VLO - Options Database

VLO

VALERO ENERGY CORP N

$270.51 +1.03%

(7/6 11:00) ◀

Monday, July 6, 2026 (12:00pm)

▶ (7/6 13:00)

◀ 7/6 12:00 ▶

Option Volume

Detail

ℹ

Current (07/06 12:00pm) 2,710

Calls: 1,182 (44%)

Puts: 1,528 (56%)

Prior (07/02) 2,831

Calls: 1,714 (61%)

Puts: 1,117 (39%)

Current vs Prior -4.27%

Calls: -31.04% (Calls)

Puts: +36.79% (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 -52.97%

Calls: -62.39%

Puts: -41.66%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/06 12:00pm) $2.13M

Calls: $1.01M (48%)

Puts: $1.12M (52%)

Prior (07/02) $1.86M

Calls: $1.44M (77%)

Puts: $421.2K (23%)

Current vs Prior +14.38%

Calls: -29.62%

Puts: +164.98%

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 -57.92%

Calls: -72.96%

Puts: -14.83%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (07/06 12:00pm) 1.29

Prior (07/02) 0.65

Current vs Prior +98.36%

Prior 7-Day Average 0.87

Current vs Prior 7-Day Avg +48.91%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/06 12:00pm) 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

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

Current 4.38% | 6.86%6.86% | 13.75%

Prior 4.89% | 7.34%-- | --

Current vs Prior -10.46% | -6.56%-- | --

Prior 7-Day Avg 3.78% | 6.11%-- | --

Current vs 7-Day Avg +15.86% | +12.16%-- | --

Prior 7-Day Eod 4.89% | 7.34%-- | --

Current vs 7-Day Eod -10.46% | -6.56%-- | --

Sentiment BULLISH--

Relative Spread

Detail

ℹ

Expiry | Next

Current 17.76% | 9.09%

Calls: 19.13% | 8.28%

Puts: 16.39% | 9.90%

Prior 70.64% | 12.09%

Calls: 72.41% | 10.85%

Puts: 68.88% | 13.33%

Current vs Prior -74.86% | -24.81%

Prior 7-Day Avg 38.79% | 18.33%

Calls: 39.75% | 19.62%

Puts: 37.82% | 17.03%

Current vs 7-Day Avg -54.21% | -50.40%

Liquidity Expensive

Add Card

🤖 AI Insights

Bearish P/C ratio of 1.29 indicates protective positioning. P/C ratio rising 98% - 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

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
11:00	BEARISH	BEARISH	BEARISH
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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 31 of results (avg 8.0%, best 5.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	50.50	53.10	$51.80	5.0%	--	0.98	71
$230.00	Jul 10	40.20	42.60	$41.40	5.8%	--	0.96	10
$230.00	Jul 17	40.60	43.10	$41.85	6.0%	--	0.97	132
$230.00	Jul 31	41.50	44.10	$42.80	6.1%	--	0.91	43
$240.00	Jul 10	30.30	32.20	$31.25	6.1%	2	0.98	35

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 31	11.30	12.20	$11.75	7.7%	2	0.47	45
$260.00	Jul 31	7.00	7.70	$7.35	9.5%	--	0.34	71
$265.00	Jul 31	9.00	9.90	$9.45	9.5%	1	0.41	21
$275.00	Jul 17	9.60	10.60	$10.10	9.9%	1	0.57	5
$275.00	Jul 24	11.40	12.60	$12.00	10.0%	20	0.55	--

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. 52 found (avg delta 0.78, highest 0.98)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	50.50	53.10	$51.80	5.0%	--	0.98	71
$240.00	Jul 10	30.30	32.20	$31.25	6.1%	2	0.98	35
$242.50	Jul 10	27.80	30.50	$29.15	9.3%	--	0.98	72
$230.00	Jul 17	40.60	43.10	$41.85	6.0%	--	0.97	132
$230.00	Jul 10	40.20	42.60	$41.40	5.8%	--	0.96	10

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	19.10	21.80	$20.45	13.2%	--	0.82	11
$280.00	Jul 10	10.20	11.70	$10.95	13.7%	--	0.76	11
$290.00	Jul 31	22.70	25.30	$24.00	10.8%	--	0.72	12
$277.50	Jul 10	8.30	10.60	$9.45	24.3%	2	0.68	--
$280.00	Jul 17	12.50	14.30	$13.40	13.4%	--	0.66	83

Most actively traded options today. High liquidity = easy entry/exit. 99 active (total vol 860, top 66)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 10	2.90	3.50	$3.20	18.8%	66	0.38	81
$275.00	Jul 17	5.70	6.50	$6.10	13.1%	35	0.43	558
$270.00	Jul 10	5.20	6.30	$5.75	19.1%	30	0.54	141
$280.00	Jul 17	4.00	4.60	$4.30	14.0%	27	0.34	1.1K
$277.50	Jul 10	2.25	3.20	$2.73	34.8%	24	0.32	24

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 10	7.10	8.20	$7.65	14.4%	31	0.62	40
$267.50	Jul 10	3.20	4.20	$3.70	27.0%	30	0.39	8
$262.50	Jul 10	1.70	2.50	$2.10	38.1%	26	0.26	19
$240.00	Jul 10	0.05	0.25	$0.15	133.3%	25	0.02	53
$240.00	Jul 17	0.50	0.85	$0.68	51.5%	22	0.07	408

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 39 strikes (avg 28.9%, max 97.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$230.00	Jul 10	Jul 31	88.3%	46.0%	92.1%	--	53
$320.00	Jul 10	Aug 14	86.1%	45.6%	88.7%	2	--
$315.00	Jul 10	Aug 14	71.4%	41.4%	72.3%	4	1
$310.00	Jul 10	Jul 17	74.4%	49.8%	49.6%	4	59
$305.00	Jul 10	Aug 7	59.7%	42.8%	39.7%	20	60

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$225.00	Jul 10	Aug 14	91.8%	46.4%	97.6%	10	84
$220.00	Jul 10	Jul 31	99.6%	52.1%	91.0%	--	230
$230.00	Jul 10	Aug 14	88.3%	47.5%	85.8%	1	31
$235.00	Jul 10	Jul 24	75.6%	41.2%	83.6%	12	156
$237.50	Jul 10	Jul 17	63.6%	44.5%	42.9%	10	265

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 89 found (best R:R 40.67, avg 5.95)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$300.00	$305.00	Jul 17	$0.12	$4.88	$0.12	40.67	$300.12
$310.00	$315.00	Jul 10	$0.23	$4.77	$0.23	20.74	$310.23
$315.00	$320.00	Jul 17	$0.25	$4.75	$0.25	19.00	$315.25
$290.00	$295.00	Jul 17	$0.29	$4.71	$0.29	16.24	$290.29
$295.00	$300.00	Jul 17	$0.38	$4.62	$0.38	12.16	$295.38

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$230.00	$225.00	Jul 10	$0.12	$4.88	$0.12	40.67	$229.88
$230.00	$225.00	Jul 24	$0.15	$4.85	$0.15	32.33	$229.85
$245.00	$242.50	Jul 10	$0.10	$2.40	$0.10	24.00	$244.90
$230.00	$225.00	Aug 7	$0.32	$4.68	$0.32	14.62	$229.68
$250.00	$247.50	Jul 10	$0.18	$2.32	$0.18	12.89	$249.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 118 found (best R:R 24.00, avg 2.03)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$245.00	$247.50	Jul 10	$2.40	$2.40	$0.10	24.00	$247.40
$230.00	$240.00	Jul 17	$9.55	$9.55	$0.45	21.22	$239.55
$240.00	$242.50	Jul 17	$2.35	$2.35	$0.15	15.67	$242.35
$230.00	$240.00	Jul 24	$9.35	$9.35	$0.65	14.38	$239.35
$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
$277.50	$275.00	Jul 10	$1.80	$1.80	$0.70	2.57	$275.70
$290.00	$280.00	Jul 17	$7.05	$7.05	$2.95	2.39	$282.95
$280.00	$275.00	Jul 17	$3.30	$3.30	$1.70	1.94	$276.70
$290.00	$270.00	Jul 31	$12.25	$12.25	$7.75	1.58	$277.75
$280.00	$277.50	Jul 10	$1.50	$1.50	$1.00	1.50	$278.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $1.71, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$310.00	Jul 10	Jul 17	$0.22	74.4%	49.8%
$315.00	Jul 10	Jul 17	$0.35	71.4%	52.4%
$230.00	Jul 10	Jul 17	$0.45	88.3%	51.1%
$242.50	Jul 10	Jul 17	$0.80	53.5%	43.2%
$305.00	Jul 10	Jul 17	$0.90	59.7%	51.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$235.00	Jul 10	Jul 17	$0.10	75.6%	48.6%
$237.50	Jul 10	Jul 17	$0.20	63.6%	44.5%
$242.50	Jul 10	Jul 17	$0.48	53.5%	43.2%
$240.00	Jul 10	Jul 17	$0.53	57.8%	47.2%
$245.00	Jul 10	Jul 17	$0.68	54.0%	44.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 3.90% of stock, avg 9.00%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$270.00	Jul 10	$5.75	$4.80	$10.55	$259.45	$280.55	3.90%
$267.50	Jul 10	$7.15	$3.70	$10.85	$256.65	$278.35	4.01%
$275.00	Jul 10	$3.20	$7.65	$10.85	$264.15	$285.85	4.01%
$265.00	Jul 10	$8.95	$2.65	$11.60	$253.40	$276.60	4.29%
$277.50	Jul 10	$2.73	$9.45	$12.18	$265.32	$289.68	4.50%
$280.00	Jul 10	$1.78	$10.95	$12.73	$267.27	$292.73	4.71%
$262.50	Jul 10	$10.90	$2.10	$13.00	$249.50	$275.50	4.81%
$260.00	Jul 10	$12.55	$1.55	$14.10	$245.90	$274.10	5.21%
$257.50	Jul 10	$14.65	$1.08	$15.73	$241.77	$273.23	5.81%
$270.00	Jul 17	$8.45	$7.40	$15.85	$254.15	$285.85	5.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 118 found (cheapest 1.05% of stock, avg 3.70%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$282.50	$260.00	Jul 10	$1.30	$1.55	$2.85	$257.15	$285.35
$280.00	$260.00	Jul 10	$1.78	$1.55	$3.33	$256.67	$283.33
$282.50	$262.50	Jul 10	$1.30	$2.10	$3.40	$259.10	$285.90
$280.00	$262.50	Jul 10	$1.78	$2.10	$3.88	$258.62	$283.88
$295.00	$255.00	Jul 17	$1.63	$2.28	$3.91	$251.09	$298.91
$282.50	$265.00	Jul 10	$1.30	$2.65	$3.95	$261.05	$286.45
$290.00	$255.00	Jul 17	$1.92	$2.28	$4.20	$250.80	$294.20
$277.50	$260.00	Jul 10	$2.73	$1.55	$4.28	$255.72	$281.78
$280.00	$265.00	Jul 10	$1.78	$2.65	$4.43	$260.57	$284.43
$295.00	$257.50	Jul 17	$1.63	$2.80	$4.43	$253.07	$299.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 127 found (best R:R 24.00, avg credit $3.49)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
238/240	242/248	Jul 17	$4.80	$0.20	24.00	$235.20	$247.30
245/250	260/265	Jul 24	$4.80	$0.20	24.00	$245.20	$264.80
245/248	250/252	Jul 17	$2.39	$0.11	21.73	$245.11	$252.39
242/245	252/255	Jul 10	$2.35	$0.15	15.67	$242.65	$254.85
238/240	250/252	Jul 17	$2.35	$0.15	15.67	$237.65	$252.35
242/245	250/252	Jul 17	$2.35	$0.15	15.67	$242.65	$252.35
232/235	242/248	Jul 17	$4.68	$0.32	14.62	$230.32	$247.18
245/248	252/255	Jul 17	$2.34	$0.16	14.62	$245.16	$254.84
242/245	250/252	Jul 10	$2.30	$0.20	11.50	$242.70	$252.30
238/240	252/255	Jul 17	$2.30	$0.20	11.50	$237.70	$254.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 71 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$240.00	$245.00	$250.00	Jul 31	$0.05	$4.95	99.00
$280.00	$285.00	$290.00	Jul 24	$0.10	$4.90	49.00
$300.00	$305.00	$310.00	Jul 10	$0.12	$4.88	40.67
$242.50	$245.00	$247.50	Jul 10	$0.10	$2.40	24.00
$220.00	$230.00	$240.00	Jul 17	$0.40	$9.60	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$220.00	$225.00	$230.00	Jul 10	$0.09	$4.91	54.56
$250.00	$255.00	$260.00	Jul 31	$0.15	$4.85	32.33
$257.50	$260.00	$262.50	Jul 10	$0.08	$2.42	30.25
$240.00	$242.50	$245.00	Jul 10	$0.10	$2.40	24.00
$255.00	$260.00	$265.00	Jul 24	$0.20	$4.80	24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 95 found (best net $-0.99, 88 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$300.00	1:2	Jul 24	-$0.24	$9.76
$315.00	$320.00	1:2	Jul 17	-$0.05	$4.95
$285.00	$290.00	1:2	Jul 10	-$0.13	$4.87
$305.00	$310.00	1:2	Jul 17	-$0.17	$4.83
$300.00	$305.00	1:2	Jul 10	-$0.31	$4.69

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$245.00	$230.00	1:2	Aug 14	-$0.99	$14.01
$255.00	$245.00	1:2	Aug 14	-$1.90	$8.10
$240.00	$235.00	1:2	Jul 24	-$0.03	$4.97
$230.00	$225.00	1:2	Jul 10	-$0.16	$4.84
$225.00	$220.00	1:2	Jul 10	-$0.22	$4.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 3.62%, avg 1.33%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$275.00	Jul 31	$9.80	0.46	1.7%	3.62%	5.28%	--	310
$272.50	Jul 24	$8.80	0.49	0.7%	3.25%	3.99%	1	--
$280.00	Aug 7	$8.80	0.42	3.5%	3.25%	6.76%	2	2
$275.00	Jul 24	$7.70	0.45	1.7%	2.85%	4.51%	--	194
$280.00	Jul 31	$7.70	0.40	3.5%	2.85%	6.35%	1	15
$277.50	Jul 24	$6.60	0.41	2.6%	2.44%	5.02%	1	--
$285.00	Jul 31	$5.80	0.35	5.4%	2.14%	7.50%	--	26
$275.00	Jul 17	$5.70	0.43	1.7%	2.11%	3.77%	35	558
$280.00	Jul 24	$5.50	0.37	3.5%	2.03%	5.54%	--	13
$285.00	Jul 24	$4.10	0.30	5.4%	1.52%	6.87%	10	32

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,182

Total Puts 1,528

Put/Call Ratio 1.29

Net Difference -346

Prior's Put/Call Breakdown

Total Calls 1,714

Total Puts 1,117

Put/Call Ratio 0.65

Net Difference 597

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
Loading data...

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

Add Card