95	8.2%	3	0.44	19
$265.00	Jul 17	6.60	7.20	$6.90	8.7%	12	0.43	14
$275.00	Jul 17	11.90	13.00	$12.45	8.8%	1	0.61	4

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. 69 found (avg delta 0.79, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 2	17.60	20.10	$18.85	13.3%	6	0.99	134
$260.00	Jul 2	7.50	9.70	$8.60	25.6%	27	0.98	430
$235.00	Jul 2	32.50	34.90	$33.70	7.1%	--	0.96	10
$237.50	Jul 2	30.00	32.60	$31.30	8.3%	1	0.96	18
$240.00	Jul 2	27.60	29.90	$28.75	8.0%	--	0.96	14

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 2	5.00	7.50	$6.25	40.0%	7	0.93	7
$272.50	Jul 2	2.60	5.00	$3.80	63.2%	3	0.84	1
$290.00	Jul 17	21.60	24.20	$22.90	11.4%	--	0.82	11
$280.00	Jul 10	11.80	14.90	$13.35	23.2%	8	0.77	3
$270.00	Jul 2	1.20	2.85	$2.03	81.3%	90	0.74	144

Most actively traded options today. High liquidity = easy entry/exit. 129 active (total vol 2.4K, top 256)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 2	0.20	0.75	$0.48	114.6%	222	0.27	322
$275.00	Jul 2	0.00	0.30	$0.15	200.0%	197	0.07	462
$280.00	Jul 17	4.00	4.40	$4.20	9.5%	184	0.31	1.0K
$275.00	Jul 17	5.50	6.00	$5.75	8.7%	121	0.39	549
$265.00	Jul 17	9.90	10.60	$10.25	6.8%	90	0.57	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	1.20	2.85	$2.03	81.3%	90	0.74	144
$250.00	Jul 2	0.00	0.05	$0.03	166.7%	78	0.01	424
$255.00	Jul 2	0.00	0.60	$0.30	200.0%	70	0.07	442
$267.50	Jul 2	0.25	1.05	$0.65	123.1%	60	0.39	76

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 494.3%, max 1375.7%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$310.00	Jul 2	Jul 17	496.2%	43.0%	1054.0%	--	77
$235.00	Jul 2	Jul 31	470.4%	42.8%	1000.3%	--	22
$240.00	Jul 2	Jul 31	407.8%	41.5%	882.6%	--	27
$242.50	Jul 2	Jul 17	376.4%	42.5%	785.2%	3	128
$237.50	Jul 2	Jul 10	439.1%	51.8%	747.9%	2	23

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$215.00	Jul 2	Aug 7	724.9%	49.1%	1375.7%	1	37
$225.00	Jul 2	Aug 14	596.5%	43.3%	1276.1%	1	50
$220.00	Jul 2	Jul 31	660.3%	51.3%	1187.8%	--	133
$217.50	Jul 2	Jul 17	692.6%	56.4%	1127.5%	1	23
$235.00	Jul 2	Aug 7	470.4%	43.0%	993.3%	1	49

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 109 found (best R:R 49.00, avg 6.59)

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
$290.00	$295.00	Jul 10	$0.27	$4.73	$0.27	17.52	$290.27
$300.00	$305.00	Jul 24	$0.33	$4.67	$0.33	14.15	$300.33

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$235.00	$230.00	Aug 7	$0.10	$4.90	$0.10	49.00	$234.90
$220.00	$215.00	Jul 10	$0.17	$4.83	$0.17	28.41	$219.83
$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
$225.00	$215.00	Aug 7	$0.48	$9.52	$0.48	19.83	$224.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 138 found (best R:R 49.00, avg 2.36)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$230.00	$235.00	Jul 17	$4.90	$4.90	$0.10	49.00	$234.90
$220.00	$230.00	Jul 17	$9.70	$9.70	$0.30	32.33	$229.70
$240.00	$242.50	Jul 2	$2.40	$2.40	$0.10	24.00	$242.40
$230.00	$235.00	Jul 10	$4.80	$4.80	$0.20	24.00	$234.80
$255.00	$257.50	Jul 10	$2.35	$2.35	$0.15	15.67	$257.35

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$290.00	$280.00	Jul 17	$7.20	$7.20	$2.80	2.57	$282.80
$272.50	$270.00	Jul 2	$1.77	$1.77	$0.73	2.42	$270.73
$280.00	$275.00	Jul 10	$3.30	$3.30	$1.70	1.94	$276.70
$290.00	$270.00	Jul 31	$13.05	$13.05	$6.95	1.88	$276.95
$280.00	$275.00	Jul 17	$3.25	$3.25	$1.75	1.86	$276.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $1.70, cheapest $0.08)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$310.00	Jul 2	Jul 17	$0.20	496.2%	43.0%
$295.00	Jul 2	Jul 10	$0.23	354.7%	42.6%
$237.50	Jul 2	Jul 10	$0.40	439.1%	51.8%
$242.50	Jul 2	Jul 10	$0.55	376.4%	45.6%
$230.00	Jul 10	Jul 17	$0.55	61.2%	47.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$217.50	Jul 2	Jul 17	$0.08	692.6%	56.4%
$220.00	Jul 2	Jul 10	$0.10	660.3%	74.6%
$225.00	Jul 2	Jul 10	$0.10	596.5%	67.5%
$235.00	Jul 2	Jul 10	$0.15	470.4%	54.7%
$237.50	Jul 2	Jul 10	$0.18	439.1%	51.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 0.72% of stock, avg 8.55%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$267.50	Jul 2	$1.27	$0.65	$1.92	$265.58	$269.42	0.72%
$270.00	Jul 2	$0.48	$2.03	$2.51	$267.49	$272.51	0.94%
$272.50	Jul 2	$0.38	$3.80	$4.18	$268.32	$276.68	1.56%
$265.00	Jul 2	$3.95	$0.28	$4.23	$260.77	$269.23	1.58%
$262.50	Jul 2	$5.65	$0.15	$5.80	$256.70	$268.30	2.16%
$275.00	Jul 2	$0.15	$6.25	$6.40	$268.60	$281.40	2.39%
$260.00	Jul 2	$8.60	$0.03	$8.63	$251.37	$268.63	3.22%
$257.50	Jul 2	$11.35	$0.18	$11.53	$245.97	$269.03	4.30%
$267.50	Jul 10	$6.55	$5.60	$12.15	$255.35	$279.65	4.53%
$270.00	Jul 10	$5.25	$6.95	$12.20	$257.80	$282.20	4.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.11% of stock, avg 3.25%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$275.00	$262.50	Jul 2	$0.15	$0.15	$0.30	$262.20	$275.30
$277.50	$262.50	Jul 2	$0.20	$0.15	$0.35	$262.15	$277.85
$275.00	$265.00	Jul 2	$0.15	$0.28	$0.43	$264.57	$275.43
$275.00	$255.00	Jul 2	$0.15	$0.30	$0.45	$254.55	$275.45
$275.00	$252.50	Jul 2	$0.15	$0.30	$0.45	$252.05	$275.45
$282.50	$262.50	Jul 2	$0.30	$0.15	$0.45	$262.05	$282.95
$277.50	$265.00	Jul 2	$0.20	$0.28	$0.48	$264.52	$277.98
$277.50	$255.00	Jul 2	$0.20	$0.30	$0.50	$254.50	$278.00
$277.50	$252.50	Jul 2	$0.20	$0.30	$0.50	$252.00	$278.00
$272.50	$262.50	Jul 2	$0.38	$0.15	$0.53	$261.97	$273.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 143 found (best R:R 32.33, avg credit $3.66)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
260/265	275/280	Jul 31	$4.85	$0.15	32.33	$260.15	$279.85
240/242	245/248	Jul 17	$2.35	$0.15	15.67	$240.15	$247.35
215/220	230/235	Jul 31	$4.70	$0.30	15.67	$215.30	$234.70
225/230	235/240	Jul 31	$4.70	$0.30	15.67	$225.30	$239.70
215/220	230/240	Jul 24	$9.37	$0.63	14.87	$210.63	$239.37
215/220	245/250	Jul 24	$4.67	$0.33	14.15	$215.33	$249.67
225/230	245/250	Jul 24	$4.67	$0.33	14.15	$225.33	$249.67
230/232	235/240	Jul 17	$4.63	$0.37	12.51	$227.87	$239.63
230/235	245/250	Jul 24	$4.63	$0.37	12.51	$230.37	$249.63
250/255	260/265	Jul 24	$4.60	$0.40	11.50	$250.40	$264.60

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
$270.00	$272.50	$275.00	Jul 10	$0.05	$2.45	49.00
$280.00	$282.50	$285.00	Jul 10	$0.07	$2.43	34.71
$290.00	$295.00	$300.00	Jul 10	$0.14	$4.86	34.71
$272.50	$275.00	$277.50	Jul 10	$0.10	$2.40	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$237.50	$240.00	$242.50	Jul 10	$0.05	$2.45	49.00
$235.00	$240.00	$245.00	Jul 24	$0.13	$4.87	37.46
$270.00	$275.00	$280.00	Jul 17	$0.15	$4.85	32.33
$255.00	$260.00	$265.00	Aug 14	$0.15	$4.85	32.33
$227.50	$230.00	$232.50	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. 124 found (best net $-0.40, 109 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	-$0.81	$9.19
$285.00	$290.00	1:2	Jul 2	$0.00	$5.00
$290.00	$295.00	1:2	Jul 10	-$0.26	$4.74
$295.00	$300.00	1:2	Jul 10	-$0.27	$4.73

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$270.00	1:2	Jul 31	-$0.40	$19.60
$225.00	$215.00	1:2	Aug 7	-$0.79	$9.21
$260.00	$250.00	1:2	Jul 31	-$2.60	$7.40
$220.00	$215.00	1:2	Jul 10	-$0.06	$4.94
$220.00	$215.00	1:2	Jul 24	-$0.21	$4.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 4.22%, avg 1.34%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$270.00	Jul 31	$11.30	0.49	0.7%	4.22%	4.95%	2	28
$270.00	Jul 24	$9.30	0.49	0.7%	3.47%	4.20%	1	109
$275.00	Jul 31	$9.20	0.43	2.6%	3.43%	6.03%	5	310
$270.00	Jul 17	$7.40	0.48	0.7%	2.76%	3.50%	50	1.4K
$280.00	Jul 31	$7.40	0.38	4.5%	2.76%	7.23%	6	9
$275.00	Jul 24	$7.10	0.42	2.6%	2.65%	5.25%	5	193
$285.00	Aug 7	$7.10	0.35	6.3%	2.65%	8.98%	2	--
$275.00	Jul 17	$5.50	0.39	2.6%	2.05%	4.65%	121	549
$280.00	Jul 24	$5.50	0.35	4.5%	2.05%	6.52%	3	10
$285.00	Jul 31	$5.10	0.32	6.3%	1.90%	8.23%	2	24

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 2,044

Total Puts 1,341

Put/Call Ratio 0.66

Net Difference 703

Prior's Put/Call Breakdown

Total Calls 2,019

Total Puts 1,766

Put/Call Ratio 0.87

Net Difference 253

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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