Tour v291
VLO
VALERO ENERGY CORP N
$272.23 +1.67%
(7/6 10:00) ◀
|
Monday, July 6, 2026 (11:00am)
January 2026
|
▶ (7/6 12:00)
◀ 7/6 11:00 ▶

Option Volume

Detail
ℹ
Current (07/06 11:00am) 2,049
Calls: 859 (42%)
Puts: 1,190 (58%)
Prior (07/02) 2,161
Calls: 1,415 (65%)
Puts: 746 (35%)
Current vs Prior -5.18%
Calls: -39.29% (Calls)
Puts: +59.52% (Puts)
Prior 7-Day Total 40,334
Calls: 22,001 (55%)
Puts: 18,333 (45%)
Prior 7-Day Average 5,762
Calls: 3,143 (55%)
Puts: 2,619 (45%)
Current vs Prior 7-Day Avg -64.44%
Calls: -72.67%
Puts: -54.56%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/06 11:00am) $1.64M
Calls: $712.4K (43%)
Puts: $926.4K (57%)
Prior (07/02) $1.46M
Calls: $1.25M (86%)
Puts: $208.3K (14%)
Current vs Prior +12.36%
Calls: -43.01%
Puts: +344.65%
Prior 7-Day Total $35.44M
Calls: $26.27M (74%)
Puts: $9.17M (26%)
Prior 7-Day Average $5.06M
Calls: $3.75M (74%)
Puts: $1.31M (26%)
Current vs Prior 7-Day Avg -67.63%
Calls: -81.01%
Puts: -29.30%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/06 11:00am) 1.39
Prior (07/02) 0.53
Current vs Prior +162.77%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg +59.58%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/06 11:00am) 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 635,060
Calls: 357,826 (56%)
Puts: 277,234 (44%)
Prior 7-Day Average 90,722
Calls: 51,118 (56%)
Puts: 39,604 (44%)
Current vs Prior 7-Day Avg +1.14%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.48% | 6.83%6.83% | 13.55%
Prior 4.89% | 7.34%-- | --
Current vs Prior -8.40% | -6.90%-- | --
Prior 7-Day Avg 3.78% | 6.11%-- | --
Current vs 7-Day Avg +18.53% | +11.75%-- | --
Prior 7-Day Eod 4.89% | 7.34%-- | --
Current vs 7-Day Eod -8.40% | -6.90%-- | --
Sentiment BULLISH--

Relative Spread

Detail
ℹ
Expiry | Next
Current 21.23% | 10.75%
Calls: 21.90% | 10.64%
Puts: 20.56% | 10.87%
Prior 70.64% | 12.09%
Calls: 72.41% | 10.85%
Puts: 68.88% | 13.33%
Current vs Prior -69.95% | -11.08%
Prior 7-Day Avg 38.79% | 18.33%
Calls: 39.75% | 19.62%
Puts: 37.82% | 17.03%
Current vs 7-Day Avg -45.26% | -41.34%
Liquidity Expensive
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🤖 AI Insights

Bearish P/C ratio of 1.39 indicates protective positioning. P/C ratio rising 163% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg 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

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 22 of results (avg 8.3%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1752.1054.90$53.505.2%--0.9871
$230.00Jul 1742.2045.00$43.606.4%--0.97132
$230.00Jul 3143.0045.90$44.456.5%--0.9043
$230.00Jul 1041.8044.70$43.256.7%--0.9610
$245.00Jul 3130.1032.40$31.257.4%50.8220
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 3110.5011.40$10.958.2%10.4645
$290.00Jul 3122.1024.20$23.159.1%--0.7012
$265.00Jul 318.409.20$8.809.1%10.3921
$275.00Jul 2410.5011.50$11.009.1%200.52--
$280.00Jul 1711.7012.90$12.309.8%--0.6383

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. 51 found (avg delta 0.77, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1031.8034.80$33.309.0%--0.9835
$220.00Jul 1752.1054.90$53.505.2%--0.9871
$242.50Jul 1029.4032.20$30.809.1%--0.9872
$230.00Jul 1742.2045.00$43.606.4%--0.97132
$230.00Jul 1041.8044.70$43.256.7%--0.9610
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 1717.9021.00$19.4515.9%--0.8011
$280.00Jul 108.6011.10$9.8525.4%--0.7211
$290.00Jul 3122.1024.20$23.159.1%--0.7012
$277.50Jul 107.409.10$8.2520.6%20.64--
$280.00Jul 1711.7012.90$12.309.8%--0.6383

Most actively traded options today. High liquidity = easy entry/exit. 84 active (total vol 544, top 60)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 103.704.60$4.1521.7%600.4481
$275.00Jul 176.607.40$7.0011.4%290.46558
$270.00Jul 106.107.60$6.8521.9%230.59141
$265.00Jul 109.2011.80$10.5024.8%210.72140
$265.00Jul 1711.8013.90$12.8516.3%200.66286
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 106.007.40$6.7020.9%310.5740
$275.00Jul 2410.5011.50$11.009.1%200.52--
$240.00Jul 170.500.85$0.6851.5%170.06408
$220.00Jul 170.100.30$0.20100.0%150.02993
$245.00Jul 170.601.35$0.9876.5%150.09275

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 37 strikes (avg 30.9%, max 99.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 10Aug 1482.9%41.8%98.3%2--
$230.00Jul 10Jul 3190.7%51.6%75.7%--53
$315.00Jul 10Aug 1468.4%41.1%66.4%41
$310.00Jul 10Jul 1772.0%47.9%50.2%459
$305.00Jul 10Aug 756.7%40.8%39.1%260
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 10Aug 1490.7%45.5%99.3%131
$220.00Jul 10Jul 31101.6%51.8%96.0%--230
$235.00Jul 10Jul 2482.0%43.5%88.4%--156
$225.00Jul 10Aug 1487.3%47.1%85.5%984
$237.50Jul 10Jul 1772.2%48.2%49.9%8265

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 83 found (best R:R 37.46, avg 6.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$285.00$290.00Jul 10$0.13$4.87$0.1337.46$285.13
$297.50$300.00Jul 10$0.10$2.40$0.1024.00$297.60
$295.00$300.00Jul 17$0.23$4.77$0.2320.74$295.23
$310.00$315.00Jul 10$0.25$4.75$0.2519.00$310.25
$315.00$320.00Jul 17$0.25$4.75$0.2519.00$315.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$225.00Jul 24$0.15$4.85$0.1532.33$229.85
$240.00$235.00Jul 24$0.17$4.83$0.1728.41$239.83
$245.00$242.50Jul 10$0.10$2.40$0.1024.00$244.90
$255.00$252.50Jul 10$0.10$2.40$0.1024.00$254.90
$230.00$225.00Jul 10$0.22$4.78$0.2221.73$229.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 113 found (best R:R 99.00, avg 2.92)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$230.00Jul 17$9.90$9.90$0.1099.00$229.90
$230.00$240.00Jul 17$9.70$9.70$0.3032.33$239.70
$240.00$242.50Jul 17$2.35$2.35$0.1515.67$242.35
$230.00$235.00Jul 31$4.65$4.65$0.3513.29$234.65
$250.00$255.00Jul 10$4.60$4.60$0.4011.50$254.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$280.00Jul 17$7.15$7.15$2.852.51$282.85
$280.00$277.50Jul 10$1.60$1.60$0.901.78$278.40
$277.50$275.00Jul 10$1.55$1.55$0.951.63$275.95
$280.00$275.00Jul 17$3.10$3.10$1.901.63$276.90
$290.00$270.00Jul 31$12.20$12.20$7.801.56$277.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 36 found (avg debit $1.62, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Jul 10Jul 17$0.2072.0%47.9%
$230.00Jul 10Jul 17$0.3590.7%52.5%
$315.00Jul 10Jul 17$0.3568.4%50.6%
$305.00Jul 10Jul 17$0.5056.7%44.4%
$240.00Jul 10Jul 17$0.6056.4%48.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$235.00Jul 10Jul 17$0.0782.0%51.7%
$237.50Jul 10Jul 17$0.1872.2%48.2%
$242.50Jul 10Jul 17$0.4855.8%44.9%
$240.00Jul 10Jul 17$0.5856.4%48.8%
$245.00Jul 10Jul 17$0.7356.5%46.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 46 found (cheapest 3.99% of stock, avg 9.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$275.00Jul 10$4.15$6.70$10.85$264.15$285.853.99%
$270.00Jul 10$6.85$4.25$11.10$258.90$281.104.08%
$277.50Jul 10$3.20$8.25$11.45$266.05$288.954.21%
$267.50Jul 10$8.70$3.30$12.00$255.50$279.504.41%
$280.00Jul 10$2.20$9.85$12.05$267.95$292.054.43%
$265.00Jul 10$10.50$2.45$12.95$252.05$277.954.76%
$262.50Jul 10$12.30$1.83$14.13$248.37$276.635.19%
$260.00Jul 10$14.30$1.35$15.65$244.35$275.655.75%
$270.00Jul 17$9.40$6.75$16.15$253.85$286.155.93%
$275.00Jul 17$7.00$9.20$16.20$258.80$291.205.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 113 found (cheapest 0.82% of stock, avg 3.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$285.00$260.00Jul 10$0.88$1.35$2.23$257.77$287.23
$285.00$262.50Jul 10$0.88$1.83$2.71$259.79$287.71
$282.50$260.00Jul 10$1.80$1.35$3.15$256.85$285.65
$285.00$265.00Jul 10$0.88$2.45$3.33$261.67$288.33
$280.00$260.00Jul 10$2.20$1.35$3.55$256.45$283.55
$282.50$262.50Jul 10$1.80$1.83$3.63$258.87$286.13
$295.00$255.00Jul 17$1.48$2.17$3.65$251.35$298.65
$280.00$262.50Jul 10$2.20$1.83$4.03$258.47$284.03
$295.00$257.50Jul 17$1.48$2.58$4.06$253.44$299.06
$285.00$267.50Jul 10$0.88$3.30$4.18$263.32$289.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 135 found (best R:R 32.33, avg credit $3.37)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
225/230235/240Jul 31$4.85$0.1532.33$225.15$239.85
225/230250/255Jul 10$4.82$0.1826.78$225.18$254.82
232/235250/252Jul 17$2.40$0.1024.00$232.60$252.40
238/240242/248Jul 17$4.80$0.2024.00$235.20$247.30
238/240248/250Jul 17$2.40$0.1024.00$237.60$249.90
240/245250/255Jul 24$4.78$0.2221.73$240.22$254.78
232/235242/248Jul 17$4.75$0.2519.00$230.25$247.25
245/250260/265Jul 24$4.75$0.2519.00$245.25$264.75
242/245250/255Jul 10$4.70$0.3015.67$240.30$254.70
232/235248/250Jul 17$2.35$0.1515.67$232.65$249.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 65 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$257.50$260.00$262.50Jul 10$0.05$2.4549.00
$220.00$230.00$240.00Jul 17$0.20$9.8049.00
$270.00$275.00$280.00Jul 31$0.10$4.9049.00
$280.00$285.00$290.00Jul 31$0.10$4.9049.00
$275.00$280.00$285.00Jul 31$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$275.00$277.50$280.00Jul 10$0.05$2.4549.00
$245.00$250.00$255.00Jul 24$0.15$4.8532.33
$250.00$252.50$255.00Jul 10$0.08$2.4230.25
$240.00$245.00$250.00Jul 24$0.17$4.8328.41
$265.00$267.50$270.00Jul 10$0.10$2.4024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-0.14, 87 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$300.001:2Jul 24-$0.61$9.39
$315.00$320.001:2Jul 17-$0.05$4.95
$300.00$305.001:2Jul 24-$0.13$4.87
$300.00$305.001:2Jul 17-$0.21$4.79
$300.00$305.001:2Jul 10-$0.28$4.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$245.00$230.001:2Aug 14-$0.14$14.86
$245.00$230.001:2Jul 31-$0.27$14.73
$260.00$250.001:2Jul 31-$1.40$8.60
$255.00$245.001:2Aug 14-$2.05$7.95
$290.00$280.001:2Jul 17-$5.15$4.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 3.86%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$275.00Jul 31$10.500.481.0%3.86%4.87%--310
$272.50Jul 24$9.100.520.1%3.34%3.44%1--
$280.00Jul 31$8.500.422.9%3.12%5.98%115
$275.00Jul 24$8.400.481.0%3.09%4.10%--194
$275.00Jul 17$6.600.461.0%2.42%3.44%29558
$280.00Jul 24$6.300.402.9%2.31%5.17%--13
$285.00Jul 31$5.800.364.7%2.13%6.82%--26
$272.50Jul 10$4.900.510.1%1.80%1.90%264
$285.00Jul 24$4.600.334.7%1.69%6.38%632
$280.00Jul 17$4.500.372.9%1.65%4.51%31.1K

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 859
Total Puts 1,190
Put/Call Ratio 1.39
Net Difference -331

Prior's Put/Call Breakdown

Total Calls 1,415
Total Puts 746
Put/Call Ratio 0.53
Net Difference 669

Prior 7-Day Put/Call Summary

Total Calls 22,001
Total Puts 18,333
Average Put/Call Ratio 0.87
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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Chart Title

Price — Past 7 Days

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