VLO - Options Database

VLO

VALERO ENERGY CORP N

$272.32 +1.70%

(7/2 18:04) ◀

Monday, July 6, 2026 (10:00am)

▶ (7/6 11:00)

◀ 7/6 10:00 ▶

Option Volume

Detail

ℹ

Current (07/06 10:00am) 461

Calls: 274 (59%)

Puts: 187 (41%)

Prior (07/02) 1,036

Calls: 659 (64%)

Puts: 377 (36%)

Current vs Prior -55.50%

Calls: -58.42% (Calls)

Puts: -50.40% (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 -91.44%

Calls: -90.93%

Puts: -92.09%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/06 10:00am) $343.5K

Calls: $275.5K (80%)

Puts: $67.9K (20%)

Prior (07/02) $552.8K

Calls: $460.1K (83%)

Puts: $92.8K (17%)

Current vs Prior -37.87%

Calls: -40.11%

Puts: -26.79%

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 -93.15%

Calls: -92.63%

Puts: -94.70%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/06 10:00am) 0.68

Prior (07/02) 0.57

Current vs Prior +19.30%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg -14.40%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/06 10:00am) 91,754

Calls: 51,306 (56%)

Puts: 40,448 (44%)

Prior (07/02) 96,416

Calls: 54,168 (56%)

Puts: 42,248 (44%)

Current vs Prior -4.84%

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 +3.19%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)

Current 4.70% | 7.25%7.25% | 13.70%

Prior 2.35% | 5.55%-- | --

Current vs Prior +100.07% | +30.71%-- | --

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

Current vs 7-Day Avg +29.37% | +21.94%-- | --

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

Current vs 7-Day Eod +100.07% | +30.71%-- | --

Sentiment BEARISH--

Relative Spread

Detail

ℹ

Expiry | Next

Current 39.23% | 27.83%

Calls: 37.76% | 28.86%

Puts: 40.71% | 26.80%

Prior 60.48% | 21.12%

Calls: 66.67% | 16.15%

Puts: 54.29% | 26.09%

Current vs Prior -35.14% | +31.77%

Prior 7-Day Avg 34.77% | 18.59%

Calls: 35.59% | 19.22%

Puts: 33.95% | 17.97%

Current vs 7-Day Avg +12.83% | +49.69%

Liquidity Expensive

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Strong bullish conviction with 80% of dollar volume in calls ($275.5K) vs puts ($67.9K). Below-average activity with volume down 56% vs prior. Bullish P/C ratio of 0.68.

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 BULLISH

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	NEUTRAL	MIXED
15:00	BULLISH	BULLISH	BULLISH
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

📊 High Delta (ITM)

🔥 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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High Delta

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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 8.2%, best 6.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	51.80	55.00	$53.40	6.0%	--	0.97	71
$230.00	Jul 10	41.80	44.50	$43.15	6.3%	--	0.96	10
$230.00	Jul 31	43.20	46.30	$44.75	6.9%	--	0.90	43
$230.00	Jul 17	41.90	45.00	$43.45	7.1%	--	0.96	132
$230.00	Jul 24	42.30	45.50	$43.90	7.3%	--	0.94	42

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. 48 found (avg delta 0.78, highest 0.97)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	51.80	55.00	$53.40	6.0%	--	0.97	71
$230.00	Jul 10	41.80	44.50	$43.15	6.3%	--	0.96	10
$242.50	Jul 10	29.50	32.20	$30.85	8.8%	--	0.96	72
$230.00	Jul 17	41.90	45.00	$43.45	7.1%	--	0.96	132
$240.00	Jul 10	31.50	34.70	$33.10	9.7%	--	0.95	35

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	17.90	21.10	$19.50	16.4%	--	0.79	11
$280.00	Jul 10	8.60	11.60	$10.10	29.7%	--	0.72	11
$290.00	Jul 31	21.80	24.70	$23.25	12.5%	--	0.70	12
$277.50	Jul 10	7.00	9.70	$8.35	32.3%	2	0.65	--
$280.00	Jul 17	11.20	13.60	$12.40	19.4%	--	0.64	83

Most actively traded options today. High liquidity = easy entry/exit. 51 active (total vol 225, top 26)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 10	3.80	5.20	$4.50	31.1%	26	0.44	81
$270.00	Jul 10	5.80	8.50	$7.15	37.8%	20	0.58	141
$290.00	Jul 10	0.45	1.25	$0.85	94.1%	15	0.12	72
$300.00	Jul 17	0.65	1.85	$1.25	96.0%	8	0.12	1.7K
$255.00	Jul 10	17.60	20.20	$18.90	13.8%	6	0.91	40

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Jul 17	0.50	0.85	$0.68	51.5%	16	0.06	408
$245.00	Jul 17	0.55	2.30	$1.42	123.2%	15	0.11	275
$220.00	Jul 17	0.10	0.65	$0.38	144.7%	14	0.03	993
$255.00	Jul 10	0.05	1.15	$0.60	183.3%	10	0.09	112
$265.00	Jul 17	4.50	5.30	$4.90	16.3%	7	0.34	15

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 33 strikes (avg 32.4%, max 97.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$230.00	Jul 10	Jul 31	89.9%	51.9%	73.2%	--	53
$315.00	Jul 10	Aug 14	69.7%	40.8%	70.9%	4	1
$305.00	Jul 10	Jul 24	56.8%	37.2%	52.6%	--	75
$240.00	Jul 10	Jul 31	72.6%	48.5%	49.8%	--	48
$245.00	Jul 10	Jul 31	62.2%	46.2%	34.5%	--	51

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$230.00	Jul 10	Aug 14	89.9%	45.6%	97.3%	1	31
$235.00	Jul 10	Jul 24	82.2%	43.4%	89.5%	--	156
$225.00	Jul 10	Aug 14	88.5%	47.5%	86.1%	3	84
$220.00	Jul 10	Jul 31	100.8%	58.5%	72.3%	--	230
$240.00	Jul 10	Jul 24	72.6%	42.6%	70.5%	5	119

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 81 found (best R:R 49.00, avg 6.36)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$315.00	$325.00	Jul 10	$0.20	$9.80	$0.20	49.00	$315.20
$285.00	$290.00	Jul 10	$0.20	$4.80	$0.20	24.00	$285.20
$295.00	$300.00	Jul 17	$0.23	$4.77	$0.23	20.74	$295.23
$315.00	$320.00	Jul 17	$0.25	$4.75	$0.25	19.00	$315.25
$315.00	$320.00	Aug 14	$0.27	$4.73	$0.27	17.52	$315.27

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$230.00	$225.00	Jul 10	$0.20	$4.80	$0.20	24.00	$229.80
$230.00	$227.50	Jul 17	$0.10	$2.40	$0.10	24.00	$229.90
$240.00	$237.50	Jul 10	$0.12	$2.38	$0.12	19.83	$239.88
$230.00	$225.00	Jul 24	$0.25	$4.75	$0.25	19.00	$229.75
$245.00	$242.50	Jul 10	$0.13	$2.37	$0.13	18.23	$244.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 107 found (best R:R 27.57, avg 2.09)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$230.00	$240.00	Jul 17	$9.65	$9.65	$0.35	27.57	$239.65
$230.00	$235.00	Jul 31	$4.80	$4.80	$0.20	24.00	$234.80
$230.00	$240.00	Jul 24	$9.40	$9.40	$0.60	15.67	$239.40
$242.50	$247.50	Jul 17	$4.60	$4.60	$0.40	11.50	$247.10
$235.00	$240.00	Jul 31	$4.55	$4.55	$0.45	10.11	$239.55

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$290.00	$280.00	Jul 17	$7.10	$7.10	$2.90	2.45	$282.90
$280.00	$277.50	Jul 10	$1.75	$1.75	$0.75	2.33	$278.25
$290.00	$270.00	Jul 31	$11.75	$11.75	$8.25	1.42	$278.25
$275.00	$270.00	Jul 10	$2.80	$2.80	$2.20	1.27	$272.20
$277.50	$275.00	Jul 10	$1.30	$1.30	$1.20	1.08	$276.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $1.53, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$230.00	Jul 10	Jul 17	$0.30	89.9%	58.3%
$315.00	Jul 10	Jul 17	$0.32	69.7%	50.6%
$305.00	Jul 10	Jul 17	$0.45	56.8%	43.6%
$240.00	Jul 10	Jul 17	$0.70	72.6%	48.3%
$242.50	Jul 10	Jul 17	$0.70	62.5%	54.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$225.00	Jul 10	Jul 17	$0.10	88.5%	58.1%
$220.00	Jul 10	Jul 17	$0.13	100.8%	66.4%
$230.00	Jul 10	Jul 17	$0.13	89.9%	58.3%
$237.50	Jul 10	Jul 17	$0.15	72.6%	48.1%
$240.00	Jul 10	Jul 17	$0.23	72.6%	48.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 43 found (cheapest 4.18% of stock, avg 9.62%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$277.50	Jul 10	$3.03	$8.35	$11.38	$266.12	$288.88	4.18%
$270.00	Jul 10	$7.15	$4.25	$11.40	$258.60	$281.40	4.19%
$275.00	Jul 10	$4.50	$7.05	$11.55	$263.45	$286.55	4.24%
$280.00	Jul 10	$2.17	$10.10	$12.27	$267.73	$292.27	4.51%
$265.00	Jul 10	$10.60	$3.30	$13.90	$251.10	$278.90	5.10%
$262.50	Jul 10	$12.35	$2.53	$14.88	$247.62	$277.38	5.46%
$260.00	Jul 10	$13.70	$1.63	$15.33	$244.67	$275.33	5.63%
$280.00	Jul 17	$4.75	$12.40	$17.15	$262.85	$297.15	6.30%
$270.00	Jul 17	$10.05	$7.40	$17.45	$252.55	$287.45	6.41%
$257.50	Jul 10	$16.45	$1.20	$17.65	$239.85	$275.15	6.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 106 found (cheapest 0.83% of stock, avg 3.43%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$285.00	$257.50	Jul 10	$1.05	$1.20	$2.25	$255.25	$287.25
$285.00	$260.00	Jul 10	$1.05	$1.63	$2.68	$257.32	$287.68
$282.50	$257.50	Jul 10	$1.88	$1.20	$3.08	$254.42	$285.58
$280.00	$257.50	Jul 10	$2.17	$1.20	$3.37	$254.13	$283.37
$282.50	$260.00	Jul 10	$1.88	$1.63	$3.51	$256.49	$286.01
$285.00	$262.50	Jul 10	$1.05	$2.53	$3.58	$258.92	$288.58
$280.00	$260.00	Jul 10	$2.17	$1.63	$3.80	$256.20	$283.80
$295.00	$255.00	Jul 17	$1.48	$2.42	$3.90	$251.10	$298.90
$300.00	$250.00	Jul 24	$1.48	$2.60	$4.08	$245.92	$304.08
$277.50	$257.50	Jul 10	$3.03	$1.20	$4.23	$253.27	$281.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 137 found (best R:R 44.45, avg credit $3.29)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
225/228	230/240	Jul 17	$9.78	$0.22	44.45	$217.72	$239.78
220/222	242/248	Jul 17	$4.85	$0.15	32.33	$217.65	$247.35
220/222	248/250	Jul 17	$2.40	$0.10	24.00	$220.10	$249.90
238/240	242/248	Jul 17	$4.80	$0.20	24.00	$235.20	$247.30
225/228	240/242	Jul 17	$2.38	$0.12	19.83	$225.12	$242.38
248/250	258/260	Jul 17	$2.38	$0.12	19.83	$247.62	$259.88
240/242	258/260	Jul 17	$2.37	$0.13	18.23	$240.13	$259.87
225/228	242/248	Jul 17	$4.73	$0.27	17.52	$222.77	$247.23
255/258	262/265	Jul 10	$2.35	$0.15	15.67	$255.15	$264.85
220/222	252/255	Jul 17	$2.35	$0.15	15.67	$220.15	$254.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 63 found (best R:R 61.50, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$295.00	$300.00	$305.00	Jul 10	$0.08	$4.92	61.50
$262.50	$265.00	$267.50	Jul 10	$0.05	$2.45	49.00
$250.00	$252.50	$255.00	Jul 17	$0.05	$2.45	49.00
$250.00	$255.00	$260.00	Jul 24	$0.10	$4.90	49.00
$220.00	$230.00	$240.00	Jul 17	$0.30	$9.70	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$250.00	$255.00	$260.00	Aug 7	$0.10	$4.90	49.00
$247.50	$250.00	$252.50	Jul 10	$0.06	$2.44	40.67
$240.00	$245.00	$250.00	Jul 24	$0.12	$4.88	40.67
$245.00	$250.00	$255.00	Jul 24	$0.15	$4.85	32.33
$220.00	$225.00	$230.00	Jul 10	$0.25	$4.75	19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 84 found (best net $-0.22, 78 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$305.00	$315.00	1:2	Jul 10	-$0.23	$9.77
$315.00	$320.00	1:2	Jul 17	-$0.05	$4.95
$300.00	$305.00	1:2	Jul 17	-$0.11	$4.89
$295.00	$300.00	1:2	Jul 10	-$0.15	$4.85
$300.00	$305.00	1:2	Jul 10	-$0.21	$4.79

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$245.00	$230.00	1:2	Jul 31	-$0.22	$14.78
$245.00	$230.00	1:2	Aug 14	-$0.26	$14.74
$260.00	$250.00	1:2	Jul 31	-$1.75	$8.25
$280.00	$270.00	1:2	Jul 17	-$2.40	$7.60
$230.00	$225.00	1:2	Jul 10	$0.00	$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 3.78%, avg 1.08%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$275.00	Jul 31	$10.30	0.48	1.0%	3.78%	4.77%	--	310
$275.00	Jul 24	$7.90	0.48	1.0%	2.90%	3.89%	--	194
$280.00	Jul 31	$7.60	0.42	2.8%	2.79%	5.61%	1	15
$275.00	Jul 17	$6.50	0.47	1.0%	2.39%	3.37%	5	558
$285.00	Jul 31	$5.70	0.36	4.7%	2.09%	6.75%	--	26
$280.00	Jul 24	$5.10	0.40	2.8%	1.87%	4.69%	--	13
$272.50	Jul 10	$4.40	0.51	0.1%	1.62%	1.68%	1	64
$290.00	Jul 31	$4.00	0.30	6.5%	1.47%	7.96%	--	153
$275.00	Jul 10	$3.80	0.44	1.0%	1.40%	2.38%	26	81
$280.00	Jul 17	$3.40	0.36	2.8%	1.25%	4.07%	1	1.1K

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 274

Total Puts 187

Put/Call Ratio 0.68

Net Difference 87

Prior's Put/Call Breakdown

Total Calls 659

Total Puts 377

Put/Call Ratio 0.57

Net Difference 282

Prior 7-Day Put/Call Summary

Total Calls 21,148

Total Puts 16,558

Average Put/Call Ratio 0.80

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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