VLO - Options Database

VLO

VALERO ENERGY CORP N

$268.25 -0.44%

(7/2 14:00) ◀

Thursday, July 2, 2026 (3:00pm)

▶ (7/2 16:05)

◀ 7/2 15:00 ▶

Option Volume

Detail

ℹ

Current (07/02 3:00pm) 3,915

Calls: 2,382 (61%)

Puts: 1,533 (39%)

Prior (07/01) 4,315

Calls: 2,234 (52%)

Puts: 2,081 (48%)

Current vs Prior -9.27%

Calls: +6.62% (Calls)

Puts: -26.33% (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 -27.32%

Calls: -21.16%

Puts: -35.19%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/02 3:00pm) $2.51M

Calls: $1.81M (72%)

Puts: $699.2K (28%)

Prior (07/01) $2.83M

Calls: $1.97M (70%)

Puts: $861.7K (30%)

Current vs Prior -11.34%

Calls: -8.05%

Puts: -18.85%

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 -49.96%

Calls: -51.52%

Puts: -45.40%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/02 3:00pm) 0.64

Prior (07/01) 0.93

Current vs Prior -30.91%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg -19.28%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/02 3:00pm) 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 1.27% | 4.92%4.92% | 7.25%4.92% | 7.25%7.25% | 14.04%

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

Current vs Prior -45.89% | -11.31%-- | ---- | ---- | --

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

Current vs 7-Day Avg -65.01% | -17.27%-- | ---- | ---- | --

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

Current vs 7-Day Eod -45.89% | -11.31%-- | ---- | ---- | --

Sentiment BULLISH------

Relative Spread

Detail

ℹ

Expiry | Next

Current 70.64% | 12.09%

Calls: 72.41% | 10.85%

Puts: 68.88% | 13.33%

Prior 60.48% | 21.12%

Calls: 66.67% | 16.15%

Puts: 54.29% | 26.09%

Current vs Prior +16.80% | -42.76%

Prior 7-Day Avg 34.77% | 18.59%

Calls: 35.59% | 19.22%

Puts: 33.95% | 17.97%

Current vs 7-Day Avg +103.16% | -34.97%

Liquidity Expensive

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Moderately bullish flow with 72% call dollar volume ($1.81M). Bullish P/C ratio of 0.64. P/C ratio dropping 31% - 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
14:00	BULLISH	BULLISH	BULLISH
13:00	BULLISH	BULLISH	BULLISH
12:00	BULLISH	BULLISH	BULLISH
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH

📈 Options Analysis

🎯 Tightest Spreads

💰 Best Value Under $1

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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 45 of results (avg 8.2%, best 5.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$252.50	Jul 17	18.10	19.20	$18.65	5.9%	--	0.79	15
$220.00	Jul 17	47.70	50.60	$49.15	5.9%	1	0.94	72
$230.00	Jul 17	38.30	40.80	$39.55	6.3%	3	0.93	132
$230.00	Jul 10	37.80	40.30	$39.05	6.4%	--	0.97	10
$230.00	Jul 24	38.70	41.30	$40.00	6.5%	--	0.93	42

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 24	10.40	11.20	$10.80	7.4%	--	0.51	65
$265.00	Jul 31	10.30	11.10	$10.70	7.5%	3	0.44	19
$270.00	Jul 31	12.80	13.80	$13.30	7.5%	--	0.50	45
$280.00	Jul 17	15.00	16.20	$15.60	7.7%	--	0.69	83
$270.00	Jul 17	8.70	9.50	$9.10	8.8%	1	0.52	74

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.38, cheapest $0.38)

CALLS (0)

No calls meet the criteria

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	0.35	0.40	$0.38	13.2%	35	0.03	991

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 70 found (avg delta 0.80, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$247.50	Jul 2	20.00	22.00	$21.00	9.5%	1	0.99	3
$250.00	Jul 2	17.40	19.80	$18.60	12.9%	6	0.99	134
$260.00	Jul 2	7.80	9.10	$8.45	15.4%	30	0.98	430
$255.00	Jul 2	12.30	15.00	$13.65	19.8%	14	0.97	566
$230.00	Jul 10	37.80	40.30	$39.05	6.4%	--	0.97	10

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 2	5.10	7.60	$6.35	39.4%	7	0.93	7
$272.50	Jul 2	2.60	5.10	$3.85	64.9%	3	0.89	1
$290.00	Jul 17	21.70	24.40	$23.05	11.7%	--	0.82	11
$280.00	Jul 10	12.00	14.80	$13.40	20.9%	8	0.77	3
$270.00	Jul 2	1.40	2.75	$2.08	64.9%	102	0.74	144

Most actively traded options today. High liquidity = easy entry/exit. 139 active (total vol 2.8K, top 256)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 2	0.15	0.70	$0.43	127.9%	224	0.26	322
$275.00	Jul 2	0.00	0.25	$0.13	192.3%	223	0.07	462
$280.00	Jul 17	3.80	4.40	$4.10	14.6%	184	0.31	1.0K
$275.00	Jul 17	5.50	6.00	$5.75	8.7%	123	0.39	549
$265.00	Jul 2	2.60	5.00	$3.80	63.2%	96	0.85	113

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
$267.50	Jul 2	0.25	0.85	$0.55	109.1%	111	0.36	76
$270.00	Jul 2	1.40	2.75	$2.08	64.9%	102	0.74	144
$250.00	Jul 2	0.00	0.05	$0.03	166.7%	80	0.01	424
$255.00	Jul 2	0.00	0.15	$0.08	187.5%	72	0.03	442

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 674.6%, max 1891.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$310.00	Jul 2	Jul 17	665.5%	42.8%	1453.9%	--	77
$235.00	Jul 2	Jul 31	635.2%	42.9%	1379.0%	--	22
$240.00	Jul 2	Jul 31	550.9%	41.7%	1221.1%	--	27
$242.50	Jul 2	Jul 17	508.8%	42.9%	1087.2%	3	128
$237.50	Jul 2	Jul 10	593.0%	52.0%	1040.9%	4	23

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$215.00	Jul 2	Aug 7	977.4%	49.1%	1891.1%	1	37
$225.00	Jul 2	Aug 14	804.7%	43.2%	1763.7%	1	50
$220.00	Jul 2	Jul 31	890.6%	51.5%	1630.9%	--	133
$217.50	Jul 2	Jul 17	934.0%	56.7%	1547.1%	1	23
$235.00	Jul 2	Aug 7	635.2%	43.0%	1378.1%	1	49

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 113 found (best R:R 49.00, avg 6.74)

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
$285.00	$290.00	Jul 2	$0.15	$4.85	$0.15	32.33	$285.15
$290.00	$295.00	Jul 10	$0.15	$4.85	$0.15	32.33	$290.15
$295.00	$300.00	Jul 10	$0.20	$4.80	$0.20	24.00	$295.20
$277.50	$280.00	Jul 2	$0.17	$2.33	$0.17	13.71	$277.67

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	$0.15	$4.85	$0.15	32.33	$219.85
$265.00	$262.50	Jul 2	$0.10	$2.40	$0.10	24.00	$264.90
$235.00	$230.00	Jul 10	$0.20	$4.80	$0.20	24.00	$234.80
$235.00	$230.00	Jul 24	$0.23	$4.77	$0.23	20.74	$234.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 143 found (best R:R 24.00, avg 2.25)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$247.50	$250.00	Jul 2	$2.40	$2.40	$0.10	24.00	$249.90
$240.00	$242.50	Jul 10	$2.40	$2.40	$0.10	24.00	$242.40
$220.00	$230.00	Jul 17	$9.60	$9.60	$0.40	24.00	$229.60
$230.00	$235.00	Jul 17	$4.75	$4.75	$0.25	19.00	$234.75
$257.50	$260.00	Jul 10	$2.35	$2.35	$0.15	15.67	$259.85

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$290.00	$280.00	Jul 17	$7.45	$7.45	$2.55	2.92	$282.55
$280.00	$275.00	Jul 10	$3.60	$3.60	$1.40	2.57	$276.40
$272.50	$270.00	Jul 2	$1.77	$1.77	$0.73	2.42	$270.73
$280.00	$275.00	Jul 17	$3.35	$3.35	$1.65	2.03	$276.65
$290.00	$270.00	Jul 31	$12.90	$12.90	$7.10	1.82	$277.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $1.72, cheapest $0.08)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$310.00	Jul 2	Jul 17	$0.20	665.5%	42.8%
$295.00	Jul 2	Jul 10	$0.30	475.0%	44.0%
$237.50	Jul 2	Jul 10	$0.35	593.0%	52.0%
$235.00	Jul 2	Jul 10	$0.40	635.2%	55.0%
$230.00	Jul 10	Jul 17	$0.50	55.7%	46.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$217.50	Jul 2	Jul 17	$0.08	934.0%	56.7%
$220.00	Jul 2	Jul 10	$0.08	890.6%	74.0%
$235.00	Jul 2	Jul 10	$0.15	635.2%	55.0%
$237.50	Jul 2	Jul 10	$0.18	593.0%	52.0%
$245.00	Jul 2	Jul 10	$0.20	466.6%	41.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 0.70% of stock, avg 8.49%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$267.50	Jul 2	$1.33	$0.55	$1.88	$265.62	$269.38	0.70%
$270.00	Jul 2	$0.43	$2.08	$2.51	$267.49	$272.51	0.94%
$272.50	Jul 2	$0.18	$3.85	$4.03	$268.47	$276.53	1.50%
$265.00	Jul 2	$3.80	$0.25	$4.05	$260.95	$269.05	1.51%
$262.50	Jul 2	$6.20	$0.15	$6.35	$256.15	$268.85	2.37%
$275.00	Jul 2	$0.13	$6.35	$6.48	$268.52	$281.48	2.42%
$260.00	Jul 2	$8.45	$0.03	$8.48	$251.52	$268.48	3.16%
$257.50	Jul 2	$11.10	$0.25	$11.35	$246.15	$268.85	4.23%
$267.50	Jul 10	$6.45	$5.45	$11.90	$255.60	$279.40	4.44%
$270.00	Jul 10	$5.20	$6.75	$11.95	$258.05	$281.95	4.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.10% of stock, avg 3.21%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$275.00	$262.50	Jul 2	$0.13	$0.15	$0.28	$262.22	$275.28
$272.50	$262.50	Jul 2	$0.18	$0.15	$0.33	$262.17	$272.83
$277.50	$262.50	Jul 2	$0.20	$0.15	$0.35	$262.15	$277.85
$275.00	$265.00	Jul 2	$0.13	$0.25	$0.38	$264.62	$275.38
$275.00	$257.50	Jul 2	$0.13	$0.25	$0.38	$257.12	$275.38
$272.50	$265.00	Jul 2	$0.18	$0.25	$0.43	$264.57	$272.93
$272.50	$257.50	Jul 2	$0.18	$0.25	$0.43	$257.07	$272.93
$275.00	$252.50	Jul 2	$0.13	$0.30	$0.43	$252.07	$275.43
$277.50	$265.00	Jul 2	$0.20	$0.25	$0.45	$264.55	$277.95
$277.50	$257.50	Jul 2	$0.20	$0.25	$0.45	$257.05	$277.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 149 found (best R:R 32.33, avg credit $3.70)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
230/235	245/250	Jul 10	$4.85	$0.15	32.33	$230.15	$249.85
215/220	245/250	Jul 10	$4.80	$0.20	24.00	$215.20	$249.80
225/230	235/240	Jul 31	$4.80	$0.20	24.00	$225.20	$239.80
230/232	248/250	Jul 17	$2.38	$0.12	19.83	$230.12	$249.88
240/242	250/255	Jul 10	$4.75	$0.25	19.00	$237.75	$254.75
245/248	250/255	Jul 10	$4.75	$0.25	19.00	$242.75	$254.75
242/245	248/250	Jul 17	$2.35	$0.15	15.67	$242.65	$249.85
240/245	250/255	Jul 24	$4.68	$0.32	14.63	$240.32	$254.68
230/232	245/248	Jul 17	$2.33	$0.17	13.71	$230.17	$247.33
230/235	250/255	Jul 10	$4.65	$0.35	13.29	$230.35	$254.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 95 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$230.00	$235.00	$240.00	Jul 17	$0.05	$4.95	99.00
$260.00	$262.50	$265.00	Jul 10	$0.05	$2.45	49.00
$255.00	$260.00	$265.00	Jul 24	$0.10	$4.90	49.00
$237.50	$240.00	$242.50	Jul 2	$0.10	$2.40	24.00
$245.00	$250.00	$255.00	Jul 10	$0.20	$4.80	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$235.00	$240.00	$245.00	Jul 24	$0.08	$4.92	61.50
$240.00	$245.00	$250.00	Jul 31	$0.13	$4.87	37.46
$245.00	$247.50	$250.00	Jul 17	$0.07	$2.43	34.71
$252.50	$255.00	$257.50	Jul 17	$0.07	$2.43	34.71
$250.00	$255.00	$260.00	Aug 7	$0.15	$4.85	32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 127 found (best net $-0.40, 111 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	-$0.80	$9.20
$285.00	$290.00	1:2	Jul 2	$0.00	$5.00
$295.00	$300.00	1:2	Jul 10	-$0.20	$4.80
$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	-$0.40	$19.60
$225.00	$215.00	1:2	Aug 7	-$0.79	$9.21
$260.00	$250.00	1:2	Jul 31	-$1.85	$8.15
$235.00	$230.00	1:2	Jul 10	-$0.05	$4.95
$220.00	$215.00	1:2	Jul 10	-$0.08	$4.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 4.25%, avg 1.34%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$270.00	Jul 31	$11.40	0.50	0.7%	4.25%	4.90%	2	28
$270.00	Jul 24	$9.30	0.49	0.7%	3.47%	4.12%	1	109
$275.00	Jul 31	$9.30	0.43	2.5%	3.47%	5.98%	5	310
$270.00	Jul 17	$7.40	0.48	0.7%	2.76%	3.41%	55	1.4K
$280.00	Jul 31	$7.40	0.38	4.4%	2.76%	7.14%	6	9
$275.00	Jul 24	$7.10	0.42	2.5%	2.65%	5.16%	5	193
$285.00	Aug 7	$6.90	0.35	6.2%	2.57%	8.82%	2	--
$285.00	Jul 31	$5.90	0.32	6.2%	2.20%	8.44%	2	24
$275.00	Jul 17	$5.50	0.39	2.5%	2.05%	4.57%	123	549
$280.00	Jul 24	$5.40	0.35	4.4%	2.01%	6.39%	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 2,382

Total Puts 1,533

Put/Call Ratio 0.64

Net Difference 849

Prior's Put/Call Breakdown

Total Calls 2,234

Total Puts 2,081

Put/Call Ratio 0.93

Net Difference 153

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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