VLO - Options Database

VLO

VALERO ENERGY CORP N

$270.32 +0.96%

(7/6 15:00) ◀

Monday, July 6, 2026 (4:00pm)

▶ (7/6 18:04)

◀ 7/6 16:00 ▶

Option Volume

Detail

ℹ

Current (07/06 4:00pm) 4,467

Calls: 2,054 (46%)

Puts: 2,413 (54%)

Prior (07/02) 5,393

Calls: 2,636 (49%)

Puts: 2,757 (51%)

Current vs Prior -17.17%

Calls: -22.08% (Calls)

Puts: -12.48% (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 -22.47%

Calls: -34.65%

Puts: -7.87%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/06 4:00pm) $3.84M

Calls: $2.30M (60%)

Puts: $1.54M (40%)

Prior (07/02) $2.89M

Calls: $1.97M (68%)

Puts: $924.0K (32%)

Current vs Prior +32.88%

Calls: +17.02%

Puts: +66.64%

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 -24.15%

Calls: -38.70%

Puts: +17.51%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/06 4:00pm) 1.17

Prior (07/02) 1.05

Current vs Prior +12.32%

Prior 7-Day Average 0.87

Current vs Prior 7-Day Avg +35.33%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/06 4:00pm) 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 4.35% | 6.88%6.88% | 13.52%

Prior 4.89% | 7.34%-- | --

Current vs Prior -11.15% | -6.24%-- | --

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

Current vs 7-Day Avg +14.96% | +12.54%-- | --

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

Current vs 7-Day Eod -11.15% | -6.24%-- | --

Sentiment BULLISH--

Relative Spread

Detail

ℹ

Expiry | Next

Current 12.75% | 11.47%

Calls: 12.39% | 8.59%

Puts: 13.11% | 14.35%

Prior 70.64% | 12.09%

Calls: 72.41% | 10.85%

Puts: 68.88% | 13.33%

Current vs Prior -81.95% | -5.13%

Prior 7-Day Avg 38.79% | 18.33%

Calls: 39.75% | 19.62%

Puts: 37.82% | 17.03%

Current vs 7-Day Avg -67.13% | -37.42%

Liquidity Expensive

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Slightly bearish P/C ratio of 1.17.

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 NEUTRAL

Prior NEUTRAL

7-Day Avg NEUTRAL

Current NEUTRAL

Prior NEUTRAL

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
15:00	BULLISH	BEARISH	BEARISH
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

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💰 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 39 of results (avg 7.4%, best 3.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	50.30	52.30	$51.30	3.9%	--	0.98	71
$230.00	Jul 10	40.10	42.00	$41.05	4.6%	--	0.98	10
$230.00	Jul 17	40.40	42.50	$41.45	5.1%	--	0.96	132
$252.50	Jul 17	19.40	20.50	$19.95	5.5%	--	0.83	15
$240.00	Jul 10	30.20	32.00	$31.10	5.8%	2	0.98	35

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 31	14.10	14.80	$14.45	4.8%	1	0.54	7
$270.00	Jul 31	11.40	12.00	$11.70	5.1%	2	0.48	45
$290.00	Jul 31	23.40	24.90	$24.15	6.2%	1	0.72	12
$265.00	Jul 31	9.10	9.70	$9.40	6.4%	2	0.41	21
$280.00	Jul 17	13.00	13.90	$13.45	6.7%	--	0.67	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. 57 found (avg delta 0.77, highest 0.98)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Jul 10	30.20	32.00	$31.10	5.8%	2	0.98	35
$230.00	Jul 10	40.10	42.00	$41.05	4.6%	--	0.98	10
$220.00	Jul 17	50.30	52.30	$51.30	3.9%	--	0.98	71
$242.50	Jul 10	27.60	29.60	$28.60	7.0%	--	0.97	72
$245.00	Jul 10	25.30	27.10	$26.20	6.9%	1	0.96	31

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	19.70	21.70	$20.70	9.7%	--	0.81	11
$290.00	Jul 24	20.40	24.00	$22.20	16.2%	1	0.77	3
$280.00	Jul 10	10.90	11.90	$11.40	8.8%	--	0.75	11
$290.00	Jul 31	23.40	24.90	$24.15	6.2%	1	0.72	12
$277.50	Jul 10	8.90	10.20	$9.55	13.6%	2	0.69	--

Most actively traded options today. High liquidity = easy entry/exit. 124 active (total vol 1.7K, top 109)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$305.00	Aug 7	2.75	4.90	$3.83	56.1%	109	0.20	--
$275.00	Jul 10	2.95	3.80	$3.38	25.1%	69	0.38	81
$282.50	Jul 10	1.30	1.75	$1.53	29.4%	58	0.20	7
$292.50	Jul 10	0.30	0.65	$0.48	72.9%	51	0.08	--
$280.00	Jul 17	4.00	4.50	$4.25	11.8%	45	0.33	1.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$230.00	Aug 7	0.90	2.75	$1.83	101.1%	101	0.10	14
$260.00	Jul 10	1.25	1.75	$1.50	33.3%	54	0.20	182
$255.00	Jul 17	1.90	2.55	$2.22	29.3%	43	0.20	26
$240.00	Jul 17	0.50	0.70	$0.60	33.3%	40	0.06	408
$275.00	Jul 24	10.50	12.50	$11.50	17.4%	40	0.56	--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 43 strikes (avg 25.7%, max 92.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$320.00	Jul 10	Aug 14	75.9%	43.9%	72.9%	2	--
$230.00	Jul 10	Jul 31	78.0%	45.8%	70.2%	--	53
$315.00	Jul 10	Aug 14	71.5%	42.9%	66.6%	4	1
$310.00	Jul 10	Aug 14	67.9%	44.5%	52.5%	8	1
$305.00	Jul 10	Aug 7	62.3%	45.3%	37.3%	109	60

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$225.00	Jul 10	Aug 14	84.9%	44.2%	92.2%	10	84
$220.00	Jul 10	Jul 31	85.3%	48.6%	75.5%	2	230
$230.00	Jul 10	Aug 14	78.0%	45.3%	72.2%	1	31
$235.00	Jul 10	Aug 7	70.7%	45.5%	55.3%	15	23
$237.50	Jul 10	Jul 17	66.2%	46.7%	41.7%	10	265

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 100 found (best R:R 26.78, avg 5.63)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$295.00	$297.50	Jul 10	$0.10	$2.40	$0.10	24.00	$295.10
$290.00	$292.50	Jul 10	$0.12	$2.38	$0.12	19.83	$290.12
$292.50	$295.00	Jul 10	$0.15	$2.35	$0.15	15.67	$292.65
$300.00	$305.00	Jul 17	$0.32	$4.68	$0.32	14.62	$300.32
$305.00	$310.00	Jul 17	$0.33	$4.67	$0.33	14.15	$305.33

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$235.00	$230.00	Jul 24	$0.18	$4.82	$0.18	26.78	$234.82
$235.00	$232.50	Jul 17	$0.10	$2.40	$0.10	24.00	$234.90
$225.00	$220.00	Jul 31	$0.20	$4.80	$0.20	24.00	$224.80
$240.00	$237.50	Jul 17	$0.12	$2.38	$0.12	19.83	$239.88
$247.50	$245.00	Jul 17	$0.12	$2.38	$0.12	19.83	$247.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 132 found (best R:R 65.67, avg 2.63)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$220.00	$230.00	Jul 17	$9.85	$9.85	$0.15	65.67	$229.85
$245.00	$247.50	Jul 10	$2.40	$2.40	$0.10	24.00	$247.40
$240.00	$242.50	Jul 17	$2.40	$2.40	$0.10	24.00	$242.40
$242.50	$245.00	Jul 17	$2.40	$2.40	$0.10	24.00	$244.90
$230.00	$240.00	Jul 17	$9.55	$9.55	$0.45	21.22	$239.55

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$280.00	$277.50	Jul 10	$1.85	$1.85	$0.65	2.85	$278.15
$290.00	$280.00	Jul 17	$7.25	$7.25	$2.75	2.64	$282.75
$277.50	$275.00	Jul 10	$1.80	$1.80	$0.70	2.57	$275.70
$290.00	$275.00	Jul 24	$10.70	$10.70	$4.30	2.49	$279.30
$290.00	$275.00	Jul 31	$9.70	$9.70	$5.30	1.83	$280.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $1.38, cheapest $0.12)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$315.00	Jul 10	Jul 17	$0.20	71.5%	49.3%
$310.00	Jul 10	Jul 17	$0.22	67.9%	46.8%
$320.00	Jul 10	Jul 17	$0.23	75.9%	53.4%
$230.00	Jul 10	Jul 17	$0.40	78.0%	53.4%
$305.00	Jul 10	Jul 17	$0.53	62.3%	47.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$220.00	Jul 10	Jul 17	$0.12	85.3%	58.9%
$225.00	Jul 10	Jul 17	$0.13	84.9%	56.2%
$230.00	Jul 10	Jul 17	$0.20	78.0%	53.4%
$235.00	Jul 10	Jul 17	$0.20	70.7%	48.1%
$237.50	Jul 10	Jul 17	$0.28	66.2%	46.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 3.87% of stock, avg 9.05%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$270.00	Jul 10	$5.65	$4.80	$10.45	$259.55	$280.45	3.87%
$267.50	Jul 10	$6.90	$3.65	$10.55	$256.95	$278.05	3.90%
$275.00	Jul 10	$3.38	$7.75	$11.13	$263.87	$286.13	4.12%
$265.00	Jul 10	$8.65	$2.75	$11.40	$253.60	$276.40	4.22%
$277.50	Jul 10	$2.63	$9.55	$12.18	$265.32	$289.68	4.51%
$262.50	Jul 10	$10.55	$2.08	$12.63	$249.87	$275.13	4.67%
$280.00	Jul 10	$2.00	$11.40	$13.40	$266.60	$293.40	4.96%
$260.00	Jul 10	$12.55	$1.50	$14.05	$245.95	$274.05	5.20%
$270.00	Jul 17	$8.15	$7.40	$15.55	$254.45	$285.55	5.75%
$257.50	Jul 10	$14.60	$1.08	$15.68	$241.82	$273.18	5.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 132 found (cheapest 1.12% of stock, avg 3.76%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$282.50	$260.00	Jul 10	$1.53	$1.50	$3.03	$256.97	$285.53
$280.00	$260.00	Jul 10	$2.00	$1.50	$3.50	$256.50	$283.50
$282.50	$262.50	Jul 10	$1.53	$2.08	$3.61	$258.89	$286.11
$295.00	$255.00	Jul 17	$1.53	$2.22	$3.75	$251.25	$298.75
$280.00	$262.50	Jul 10	$2.00	$2.08	$4.08	$258.42	$284.08
$277.50	$260.00	Jul 10	$2.63	$1.50	$4.13	$255.87	$281.63
$290.00	$255.00	Jul 17	$2.00	$2.22	$4.22	$250.78	$294.22
$320.00	$225.00	Aug 14	$2.48	$1.73	$4.21	$220.79	$324.21
$282.50	$265.00	Jul 10	$1.53	$2.75	$4.28	$260.72	$286.78
$295.00	$257.50	Jul 17	$1.53	$2.80	$4.33	$253.17	$299.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 169 found (best R:R 32.33, avg credit $3.31)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
255/260	265/270	Jul 24	$4.85	$0.15	32.33	$255.15	$269.85
255/258	260/262	Jul 10	$2.40	$0.10	24.00	$255.10	$262.40
220/225	230/235	Jul 31	$4.80	$0.20	24.00	$220.20	$234.80
220/225	235/240	Jul 31	$4.80	$0.20	24.00	$220.20	$239.80
250/255	265/270	Jul 31	$4.77	$0.23	20.74	$250.23	$269.77
250/252	255/258	Jul 10	$2.35	$0.15	15.67	$250.15	$257.35
242/245	248/250	Jul 17	$2.35	$0.15	15.67	$242.65	$249.85
240/242	252/255	Jul 10	$2.33	$0.17	13.71	$240.17	$254.83
240/242	255/258	Jul 10	$2.33	$0.17	13.71	$240.17	$257.33
255/260	265/270	Jul 31	$4.65	$0.35	13.29	$255.35	$269.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 70.43, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$310.00	$315.00	$320.00	Jul 17	$0.07	$4.93	70.43
$267.50	$270.00	$272.50	Jul 10	$0.05	$2.45	49.00
$250.00	$255.00	$260.00	Aug 7	$0.10	$4.90	49.00
$295.00	$300.00	$305.00	Jul 17	$0.11	$4.89	44.45
$280.00	$285.00	$290.00	Jul 24	$0.13	$4.87	37.46

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$250.00	$252.50	$255.00	Jul 10	$0.05	$2.45	49.00
$225.00	$230.00	$235.00	Jul 24	$0.11	$4.89	44.45
$225.00	$227.50	$230.00	Jul 17	$0.06	$2.44	40.67
$255.00	$257.50	$260.00	Jul 17	$0.07	$2.43	34.71
$220.00	$225.00	$230.00	Jul 31	$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. 104 found (best net $-0.11, 103 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$285.00	$300.00	1:2	Aug 7	-$1.15	$13.85
$290.00	$300.00	1:2	Jul 24	-$1.03	$8.97
$315.00	$320.00	1:2	Jul 10	-$0.12	$4.88
$305.00	$310.00	1:2	Jul 17	-$0.12	$4.88
$310.00	$315.00	1:2	Jul 10	-$0.13	$4.87

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$245.00	$230.00	1:2	Aug 14	-$0.11	$14.89
$290.00	$275.00	1:2	Jul 24	-$0.80	$14.20
$290.00	$275.00	1:2	Jul 31	-$4.75	$10.25
$240.00	$230.00	1:2	Jul 31	-$0.27	$9.73
$245.00	$235.00	1:2	Aug 7	-$0.80	$9.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 37 found (best yield 3.55%, avg 1.32%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$275.00	Jul 31	$9.60	0.46	1.7%	3.55%	5.28%	--	310
$280.00	Aug 7	$9.10	0.42	3.6%	3.37%	6.95%	4	2
$272.50	Jul 24	$8.70	0.48	0.8%	3.22%	4.02%	1	--
$280.00	Jul 31	$7.70	0.40	3.6%	2.85%	6.43%	1	15
$275.00	Jul 24	$7.50	0.44	1.7%	2.77%	4.51%	--	194
$285.00	Aug 7	$7.40	0.36	5.4%	2.74%	8.17%	1	2
$277.50	Jul 24	$6.50	0.41	2.7%	2.40%	5.06%	1	--
$285.00	Jul 31	$5.90	0.35	5.4%	2.18%	7.61%	--	26
$275.00	Jul 17	$5.70	0.42	1.7%	2.11%	3.84%	42	558
$280.00	Jul 24	$5.50	0.37	3.6%	2.03%	5.62%	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 2,054

Total Puts 2,413

Put/Call Ratio 1.17

Net Difference -359

Prior's Put/Call Breakdown

Total Calls 2,636

Total Puts 2,757

Put/Call Ratio 1.05

Net Difference -121

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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