VLO - Options Database

VLO

VALERO ENERGY CORP N

$266.77 -1.31%

(7/6 18:04) ◀

Tuesday, July 7, 2026 (10:00am)

▶ (7/7 11:01)

◀ 7/7 10:00 ▶

Option Volume

Detail

ℹ

Current (07/07 10:00am) 427

Calls: 137 (32%)

Puts: 290 (68%)

Prior (07/06) 461

Calls: 274 (59%)

Puts: 187 (41%)

Current vs Prior -7.38%

Calls: -50.00% (Calls)

Puts: +55.08% (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 -92.59%

Calls: -95.64%

Puts: -88.93%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/07 10:00am) $358.5K

Calls: $191.5K (53%)

Puts: $167.0K (47%)

Prior (07/06) $343.5K

Calls: $275.5K (80%)

Puts: $67.9K (20%)

Current vs Prior +4.39%

Calls: -30.51%

Puts: +145.91%

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 -92.92%

Calls: -94.90%

Puts: -87.25%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/07 10:00am) 2.12

Prior (07/06) 0.68

Current vs Prior +210.16%

Prior 7-Day Average 0.87

Current vs Prior 7-Day Avg +143.85%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/07 10:00am) 94,264

Calls: 52,456 (56%)

Puts: 41,808 (44%)

Prior (07/06) 91,754

Calls: 51,306 (56%)

Puts: 40,448 (44%)

Current vs Prior +2.74%

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 +3.90%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 4.27% | 6.73%6.73% | 13.53%

Prior 4.89% | 7.34%6.88% | 13.52%

Current vs Prior -12.65% | -8.31%-2.21% | +0.08%

Prior 7-Day Avg 3.78% | 6.11%6.87% | 13.66%

Current vs 7-Day Avg +13.02% | +10.05%-2.07% | -0.96%

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

Current vs 7-Day Eod -12.65% | -8.31%-- | --

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 42.17% | 31.70%

Calls: 41.79% | 33.51%

Puts: 42.55% | 29.89%

Prior 70.64% | 12.09%

Calls: 72.41% | 10.85%

Puts: 68.88% | 13.33%

Current vs Prior -40.30% | +162.20%

Prior 7-Day Avg 38.79% | 18.33%

Calls: 39.75% | 19.62%

Puts: 37.82% | 17.03%

Current vs 7-Day Avg +8.73% | +72.97%

Liquidity Expensive

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Extreme bearish P/C ratio of 2.12 - heavy put buying. P/C ratio rising 210% - 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
16:00	BULLISH	BEARISH	BEARISH
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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⏰ Backwardation

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📉 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 12 of results (avg 8.1%, best 5.6%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	46.60	49.30	$47.95	5.6%	--	0.97	71
$225.00	Jul 10	41.30	44.10	$42.70	6.6%	2	0.99	--
$230.00	Jul 17	36.80	39.50	$38.15	7.1%	--	0.96	132
$230.00	Jul 24	37.10	40.10	$38.60	7.8%	--	0.94	42
$230.00	Jul 31	37.40	40.60	$39.00	8.2%	--	0.92	43

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 21	44.30	47.50	$45.90	7.0%	--	0.81	10
$290.00	Jul 31	25.60	28.20	$26.90	9.7%	--	0.76	13

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. 55 found (avg delta 0.76, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$225.00	Jul 10	41.30	44.10	$42.70	6.6%	2	0.99	--
$230.00	Jul 10	35.80	39.10	$37.45	8.8%	--	0.98	10
$240.00	Jul 10	25.90	29.20	$27.55	12.0%	--	0.98	37
$242.50	Jul 10	24.10	26.70	$25.40	10.2%	--	0.97	72
$220.00	Jul 17	46.60	49.30	$47.95	5.6%	--	0.97	71

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Jul 10	12.10	14.70	$13.40	19.4%	--	0.87	11
$290.00	Jul 17	22.20	25.50	$23.85	13.8%	--	0.87	11
$310.00	Aug 21	44.30	47.50	$45.90	7.0%	--	0.81	10
$290.00	Jul 31	25.60	28.20	$26.90	9.7%	--	0.76	13
$275.00	Jul 10	8.00	10.70	$9.35	28.9%	--	0.72	72

Most actively traded options today. High liquidity = easy entry/exit. 48 active (total vol 200, top 35)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 17	3.90	5.60	$4.75	35.8%	35	0.37	566
$270.00	Aug 21	13.60	15.40	$14.50	12.4%	8	0.50	305
$270.00	Jul 17	5.90	8.10	$7.00	31.4%	6	0.47	1.4K
$270.00	Jul 31	9.70	12.40	$11.05	24.4%	5	0.49	44
$280.00	Jul 17	2.80	4.20	$3.50	40.0%	4	0.29	1.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$265.00	Jul 10	3.20	4.50	$3.85	33.8%	19	0.40	332
$255.00	Jul 24	3.20	5.60	$4.40	54.5%	17	0.28	32
$262.50	Jul 10	1.40	3.60	$2.50	88.0%	15	0.32	33
$240.00	Jul 10	0.05	0.25	$0.15	133.3%	10	0.03	74
$250.00	Jul 24	1.90	3.70	$2.80	64.3%	10	0.20	48

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 36.6%, max 129.0%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$230.00	Jul 10	Jul 31	82.2%	44.6%	84.5%	--	53
$305.00	Jul 10	Aug 7	71.0%	43.8%	62.0%	--	169
$300.00	Jul 10	Aug 21	63.4%	40.4%	56.8%	4	508
$240.00	Jul 10	Aug 21	60.8%	41.5%	46.5%	--	75
$245.00	Jul 10	Jul 31	58.3%	43.4%	34.3%	--	51

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 10	Aug 21	99.9%	43.6%	129.0%	4	290
$215.00	Jul 10	Jul 31	109.9%	54.8%	100.8%	--	196
$225.00	Jul 10	Aug 7	90.0%	46.2%	94.7%	--	98
$230.00	Jul 10	Aug 21	82.2%	42.3%	94.3%	--	140
$235.00	Jul 10	Jul 24	73.9%	45.1%	64.0%	--	166

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 102 found (best R:R 40.67, avg 5.12)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$300.00	$305.00	Jul 17	$0.24	$4.76	$0.24	19.83	$300.24
$287.50	$290.00	Jul 10	$0.13	$2.37	$0.13	18.23	$287.63
$295.00	$300.00	Jul 17	$0.26	$4.74	$0.26	18.23	$295.26
$282.50	$285.00	Jul 10	$0.17	$2.33	$0.17	13.71	$282.67
$300.00	$305.00	Jul 24	$0.35	$4.65	$0.35	13.29	$300.35

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$230.00	$225.00	Jul 31	$0.12	$4.88	$0.12	40.67	$229.88
$230.00	$225.00	Jul 24	$0.17	$4.83	$0.17	28.41	$229.83
$225.00	$220.00	Jul 31	$0.17	$4.83	$0.17	28.41	$224.83
$245.00	$242.50	Jul 10	$0.12	$2.38	$0.12	19.83	$244.88
$235.00	$230.00	Jul 24	$0.30	$4.70	$0.30	15.67	$234.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 126 found (best R:R 49.00, avg 1.87)

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	$9.50	$9.50	$0.50	19.00	$239.50
$230.00	$240.00	Jul 24	$9.25	$9.25	$0.75	12.33	$239.25
$230.00	$235.00	Jul 31	$4.60	$4.60	$0.40	11.50	$234.60
$255.00	$257.50	Jul 10	$2.25	$2.25	$0.25	9.00	$257.25

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$290.00	$280.00	Jul 17	$8.65	$8.65	$1.35	6.41	$281.35
$280.00	$275.00	Jul 10	$4.05	$4.05	$0.95	4.26	$275.95
$310.00	$270.00	Aug 21	$29.50	$29.50	$10.50	2.81	$280.50
$280.00	$275.00	Jul 17	$3.55	$3.55	$1.45	2.45	$276.45
$290.00	$270.00	Jul 31	$13.90	$13.90	$6.10	2.28	$276.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $1.51, cheapest $0.13)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$305.00	Jul 10	Jul 17	$0.13	71.0%	44.0%
$300.00	Jul 10	Jul 17	$0.37	63.4%	44.4%
$295.00	Jul 10	Jul 17	$0.55	58.9%	42.9%
$230.00	Jul 10	Jul 17	$0.70	82.2%	55.0%
$242.50	Jul 10	Jul 17	$0.80	57.5%	46.3%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Jul 10	Jul 17	$0.13	109.9%	67.7%
$220.00	Jul 10	Jul 17	$0.18	99.9%	63.4%
$225.00	Jul 10	Jul 17	$0.18	90.0%	57.2%
$230.00	Jul 10	Jul 17	$0.30	82.2%	55.0%
$237.50	Jul 10	Jul 17	$0.35	70.3%	47.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 3.79% of stock, avg 9.27%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$267.50	Jul 10	$5.40	$4.70	$10.10	$257.40	$277.60	3.79%
$270.00	Jul 10	$4.15	$5.95	$10.10	$259.90	$280.10	3.79%
$262.50	Jul 10	$7.80	$2.50	$10.30	$252.20	$272.80	3.86%
$265.00	Jul 10	$6.70	$3.85	$10.55	$254.45	$275.55	3.95%
$260.00	Jul 10	$9.35	$1.90	$11.25	$248.75	$271.25	4.22%
$275.00	Jul 10	$2.38	$9.35	$11.73	$263.27	$286.73	4.40%
$257.50	Jul 10	$11.40	$1.35	$12.75	$244.75	$270.25	4.78%
$280.00	Jul 10	$1.18	$13.40	$14.58	$265.42	$294.58	5.47%
$255.00	Jul 10	$13.65	$1.00	$14.65	$240.35	$269.65	5.49%
$265.00	Jul 17	$9.25	$6.25	$15.50	$249.50	$280.50	5.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.95% of stock, avg 3.95%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$280.00	$257.50	Jul 10	$1.18	$1.35	$2.53	$254.97	$282.53
$277.50	$257.50	Jul 10	$1.58	$1.35	$2.93	$254.57	$280.43
$280.00	$260.00	Jul 10	$1.18	$1.90	$3.08	$256.92	$283.08
$290.00	$250.00	Jul 17	$1.48	$1.85	$3.33	$246.67	$293.33
$277.50	$260.00	Jul 10	$1.58	$1.90	$3.48	$256.52	$280.98
$280.00	$262.50	Jul 10	$1.18	$2.50	$3.68	$258.82	$283.68
$275.00	$257.50	Jul 10	$2.38	$1.35	$3.73	$253.77	$278.73
$290.00	$252.50	Jul 17	$1.48	$2.30	$3.78	$248.72	$293.78
$277.50	$262.50	Jul 10	$1.58	$2.50	$4.08	$258.42	$281.58
$285.00	$250.00	Jul 17	$2.30	$1.85	$4.15	$245.85	$289.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 191 found (best R:R 24.00, avg credit $3.60)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
238/240	245/248	Jul 17	$2.40	$0.10	24.00	$237.60	$247.40
250/255	260/265	Jul 24	$4.80	$0.20	24.00	$250.20	$264.80
220/225	230/235	Jul 31	$4.77	$0.23	20.74	$220.23	$234.77
242/245	255/258	Jul 10	$2.37	$0.13	18.23	$242.63	$257.37
240/242	245/248	Jul 17	$2.37	$0.13	18.23	$240.13	$247.37
250/252	258/260	Jul 10	$2.33	$0.17	13.71	$250.17	$259.83
242/245	250/252	Jul 17	$2.32	$0.18	12.89	$242.68	$252.32
245/248	252/255	Jul 17	$2.31	$0.19	12.16	$245.19	$254.81
238/240	252/255	Jul 17	$2.30	$0.20	11.50	$237.70	$254.80
260/265	270/275	Jul 31	$4.55	$0.45	10.11	$260.45	$274.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 85 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$260.00	$265.00	$270.00	Jul 31	$0.05	$4.95	99.00
$295.00	$300.00	$305.00	Jul 10	$0.08	$4.92	61.50
$265.00	$267.50	$270.00	Jul 10	$0.05	$2.45	49.00
$235.00	$240.00	$245.00	Jul 31	$0.10	$4.90	49.00
$275.00	$280.00	$285.00	Jul 31	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$260.00	$265.00	$270.00	Jul 24	$0.05	$4.95	99.00
$220.00	$225.00	$230.00	Jul 24	$0.07	$4.93	70.43
$215.00	$220.00	$225.00	Jul 31	$0.09	$4.91	54.56
$257.50	$260.00	$262.50	Jul 10	$0.05	$2.45	49.00
$215.00	$217.50	$220.00	Jul 17	$0.05	$2.45	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. 108 found (best net $-0.30, 102 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$300.00	1:2	Jul 24	-$0.30	$9.70
$250.00	$265.00	1:2	Aug 7	-$6.10	$8.90
$310.00	$320.00	1:2	Aug 21	-$1.11	$8.89
$290.00	$300.00	1:2	Aug 21	-$1.90	$8.10
$300.00	$310.00	1:2	Aug 21	-$3.25	$6.75

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$230.00	$220.00	1:2	Aug 21	-$0.62	$9.38
$240.00	$230.00	1:2	Aug 21	-$1.11	$8.89
$250.00	$240.00	1:2	Aug 21	-$2.25	$7.75
$260.00	$250.00	1:2	Aug 21	-$3.95	$6.05
$230.00	$225.00	1:2	Jul 10	-$0.12	$4.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 5.10%, avg 1.32%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$270.00	Aug 21	$13.60	0.50	1.2%	5.10%	6.31%	8	305
$270.00	Aug 7	$10.80	0.49	1.2%	4.05%	5.26%	1	6
$270.00	Jul 31	$9.70	0.49	1.2%	3.64%	4.85%	5	44
$280.00	Aug 21	$9.00	0.40	5.0%	3.37%	8.33%	--	151
$270.00	Jul 24	$7.50	0.48	1.2%	2.81%	4.02%	1	114
$275.00	Jul 31	$7.50	0.42	3.1%	2.81%	5.90%	--	310
$280.00	Aug 7	$6.70	0.38	5.0%	2.51%	7.47%	1	6
$290.00	Aug 21	$6.00	0.31	8.7%	2.25%	10.96%	--	357
$270.00	Jul 17	$5.90	0.47	1.2%	2.21%	3.42%	6	1.4K
$280.00	Jul 31	$5.80	0.36	5.0%	2.17%	7.13%	--	16

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 137

Total Puts 290

Put/Call Ratio 2.12

Net Difference -153

Prior's Put/Call Breakdown

Total Calls 274

Total Puts 187

Put/Call Ratio 0.68

Net Difference 87

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

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📈 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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