VLO - Options Database

VLO

VALERO ENERGY CORP N

$270.75 +1.12%

(7/6 12:00) ◀

Monday, July 6, 2026 (1:00pm)

▶ (7/6 14:00)

◀ 7/6 13:00 ▶

Option Volume

Detail

ℹ

Current (07/06 1:00pm) 3,252

Calls: 1,551 (48%)

Puts: 1,701 (52%)

Prior (07/02) 3,155

Calls: 1,866 (59%)

Puts: 1,289 (41%)

Current vs Prior +3.07%

Calls: -16.88% (Calls)

Puts: +31.96% (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 -43.56%

Calls: -50.65%

Puts: -35.05%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/06 1:00pm) $2.61M

Calls: $1.38M (53%)

Puts: $1.23M (47%)

Prior (07/02) $2.11M

Calls: $1.54M (73%)

Puts: $577.9K (27%)

Current vs Prior +23.27%

Calls: -10.43%

Puts: +112.90%

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 -48.51%

Calls: -63.31%

Puts: -6.10%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/06 1:00pm) 1.10

Prior (07/02) 0.69

Current vs Prior +58.76%

Prior 7-Day Average 0.87

Current vs Prior 7-Day Avg +26.34%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/06 1:00pm) 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 4.34% | 6.81%6.81% | 13.74%

Prior 4.89% | 7.34%-- | --

Current vs Prior -11.30% | -7.14%-- | --

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

Current vs 7-Day Avg +14.78% | +11.46%-- | --

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

Current vs 7-Day Eod -11.30% | -7.14%-- | --

Sentiment BULLISH--

Relative Spread

Detail

ℹ

Expiry | Next

Current 16.09% | 9.35%

Calls: 14.29% | 10.78%

Puts: 17.89% | 7.92%

Prior 70.64% | 12.09%

Calls: 72.41% | 10.85%

Puts: 68.88% | 13.33%

Current vs Prior -77.22% | -22.66%

Prior 7-Day Avg 38.79% | 18.33%

Calls: 39.75% | 19.62%

Puts: 37.82% | 17.03%

Current vs 7-Day Avg -58.52% | -48.98%

Liquidity Expensive

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Slightly bearish P/C ratio of 1.10. P/C ratio rising 59% - increased hedging/bearish positioning.

Smart Money BULLISH

Retail Flow NEUTRAL

Overall MIXED

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current NEUTRAL

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

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
12:00	BEARISH	BEARISH	BEARISH
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

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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

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 29 of results (avg 8.0%, best 4.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	49.60	52.00	$50.80	4.7%	--	0.98	71
$240.00	Jul 10	30.00	31.50	$30.75	4.9%	2	0.98	35
$230.00	Jul 17	39.80	42.20	$41.00	5.9%	--	0.97	132
$230.00	Jul 31	40.80	43.60	$42.20	6.6%	--	0.91	43
$265.00	Jul 31	14.90	16.00	$15.45	7.1%	1	0.59	33

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 31	11.30	12.10	$11.70	6.8%	2	0.47	45
$280.00	Jul 17	12.80	13.80	$13.30	7.5%	--	0.67	83
$275.00	Jul 24	11.20	12.10	$11.65	7.7%	40	0.55	--
$275.00	Jul 17	9.70	10.50	$10.10	7.9%	2	0.57	5
$290.00	Jul 17	20.00	21.80	$20.90	8.6%	--	0.82	11

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. 53 found (avg delta 0.78, highest 0.98)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	49.60	52.00	$50.80	4.7%	--	0.98	71
$240.00	Jul 10	30.00	31.50	$30.75	4.9%	2	0.98	35
$242.50	Jul 10	26.80	29.60	$28.20	9.9%	--	0.97	72
$230.00	Jul 17	39.80	42.20	$41.00	5.9%	--	0.97	132
$245.00	Jul 10	24.20	27.10	$25.65	11.3%	--	0.97	31

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	20.00	21.80	$20.90	8.6%	--	0.82	11
$290.00	Jul 24	20.00	24.10	$22.05	18.6%	1	0.77	3
$280.00	Jul 10	10.40	12.00	$11.20	14.3%	--	0.75	11
$290.00	Jul 31	23.20	25.80	$24.50	10.6%	1	0.71	12
$277.50	Jul 10	8.70	9.80	$9.25	11.9%	2	0.68	--

Most actively traded options today. High liquidity = easy entry/exit. 109 active (total vol 1.1K, top 66)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 10	3.00	3.60	$3.30	18.2%	66	0.38	81
$282.50	Jul 10	1.15	1.65	$1.40	35.7%	58	0.20	7
$292.50	Jul 10	0.20	0.45	$0.33	75.8%	51	0.06	--
$305.00	Aug 7	3.00	4.10	$3.55	31.0%	49	0.19	--
$275.00	Jul 17	5.60	6.50	$6.05	14.9%	36	0.43	558

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 24	11.20	12.10	$11.65	7.7%	40	0.55	--
$275.00	Jul 10	7.00	8.20	$7.60	15.8%	31	0.62	40
$267.50	Jul 10	3.30	4.30	$3.80	26.3%	30	0.39	8
$262.50	Jul 10	1.80	2.50	$2.15	32.6%	26	0.26	19
$255.00	Jul 17	2.05	2.50	$2.28	19.7%	26	0.20	26

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 26.8%, max 101.8%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$230.00	Jul 10	Jul 31	88.9%	46.6%	90.7%	--	53
$320.00	Jul 10	Aug 14	86.4%	46.3%	86.6%	2	--
$315.00	Jul 10	Aug 14	71.7%	42.2%	69.7%	4	1
$310.00	Jul 10	Aug 14	73.9%	44.2%	66.9%	6	1
$305.00	Jul 10	Aug 7	64.1%	44.6%	43.7%	49	60

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$225.00	Jul 10	Aug 14	92.3%	45.8%	101.8%	10	84
$220.00	Jul 10	Jul 31	100.2%	50.1%	100.1%	1	230
$230.00	Jul 10	Aug 14	88.9%	46.9%	89.4%	1	31
$235.00	Jul 10	Jul 24	64.8%	41.7%	55.5%	18	156
$237.50	Jul 10	Jul 17	64.0%	45.2%	41.6%	10	265

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 97 found (best R:R 40.67, avg 5.14)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$292.50	$295.00	Jul 10	$0.10	$2.40	$0.10	24.00	$292.60
$310.00	$315.00	Jul 10	$0.20	$4.80	$0.20	24.00	$310.20
$315.00	$320.00	Jul 17	$0.25	$4.75	$0.25	19.00	$315.25
$300.00	$305.00	Jul 17	$0.33	$4.67	$0.33	14.15	$300.33
$295.00	$300.00	Jul 17	$0.35	$4.65	$0.35	13.29	$295.35

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
$222.50	$220.00	Jul 17	$0.10	$2.40	$0.10	24.00	$222.40
$235.00	$230.00	Jul 24	$0.25	$4.75	$0.25	19.00	$234.75
$250.00	$247.50	Jul 10	$0.15	$2.35	$0.15	15.67	$249.85
$250.00	$247.50	Jul 17	$0.15	$2.35	$0.15	15.67	$249.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 122 found (best R:R 49.00, avg 2.61)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$220.00	$230.00	Jul 17	$9.80	$9.80	$0.20	49.00	$229.80
$230.00	$240.00	Jul 17	$9.80	$9.80	$0.20	49.00	$239.80
$230.00	$240.00	Jul 10	$9.60	$9.60	$0.40	24.00	$239.60
$230.00	$235.00	Jul 31	$4.80	$4.80	$0.20	24.00	$234.80
$242.50	$247.50	Jul 17	$4.65	$4.65	$0.35	13.29	$247.15

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$280.00	$277.50	Jul 10	$1.95	$1.95	$0.55	3.55	$278.05
$290.00	$280.00	Jul 17	$7.60	$7.60	$2.40	3.17	$282.40
$290.00	$275.00	Jul 24	$10.40	$10.40	$4.60	2.26	$279.60
$277.50	$275.00	Jul 10	$1.65	$1.65	$0.85	1.94	$275.85
$280.00	$275.00	Jul 17	$3.20	$3.20	$1.80	1.78	$276.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $1.56, cheapest $0.07)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$305.00	Jul 10	Jul 17	$0.24	64.1%	43.9%
$310.00	Jul 10	Jul 17	$0.25	73.9%	49.8%
$315.00	Jul 10	Jul 17	$0.35	71.7%	52.4%
$240.00	Jul 10	Jul 17	$0.45	58.1%	47.3%
$230.00	Jul 10	Jul 17	$0.65	88.9%	50.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$225.00	Jul 10	Jul 17	$0.07	92.3%	58.6%
$235.00	Jul 10	Jul 17	$0.22	64.8%	46.9%
$237.50	Jul 10	Jul 17	$0.22	64.0%	45.2%
$240.00	Jul 10	Jul 17	$0.53	58.1%	47.3%
$242.50	Jul 10	Jul 17	$0.55	55.3%	44.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 3.77% of stock, avg 8.87%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$270.00	Jul 10	$5.60	$4.60	$10.20	$259.80	$280.20	3.77%
$275.00	Jul 10	$3.30	$7.60	$10.90	$264.10	$285.90	4.03%
$267.50	Jul 10	$7.15	$3.80	$10.95	$256.55	$278.45	4.04%
$265.00	Jul 10	$8.70	$2.90	$11.60	$253.40	$276.60	4.28%
$277.50	Jul 10	$2.70	$9.25	$11.95	$265.55	$289.45	4.41%
$262.50	Jul 10	$10.60	$2.15	$12.75	$249.75	$275.25	4.71%
$280.00	Jul 10	$1.93	$11.20	$13.13	$266.87	$293.13	4.85%
$260.00	Jul 10	$12.10	$1.42	$13.52	$246.48	$273.52	4.99%
$257.50	Jul 10	$14.05	$0.98	$15.03	$242.47	$272.53	5.55%
$270.00	Jul 17	$8.35	$7.25	$15.60	$254.40	$285.60	5.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 1.04% of stock, avg 3.69%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$282.50	$260.00	Jul 10	$1.40	$1.42	$2.82	$257.18	$285.32
$280.00	$260.00	Jul 10	$1.93	$1.42	$3.35	$256.65	$283.35
$295.00	$255.00	Jul 17	$1.25	$2.28	$3.53	$251.47	$298.53
$282.50	$262.50	Jul 10	$1.40	$2.15	$3.55	$258.95	$286.05
$280.00	$262.50	Jul 10	$1.93	$2.15	$4.08	$258.42	$284.08
$295.00	$257.50	Jul 17	$1.25	$2.85	$4.10	$253.40	$299.10
$277.50	$260.00	Jul 10	$2.70	$1.42	$4.12	$255.88	$281.62
$290.00	$255.00	Jul 17	$1.85	$2.28	$4.13	$250.87	$294.13
$282.50	$265.00	Jul 10	$1.40	$2.90	$4.30	$260.70	$286.80
$305.00	$225.00	Aug 7	$3.55	$1.08	$4.63	$220.37	$309.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 145 found (best R:R 24.00, avg credit $3.27)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
245/248	250/252	Jul 17	$2.40	$0.10	24.00	$245.10	$252.40
248/250	252/255	Jul 17	$2.40	$0.10	24.00	$247.60	$254.90
220/222	242/248	Jul 17	$4.75	$0.25	19.00	$217.75	$247.25
220/225	240/245	Jul 31	$4.73	$0.27	17.52	$220.27	$244.73
220/222	248/250	Jul 17	$2.35	$0.15	15.67	$220.15	$249.85
220/222	252/255	Jul 17	$2.35	$0.15	15.67	$220.15	$254.85
220/225	245/250	Jul 31	$4.63	$0.37	12.51	$220.37	$249.63
240/245	250/255	Jul 31	$4.58	$0.42	10.90	$240.42	$254.58
238/240	250/252	Jul 17	$2.28	$0.22	10.36	$237.72	$252.28
252/255	258/260	Jul 10	$2.25	$0.25	9.00	$252.75	$259.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 79 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	$0.10	$4.90	49.00
$290.00	$292.50	$295.00	Jul 10	$0.10	$2.40	24.00
$255.00	$260.00	$265.00	Jul 24	$0.20	$4.80	24.00
$295.00	$297.50	$300.00	Jul 10	$0.12	$2.38	19.83
$260.00	$265.00	$270.00	Jul 17	$0.25	$4.75	19.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$255.00	$260.00	$265.00	Jul 24	$0.05	$4.95	99.00
$220.00	$225.00	$230.00	Jul 10	$0.09	$4.91	54.56
$242.50	$245.00	$247.50	Jul 10	$0.05	$2.45	49.00
$232.50	$235.00	$237.50	Jul 17	$0.05	$2.45	49.00
$250.00	$255.00	$260.00	Jul 31	$0.10	$4.90	49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 100 found (best net $-1.05, 96 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$300.00	1:2	Jul 24	-$0.12	$9.88
$310.00	$315.00	1:2	Jul 10	$0.00	$5.00
$315.00	$320.00	1:2	Jul 17	-$0.05	$4.95
$300.00	$305.00	1:2	Jul 17	-$0.24	$4.76
$300.00	$305.00	1:2	Jul 10	-$0.41	$4.59

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$245.00	$230.00	1:2	Aug 14	-$1.05	$13.95
$290.00	$275.00	1:2	Jul 24	-$1.25	$13.75
$240.00	$230.00	1:2	Jul 31	-$0.31	$9.69
$255.00	$245.00	1:2	Aug 14	-$1.75	$8.25
$235.00	$230.00	1:2	Jul 24	-$0.15	$4.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 3.62%, avg 1.28%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$275.00	Jul 31	$9.80	0.46	1.6%	3.62%	5.19%	--	310
$280.00	Aug 7	$8.60	0.41	3.4%	3.18%	6.59%	2	2
$272.50	Jul 24	$8.40	0.49	0.7%	3.10%	3.75%	1	--
$280.00	Jul 31	$7.80	0.40	3.4%	2.88%	6.30%	1	15
$275.00	Jul 24	$7.60	0.45	1.6%	2.81%	4.38%	--	194
$285.00	Aug 7	$6.90	0.36	5.3%	2.55%	7.81%	1	2
$277.50	Jul 24	$6.30	0.41	2.5%	2.33%	4.82%	1	--
$285.00	Jul 31	$5.70	0.35	5.3%	2.11%	7.37%	--	26
$275.00	Jul 17	$5.60	0.43	1.6%	2.07%	3.64%	36	558
$280.00	Jul 24	$5.60	0.37	3.4%	2.07%	5.48%	1	13

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 1,551

Total Puts 1,701

Put/Call Ratio 1.10

Net Difference -150

Prior's Put/Call Breakdown

Total Calls 1,866

Total Puts 1,289

Put/Call Ratio 0.69

Net Difference 577

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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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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