VLO - Options Database

VLO

VALERO ENERGY CORP N

$265.10 -1.93%

(7/7 11:01) ◀

Tuesday, July 7, 2026 (12:00pm)

▶ (7/7 13:00)

◀ 7/7 12:00 ▶

Option Volume

Detail

ℹ

Current (07/07 12:00pm) 2,080

Calls: 971 (47%)

Puts: 1,109 (53%)

Prior (07/06) 2,710

Calls: 1,182 (44%)

Puts: 1,528 (56%)

Current vs Prior -23.25%

Calls: -17.85% (Calls)

Puts: -27.42% (Puts)

Prior 7-Day Total 40,792

Calls: 22,192 (54%)

Puts: 18,600 (46%)

Prior 7-Day Average 5,827

Calls: 3,170 (54%)

Puts: 2,657 (46%)

Current vs Prior 7-Day Avg -64.31%

Calls: -69.37%

Puts: -58.26%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/07 12:00pm) $1.69M

Calls: $825.0K (49%)

Puts: $865.0K (51%)

Prior (07/06) $2.13M

Calls: $1.01M (48%)

Puts: $1.12M (52%)

Current vs Prior -20.68%

Calls: -18.70%

Puts: -22.49%

Prior 7-Day Total $36.70M

Calls: $27.04M (74%)

Puts: $9.66M (26%)

Prior 7-Day Average $5.24M

Calls: $3.86M (74%)

Puts: $1.38M (26%)

Current vs Prior 7-Day Avg -67.76%

Calls: -78.65%

Puts: -37.29%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (07/07 12:00pm) 1.14

Prior (07/06) 1.29

Current vs Prior -11.65%

Prior 7-Day Average 0.87

Current vs Prior 7-Day Avg +31.07%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/07 12:00pm) 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 641,443

Calls: 360,864 (56%)

Puts: 280,579 (44%)

Prior 7-Day Average 91,634

Calls: 51,552 (56%)

Puts: 40,082 (44%)

Current vs Prior 7-Day Avg +2.87%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 4.04% | 6.70%6.70% | 13.47%

Prior 4.35% | 6.88%6.88% | 13.52%

Current vs Prior -7.14% | -2.69%-2.69% | -0.40%

Prior 7-Day Avg 3.94% | 6.35%6.88% | 13.52%

Current vs 7-Day Avg +2.54% | +5.52%-2.69% | -0.40%

Prior 7-Day Eod 4.35% | 6.88%-- | --

Current vs 7-Day Eod -7.14% | -2.69%-- | --

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 17.04% | 9.68%

Calls: 18.95% | 10.39%

Puts: 15.13% | 8.96%

Prior 12.75% | 11.47%

Calls: 12.39% | 8.59%

Puts: 13.11% | 14.35%

Current vs Prior +33.65% | -15.61%

Prior 7-Day Avg 36.48% | 18.37%

Calls: 38.02% | 18.71%

Puts: 34.94% | 18.02%

Current vs 7-Day Avg -53.29% | -47.30%

Liquidity Expensive

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Slightly bearish P/C ratio of 1.14.

Smart Money BEARISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BEARISH

Prior BEARISH

7-Day Avg BULLISH

Current NEUTRAL

Prior BEARISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior BEARISH

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
11:00	BULLISH	BEARISH	BEARISH
10:00	BULLISH	BEARISH	BEARISH

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🎯 Tightest Spreads

💰 Best Value Under $1

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⏰ 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 31 of results (avg 7.7%, best 4.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Aug 21	17.50	18.30	$17.90	4.5%	6	0.57	182
$270.00	Aug 21	12.80	13.40	$13.10	4.6%	14	0.47	305
$212.50	Jul 10	51.10	53.80	$52.45	5.1%	1	1.00	--
$220.00	Jul 24	44.30	47.00	$45.65	5.9%	1	0.94	1
$225.00	Jul 10	38.70	41.20	$39.95	6.3%	2	1.00	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 21	46.70	49.10	$47.90	5.0%	--	0.82	10
$270.00	Aug 21	17.30	18.30	$17.80	5.6%	157	0.53	410
$260.00	Aug 21	12.30	13.10	$12.70	6.3%	1	0.43	143
$270.00	Jul 31	13.70	14.70	$14.20	7.0%	--	0.55	46
$265.00	Jul 31	11.00	11.90	$11.45	7.9%	2	0.48	21

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. 60 found (avg delta 0.75, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$212.50	Jul 10	51.10	53.80	$52.45	5.1%	1	1.00	--
$225.00	Jul 10	38.70	41.20	$39.95	6.3%	2	1.00	--
$230.00	Jul 10	33.70	36.40	$35.05	7.7%	--	1.00	10
$220.00	Jul 17	44.00	47.00	$45.50	6.6%	--	0.97	71
$230.00	Jul 17	34.10	37.00	$35.55	8.2%	--	0.96	132

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Jul 10	14.70	16.50	$15.60	11.5%	--	0.88	11
$290.00	Jul 17	24.60	26.80	$25.70	8.6%	--	0.87	11
$310.00	Aug 21	46.70	49.10	$47.90	5.0%	--	0.82	10
$275.00	Jul 10	10.40	12.30	$11.35	16.7%	37	0.78	72
$290.00	Jul 31	27.30	29.90	$28.60	9.1%	--	0.78	13

Most actively traded options today. High liquidity = easy entry/exit. 100 active (total vol 1.7K, top 157)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 17	3.30	4.10	$3.70	21.6%	156	0.32	566
$275.00	Jul 10	1.20	1.75	$1.48	37.2%	140	0.22	80
$300.00	Aug 21	4.20	4.80	$4.50	13.3%	138	0.21	475
$270.00	Jul 17	5.10	5.80	$5.45	12.8%	113	0.41	1.4K
$285.00	Jul 24	2.05	3.30	$2.68	46.6%	37	0.21	41

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Aug 21	17.30	18.30	$17.80	5.6%	157	0.53	410
$240.00	Aug 21	5.10	5.70	$5.40	11.1%	130	0.23	456
$270.00	Jul 17	9.60	10.50	$10.05	9.0%	77	0.59	90
$265.00	Jul 10	4.20	5.00	$4.60	17.4%	51	0.49	332
$255.00	Jul 17	2.95	3.60	$3.28	19.8%	51	0.28	53

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 41 strikes (avg 31.9%, max 105.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$305.00	Jul 10	Aug 7	75.6%	44.4%	70.5%	10	169
$230.00	Jul 10	Jul 31	71.7%	42.3%	69.4%	--	53
$300.00	Jul 10	Aug 21	69.7%	42.2%	65.3%	138	508
$240.00	Jul 10	Aug 21	61.8%	40.6%	52.1%	--	75
$295.00	Jul 10	Jul 31	61.8%	45.7%	35.5%	--	75

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 10	Aug 21	96.3%	46.8%	105.6%	4	290
$215.00	Jul 10	Jul 31	106.5%	52.7%	102.3%	--	196
$225.00	Jul 10	Aug 7	78.1%	45.1%	73.0%	10	98
$230.00	Jul 10	Aug 21	71.7%	41.7%	72.0%	4	140
$235.00	Jul 10	Jul 24	71.0%	42.1%	68.5%	10	166

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 111 found (best R:R 40.67, avg 6.05)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$295.00	$300.00	Jul 17	$0.18	$4.82	$0.18	26.78	$295.18
$305.00	$310.00	Jul 17	$0.22	$4.78	$0.22	21.73	$305.22
$290.00	$295.00	Jul 17	$0.27	$4.73	$0.27	17.52	$290.27
$290.00	$295.00	Jul 31	$0.28	$4.72	$0.28	16.86	$290.28
$300.00	$305.00	Jul 17	$0.30	$4.70	$0.30	15.67	$300.30

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
$235.00	$230.00	Jul 10	$0.13	$4.87	$0.13	37.46	$234.87
$230.00	$225.00	Jul 24	$0.17	$4.83	$0.17	28.41	$229.83
$225.00	$220.00	Jul 31	$0.20	$4.80	$0.20	24.00	$224.80
$225.00	$220.00	Aug 7	$0.20	$4.80	$0.20	24.00	$224.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 141 found (best R:R 24.00, avg 1.74)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$245.00	$250.00	Jul 10	$4.80	$4.80	$0.20	24.00	$249.80
$220.00	$230.00	Jul 24	$9.55	$9.55	$0.45	21.22	$229.55
$230.00	$240.00	Jul 17	$9.40	$9.40	$0.60	15.67	$239.40
$240.00	$242.50	Jul 17	$2.35	$2.35	$0.15	15.67	$242.35
$230.00	$235.00	Jul 31	$4.55	$4.55	$0.45	10.11	$234.55

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$290.00	$280.00	Jul 17	$8.60	$8.60	$1.40	6.14	$281.40
$280.00	$275.00	Jul 10	$4.25	$4.25	$0.75	5.67	$275.75
$275.00	$270.00	Jul 10	$3.80	$3.80	$1.20	3.17	$271.20
$310.00	$270.00	Aug 21	$30.10	$30.10	$9.90	3.04	$279.90
$280.00	$275.00	Jul 17	$3.70	$3.70	$1.30	2.85	$276.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $1.52, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$220.00	Jul 17	Jul 24	$0.15	60.3%	50.4%
$305.00	Jul 10	Jul 17	$0.22	75.6%	48.7%
$230.00	Jul 10	Jul 17	$0.50	71.7%	49.4%
$300.00	Jul 10	Jul 17	$0.50	69.7%	49.6%
$295.00	Jul 10	Jul 17	$0.68	61.8%	46.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Jul 10	Jul 17	$0.10	106.5%	64.5%
$220.00	Jul 10	Jul 17	$0.15	96.3%	60.3%
$225.00	Jul 10	Jul 17	$0.25	78.1%	54.9%
$230.00	Jul 10	Jul 17	$0.25	71.7%	49.4%
$235.00	Jul 10	Jul 17	$0.42	71.0%	49.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 3.53% of stock, avg 9.26%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$265.00	Jul 10	$4.75	$4.60	$9.35	$255.65	$274.35	3.53%
$262.50	Jul 10	$6.15	$3.40	$9.55	$252.95	$272.05	3.60%
$267.50	Jul 10	$3.60	$5.95	$9.55	$257.95	$277.05	3.60%
$260.00	Jul 10	$7.75	$2.53	$10.28	$249.72	$270.28	3.88%
$270.00	Jul 10	$2.75	$7.55	$10.30	$259.70	$280.30	3.89%
$257.50	Jul 10	$9.50	$1.80	$11.30	$246.20	$268.80	4.26%
$255.00	Jul 10	$11.20	$1.30	$12.50	$242.50	$267.50	4.72%
$275.00	Jul 10	$1.48	$11.35	$12.83	$262.17	$287.83	4.84%
$265.00	Jul 17	$7.70	$7.25	$14.95	$250.05	$279.95	5.64%
$260.00	Jul 17	$10.40	$5.00	$15.40	$244.60	$275.40	5.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.88% of stock, avg 3.98%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$277.50	$255.00	Jul 10	$1.02	$1.30	$2.32	$252.68	$279.82
$275.00	$255.00	Jul 10	$1.48	$1.30	$2.78	$252.22	$277.78
$277.50	$257.50	Jul 10	$1.02	$1.80	$2.82	$254.68	$280.32
$275.00	$257.50	Jul 10	$1.48	$1.80	$3.28	$254.22	$278.28
$272.50	$255.00	Jul 10	$2.03	$1.30	$3.33	$251.67	$275.83
$277.50	$260.00	Jul 10	$1.02	$2.53	$3.55	$256.45	$281.05
$290.00	$252.50	Jul 17	$1.15	$2.63	$3.78	$248.72	$293.78
$272.50	$257.50	Jul 10	$2.03	$1.80	$3.83	$253.67	$276.33
$275.00	$260.00	Jul 10	$1.48	$2.53	$4.01	$255.99	$279.01
$270.00	$255.00	Jul 10	$2.75	$1.30	$4.05	$250.95	$274.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 211 found (best R:R 20.74, avg credit $3.46)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
245/250	255/260	Jul 24	$4.77	$0.23	20.74	$245.23	$259.77
230/232	250/252	Jul 17	$2.38	$0.12	19.83	$230.12	$252.38
242/245	250/252	Jul 17	$2.38	$0.12	19.83	$242.62	$252.38
220/225	230/235	Jul 31	$4.75	$0.25	19.00	$220.25	$234.75
235/238	242/245	Jul 17	$2.35	$0.15	15.67	$235.15	$244.85
250/252	258/260	Jul 17	$2.33	$0.17	13.71	$250.17	$259.83
232/235	242/245	Jul 17	$2.32	$0.18	12.89	$232.68	$244.82
235/238	245/248	Jul 17	$2.30	$0.20	11.50	$235.20	$247.30
230/232	242/245	Jul 17	$2.28	$0.22	10.36	$230.22	$244.78
232/235	245/248	Jul 17	$2.27	$0.23	9.87	$232.73	$247.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 98 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$240.00	$250.00	$260.00	Aug 21	$0.10	$9.90	99.00
$300.00	$305.00	$310.00	Jul 17	$0.08	$4.92	61.50
$290.00	$295.00	$300.00	Jul 17	$0.09	$4.91	54.56
$287.50	$290.00	$292.50	Jul 10	$0.05	$2.45	49.00
$242.50	$245.00	$247.50	Jul 17	$0.05	$2.45	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
$225.00	$230.00	$235.00	Jul 24	$0.08	$4.92	61.50
$220.00	$225.00	$230.00	Jul 10	$0.09	$4.91	54.56
$240.00	$242.50	$245.00	Jul 10	$0.05	$2.45	49.00
$225.00	$230.00	$235.00	Jul 10	$0.11	$4.89	44.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 111 found (best net $-0.60, 103 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$300.00	1:2	Jul 24	-$0.60	$9.40
$290.00	$300.00	1:2	Aug 21	-$2.50	$7.50
$300.00	$310.00	1:2	Aug 21	-$2.66	$7.34
$280.00	$290.00	1:2	Aug 21	-$3.70	$6.30
$270.00	$280.00	1:2	Aug 7	-$4.05	$5.95

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$240.00	$230.00	1:2	Aug 21	-$1.30	$8.70
$230.00	$220.00	1:2	Aug 21	-$2.01	$7.99
$250.00	$240.00	1:2	Aug 21	-$2.25	$7.75
$260.00	$250.00	1:2	Aug 21	-$4.40	$5.60
$230.00	$225.00	1:2	Jul 10	-$0.06	$4.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 4.83%, avg 1.33%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$270.00	Aug 21	$12.80	0.47	1.9%	4.83%	6.68%	14	305
$270.00	Aug 7	$10.20	0.46	1.9%	3.85%	5.70%	1	6
$270.00	Jul 31	$9.00	0.45	1.9%	3.39%	5.24%	10	44
$280.00	Aug 21	$8.90	0.37	5.6%	3.36%	8.98%	13	151
$275.00	Jul 31	$7.10	0.39	3.7%	2.68%	6.41%	5	310
$270.00	Jul 24	$6.90	0.44	1.9%	2.60%	4.45%	1	114
$280.00	Aug 7	$6.60	0.35	5.6%	2.49%	8.11%	2	6
$290.00	Aug 21	$6.10	0.29	9.4%	2.30%	11.69%	5	357
$280.00	Jul 31	$5.40	0.33	5.6%	2.04%	7.66%	--	16
$285.00	Aug 7	$5.20	0.30	7.5%	1.96%	9.47%	1	2

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 971

Total Puts 1,109

Put/Call Ratio 1.14

Net Difference -138

Prior's Put/Call Breakdown

Total Calls 1,182

Total Puts 1,528

Put/Call Ratio 1.29

Net Difference -346

Prior 7-Day Put/Call Summary

Total Calls 22,192

Total Puts 18,600

Average Put/Call Ratio 0.87

Ratio Trend Falling

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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