VLO - Options Database

VLO

VALERO ENERGY CORP N

$270.58 +1.05%

(7/6 13:00) ◀

Monday, July 6, 2026 (2:00pm)

▶ (7/6 15:00)

◀ 7/6 14:00 ▶

Option Volume

Detail

ℹ

Current (07/06 2:00pm) 3,452

Calls: 1,659 (48%)

Puts: 1,793 (52%)

Prior (07/02) 3,385

Calls: 2,044 (60%)

Puts: 1,341 (40%)

Current vs Prior +1.98%

Calls: -18.84% (Calls)

Puts: +33.71% (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 -40.09%

Calls: -47.22%

Puts: -31.54%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/06 2:00pm) $2.74M

Calls: $1.48M (54%)

Puts: $1.25M (46%)

Prior (07/02) $2.24M

Calls: $1.63M (73%)

Puts: $613.3K (27%)

Current vs Prior +21.94%

Calls: -8.95%

Puts: +104.03%

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 -45.96%

Calls: -60.44%

Puts: -4.49%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/06 2:00pm) 1.08

Prior (07/02) 0.66

Current vs Prior +64.74%

Prior 7-Day Average 0.87

Current vs Prior 7-Day Avg +24.50%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/06 2:00pm) 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% | 6.76%6.76% | 13.67%

Prior 4.89% | 7.34%-- | --

Current vs Prior -11.24% | -7.84%-- | --

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

Current vs 7-Day Avg +14.85% | +10.62%-- | --

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

Current vs 7-Day Eod -11.24% | -7.84%-- | --

Sentiment BULLISH--

Relative Spread

Detail

ℹ

Expiry | Next

Current 16.16% | 8.88%

Calls: 15.65% | 10.65%

Puts: 16.67% | 7.11%

Prior 70.64% | 12.09%

Calls: 72.41% | 10.85%

Puts: 68.88% | 13.33%

Current vs Prior -77.12% | -26.55%

Prior 7-Day Avg 38.79% | 18.33%

Calls: 39.75% | 19.62%

Puts: 37.82% | 17.03%

Current vs 7-Day Avg -58.34% | -51.55%

Liquidity Expensive

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Slightly bearish P/C ratio of 1.08. P/C ratio rising 65% - 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
13:00	BULLISH	NEUTRAL	MIXED
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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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 41 of results (avg 7.8%, best 3.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	50.00	52.00	$51.00	3.9%	--	0.98	71
$240.00	Jul 10	30.00	31.60	$30.80	5.2%	2	0.98	35
$240.00	Jul 31	32.60	34.40	$33.50	5.4%	--	0.86	13
$230.00	Jul 17	39.90	42.20	$41.05	5.6%	--	0.96	132
$230.00	Jul 10	39.50	41.80	$40.65	5.7%	--	0.98	10

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 31	13.90	14.70	$14.30	5.6%	1	0.54	7
$270.00	Jul 31	11.30	12.00	$11.65	6.0%	2	0.47	45
$275.00	Jul 24	11.30	12.10	$11.70	6.8%	40	0.55	--
$275.00	Jul 17	9.50	10.20	$9.85	7.1%	2	0.57	5
$280.00	Jul 17	12.60	13.60	$13.10	7.6%	--	0.66	83

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. 54 found (avg delta 0.78, highest 0.98)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Jul 10	30.00	31.60	$30.80	5.2%	2	0.98	35
$220.00	Jul 17	50.00	52.00	$51.00	3.9%	--	0.98	71
$230.00	Jul 10	39.50	41.80	$40.65	5.7%	--	0.98	10
$242.50	Jul 10	27.20	29.60	$28.40	8.5%	--	0.98	72
$245.00	Jul 10	24.70	27.10	$25.90	9.3%	--	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	10.20	11.50	$10.85	12.0%	--	0.75	11
$290.00	Jul 31	23.30	25.60	$24.45	9.4%	1	0.71	12
$277.50	Jul 10	8.80	9.60	$9.20	8.7%	2	0.69	--

Most actively traded options today. High liquidity = easy entry/exit. 114 active (total vol 1.3K, top 71)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$305.00	Aug 7	3.00	3.50	$3.25	15.4%	71	0.18	--
$275.00	Jul 10	3.00	3.70	$3.35	20.9%	66	0.39	81
$282.50	Jul 10	1.15	1.75	$1.45	41.4%	58	0.20	7
$292.50	Jul 10	0.20	0.45	$0.33	75.8%	51	0.06	--
$280.00	Jul 17	4.00	4.50	$4.25	11.8%	39	0.34	1.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 24	11.30	12.10	$11.70	6.8%	40	0.55	--
$240.00	Jul 17	0.50	0.85	$0.68	51.5%	36	0.07	408
$275.00	Jul 10	7.00	7.90	$7.45	12.1%	31	0.62	40
$267.50	Jul 10	3.20	4.00	$3.60	22.2%	30	0.39	8
$220.00	Jul 17	0.10	0.25	$0.18	83.3%	27	0.02	993

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 22.9%, max 88.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$320.00	Jul 10	Aug 14	74.8%	44.7%	67.5%	2	--
$230.00	Jul 10	Jul 31	77.5%	46.6%	66.2%	--	53
$315.00	Jul 10	Aug 14	70.5%	42.5%	65.6%	4	1
$310.00	Jul 10	Aug 14	65.6%	43.6%	50.3%	6	1
$305.00	Jul 10	Aug 7	60.2%	43.0%	39.8%	71	60

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$225.00	Jul 10	Aug 14	84.3%	44.7%	88.6%	10	84
$220.00	Jul 10	Jul 31	84.7%	50.1%	69.2%	2	230
$230.00	Jul 10	Aug 14	77.5%	45.9%	68.9%	1	31
$235.00	Jul 10	Aug 7	65.2%	44.4%	47.0%	15	23
$237.50	Jul 10	Jul 17	64.4%	46.5%	38.4%	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 34.71, avg 5.93)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$305.00	$310.00	Jul 17	$0.14	$4.86	$0.14	34.71	$305.14
$315.00	$320.00	Aug 14	$0.15	$4.85	$0.15	32.33	$315.15
$292.50	$295.00	Jul 10	$0.13	$2.37	$0.13	18.23	$292.63
$295.00	$300.00	Jul 17	$0.32	$4.68	$0.32	14.63	$295.32
$300.00	$305.00	Jul 17	$0.36	$4.64	$0.36	12.89	$300.36

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$225.00	$220.00	Jul 31	$0.15	$4.85	$0.15	32.33	$224.85
$222.50	$220.00	Jul 17	$0.10	$2.40	$0.10	24.00	$222.40
$227.50	$225.00	Jul 17	$0.10	$2.40	$0.10	24.00	$227.40
$237.50	$235.00	Jul 17	$0.10	$2.40	$0.10	24.00	$237.40
$250.00	$247.50	Jul 10	$0.13	$2.37	$0.13	18.23	$249.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 127 found (best R:R 65.67, avg 2.46)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$230.00	$240.00	Jul 10	$9.85	$9.85	$0.15	65.67	$239.85
$230.00	$240.00	Jul 17	$9.70	$9.70	$0.30	32.33	$239.70
$247.50	$250.00	Jul 10	$2.40	$2.40	$0.10	24.00	$249.90
$242.50	$247.50	Jul 17	$4.70	$4.70	$0.30	15.67	$247.20
$230.00	$240.00	Jul 24	$9.40	$9.40	$0.60	15.67	$239.40

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$290.00	$280.00	Jul 17	$7.80	$7.80	$2.20	3.55	$282.20
$277.50	$275.00	Jul 10	$1.75	$1.75	$0.75	2.33	$275.75
$290.00	$275.00	Jul 24	$10.35	$10.35	$4.65	2.23	$279.65
$290.00	$275.00	Jul 31	$10.15	$10.15	$4.85	2.09	$279.85
$280.00	$277.50	Jul 10	$1.65	$1.65	$0.85	1.94	$278.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $1.48, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$320.00	Jul 10	Jul 17	$0.15	74.8%	50.7%
$315.00	Jul 10	Jul 17	$0.20	70.5%	48.7%
$310.00	Jul 10	Jul 17	$0.23	65.6%	45.6%
$305.00	Jul 10	Jul 17	$0.34	60.2%	43.9%
$230.00	Jul 10	Jul 17	$0.40	77.5%	53.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$220.00	Jul 10	Jul 17	$0.10	84.7%	57.9%
$230.00	Jul 10	Jul 17	$0.20	77.5%	53.7%
$235.00	Jul 10	Jul 17	$0.22	65.2%	47.1%
$237.50	Jul 10	Jul 17	$0.27	64.4%	46.5%
$240.00	Jul 10	Jul 17	$0.58	54.9%	47.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 3.86% of stock, avg 8.91%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$270.00	Jul 10	$5.75	$4.70	$10.45	$259.55	$280.45	3.86%
$267.50	Jul 10	$7.15	$3.60	$10.75	$256.75	$278.25	3.97%
$275.00	Jul 10	$3.35	$7.45	$10.80	$264.20	$285.80	3.99%
$265.00	Jul 10	$8.75	$2.65	$11.40	$253.60	$276.40	4.21%
$277.50	Jul 10	$2.63	$9.20	$11.83	$265.67	$289.33	4.37%
$262.50	Jul 10	$10.55	$2.00	$12.55	$249.95	$275.05	4.64%
$280.00	Jul 10	$1.90	$10.85	$12.75	$267.25	$292.75	4.71%
$260.00	Jul 10	$12.20	$1.45	$13.65	$246.35	$273.65	5.04%
$257.50	Jul 10	$14.25	$1.15	$15.40	$242.10	$272.90	5.69%
$270.00	Jul 17	$8.45	$7.20	$15.65	$254.35	$285.65	5.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 1.07% of stock, avg 3.68%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$282.50	$260.00	Jul 10	$1.45	$1.45	$2.90	$257.10	$285.40
$280.00	$260.00	Jul 10	$1.90	$1.45	$3.35	$256.65	$283.35
$282.50	$262.50	Jul 10	$1.45	$2.00	$3.45	$259.05	$285.95
$295.00	$255.00	Jul 17	$1.25	$2.23	$3.48	$251.52	$298.48
$280.00	$262.50	Jul 10	$1.90	$2.00	$3.90	$258.60	$283.90
$295.00	$257.50	Jul 17	$1.25	$2.73	$3.98	$253.52	$298.98
$277.50	$260.00	Jul 10	$2.63	$1.45	$4.08	$255.92	$281.58
$282.50	$265.00	Jul 10	$1.45	$2.65	$4.10	$260.90	$286.60
$290.00	$255.00	Jul 17	$1.93	$2.23	$4.16	$250.84	$294.16
$320.00	$225.00	Aug 14	$2.65	$1.80	$4.45	$220.55	$324.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 174 found (best R:R 49.00, avg credit $3.40)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
220/222	230/240	Jul 17	$9.80	$0.20	49.00	$212.70	$239.80
225/228	230/240	Jul 17	$9.80	$0.20	49.00	$217.70	$239.80
220/222	242/248	Jul 17	$4.80	$0.20	24.00	$217.70	$247.30
225/228	242/248	Jul 17	$4.80	$0.20	24.00	$222.70	$247.30
235/238	242/248	Jul 17	$4.80	$0.20	24.00	$232.70	$247.30
242/245	248/250	Jul 17	$2.40	$0.10	24.00	$242.60	$249.90
220/225	240/245	Jul 31	$4.75	$0.25	19.00	$220.25	$244.75
220/222	248/250	Jul 17	$2.35	$0.15	15.67	$220.15	$249.85
225/228	248/250	Jul 17	$2.35	$0.15	15.67	$225.15	$249.85
235/238	248/250	Jul 17	$2.35	$0.15	15.67	$235.15	$249.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 83 found (best R:R 82.33, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$305.00	$310.00	$315.00	Jul 17	$0.09	$4.91	54.56
$245.00	$247.50	$250.00	Jul 10	$0.05	$2.45	49.00
$220.00	$230.00	$240.00	Jul 17	$0.25	$9.75	39.00
$287.50	$290.00	$292.50	Jul 10	$0.07	$2.43	34.71
$290.00	$292.50	$295.00	Jul 10	$0.07	$2.43	34.71

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$240.00	$245.00	$250.00	Jul 24	$0.06	$4.94	82.33
$225.00	$230.00	$235.00	Aug 7	$0.07	$4.93	70.43
$220.00	$225.00	$230.00	Jul 24	$0.09	$4.91	54.56
$232.50	$235.00	$237.50	Jul 17	$0.05	$2.45	49.00
$255.00	$260.00	$265.00	Jul 24	$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. 101 found (best net $-0.41, 98 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$300.00	1:2	Jul 24	-$0.14	$9.86
$315.00	$320.00	1:2	Jul 10	-$0.12	$4.88
$310.00	$315.00	1:2	Jul 10	-$0.16	$4.84
$305.00	$310.00	1:2	Jul 10	-$0.17	$4.83
$300.00	$305.00	1:2	Jul 17	-$0.21	$4.79

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$245.00	$230.00	1:2	Aug 14	-$0.41	$14.59
$290.00	$275.00	1:2	Jul 24	-$1.35	$13.65
$290.00	$275.00	1:2	Jul 31	-$4.15	$10.85
$240.00	$230.00	1:2	Jul 31	-$0.41	$9.59
$255.00	$245.00	1:2	Aug 14	-$1.85	$8.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 3.66%, avg 1.30%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$275.00	Jul 31	$9.90	0.46	1.6%	3.66%	5.29%	--	310
$280.00	Aug 7	$8.70	0.41	3.5%	3.22%	6.70%	2	2
$272.50	Jul 24	$8.50	0.49	0.7%	3.14%	3.85%	1	--
$280.00	Jul 31	$7.90	0.40	3.5%	2.92%	6.40%	1	15
$275.00	Jul 24	$7.60	0.45	1.6%	2.81%	4.44%	--	194
$285.00	Aug 7	$7.00	0.36	5.3%	2.59%	7.92%	1	2
$277.50	Jul 24	$6.30	0.41	2.6%	2.33%	4.89%	1	--
$275.00	Jul 17	$5.70	0.43	1.6%	2.11%	3.74%	36	558
$280.00	Jul 24	$5.70	0.38	3.5%	2.11%	5.59%	1	13
$285.00	Jul 31	$5.70	0.34	5.3%	2.11%	7.44%	--	26

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 1,659

Total Puts 1,793

Put/Call Ratio 1.08

Net Difference -134

Prior's Put/Call Breakdown

Total Calls 2,044

Total Puts 1,341

Put/Call Ratio 0.66

Net Difference 703

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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