VLO - Options Database

VLO

VALERO ENERGY CORP N

$271.78 +1.50%

(7/6 14:00) ◀

Monday, July 6, 2026 (3:00pm)

▶ (7/6 16:00)

◀ 7/6 15:00 ▶

Option Volume

Detail

ℹ

Current (07/06 3:00pm) 3,982

Calls: 1,784 (45%)

Puts: 2,198 (55%)

Prior (07/02) 3,915

Calls: 2,382 (61%)

Puts: 1,533 (39%)

Current vs Prior +1.71%

Calls: -25.10% (Calls)

Puts: +43.38% (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 -30.89%

Calls: -43.24%

Puts: -16.07%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/06 3:00pm) $3.08M

Calls: $1.72M (56%)

Puts: $1.36M (44%)

Prior (07/02) $2.51M

Calls: $1.81M (72%)

Puts: $699.2K (28%)

Current vs Prior +22.80%

Calls: -4.88%

Puts: +94.51%

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 -39.10%

Calls: -54.08%

Puts: +3.80%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/06 3:00pm) 1.23

Prior (07/02) 0.64

Current vs Prior +91.44%

Prior 7-Day Average 0.87

Current vs Prior 7-Day Avg +41.93%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/06 3:00pm) 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% | 6.70%6.70% | 13.71%

Prior 4.89% | 7.34%-- | --

Current vs Prior -11.26% | -8.75%-- | --

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

Current vs 7-Day Avg +14.83% | +9.53%-- | --

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

Current vs 7-Day Eod -11.26% | -8.75%-- | --

Sentiment BULLISH--

Relative Spread

Detail

ℹ

Expiry | Next

Current 17.18% | 8.79%

Calls: 14.17% | 8.89%

Puts: 20.18% | 8.70%

Prior 70.64% | 12.09%

Calls: 72.41% | 10.85%

Puts: 68.88% | 13.33%

Current vs Prior -75.68% | -27.30%

Prior 7-Day Avg 38.79% | 18.33%

Calls: 39.75% | 19.62%

Puts: 37.82% | 17.03%

Current vs 7-Day Avg -55.71% | -52.04%

Liquidity Expensive

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🤖 AI Insights

Bearish P/C ratio of 1.23 indicates protective positioning. P/C ratio rising 91% - increased hedging/bearish positioning.

Smart Money BULLISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

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
14:00	BULLISH	NEUTRAL	MIXED
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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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 33 of results (avg 8.2%, best 4.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	50.60	53.10	$51.85	4.8%	--	0.98	71
$230.00	Jul 17	40.70	43.20	$41.95	6.0%	--	0.97	132
$230.00	Jul 10	40.30	42.80	$41.55	6.0%	--	0.98	10
$230.00	Jul 31	41.70	44.40	$43.05	6.3%	--	0.91	43
$265.00	Jul 31	15.60	16.70	$16.15	6.8%	15	0.61	33

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 31	13.20	14.20	$13.70	7.3%	1	0.52	7
$270.00	Jul 31	10.70	11.60	$11.15	8.1%	2	0.46	45
$275.00	Jul 17	8.80	9.60	$9.20	8.7%	12	0.55	5
$280.00	Jul 10	9.80	10.70	$10.25	8.8%	--	0.72	11
$275.00	Jul 24	10.60	11.60	$11.10	9.0%	40	0.54	--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.55, cheapest $0.55)

CALLS (0)

No calls meet the criteria

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Jul 17	0.50	0.60	$0.55	18.2%	39	0.06	408

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 57 found (avg delta 0.77, highest 0.98)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	50.60	53.10	$51.85	4.8%	--	0.98	71
$230.00	Jul 10	40.30	42.80	$41.55	6.0%	--	0.98	10
$240.00	Jul 10	30.40	32.80	$31.60	7.6%	2	0.98	35
$242.50	Jul 10	27.90	30.30	$29.10	8.2%	--	0.98	72
$245.00	Jul 10	25.50	27.90	$26.70	9.0%	--	0.97	31

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	19.30	21.70	$20.50	11.7%	--	0.80	11
$290.00	Jul 24	19.50	23.10	$21.30	16.9%	1	0.75	3
$280.00	Jul 10	9.80	10.70	$10.25	8.8%	--	0.72	11
$290.00	Jul 31	22.40	25.00	$23.70	11.0%	1	0.70	12
$277.50	Jul 10	7.90	9.00	$8.45	13.0%	2	0.66	--

Most actively traded options today. High liquidity = easy entry/exit. 120 active (total vol 1.5K, top 101)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$305.00	Aug 7	3.00	4.20	$3.60	33.3%	99	0.20	--
$275.00	Jul 10	3.40	4.20	$3.80	21.1%	69	0.41	81
$282.50	Jul 10	1.35	1.95	$1.65	36.4%	58	0.22	7
$292.50	Jul 10	0.20	0.65	$0.43	104.7%	51	0.07	--
$280.00	Jul 17	4.40	5.00	$4.70	12.8%	40	0.36	1.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$230.00	Aug 7	1.10	2.80	$1.95	87.2%	101	0.10	14
$275.00	Jul 24	10.60	11.60	$11.10	9.0%	40	0.54	--
$240.00	Jul 17	0.50	0.60	$0.55	18.2%	39	0.06	408
$250.00	Jul 10	0.25	0.40	$0.33	45.5%	33	0.05	108
$275.00	Jul 10	6.30	7.40	$6.85	16.1%	33	0.59	40

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 23.6%, max 92.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$320.00	Jul 10	Aug 14	73.8%	44.0%	67.8%	2	--
$230.00	Jul 10	Jul 31	79.3%	47.3%	67.4%	--	53
$315.00	Jul 10	Aug 14	69.4%	42.4%	63.8%	4	1
$310.00	Jul 10	Aug 14	64.5%	43.6%	47.9%	8	1
$305.00	Jul 10	Aug 7	59.0%	43.9%	34.4%	99	60

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$225.00	Jul 10	Aug 14	86.1%	44.8%	92.3%	10	84
$230.00	Jul 10	Aug 14	79.3%	44.7%	77.1%	1	31
$220.00	Jul 10	Jul 31	86.4%	50.6%	70.8%	2	230
$235.00	Jul 10	Aug 7	66.9%	44.8%	49.3%	15	23
$237.50	Jul 10	Jul 17	66.1%	47.1%	40.3%	10	265

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 99 found (best R:R 30.25, avg 5.15)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$305.00	$310.00	Jul 17	$0.20	$4.80	$0.20	24.00	$305.20
$315.00	$320.00	Aug 14	$0.25	$4.75	$0.25	19.00	$315.25
$290.00	$292.50	Jul 10	$0.14	$2.36	$0.14	16.86	$290.14
$300.00	$305.00	Jul 17	$0.30	$4.70	$0.30	15.67	$300.30
$292.50	$295.00	Jul 10	$0.18	$2.32	$0.18	12.89	$292.68

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$225.00	$220.00	Jul 31	$0.16	$4.84	$0.16	30.25	$224.84
$222.50	$220.00	Jul 17	$0.10	$2.40	$0.10	24.00	$222.40
$240.00	$237.50	Jul 17	$0.12	$2.38	$0.12	19.83	$239.88
$240.00	$235.00	Jul 24	$0.27	$4.73	$0.27	17.52	$239.73
$250.00	$247.50	Jul 10	$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. 128 found (best R:R 99.00, avg 2.74)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$220.00	$230.00	Jul 17	$9.90	$9.90	$0.10	99.00	$229.90
$230.00	$240.00	Jul 17	$9.70	$9.70	$0.30	32.33	$239.70
$242.50	$247.50	Jul 17	$4.75	$4.75	$0.25	19.00	$247.25
$245.00	$247.50	Jul 10	$2.35	$2.35	$0.15	15.67	$247.35
$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	$7.90	$7.90	$2.10	3.76	$282.10
$280.00	$277.50	Jul 10	$1.80	$1.80	$0.70	2.57	$278.20
$280.00	$275.00	Jul 17	$3.40	$3.40	$1.60	2.13	$276.60
$290.00	$275.00	Jul 24	$10.20	$10.20	$4.80	2.13	$279.80
$290.00	$275.00	Jul 31	$10.00	$10.00	$5.00	2.00	$280.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $1.41, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$320.00	Jul 10	Jul 17	$0.13	73.8%	49.1%
$315.00	Jul 10	Jul 17	$0.20	69.4%	47.7%
$310.00	Jul 10	Jul 17	$0.23	64.5%	44.6%
$230.00	Jul 10	Jul 17	$0.40	79.3%	51.8%
$305.00	Jul 10	Jul 17	$0.40	59.0%	43.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$220.00	Jul 10	Jul 17	$0.10	86.4%	58.9%
$230.00	Jul 10	Jul 17	$0.10	79.3%	51.8%
$235.00	Jul 10	Jul 17	$0.10	66.9%	44.6%
$225.00	Jul 10	Jul 17	$0.13	86.1%	57.5%
$237.50	Jul 10	Jul 17	$0.25	66.1%	47.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 3.90% of stock, avg 9.04%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$270.00	Jul 10	$6.35	$4.25	$10.60	$259.40	$280.60	3.90%
$275.00	Jul 10	$3.80	$6.85	$10.65	$264.35	$285.65	3.92%
$267.50	Jul 10	$7.80	$3.35	$11.15	$256.35	$278.65	4.10%
$277.50	Jul 10	$2.97	$8.45	$11.42	$266.08	$288.92	4.20%
$265.00	Jul 10	$9.55	$2.45	$12.00	$253.00	$277.00	4.42%
$280.00	Jul 10	$2.23	$10.25	$12.48	$267.52	$292.48	4.59%
$262.50	Jul 10	$10.85	$1.88	$12.73	$249.77	$275.23	4.68%
$260.00	Jul 10	$12.95	$1.20	$14.15	$245.85	$274.15	5.21%
$270.00	Jul 17	$9.00	$6.70	$15.70	$254.30	$285.70	5.78%
$275.00	Jul 17	$6.55	$9.20	$15.75	$259.25	$290.75	5.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 1.05% of stock, avg 3.62%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$282.50	$260.00	Jul 10	$1.65	$1.20	$2.85	$257.15	$285.35
$280.00	$260.00	Jul 10	$2.23	$1.20	$3.43	$256.57	$283.43
$282.50	$262.50	Jul 10	$1.65	$1.88	$3.53	$258.97	$286.03
$295.00	$255.00	Jul 17	$1.50	$2.05	$3.55	$251.45	$298.55
$295.00	$257.50	Jul 17	$1.50	$2.53	$4.03	$253.47	$299.03
$280.00	$262.50	Jul 10	$2.23	$1.88	$4.11	$258.39	$284.11
$282.50	$265.00	Jul 10	$1.65	$2.45	$4.10	$260.90	$286.60
$277.50	$260.00	Jul 10	$2.97	$1.20	$4.17	$255.83	$281.67
$290.00	$255.00	Jul 17	$2.17	$2.05	$4.22	$250.78	$294.22
$320.00	$225.00	Aug 14	$2.60	$1.75	$4.35	$220.65	$324.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 177 found (best R:R 49.00, avg credit $3.44)

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
238/240	242/248	Jul 17	$4.87	$0.13	37.46	$235.13	$247.37
220/222	242/248	Jul 17	$4.85	$0.15	32.33	$217.65	$247.35
225/230	235/240	Jul 31	$4.82	$0.18	26.78	$225.18	$239.82
235/238	240/242	Jul 17	$2.40	$0.10	24.00	$235.10	$242.40
235/238	250/252	Jul 17	$2.40	$0.10	24.00	$235.10	$252.40
250/252	255/258	Jul 17	$2.38	$0.12	19.83	$250.12	$257.38
238/240	248/250	Jul 17	$2.37	$0.13	18.23	$237.63	$249.87
225/230	240/245	Jul 31	$4.72	$0.28	16.86	$225.28	$244.72
220/225	230/235	Jul 31	$4.71	$0.29	16.24	$220.29	$234.71

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 84 found (best R:R 70.43, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$242.50	$245.00	$247.50	Jul 10	$0.05	$2.45	49.00
$267.50	$270.00	$272.50	Jul 10	$0.05	$2.45	49.00
$220.00	$230.00	$240.00	Jul 17	$0.20	$9.80	49.00
$247.50	$250.00	$252.50	Jul 17	$0.05	$2.45	49.00
$290.00	$295.00	$300.00	Jul 17	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$220.00	$225.00	$230.00	Jul 24	$0.07	$4.93	70.43
$250.00	$252.50	$255.00	Jul 10	$0.05	$2.45	49.00
$242.50	$245.00	$247.50	Jul 17	$0.06	$2.44	40.67
$237.50	$240.00	$242.50	Jul 10	$0.07	$2.43	34.71
$225.00	$227.50	$230.00	Jul 17	$0.10	$2.40	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. 106 found (best net $-0.90, 104 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$300.00	1:2	Jul 24	-$0.41	$9.59
$315.00	$320.00	1:2	Jul 10	-$0.12	$4.88
$320.00	$325.00	1:2	Jul 10	-$0.15	$4.85
$310.00	$315.00	1:2	Jul 10	-$0.16	$4.84
$305.00	$310.00	1:2	Jul 10	-$0.17	$4.83

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$275.00	1:2	Jul 24	-$0.90	$14.10
$290.00	$275.00	1:2	Jul 31	-$3.70	$11.30
$240.00	$230.00	1:2	Jul 31	-$0.35	$9.65
$245.00	$235.00	1:2	Aug 7	-$0.66	$9.34
$255.00	$245.00	1:2	Aug 14	-$1.95	$8.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 3.83%, avg 1.38%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$275.00	Jul 31	$10.40	0.48	1.2%	3.83%	5.01%	--	310
$280.00	Aug 7	$9.10	0.42	3.0%	3.35%	6.37%	2	2
$272.50	Jul 24	$8.80	0.50	0.3%	3.24%	3.50%	1	--
$280.00	Jul 31	$8.30	0.41	3.0%	3.05%	6.08%	1	15
$275.00	Jul 24	$8.10	0.46	1.2%	2.98%	4.17%	--	194
$285.00	Aug 7	$7.30	0.36	4.9%	2.69%	7.55%	1	2
$277.50	Jul 24	$6.80	0.42	2.1%	2.50%	4.61%	1	--
$275.00	Jul 17	$6.20	0.46	1.2%	2.28%	3.47%	38	558
$280.00	Jul 24	$6.10	0.39	3.0%	2.24%	5.27%	1	13
$285.00	Jul 31	$5.70	0.35	4.9%	2.10%	6.96%	--	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 1,784

Total Puts 2,198

Put/Call Ratio 1.23

Net Difference -414

Prior's Put/Call Breakdown

Total Calls 2,382

Total Puts 1,533

Put/Call Ratio 0.64

Net Difference 849

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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